• Title/Summary/Keyword: 민감도 향상

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Option Pricing and Sensitivity Evaluation Methodology: Improvement of Speed and Accuracy (옵션 가치 및 민감도 평가 방법: 속도와 정확도 개선에 대한 고찰)

  • Choi, Young-Soo;Oh, Se-Jin;Lee, Won-Chang
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.563-585
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    • 2008
  • This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

Optimal Design of Linear Viscous Damping System for Vibration Control of Adjacent Building Structures (인접구조물의 진동제어를 위한 선형감쇠시스템의 최적설계)

  • Park, Kwan-Soon;Ok, Seung-Yong;Koh, Hyun-Moo
    • Journal of the Earthquake Engineering Society of Korea
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    • v.10 no.3 s.49
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    • pp.85-100
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    • 2006
  • This paper proposes an optimal design method of linear viscous dampers for the seismic performance of two adjacent structures with different heights. Accordingly, connection method using diagonal bracing between two floors and connection method between two structures are considered, and the effectiveness of the latter method is confirmed through the comparison of the frequency response functions with respect to damping capacity. Moreover, optimal damping to minimize the response of the adjacent structures in the frequency domain is found. The sensitivity of natural frequency and modal damping according to the damper capacity at each floor is obtained for the optimally designed system. From the sensitivity analysis, the modal damping is evaluated to be very sensitive to the damper installed at higher floor. Therefore, sensitivity-based damping distribution method is proposed. Diagonal bracing connection method, uniform distribution method and sensitivity-based distribution method are compared to each other in terms of seismic performance. The comparative results demonstrate that the proposed method is an effective seismic design method for the adjacent structures.

Heat treatment effect of high-k HfO2 for tunnel barrier memory application

  • Hwang, Yeong-Hyeon;Yu, Hui-Uk;Kim, Min-Su;Lee, Yeong-Hui;Jo, Won-Ju
    • Proceedings of the Korean Vacuum Society Conference
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    • 2010.02a
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    • pp.218-218
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    • 2010
  • 기존의 비휘발성 메모리 소자는 터널 절연막으로 $SiO_2$ 단일 절연막을 이용하였다. 그러나 소자의 축소화와 함께 비휘발성 메모리 소자의 동작 전압을 낮추기 위해서 $SiO_2$ 단일 절연막의 두께도 감소 시켜야만 하였다. 하지만 $SiO_2$ 단일 절연막의 두께 감소에 따라, 메모리의 동작 횟수와 데이터 보존 시간의 감소등의 문제점들로 인해 기술적인 한계점에 이르렀다. 이러한 문제점들을 해결하기 위한 연구가 활발히 진행되고 있는 가운데, 최근 high-k 물질을 기반으로 하는 Tunnel Barrier Engineered (TEB) 기술이 주목 받고 있다. TBE 기술이란, 터널 절연막을 위해 서로 다른 유전율을 갖는 유전체를 적층함으로써 쓰기/지우기 속도의 향상과 함께, 물리적인 두께 증가로 인한 데이터 보존 시간을 향상 시킬 수 있는 기술이다. 따라서, 본 연구에서는 적층된 터널 절연막에 이용되는 $HfO_2$를 FGA (Forming Gas Annealing)와 RTA (Rapid Thermal Annealing) 공정에 의한 열처리 효과를 알아보기 위해, 온도에 따른 전기적인 특성을 MIS-Capacitor 제작을 통하여 분석하였다. 이를 위해 먼저 Si 기판 위에 $SiO_2$를 약 3 nm 성장시킨 후, $HfO_2$를 Atomic Layer Deposition (ALD) 방법으로 약 8 nm를 증착 하였고, Aluminum을 약 150 nm 증착 하여 게이트 전극으로 이용하였다. 이를 C-V와 I-V 특성을 이용하여 분석함으로 써, 열처리 공정을 통한 $HfO_2$의 터널 절연막 특성이 향상됨을 확인 하였다. 특히, $450^{\circ}C$ $H_2/N_2$(98%/2%) 분위기에서 진행한 FGA 공정은 $HfO_2$의 전하 트랩핑 현상을 줄일 뿐 만 아니라, 낮은 전계에서는 낮은 누설 전류를, 높은 전계에서는 높은 터널링 전류가 흐르는 것을 확인 하였다. 이와 같은 전압에 대한 터널링 전류의 민감도의 향상은 비휘발성 메모리 소자의 쓰기/지우기 특성을 개선할 수 있음을 의미한다. 반면 $N_2$ 분위기에서 실시한 RTA 공정에서는, 전하 트랩핑 현상은 감소 하였지만 FGA 공정 후 보다는 전하 트랩핑 현상이 더 크게 나타났다. 따라서, 적층된 터널 절연막은 적절한 열처리 공정을 통하여 비휘발성 메모리 소자의 성능을 향상 시킬 수 있음이 기대된다.

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실내공기질의 중요성과 최근 관심 이슈

  • Son, Jong-Ryeol
    • Bulletin of Korea Environmental Preservation Association
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    • s.408
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    • pp.17-21
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    • 2013
  • 최근 실내공기질의 관심은 사무실 등의 건축물에서 신축공동주택, 학교, 교통수단 등으로 확대되고 있으며, 특히 생활수준의 향상으로 건강한 삶을 추구하며 쾌적한 실내공간을 확보하기 위하여 노력하고 있다. 환경성 질환과 연계하여 민감계층군(어린이의 어린이집 등)과 사회취약계층(노인, 장애인들의 노인 및 장애복지시설)등 사회복지시설에 관심에 대한 관심이 높아지고 있는 추세이다.

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한국 캐주얼 의류업체의 아웃소싱

  • 양재희;황춘섭
    • Proceedings of the Costume Culture Conference
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    • 2003.09a
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    • pp.107-108
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    • 2003
  • 경제 사정의 악화에 따른 의류 소비의 위축 및 치열한 경쟁 속에서 패션업체는 경영의 합리화와 장기적이고 적극적인 경쟁력 향상 방안의 일환으로 아웃소싱에 많은 관심을 보여왔다. 본 연구에서는 시장 규모가 상대적으로 크고 유행의 변화에 특히 민감한 여성캐주얼 의류업체의 국내외 아웃소싱 현황을 알아봄으로써 패션업체의 아웃소싱 현황에 대한 이해를 돕고, 보다 효율적인 글로벌 소싱 전략 수립에 필요한 기초자료를 얻고자 한다. (중략)

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A Study on the Sensitivity Analysis of Ship Mooring Evaluation Factors According to Sea Level Rise in Mokpo Port (목포항 해수면 상승에 따른 선박 계류평가요소의 민감도 분석 연구)

  • Seungyeon Kim
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.29 no.5
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    • pp.445-455
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    • 2023
  • Sea level rise due to global warming is accelerating. According to the IPCC survey, the expected sea level rise in 2100 was analyzed to be 47cm in the low-carbon scenario (SSP 1-2.6) and 82cm in the high-carbon scenario (SSP 5-8.5). Sea level rise can cause serious damage to port infrastructure and reduce the safety of ships docked inside ports. In this study, Mokpo Port, which frequently suffers from flooding during high tide, was selected and the sensitivity of mooring evaluation factors was analyzed for actual berthing ships according to sea level rise scenarios. From the analysis, we found that the tension of mooring line, the load of bollard, vertical angle of mooring line, and ship's motion of 6-DOF, which are evaluation factors, generally increased when the sea level increased. The most sensitive evaluation factor was sway motion of 6-DOF. Also, we analyzed that the value of mooring evaluation factors decreased when the crown height was raised. This was beneficial in improving ship and pier safety. The results of this study can be used as basic data to secure measures to improve port and ship safety according to sea level rise in Mokpo Port.

Design a Four Layer Depth-Encoding Detector Using Quasi-Block Scintillator for High Resolution and Sensitivity (고분해능 및 고민감도를 위한 준 블록 섬광체를 사용한 네 층의 반응 깊이 측정 검출기 설계)

  • Seung-Jae Lee;Byungdu Jo
    • Journal of the Korean Society of Radiology
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    • v.18 no.2
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    • pp.65-71
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    • 2024
  • To achieve high resolution and sensitivity of positron emission tomography (PET) for small animals, the detector is constructed using very thin and long scintillation pixels. Due to the structure of these scintillation pixels, spatial resolution deterioration occurs outside the system's field of view. To solve this problem, we designed a detector that could improve spatial resolution by measuring the interaction depth and improve sensitivity by using a quasi-block scintillator. A quasi-block scintillator size of 12.6 mm x 12.6 mm x 3 mm was arranged in four layers, and optical sensors were placed on all sides to collect light generated by the interaction between gamma rays and the scintillator. DETECT2000 simulation was performed to evaluate the performance of the designed detector. Flood images were acquired by generating gamma-ray events at 1 mm intervals from 1.3 mm to 11.3 mm within the scintillator of each layer. The spatial resolution and peak-to-peak distance for each location were measured in an 11 x 11 array of flood images. The average measured spatial resolution was 0.25 mm, and the average distance between peaks was 1.0 mm. Through this, it was confirmed that all locations were separated from each other. In addition, because the light signals of all layers were measured separately from each other, the layer of the scintillator that interacted with the gamma rays could be completely separated. When the designed detector is used as a detector in a PET system for small animals, it is considered that excellent spatial resolution and sensitivity can be achieved and image quality can be improved.

Clinical Utility of Amplified Mycobacterium Tuberculosis Direct Test in the Diagnosis of Pulmonary Tuberculosis (폐결핵 잔단에서 Amplified Mycobacterium Tuberculosis Direct Test의 임상적 유용성)

  • Park, Sam-Seok;Kwak, Kyung-Rok;Hwang, Ji-Yun;Yun, Sang-Myeong;Ryue, Chi-Chan;Chang, Chul-Hun;Lee, Min-Gi;Park, Sun-Gue
    • Tuberculosis and Respiratory Diseases
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    • v.47 no.6
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    • pp.747-756
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    • 1999
  • Background: Acid-fast stain and cultures for diagnosis of pulmonary tuberculosis are primary and essential method, but have their limitation : low sensitivity and time consuming. The objective of this study is comparison of amplified Mycobacterium tuberculosis direct test(MTD) by the conventional AFB smears and cultures in the detection of Mycobacterium tuberculosis in respiratory specimens. Methods: During the period between November, 1997 and May, 1998 a total of 267 respiratory specimens (sputum 173, bronchial washing 94) from 187 patients suspected pulmonary tuberculosis were subjected to AFB smears, cultures and MID test. MID is based on nucleic acid amplification. We compared the MID with 3% Ogawa culture method. In positive AFB smear and negative MID specimen, positive culture identification between nontuberculous mycobacterium and M.tuberculosis was assesed by using Accuprobe M.tuberculosis complex probe. In negative AFB smear and negative AFB culture, MTD results are assessed by clinical follow-up. Results : 1) Compared with culture in sputum and bronchial fluid specimens, sensitivity and specificity of MTD in positive AFB smear is 79.7% and 20.0%, sensitivity and specificity of MTD in negative AFB smear specimens is 75.0% and 79.7%. 2) Discrepant analysis is assessed by clinical follow-up and other specimen results beyond study. Culture negative but MTD positive specimens were proved to be true positive and gave MTD sensitivity 79.2%, specificity of 84.4%, positive predictive value 80.5% and negative predictive value 83.2%. 3) 14 out of 31 specimens in negative AFB smear, negative AFB culture and positive MTD showed pulmonary tuberculosis diagnosed on clinical follow-up and sensitivity is 45.2%. 4) 2 out of 13 specimens in positive AFB smear, positive AFB culture and negative MID diagnosed as non tuberculous mycobacterium by Accuprobe culture. Conclusion: This study suggested that MID in respiratory specimens is simple and rapid diagnostic method, but considered adjuvant method rather than replace the conventional AFB smear and culture.

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Optimization of Design Variables of Detection Algorithm for Loss of Balance Using a Linear Internal Model (균형상실의 검출 성능 향상을 위한 내부 모델의 설계변수 선정 및 민감도 평가)

  • Kim, Kwang-Hoon;Kim, In-Su;Son, Kwon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.9
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    • pp.1153-1160
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    • 2010
  • The detection algorithm for loss of balance had three main parts: one for processing data, another for constructing an internal model, and a third for detecting the loss of balance. The part related to the internal model is the most important part of the algorithm. The purpose of this study is to evaluate the effect of variables associated with the internal model on the success rate of the algorithm. The internal model depends on the type of linearization adopted and the operating period of the algorithm. The design variables were evaluated by performing sensitivity analysis of the variables of the internal model in order to obtain the success rate of the algorithm. The results showed that the most sensitive variable was the period and the period of 0.3 s yielded the highest success rate of 97.1%. Further, the ranges of the design variables that can facilitate a success rate of over 95% are presented.

Performance Improvement of Virtualization Sensitive Instruction Emulation by Instruction Decoding at Compile Time (컴파일 시간 명령어 디코딩을 통한 가상화 민감 명령어 에뮬레이션 성능 개선)

  • Shin, Dong-Ha;Yun, Kyung-Un
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.2
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    • pp.1-11
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    • 2012
  • Recently, we have seen several implementations that virtualize the ARM architecture. Since the current ARM architecture is not possible to be virtualized using the traditional technique called "trap-and-emulation", we usually detect all virtualization sensitive instructions during the run-time of a guest kernel and emulate them virtually rather than executing them directly. The emulation for virtualization is usually implemented either by binary translation or interpretation. Our research is about how to improve the performance of emulation for virtualization based on interpretation. The interpretation usually requires a few steps: instruction fetching, instruction decoding and instruction executing. In this paper, we propose a method that decodes all virtualization sensitive instructions during the compilation time of a guest kernel and reduces the time required for interpretation during the run time of the guest kernel. Our method provides both implementation simplicity and performance improvement of emulation for virtualization based on interpretation.