• The Korean Journal of Applied Statistics
• /
• v.37 no.1
• /
• pp.39-48
• /
• 2024

In this paper, we introduce an extended GARCH model designed to address asymmetric leverage effects. The variance in the standard GARCH model is composed of past conditional variances and past squared residuals. However, it is not possible to model asymmetric leverage effects with squared residuals alone, so in this paper, we propose a new extended GARCH model to explain the leverage effects using the Yeo-Johnson transformation which adjusts transformation parameter to make asymmetric data more normal or symmetric. We utilize the reverse properties of Yeo-Johnson transformation to model asymmetric volatility. We investigate the characteristics of the proposed model and parameter estimation. We also explore how to derive forecasts and forecast intervals in the proposed model. We compare it with standard GARCH and other extended GARCH models that model asymmetric leverage effects through empirical data analysis.

• Journal of Advanced Navigation Technology
• /
• v.23 no.6
• /
• pp.570-576
• /
• 2019

The configuration of dispersion-managed optical link with optical phase conjugator, which is placed at the non-midway of total transmission length, is proposed for implementing of the flexible optical network. The optical phase conjugator is located between the former half transmission section and the latter half transmission section, which are consisted of 6 fiber spans and 14 fiber spans respectively, and the averaged RDPS of each half transmission section are inconsistence. And, the artificial distribution of each fiber span's RDPS, which are gradually increased/decreased as the span numbers are increased, is adopted to compensate for the distorted wavelength division multiplexed channels. From the simulation results, it is confirmed that the compensation in dispersion-managed link configured by a special distribution pattern among 16 proposed patterns, in which the RDPS of each fiber spans are gradually decreased/increased in the former/latter half section with the small deviation, is suitable to compensate for the distorted wavelength division multiplexed channels.

• Journal of Korean Society of Transportation
• /
• v.20 no.5
• /
• pp.153-161
• /
• 2002

다사용자계층 통행배정(Multiple User Class Assignment) 문제란 교통망을 이용하는 통행자들이 이질적인 통행계층으로 구성된 경우, 이들 각 계층의 통행수요를 교통망에 배정하는 문제를 의미한다. 이는 기존 통행 배정모형들이 모든 통행자의 통행특성이 동질적이라고 가정함으로서 발생하는 불합리한 통행배정 결과를 완화시키기 위한 방법이다. 또한, 최근 지능형교통체계(Intelligent Transportation Systems, ITS)사업에서 교통정보제공시스템이 구현될 예정임에 따라, 교통정보를 제공받는 계층과 그렇지 못한 계층간의 영향을 분석하거나 혼잡통행료부과 등과 같은 교통관리전략을 정확히 평가하기 위해서 다사용자계층 통행배정모형에 대한 관심이 증가하고 있다. 그러나, 다사용자계층 통행배정모형의 경우, 사용자간의 상호영향으로 통행비용함수의 1차 편미분행렬(Jacobian matrix)이 비대칭(Asymmetric)이 되어 동등 수리최소화문제(Equivalency mathematical Minimization program)로 구성할 수 없고 또한 수치적으로 풀기가 어렵다는 문제가 있다. 본 연구는 이런 문제점을 극복할 수 있는 모형식과 알고리듬을 제시코자 한다. 본 연구에서 제시된 모형은 2가지 특징이 있다. 먼저, 각 사용자 계층간의 상호영향을 모형내에 반영하며, 기종점쌍간의 통행시간변화에 따른 수요변화를 고려한다는 점이다. 이를 위하여 변동부등모형(Variational Inequality Model. VI)으로 문제를 구성하며, 이에 대한 해석 알고리듬도 제시한다. 또한, 변동부등모형으로 구축된 다사용자계층 모형이 다사용자계층 균형조건과 동일함을 보여주는 동등성조건(Equivalency condition)도 제시한다.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.20 no.7
• /
• pp.1311-1316
• /
• 2016

This paper analyzes the influence of tunneling current on threshold voltage shift by channel length of short channel asymmetric double gate(DG) MOSFET. Tunneling current significantly increases by decrease of channel length in the region of 10 nm below, and the secondary effects such as threshold voltage shift occurs. Threshold voltage shift due to tunneling current is not negligible even in case of asymmetric DGMOSFET to develop for reduction of short channel effects. Off current consists of thermionic and tunneling current, and the ratio of tunneling current is increasing with reduction of channel length. The WKB(Wentzel-Kramers-Brillouin) approximation is used to obtain tunneling current, and potential distribution in channel is hermeneutically derived. As a result, threshold voltage shift due to tunneling current is greatly occurred for decreasing of channel length in short channel asymmetric DGMOSFET. Threshold voltage is changing according to bottom gate voltages, but threshold voltage shifts is nearly constant.

• The Korean Journal of Financial Management
• /
• v.25 no.2
• /
• pp.137-164
• /
• 2008

This paper examines the operating performance of firms that for a four-year period, held more than 15% of their assets in cash and cash equivalents. During next four years, operating performance of firms maintaining high cash persistently is greater than the performance of firms matched by size and industry or firms adopting transitory high cash policy. Furthermore, the effect of persistent cash holdings on operating performance depends on the ownership structure and the level of information asymmetry. Foreign investors deteriorate the operating performance of high cash firms, suggesting that potential M&A and the pressure of excessive dividend reduce the usefulness of cash. The level of information asymmetry enhances the operating performance for the firms adopting persistent high cash policy. It suggests that cash holdings reduce the costly external financing and underinvestment problem for firms with high information asymmetry.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.28 no.8A
• /
• pp.626-632
• /
• 2003

In this paper, forward-wave -3㏈ directional coupler with finite-thickness conductor and asymmetrical coupled lines are designed and experimentally verified using mode-matching based design methodology. Most of studies published in the literatures about the coupled lines are mainly concentrated on the adjustment of coupling amount by changing various geometric configurations. The analysis results in this paper show that thicker metalization requires reduced coupler length in the forward-wave directional coupler composed of asymmetrical coupled lines. Several forward-wave directional -3 ㏈ couplers with finite metalization thickness composed of asymmetrical coupled microstrip lines have been designed in the 5 ㎓ based on proposed design method. The measured data show -4.05㏈∼-4.09㏈ coupling at center frequency which is very closed to design value. The tight coupling has been implemented with accurate design methodology which take mentalization thickness into account.

• Journal of Sensor Science and Technology
• /
• v.8 no.5
• /
• pp.407-413
• /
• 1999

The resonant frequency of dielectric rod resonator can be calculated very accurately by means of the concept of electric and magnetic walls from the symmetry. But in a real situation, when the supporter is placed in the cavity, asymmetry appears due to the supporter and its dielectric constant. Then we need research into the resonance characteristic of asymmetric dielectric resonator. In this paper, for the dielectric rod resonator which is placed in the asymmetric position in the conducting cavity, the equation for resonance characteristic was derived and the resonant frequency was calculated with the eigenfunction expansion method. We found that the calculated resonant frequency is very accurate when it was compared with the experimental result and that asymmetry affects the resonant frequency more in TM mode than in TE or in hybrid mode.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.19 no.7
• /
• pp.1617-1622
• /
• 2015

This paper analyzes the ratio of tunneling current for channel doping concentration of sub-10 nm asymmetric double gate(DG) MOSFET. The ratio of tunneling current for off current in subthreshold region increases in the region of channel length of 10 nm below. Even though asymmetric DGMOSFET is developed to reduce short channel effects, the increase of tunneling current in sub-10 nm is inevitable. As the ratio of tunneling current in off current according to channel doping concentration is calculated in this study, the influence of tunneling current to occur in short channel is investigated. To obtain off current to consist of thermionic emission and tunneling current, the analytical potential distribution is obtained using Poisson equation and tunneling current using WKB(Wentzel-Kramers-Brillouin). As a result, tunneling current is greatly changed for channel doping concentration in sub-10 nm asymmetric DGMOSFET, specially with parameters of channel length, channel thickness, and top/bottom gate oxide thickness and voltage.

• Journal of Advanced Navigation Technology
• /
• v.14 no.6
• /
• pp.909-915
• /
• 2010

In this paper, the unequal power divider based on CRLH (Composite Right/Left-Handed) transmission line with dual-band characteristic is proposed. They consist of dual-band branch line hybrid coupler, the connection between input and isolation port of hybrid coupler and ${\lambda}/4$ impedance transformer. When the transmission line between input and isolation port of hybrid coupler is asymmetrical connected, the divider is obtained the output results of the equal phase and unequal power dividing ratio. The simulation results of the divider represent the power ratio of 0 dB ~ 20 dB. To validate a function of divider, the hybrid coupler and transformer with 880 MHz and 1850 MHz is implemented. As a result, the proposed unequal divider obtains the power ratio of 3.2 dB ~ 8.8 dB at 880 MHz and 2.5 dB ~ 14.0 dB at 1850 MHz.

• Journal of Korean Ophthalmic Optics Society
• /
• v.13 no.4
• /
• pp.83-88
• /
• 2008

Purpose: To design an anamorphic aspherical prism lens for the HMD optical system. Methods: First, we get the initial data, needed in design, which are distances between each surface etc., by analyzing user's demended specifications and by drawing geometrically the shape of prism lens by using CAD. Based on these data and using 'ode V' which is an optical design software, we could progress the optimization in which we treat the coefficients of the anamorphic aspherical surface as the principal variables. To reduce the cost in DTM manufacturing, we would optimize the optical system with the transmitting surface, existed in the direction of video device among 3 surfaces of the prism lens, remaining as a plane. Results: we could design one anamorphic aspherical prism lens which has the finite ray aberration of 15 ${\mu}m$, the distortion of 0.5%, and the MTF value of 0.3 over at 36 lp/mm for the video device of 12 mm ${\times}$ 9 mm size. Conclusions: We designed a prism lens used for HMD. This prism lens has the optical capacities of 15 ${\mu}m$ finite ray aberration and 0.5% distortion for the video device of 12 mm ${\times}$ 9 mm size, and become the optical system having the MTF value of 0.3 over at 36 lp/mm.