• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.57-71
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• 2002

We introduce three types of exponential survival models, such as simple model, change-point model and finite mixture model in this paper. Among these models, in order to choose the best model, the model choice method is proposed using Gelfand and Ghosh(1998)'s idea. Then to avoid the computational difficulties, data augmentation method (Tanner and Wong, 1987) and Gibbs sampler (Gelfand and Smith, 1990) are employed. Our methodology is applied to both simulated data and Stangl (1991)'s On-impramint Hydrochloride data.

• Smart Media Journal
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• v.10 no.3
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• pp.39-47
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• 2021

Enhanced index tracking is a problem of optimizing the objective function to generate returns above the index based on the index tracking that follows the market return. In order to avoid problems such as large transaction costs and illiquidity, we used a method of constructing a portfolio by selecting only some of the stocks included in the index. Commonly used enhanced index tracking methods tried to find the optimal portfolio with only one objective function in all tested periods, but it is almost impossible to find the ultimate strategy that always works well in the volatile financial market. In addition, it is important to improve generalization performance beyond optimizing the objective function for training data due to the nature of the financial market, where statistical characteristics change significantly over time, but existing methods have a limitation in that there is no direct discussion for this. In order to solve these problems, this paper proposes ensemble learning that composes a portfolio by combining several objective functions and a 3-stage portfolio selection algorithm that can select a portfolio by applying criteria other than the objective function to the training data. The proposed method in an experiment using the S&P500 index shows Sharpe ratio that is 27% higher than the index and the existing methods, showing that the 3-stage portfolio selection algorithm and ensemble learning are effective in selecting an enhanced index portfolio.

• 한국벤처창업학회:학술대회논문집
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• 2020.11a
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• pp.179-184
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• 2020

본 연구는 확장된 합리적 행동이론(ETRA)을 이용하여 주식투자 시 자본시장심리지수를 기반으로 한 어플리케이션의 선택행동에 영향을 끼치는 요인들과 투자자의 휴리스틱과의 관계를 알아보는데 있다. 연구자는 개별 투자자의 휴리스틱이 선택행동에 영향을 미칠 것으로 추정하고 대표성 휴리스틱, 가용성 휴리스틱, 감정 휴리스틱을 측정하여 선택행동에 영향을 미치는 매개변수로 분석을 하였다. 연구모델의 경로계수 분석결과는 다음과 같다. 첫째, 독립변수인 투자기회확장 그리고 매개변수인 휴리스틱 중 대표성 휴리스틱이 행동의도에 영향을 미치는 것으로 나타났다. 둘째, 행동의도가 종속변수인 선택행동에 영향을 미치고 매개변수인 가용성 휴리스틱이 선택행동에 영향을 미치는 것으로 나타났다. 연구모형에서 대표성 휴리스틱에 영향을 주는 독립변수는 혁신적 성향, 투자기회확장, 사용비용, 그리고 인지된 효익이며 반면에 가용성 휴리스틱에 영향을 주는 독립변수는 혁신적 성향과 투자기회확장으로 밝혀졌다. 매개효과 검증결과에 의하면 서비스다양성은 선택행동에 영향을 미치는데 휴리스틱의 매개효과가 없고 직접효과만 있는 것으로 밝혀졌다. 반면에 투자기회확장은 선택행동에 미치는 직접효과는 통계적으로 유의하지 않고 매개변수 휴리스틱의 간접효과 값이 0.217이고 통계적으로 유의하여 매개효과가 있는 것으로 밝혀졌다. 휴리스틱의 매개효과를 개별적으로 확인한 결과 첫째, 대표성 휴리스틱은 매개효과를 통한 간접효과가 없는 것으로 확인되었다. 둘째, 가용성 휴리스틱은 매개효과의 크기가 0.1360이고 경로계수가 통계적으로 유의하게 나타나 매개효과를 통한 간접효과가 있다는 것을 확인하였다. 따라서 독립변수 투자기회확장은 시장 심리지수를 기반으로 한 어플리케이션에 대한 선택행동에 영향을 미치는데 직접적으로 영향을 미치지 않고 투자자의 가용성 휴리스틱이 매개가 되어 간접적으로 선택행동에 영향을 나타내는 것을 실증적으로 확인하였다.

• Journal of the Korean Association of Geographic Information Studies
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• v.16 no.4
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• pp.16-28
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• 2013

Recently the various applications and spectral indices development of airborne hyperspectral imagery(A-HSI) has been increased. Especially the vegetation indices (VIs) were used to verify stress and vigor of vegetation. The VIs needs two or more spectral bands selectively to calculate as NIR(near infrared) and red wavelength. The A-HIS has specific band characteristics as narrow, continues and many. The A-HIS has narrow, continues and many specific band characteristics. That could be make it confuse which of bands could be explained for appropriate vegetation characteristics. If the A-HIS bands is not the same the wavelength with VIs' development band setting, then it need a selection adequate for spectral characteristics of target vegetation. Therefore we set 4 substitute bands for NIR and red wavelength respectively and calculated two VIs combined with substitute bands such as NDVI(normalized difference vegetation index) and MSRI(modified simple ratio index). To consider the variation of each VIs, we adapted the image differencing method of change detection technique. Also, we used spectral derivative to identify appropriate bands for spectral characteristics of digital forest cover type map. The result of adequate bands for two VIs selected red #3 as 680.2nm and NIR #2 as 801.7nm. This wavelength was good for any forest type in low variations.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.2
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• pp.239-245
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• 2012

This paper proposes a novel optimum design method for the PID controller of magnetic levitation-based Rail-Guided Vehicle(RGV) by a genetic algorithm using clone selection method and a new performance index function with performances of both time and frequency domain. Generally, since an attraction type levitation system is intrinsically unstable and requires a delicate controller that is designed considering overshoot and settling time, it is difficult to completely satisfy the desired performance through the methods designed by conventional performance indexes. In the paper, the conventional performance indexes are analyzed and then a new performance index for Maglev-based RGV is proposed. Also, an advanced genetic algorithm which is designed using clonal selection algorithm for performance improvement is proposed. To verify the proposed algorithm and the performance index, we compare the proposed method with a simple genetic algorithm and particle swarm optimization. The simulation results show that the proposed method is more effective than conventional optimization methods.

• Journal of the Institute of Electronics Engineers of Korea TE
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• v.37 no.5
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• pp.7-16
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• 2000

This paper described a design and implementation of the division/square-root for a redundant floating point binary number using high-speed quotient selector. This division/square-root used the method of a redundant binary addition with 25MHz clock speed. The addition of two numbers can be performed in a constant time independent of the word length since carry propagation can be eliminated. We have developed a 16-bit VLSI circuit for division and square-root operations used extensively in each iterative step. It performed the division and square-toot by a redundant binary addition to the shifted binary number every 16 cycles. Also the circuit uses the nonrestoring method to obtain a quotient. The quotient selection logic used a leading three digits of partial remainders in order to be implemented in a simple circuit. As a result, the performance of the proposed scheme is further enhanced in the speed of operation process by applying new quotient selection addition logic which can be parallelly process the quotient decision field. It showed the speed-up of 13% faster than previously presented schemes used the same algorithms.

• The Journal of the Acoustical Society of Korea
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• v.40 no.4
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• pp.391-399
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• 2021

The conformal array sensor has different sub-array depending on different beam steering directions. According to the method to effective the sensor, the performance of the conformal array sensor can be different, where the sub-array selects an effective sensor. Also, due to the figure of the conformal array sensor, the figure of the sub-array can be different each other, which results in different performance on directivity index, beam width and etc. In this paper, two methods to select sub-array which is the criteria for each sensors position vector and directive vector were proposed. For two sub-array selection methods, the performance of the directivity index, horizontal and vertical beam width were compared with the average and variance. In addition, this comparison was conducted when the number of sensors was fixed. When the number of sensors was not fixed, the directional vector method mainly results in high performance, but the performance of vertical beam width was lower or equal. When the number of sensors was fixed, the performance of two methods is similar, but the performance of variance was deteriorated.

• The Korean Journal of Financial Management
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• v.14 no.2
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• pp.273-312
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• 1997

본 연구는 우리나라의 실제 일별 주식수익률 자료를 이용한 시뮬레이션을 통해 우리나라 주식시장에 가장 적합한 사건연구방법론을 도출하고자 하였다. 이를 위해, 1980년에서부터 1995년까지 우리나라 주식시장에 상장된 675개 주식을 대상으로 무작위 복원추출 방법에 의해 50개의 개별주식으로 구성된 250개 표본을 선정하였다. 이들 250개 표본을 이용하여 시뮬레이션 기법에 의해 다양한 사건연구 모형의 통계적 오류와 검정력에 미치는 영향을 종합적으로 분석하였다. 시뮬레이션 실험 결과에 의하면, 먼저 사건일을 정확히 포착할 수 있는 경우에는 산업별주가지수를 시장지수로 선택한 시장모형 혹은 시장조정모형으로 초과수익률을 측정하고, 횡단면 독립성을 가정한 검정법이 가장 우수한 사건연구방법으로 나타났다. 한편, 사건일을 정확하게 포착할 수 없는 경우에는, 동일가중지수를 시장지수로 선택한 시장모형 혹은 시장조정모형으로 초과수익률을 측정하고, 횡단면 독립성을 가정한 검정법이 가장 적합한 모형으로 나타났다. 그리고, 사건일 집중현상으로 인한 제1종 오류를 감소시키는 데에는 개별주식의 초과수익률 간의 횡단면 독립성을 가정한 검정법보다는 횡단면 중속성을 조정한 검정법을 사용하는 것이 더욱 효과적이다.

• Journal of Korea Water Resources Association
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• v.41 no.1
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• pp.101-113
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• 2008

Cost-benefit analysis was conducted to propose the best alternatives for integrated watershed management. Benefits of all alternatives were estimated combining results of choice experiment method with alternative evaluation index (AEI). Choice experiment which is a kind of stated preference techniques was applied to six regions since the Anyangcheon watershed was divided into six according to spatial characteristics and conditions (potential hazard and location). Alternative of NB > 0 must be considerable since they are economically and technically feasible.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.12
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• pp.2696-2705
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• 1997

An exact experssion for the average symbol error rate(SER) of L-order selection diversity for MPSK signals in a frequency-nonselective slowy m-distributed Nakagami fading and additive white Gaussian noise(AWGN) is determs of finite sums is obtained. To derive the SER of MPSK signals with selection combining, the new expression of pdf is introduced and many other mathmatical methods are used. When fading index m is 1, the derived exppression lead to those of MPSK with selection combining in Rayleight fading channels. The results show that the error probability decreases as the order of diversity increases.