• Title/Summary/Keyword: 안병의

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Black-Scholes Option Pricing with Particle Swarm Optimization (Particle Swarm Optimization을 이용한 블랙 슐츠 옵션가격 결정모형)

  • Lee, Ju-Sang;Lee, Sang-Uk;Jang, Seok-Cheol;Seok, Sang-Mun;An, Byeong-Ha
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.753-755
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    • 2005
  • The Black-Scholes (BS) option pricing model is a landmark in contingent claim theory and has found wide acceptance in financial markets. However, it has a difficulty in the use of the model, because the volatility which is a nonlinear function of the other parameters must be estimated. The more accurately investors are able to estimate this value, the more accurate their estimates of theoretical option values will be. This paper proposes a new model which is based on Particle Swarm Optimization (PSO) for finding more precise theoretical values of options in the field of evolutionary computation (EC) than genetic algorithm (GA)or calculus-based search techniques to find estimates of the implied volatility.

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A Study of selecting material for forming analysis in REF SILL OTR-R/L Auto-Body Panel stamping process (REF SILL OTR-R/L 차체판넬 스템핑공정에서 성형해석을 통한 재질선택에 관한 연구)

  • 황재신;정동원;안병일;문원섭;박영근
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.10a
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    • pp.1410-1413
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    • 2004
  • Finite element method is very effective method to simulate the forming processes with good prediction of the deformation behaviour. For the finite element modeling of sheet mental forming the accurate tool model is required. Due to the geometrical complexity of real-size part stamping tools it is hard to make FE model for real-size auto-body stamping parts. In this paper, it was focussed on the drawability factors on auto-body panel stamping by AUTOFORM with using tool planning alloy to reduce law price as well as high precision from Design Optimization of die. According to this study, the results of simulation will give engineers good information to access the Design Optimization of die.

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A New Tree Representation for Evolutionary Algorithms (진화 알고리듬을 위한 새로운 트리 표현 방법)

  • Soak, Sang-Moon;Ahn, Byung-Ha
    • Journal of Korean Institute of Industrial Engineers
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    • v.31 no.1
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    • pp.10-19
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    • 2005
  • The minimum spanning tree (MST) problem is one of the traditional optimization problems. Unlike the MST, the degree constrained minimum spanning tree (DCMST) of a graph cannot, in general, be found using a polynomial time algorithm. So, finding the DCMST of a graph is a well-known NP-hard problem of importance in communications network design, road network design and other network-related problems. So, it seems to be natural to use evolutionary algorithms for solving DCMST. Especially, when applying an evolutionary algorithm to spanning tree problems, a representation and search operators should be considered simultaneously. This paper introduces a new tree representation scheme and a genetic operator for solving combinatorial tree problem using evolutionary algorithms. We performed empirical comparisons with other tree representations on several test instances and could confirm that the proposed method is superior to other tree representations. Even it is superior to edge set representation which is known as the best algorithm.

Realization of an output controller simulator based on Windows NT for a direct drive cooperative robot using OpenGL (Windows NT 환경에서 OpenGL을 이용한 직접구동 협조로봇용 Output Tracking 시뮬레이터 구현)

  • 최대범;양연모;안병하
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.346-349
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    • 1995
  • In this paperwe develop a real-time simulator for direct drive cooperative robot by using OpenGL in a Windows NT based system. This simulator is composed of 2 parts, a display part and an interface part. In the display part the robot is modelled and rendered in 3D space. To do this OpenGL, a kind of graphic library, is used for rendering and animating robots and kinematics gives the information of the current robot configuration. The control and the feedback data are sent and received via the interface part. In real time simulation interfacing part needs fast data transfer rate and good nosic immunity. In experiment we have simulated 2-link direct drive cooperative robots using the trajectory tracking algorithm proposed in reference.

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Estimation of the Change in Ground Water Level using Regression Analysis (회귀분석을 이용한 지하수 수위 변화 추정)

  • Kim, Sang-Min;Ahn, Byeong-Il
    • Journal of The Korean Society of Agricultural Engineers
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    • v.53 no.6
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    • pp.51-58
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    • 2011
  • The objective of this study is to identify whether or not the ground water level is decreasing. We suggest a method of estimating the change in groundwater level using newly developed groundwater pumping station data. The Goseong area located in Gyeongnam province was selected considering three factors. First, this area demands relatively large amount of irrigation water because most of the land is used as a paddy field and the proportion of the paddy field within total arable land is increasing. Second, groundwater level data in nearby area are available since these are monitored by Water Management Information System (WAMIS). Third, many groundwater pumping stations have been developed in this area in order to overcome droughts thus detail information for pumping stations are available. Regression results indicate groundwater level has been decreased for over 20 years. This decreasing trend is due to the shortage of surface irrigation water which was caused by the decrease in rainfall.

Hematological Changes in Dogs Administrated Excessive Amount of Water Celery Concentrated extract (농축 미나리 추출물의 투여가 개의 혈액상에 미치는 영향)

  • 김홍태;장혜숙;안병만;김영홍;오태호
    • Journal of Veterinary Clinics
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    • v.18 no.2
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    • pp.111-115
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    • 2001
  • The water celery, Oenanthe javanica DC., is widely distributed in Korea and the other South East Asian countries. From ancient times, the water celery has widely been used for food or medicine. In herbal medicine, the water celery has a medical actions which are defervescence, diuresis, hypotensor, appetizer. Recently, studies on the water celery are briskly being conducted. For example, studies on the morphologic property and classifications of origin of the water celery, studies on the chemical constituents of the Water celery, studies on the bio activities of the water celery which contains flavonoids. However, there is not studies of hematological changes in dogs administrated the water celery until now. Consicontly, this study was conducted to observe the hematological changes in dogs administrated excessive amount of the water celery concentrated extract for a long period. In this studies, all dogs showed significantly decrease of the RBC, PCV, Hb and MCHC, and increase of the WBC, MCV, GSH and reticulocytes, but did not significantly change in the Met-Hb.

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Study of materials Appropriateness and economic feasibility of Wood pellets (목재펠릿의 경제성과 원료 적정성 연구)

  • Kim, Gyeong-Cheol;Kim, Cheol-Hwan;An, Byeong-Il;Lee, Ji-Yeong;Sheikh, Md. Mominul Islam;Yeasmin, Shabina;Park, Hyeon-Jin;Kim, Seong-Ho
    • Proceedings of the Korea Technical Association of the Pulp and Paper Industry Conference
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    • 2011.04a
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    • pp.243-249
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    • 2011
  • In the world, burning fossil fuels such as oil, petroleum, gasoline has created the global warming due to especially carbon dioxide gas emission. Therefore, these fossil fuels must be replaced by eco-friendly feadstocks. The wood pellets are one of valuable alternative fuels that can replace oil-based fuels within a short period of time. Unfortunately, there are no enough forest biomass for wood pellets in Korea. Nevertheless, Korea government has been trying to use most of forest biomass generated from the National Forest Management Operation. This does not make sense in an economic point of view.

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Kraft Pulp Properties Made of Forest Bioamss from Forest Management Operation (숲가꾸기 산물에 의한 크라프트 펄프의 적성 연구)

  • Park, Hyeon-Jin;Kim, Cheol-Hwan;An, Byeong-Il;Lee, Ji-Yeong;Sheikh, MD Mominul Islam;Yeasmin, Shabina;Gwak, Hye-Jeong;Kim, Seong-Ho;Kim, Gyeong-Cheol
    • Proceedings of the Korea Technical Association of the Pulp and Paper Industry Conference
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    • 2011.04a
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    • pp.131-138
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    • 2011
  • Currently, many forest residues have been generated by the National Forest Management Operation. Unfortunately, most of the forest residues are supposed to be used as raw materials for burning fuels like wood pellets. Even though the forest biomass must be effectively used for making high value-added products, they may be subject to disposable raw materials for wood pellets. Wood pellets are regarded as burning fuels with less contribution to the decrease in carbon gas emission, compared to raw materials for kraft pulps. In this study, we studied whether or not forest biomass mixed with various ages and, species could be used as raw materials for kraft pulps.

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Implementation and Analysis on the Automated Vehicle Location System(AVLS) using Global Positioning System(GPS) / Personal Communication System(PCS) / Internet (차량위치파악을 위한 위성항법/개인이동통신/인터넷의 통합시스템 구현 및 분석)

  • 박영주;김호중;장석철;안병하
    • Journal of Korean Society of Transportation
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    • v.17 no.3
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    • pp.7-20
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    • 1999
  • This Paper Presents a Internet-based Real-Time Automated Vehicle Location System(AVLS), which is able to Provide users with real-time vehicle Positioning information. When Inverted Differential GPS is available, this system does more aggressive position correction than GPS, and more useful for public transportation and commercial application than DGPS in terms of cost.

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NOISE Of HOME APPLIENCE MOTOR (l'st; Effect of Skew Angle and Type) (가전기기용 소형모터의 소음분석 및 저감법 (제 1보 SKEW 형태 및 각도의 영향 분석))

  • Yoon, T.H.;Ahn, B.H.;Park, J.J.;Jeong, D.I.;Hwang, G.B.
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.10-14
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    • 1989
  • This paper shows an experimental study of home appliance motor noise, also represents some relations between skew-types and skew-angles. Frequency analysis was made for stator and rotor harmonic fluxes. making use of searching coils. Besides electrical analysis, mechanical noise trans mission analysis are studied to lee how they affected on the noise of the motor. Finally, we proved the noise sources of the motor using sound intensity method.

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