• The Korean Journal of Financial Management
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• v.19 no.2
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• pp.1-25
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• 2002

본 논문은 한국의 대표적인 두 시장, 코스닥시장과 증권거래소간의 투자전략을 비대칭적 정보가정에서 모형화하고, 정보상의 비대칭요소를 추정하여 최적포트폴리오를 구하는데 목적이 있다. 정보상에 비대칭적 시장들에서는 그 시장에 독특한 위험프리미엄이 존재하게 되는데, 이는 시장간의 효율적 포트폴리오를 구성하는데 있어서 비체계적 위험과 체계적 위험간의 구분이 불분명해지는 상황을 의미하며, 따라서 최적포트폴리오도 보다 복잡한 구조를 갖게 된다. 본 연구는 분석적 차원에서 정보상에 비대칭적인 것으로 가정되는 두 자본시장, 즉 코스닥시장과 증권거래소에서의 최적포트폴리오 전략을 살펴보고, 두 시장간의 비대칭성이 주는 의미와 그것이 최적 투자정책에 미치는 영향의 정도를 분석하고, 비대칭적인 두 시장에서의 균형조건을 살펴본다. 먼저, 최적포트폴리오 전략을 살펴보고, 자산가격 움직임에 있어서 차익거래의 영향을 분석하며 이에 대한 정보상으로 비대칭적인 두 시장간의 포트폴리오 전략과의 관계도 분석하였다. 이어서 비대칭적 상황을 발생시키는 다양한 요소들을 살펴보며 이와 같은 정보비대칭요소가 기대수익수준에 미치는 영향을 분석하기 위해 확률과정의 최적화 방법을 이용하여 추정하였다. 따라서 관련정보를 보유하지 못한 일반투자자들의 경우, 이 추정치를 이용하여 새로운 포트폴리오를 구성하게 될 것이다. 이 또한 불편추정치로서 최적포트폴리오로서의 역할을 하고 있는 것으로 해석된다. 그러나 비대칭요소 추정치의 정확도를 높이기 위해서는 정보를 확보하여야 하며 이에 따라 정보비용도 증가하게 되며 이 또한 최적포트폴리오의 수익성에 영향을 미치게 된다. 따라서 정보비용수준을 포트폴리오의 수익성을 고려하여 결정하여야 하며 이 점에 있어서 본 연구는 어떤 조건하에서 정보비용을 감안한 코스닥시장에의 투자결정이 이루어질 수 있는지를 분석하고 그 기준을 확률적 방법을 이용하여 제시하였다.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2002.11a
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• pp.510-513
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• 2002

대부분의 이진화 알고리즘은 임계치를 결정하기 위하여 히스토그램을 사용하여 밝기분포를 분석한다. 배경과 물체의 명도차이가 큰 경우에는 분할을 위해 양봉(bimodal) 히스토그램으로 표현하여 최적의 임계치를 찾기 위해 히스토그램 골짜기(valley)를 선택하는 것만으로도 양호한 임계치 결과를 얻을수 있으나, 배경과 물체의 밝기 차이가 크지 않거나 밝기 분포가 양봉 특성을 보이지 않을 때는 히스토그램 분석만으로 적절한 임계치를 얻기 어렵다. 그리고 한 영상에서는 넓은 영역에 걸쳐 명암도 변화가 일어나고 다양한 유형의 물체가 포함되어 있으므로 스케치 특징점 유무를 판별하는 임계치의 결정에는 애매 모호함이 존재한다. 따라서 본 논문에서는 영상에 대해 삼각형 타입의 소속함수를 적용하여 임계치를 동적으로 설정하고 영상을 이진화하는 방법을 제안한다. 제안된 퍼지 이진화 방법은 평균 밝기 값을 기준으로 가장 어두운 픽셀 값과 가장 밝은 픽셀값의 거리를 계산하여 밝기의 조정률을 구하여 최소 밝기값과 최대 밝기 값을 설정하고 삼각형의 소속 함수에 적용한다. 소속 함수에 적용된 소속도를 a-cut 을 적용하여 영상을 이진화한다. 다양한 영상에 적용한 결과, 기존의 이진화 방법보다 제안된 퍼지 이진화 방법이 효율적인 것을 알 수 있었다.

• Journal of the Korean Institute of Telematics and Electronics
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• v.22 no.6
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• pp.41-45
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• 1985

A suboptimum block quantization method is investigated for efficent transform coding. In our study the following method has appeared as suboptimum. At first, optimum bit allocation is done assuming the varances of the transform coefficients are known. Secndly, a varance estimation algorithm which results from the approximate equations governing the optimum vit alllocation is applied. The better performance of the proposed block quantization method has been confirmed by simulations based on varous pdf assumptions. the results indicate that the proposed method yields overall improvements of about 25% in NMSE for both the symmetric nonuniform and uniform quantizer at the coding rate of 1 bit/pel.

• Journal of Korea Water Resources Association
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• v.39 no.11 s.172
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• pp.977-984
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• 2006

The parameters in the Horton's model which has well known as typical infiltration model were determined by the use of the optimization technique. It was assumed the initial infiltration capacity in this model was related to the antecedent precipitation per 10 days with linear combination. And both the parameters of the ultimate infiltration capacity and the decay factor were determined uniquely on a basin. Thus the optimal model's parameters representative to a basin were obtained and the Horton's infiltration equations by rainstorm events were determined. The data of ten rainstorm events for this study were observed at the Jeonjeokbigyo station located at the Selmacheon experimental basin that was $8.5km^2$ wide in the Imjin river.

• The Transactions of the Korean Institute of Power Electronics
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• v.2 no.1
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• pp.26-32
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• 1997

In this paper, numerical analysis of dynamic characteristics for the plunger-type solenoid was used for a high speed solenoid valve with fast switching is discussed. The theoretic analysis of the electromagnetic field including eddy currents in the solenoid is studied by using permeance. The optimum value of design parameters which are a mass and an area of the plunger, a source voltage, a elastic modulus of the spring, a stroke, a number of turns, are obtained by the results of the investigation on effect of a parameter on others. And dynamic characteristics of acting solenoid that is the variation of magnetic force, displacement, solenoid current are investigated.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.11
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• pp.2002-2007
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• 2006

The path search method in the telematics system should consider traffic flow of the roads as well as the shortest time because the optimal path with minimized travel time could be continuously changed by the traffic flow. The existing path search methods are not able to cope efficiently with the change of the traffic flow. The search method to use traffic information also needs more computation time than the existing shortest path search. In this paper, a method for efficiency improvement of path search is implemented and its performance is evaluated. The method employs the fixed grid for adjustable heuristic to traffic flow. Moreover, in order to simplify the computation of estimation values, it only adds graded decimal values instead of multiplication operation of floating point numbers with due regard to the gradient between a departure and a destination. The results obtained from the experiments show that it achieves the high accuracy and short execution time as well.

• Journal of the Institute of Convergence Signal Processing
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• v.19 no.4
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• pp.199-205
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• 2018

So many fast motion estimation algorithms for prediction quality and computational reduction have been published due to tremendous computations of full search algorithm. In the paper, we suggest an algorithm that reduces computation effectively, while keeping prediction quality as almost same as that of the full search. The proposed algorithm based on multiple threshold filter calculates the sum of partial block matching error for each candidate, selects the candidates for the next step, compares the stability of optimal candidates with minimum error, removes impossible candidates, and calculates optimal motion vectors by determining the progress of the next step. By doing that, we can find the minimum error point as soon as possible and obtain the better performance of calculation speed by reducing unnecessary computations. The proposed algorithm can be combined with conventional fast motion estimation algorithms as well as by itself, further reduce computation while keeping the prediction quality as almost same as the algorithms, and prove it in the experimental results.

• Journal of the Korean Society of Food Science and Nutrition
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• v.46 no.11
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• pp.1386-1396
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• 2017

The purpose of this study was to determine the optimum Platycodon grandiflorum root concentrate (PGRC, $65^{\circ}Brix$), fermented P. grandiflorum root extract by Lactobacillus plantarum (FPGRE, $2^{\circ}Brix$), and cactus Chounnyouncho extract (Cactus-E, $2^{\circ}Brix$) for preparation of PGRC stick product with FPGRE using response surface methodology (RSM). The experimental conditions were designed according to a central composite design with 20 experimental points, including three replicates for three independent variables such as amount of PGRC (8~12 g), FPGRE (0~20 g), and Cactus-E (0~20 g). The experimental data for the sensory evaluation and functional properties based on antioxidant activity and antimicrobial activity were fitted with the quadratic model, and accuracy of equations was analyzed by ANOVA. For the responses, sensory and functional properties showed significant correlation with contents of three independent variables. The results indicate that addition of PGRC contributed to increased bitterness and acridity based on the sensory test and antimicrobial activity, addition of FPGRE contributed to increased antioxidant activity and antimicrobial activity, and addition of Cactus-E contributed to increased fluidity based on the sensory test, antioxidant activity, and antimicrobial activity. Based on the results of RSM, the optimum formulation of PGRC stick product was calculated as PGRC 8.456 g, FPGRE 20.00 g, and Cactus-Ex 20.00 g with minimal bitterness and acridity, as well as optimized fluidity, antioxidant activity, and antimicrobial activity.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2003.06a
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• pp.21-26
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• 2003

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1985.04a
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• pp.58-62
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• 1985