• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.2
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• pp.123-135
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• 2016

This article deals with the pricing of Asian options under a constant elasticity of variance (CEV) model as well as a stochastic elasticity of variance (SEV) model. The CEV and SEV models are underlying asset price models proposed to overcome shortcomings of the constant volatility model. In particular, the SEV model is attractive because it can characterize the feature of volatility in risky situation such as the global financial crisis both quantitatively and qualitatively. We use an asymptotic expansion method to approximate the no-arbitrage price of an arithmetic average Asian option under both CEV and SEV models. Subsequently, the zero and non-zero constant leverage effects as well as stochastic leverage effects are compared with each other. Lastly, we investigate the SEV correction effects to the CEV model for the price of Asian options.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.53 no.4
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• pp.471-475
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• 2017

This study aims to suggest the methodology to improve to estimate back-calculated fish growth parameters using weighted average. It is to contribute to correct errors in the calculation of back-calculated growth equation with unequal numbers of sample by age. If the numbers of sample were evenly collected by age, each back-calculated length at age was equal between arithmetic and weighted averages. However, most samples cannot be evenly collected by age in reality because of different catchability by fishing gear and limitation of environment condition. Therefore, the estimation of back-calculated length by weighted average method is essential to calculate growth parameters. There were some published growth equations from back-calculated length using a simple arithmetic average with different numbers of samples by age when searching for back-calculated growth equations from 91 relevant papers. In this study, the process of deriving growth equation was investigated and two different average calculations were applied to a fish growth equation, for example of Acheilognathus signifer. Growth parameters, such as $L_{\infty}$, k and $t_0$, were estimated from two different back-calculated averages and the growth equations were compared with growth performance index. Based on the correction of back-calculated length using weighted average by age, the changes by female and male were -14.19% and -5.23% for $L_{\infty}$, and 59.28% and 18.91% for k, respectively. The corrected growth performance index by weighted average improved at 7.05% and 2.46% by female and male, respectively, compared to the arithmetic averages.

• Nuclear Engineering and Technology
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• v.29 no.6
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• pp.488-499
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• 1997

The measurements of the moderator temperature coefficient (MTC) are performed to demonstrate that the calculational model produces results that are consistent with the measurements. Since negative MTC is also a technical specification value that may limit the cycle length, it is important to measure it as accurately as possible. In this report, preferred choice of test method depending on the time in cycle, best power indication and temperature definition in MTC calculation were determined based on the MTC test results taken during initial startup testing and at 2/3 cycle burnup in the Yonggwang nuclear power plant. The results show that the ratio and rodded methods provided good agreement with the predictions during initial startup testing. However, near end-of-cycle the depletion method gives better results, and so is suggested to be used in the MTC measurements at 2/3 cycle burnup. The use of primary Delta T power as a power indicator in the MTC calculations is highly advisable since it responds with good consistent results very quickly to changes unlike secondary calorimetric power. For the appropriate temperature definitions used in the MTC calculations, it is considered that the arithmetic average temperature measured simply by inlet and outlet thermocouples is preferred. Although volumetric average temperature provides better results, the improvement is not sufficient to compensate for the simplicity of calculations by arithmetic average temperature.

• Journal of the Korea Society of Computer and Information
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• v.8 no.3
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• pp.113-123
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• 2003

Many researches on the application of neural networks for making financial index prediction have proven their advantages over statistical and other methods. In this paper, a neural network model is proposed for the Buying, Holding or Selling timing prediction in stocks by the price index of stocks by inputting the closing price and volume of dealing in stocks and the technical indexes(MACD, Psychological Line). This model has an equalized multi-layer arithmetic function as well as the time series prediction function of backpropagation neural network algorithm. In the case that the numbers of learning data are unbalanced among the three categories (Buying, Holding or Selling), the neural network with conventional method has the problem that it tries to improve only the prediction accuracy of the most dominant category. Therefore, this paper, after describing the structure, working and learning algorithm of the neural network, shows the equalized multi-layer arithmetic method controlling the numbers of learning data by using information about the importance of each category for improving prediction accuracy of other category. Experimental results show that the financial index prediction using the equalized multi-layer arithmetic neural network has much higher correctness rate than the other conventional models.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.2 no.1 s.2
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• pp.63-73
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• 2003

COSMOS(Cycle, Offset, Split Model for Seoul), a real-time traffic adaptive signal system. estimates queue lengths on each approach on the basis of arithmetic average spot speeds calculated on loop detectors installed at each of two adjacent lanes. In this paper, A new method, a traffic volume-weighted average method, was studied and compared with the existing arithmetic average method. It was found that the relationship between the ratio of volumes of two lanes and the difference of average speed of each lane has a linear form. With field data, The two methods were applied and the proposed method shows more stable and reasonable queue estimation results.

• Geomechanics and Engineering
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• v.36 no.3
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• pp.259-276
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• 2024

The undrained shear strength is widely acknowledged as a fundamental mechanical property of soil and is considered a critical engineering parameter. In recent years, researchers have employed various methodologies to evaluate the shear strength of soil under undrained conditions. These methods encompass both numerical analyses and empirical techniques, such as the cone penetration test (CPT), to gain insights into the properties and behavior of soil. However, several of these methods rely on correlation assumptions, which can lead to inconsistent accuracy and precision. The study involved the development of innovative methods using extreme gradient boosting (XGB) to predict the pile set-up component "A" based on two distinct data sets. The first data set includes average modified cone point bearing capacity (q_t), average wall friction (f_s), and effective vertical stress (σ_vo), while the second data set comprises plasticity index (PI), soil undrained shear cohesion (S_u), and the over consolidation ratio (OCR). These data sets were utilized to develop XGBoost-based methods for predicting the pile set-up component "A". To optimize the internal hyperparameters of the XGBoost model, four optimization algorithms were employed: Particle Swarm Optimization (PSO), Social Spider Optimization (SSO), Arithmetic Optimization Algorithm (AOA), and Sine Cosine Optimization Algorithm (SCOA). The results from the first data set indicate that the XGBoost model optimized using the Arithmetic Optimization Algorithm (XGB - AOA) achieved the highest accuracy, with R2 values of 0.9962 for the training part and 0.9807 for the testing part. The performance of the developed models was further evaluated using the RMSE, MAE, and VAF indices. The results revealed that the XGBoost model optimized using XGBoost - AOA outperformed other models in terms of accuracy, with RMSE, MAE, and VAF values of 0.0078, 0.0015, and 99.6189 for the training part and 0.0141, 0.0112, and 98.0394 for the testing part, respectively. These findings suggest that XGBoost - AOA is the most accurate model for predicting the pile set-up component.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.8
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• pp.1422-1427
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• 2006

In order to estimate the power consumed by an embedded microprocessor during an execution of software, we measure and utilize the current consumed by the processor during the execution of each instruction. In this paper, we measure and analyse the current consumed by the microprocessor adc16s310 during the execution of arithmetic and logic instructions, and propose a power estimation model which estimates the current for all instruction executions precisely by using a small numbers of current measurements. The proposed model can estimate the current with an average 0.34% error by using only 5.84% of total current measurements for arithmetic and logic instructions of the processor.

• The Transactions of the Korea Information Processing Society
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• v.7 no.2S
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• pp.701-710
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• 2000

This paper presents a new method for an efficient coding of very low bit-rate color video based on adaptive wavelet transform. Our approach reveals that the coding process works more efficiently if the quantized wavelet coefficients are preprocessed by a mechanism exploiting the redundancies in the wavelet subband structure. Thus, we focuses optimized activity of coding part, and exhaustive overlapped block motion compensation is utilized to ensure coherency in motion compensated error frames, and raised cosine window is applied. The horizontal and vertical components of motion vectors are encoded separately using adaptive arithmetic coding while significant wavelet coefficients are encoded in bit-plane order using adaptive arithmetic coding. On average the proposed codec exceeds H.263 and ZTE in peak signal-to-noise ratio by as much as 2.07 and 1.38dB at 28 kbits, respectively. Fore entire sequence coding, 3DWCVC method is superior to H.263 and ZTE by 0.35 and 0.71dB on average, respectively.

• Journal of Power Electronics
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• v.17 no.5
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• pp.1338-1348
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• 2017

In this study, a modified ripple correlation control (RCC) maximum-power point-tracking (MPPT) algorithm is proposed for a single-stage single-phase voltage source inverter (VSI) on a grid-connected photovoltaic system (GCPVS). Unlike classic RCC methods, the proposed algorithm does not require high-pass and low-pass filters or the increment of the AC component filter function in the voltage control loop. A simple arithmetic mean function is used to calculate the average value of the photovoltaic (PV) voltage, PV power, and PV voltage ripples for the MPPT of the RCC method. Furthermore, a high-accuracy and high-precision MPPT is achieved. The performance of the proposed algorithm for the single-stage single-phase VSI GCPVS is investigated through simulation and experimental results.

• Wind and Structures
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• v.19 no.5
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• pp.505-522
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• 2014

While effects of the atmospheric boundary layer flow on engineering infrastructure are more or less known, some local transient winds create difficulties for structures, traffic and human activities. Hence, further research is required to fully elucidate flow characteristics of some of those very unique local winds. In this study, important characteristics of observed vertical velocity profiles along the main wind direction for the gusty Bora wind blowing along the eastern Adriatic coast are presented. Commonly used empirical power-law and the logarithmic-law profiles are compared against unique 3-level high-frequency Bora measurements. The experimental data agree well with the power-law and logarithmic-law approximations. An interesting feature observed is a decrease in the power-law exponent and aerodynamic surface roughness length, and an increase in friction velocity with increasing Bora wind velocity. This indicates an urban-like velocity profile for smaller wind velocities and rural-like velocity profile for larger wind velocities, which is due to a stronger increase in absolute velocity at each of the heights observed as compared to the respective velocity gradient (difference in average velocity among two different heights). The trends observed are similar during both the day and night. The thermal stratification is near neutral due to a strong mechanical mixing. The differences in aerodynamic surface roughness length are negligible for different time averaging periods when using the median. For the friction velocity, the arithmetic mean proved to be independent of the time record length, while for the power-law exponent both the arithmetic mean and the median are not influenced by the time averaging period. Another issue is a large difference in aerodynamic surface roughness length when calculating using the arithmetic mean and the median. This indicates that the more robust median is a more suitable parameter to determine the aerodynamic surface roughness length than the arithmetic mean value. Variations in velocity profiles at the same site during different wind periods are interesting because, in the engineering community, it has been commonly accepted that the aerodynamic characteristics at a particular site remain the same during various wind regimes.