• Title/Summary/Keyword: Arithmetic average

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AN IMPROVED BINOMIAL METHOD FOR PRICING ASIAN OPTIONS

  • Moon, Kyoung-Sook;Kim, Hongjoong
    • Communications of the Korean Mathematical Society
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    • v.28 no.2
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    • pp.397-406
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    • 2013
  • We present an improved binomial method for pricing European- and American-type Asian options based on the arithmetic average of the prices of the underlying asset. At each node of the tree we propose a simple algorithm to choose the representative averages among all the effective averages. Then the backward valuation process and the interpolation are performed to compute the price of the option. The simulation results for European and American Asian options show that the proposed method gives much more accurate price than other recent lattice methods with less computational effort.

A Study on the Influence of Interest on Academic Records and Emotion : Primacy School Boys and Girls (아동의 흥미가 학급성적 및 정서에 미치는 영향)

  • 임원명
    • Journal of the Korean Home Economics Association
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    • v.18 no.1
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    • pp.111-119
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    • 1980
  • To identify interest of primary school children and find the correlations between their interest and school achievement and emotion. Cluster-sampled 410 primary school children in Seoul were interviewed by the standardized questionnaire and data were analyzed statistically by computer system. 1) High SES has positive influence on school achievement. 2) children in higher SES tend to like more in-door-play or instrumental play. 30 More spending their times with in-door-play or instrumental play, children make better school achievement. 4) There is no significant relationships between the TV watching time and emotional stability. 5) More interest I social, natural science and arithmetic, children make higher achievement in all subjects above average. 6) Children's emotion has no association with school achievement, playing types and TV watching time but has positive association with SES.

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Studies on Genetic Stability of Micropropagated Plants and, Reintroduction in an Endemic and Endangered Taxon: Syzygium travancoricum Gamble (Myrtacae)

  • Ajith Anand
    • Journal of Plant Biotechnology
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    • v.5 no.4
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    • pp.201-207
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    • 2003
  • Tissue culture techniques arguably are an important approach for ex situ conservation of rare and endangered plant species. However, there is utmost importance on maintaining the genetic integrity of the introduced plants especially in tree species. To examine the genetic integrity of the micropropagated plants, we randomly screened few hardened plants of Syzygium travancoricum, a critically endangered tree taxon, using Randomly Amplified Polymorphic DNA (RAPD) markers. Twenty-three random. primers were tried and twenty-five polymorphic loci were identified. The dendrogram based on the Unweighted Pair-Group Method Arithmetic Average and Nei's similarity index depicted about 97% homology between the mother plants and micropropagated plants. Further, an attempt was made to reintroduce the micropropagated plants in the wild. Over three hundred small trees could be successfully established.

Genetic Diversity among the Genera Allium in Mongolia Based on Random Amplified Polymorphic DNA (RAPD) Analysis

  • Chun, Jong-Un;Bae, Chang-Hyu
    • Plant Resources
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    • v.4 no.3
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    • pp.121-129
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    • 2001
  • Intraspecific genetic diversity of sixteen accessions of Mogolian Alliums including fifteen species was investigated using randomly amplified polymorphic DNA (RAPD) analysis. Twenty three out of forty primers revealed scorable polymorphism. A total of 440 RAPD markers were generated on the 16 accessions of Mongolian Alliums. Among 440 RAPDs assayed, 439 were polymorphic with a mean polymorphic rate of 99.7%. Unweighted pair-group method using an arithmetic average (UPGMA) cluster analysis using RAPD data separated the 16 Allium accessions into two broad groups at similarity index 0.70. The clustering of the species was closely related with previous classification between A. altaicum and A. fistulosum. In addition, a high genetic similarity was showed between A. cepa and A. tagar.

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Effect of Refining Load on the Drainage Characteristics of Pulp (고해부하가 지층 형성시 탈수특성에 미치는 영향)

  • 김용식;원종명
    • Journal of Korea Technical Association of The Pulp and Paper Industry
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    • v.32 no.4
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    • pp.10-17
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    • 2000
  • The change of fiber length, freeness, initial forming drainage velocity, specific filtration resistance, final drainage time and wet web dryness were measured to investigate the effect of the refining load on the drainage characteristics of pulp. The arithmetic average fiber length after refining with higher refining load was shorter than that obtained with lower refining load. Higher refining load decreased initial forming drainage velocity, final drainage time and wet web dryness. The refining load also affected the relationship between freeness and specific filtration resistance, initial forming drainage velocity, final drainage time. It was found that the specific filtration resistance is better than freeness to predict the drainage characteristics of pulp and the wet dryness.

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A dividerless COA defuzzifier with an efficient searching of momentum equilibrium point (모멘트 균형점의 효율적 탐색을 갖는 비제산기 COA 비퍼지화기)

  • 김대진;조인현
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.10
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    • pp.80-89
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    • 1996
  • This paper proposes a new COA (center of area) defuzzifier that is working in the accurate and fast manner. The proposed COA defuzzifier involves both membership values and the spans of membership functions in clauclating a crisp value. In additon, it avoid division by replacing the COA calculation with the searching of the momentum equilibrium point. The moment equilibrium point is searched in the coarse-to-fine manner such that the moment computing points during the coarse searching are moved in the interval of fuzzy terms until they are reached at two adjacent fuzzy terms searching method accerlates the finding of the moment equilibrium point by O(M) mazimally when compared iwth the equal interval searching method of ruitz. In order to verify the accuracy of the proposed COA defuzzifier, the crisp values obtained form the proposed coarse-to-fine searching are compared with the precise crisp values from the arithmetic calculation. Application to the truck backer-upper control problem of the proposed COA defuzzifier is presented. The control performance is compared with that of the conventional COA defuzzifier in tems of the average tracing distance.

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Predicting Korea Composite Stock Price Index Movement Using Artificial Neural Network (인공신경망을 이용한 한국 종합주가지수의 방향성 예측)

  • 박종엽;한인구
    • Journal of Intelligence and Information Systems
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    • v.1 no.2
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    • pp.103-121
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    • 1995
  • This study proposes a artificial neural network method to predict the time to buy and sell the stocks listed on the Korea Composite Stock Price Index(KOSPI). Four types (NN1, NN2, NN3, NN4) of independent networks were developed to predict KOSPIs up/down direction after four weeks. These networks have a difference only in the length of learning period. NN5 - arithmetic average of four networks outputs - shows an higher accuracy than other network types and Multiple Linear Regression (MLR), and buying and selling simulation using systems outputs produces higher reture than buy-and-hold strategy.

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APPLICATIONS OF THE SCHWARZ LEMMA RELATED TO BOUNDARY POINTS

  • Bulent Nafi Ornek
    • The Pure and Applied Mathematics
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    • v.30 no.3
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    • pp.337-345
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    • 2023
  • Different versions of the boundary Schwarz lemma for the 𝒩 (𝜌) class are discussed in this study. Also, for the function g(z) = z+b2z2+b3z3+... defined in the unit disc D such that g ∈ 𝒩 (𝜌), we estimate a modulus of the angular derivative of g(z) function at the boundary point 1 ∈ 𝜕D with g'(1) = 1 + 𝜎 (1 - 𝜌), where ${\rho}={\frac{1}{n}}{\sum\limits_{i=1}^{n}}g(c_i)={\frac{g^{\prime}(c_1)+g^{\prime}(c_2)+{\ldots}+g^{\prime}(c_n)}{n}}{\in}g^{\prime}(D)$ and 𝜌≠1, 𝜎 > 1 and c1, c2, ..., cn ∈ 𝜕D. That is, we shall give an estimate below |g"(1)| according to the first nonzero Taylor coefficient of about two zeros, namely z = 0 and z ≠ 0. Estimating is made by using the arithmetic average of n different derivatives g'(c1), g'(c2), ..., g'(cn).

Estimation of Occurrence Frequency of Short Term Air Pollution Concentration Using Texas Climatological Model (Texas Climatological Model에 의한 短期 大氣汚染濃度 發生頻度의 推定)

  • Lee, Chong-Bum
    • Journal of Korean Society for Atmospheric Environment
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    • v.4 no.2
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    • pp.67-71
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    • 1988
  • To estimate the probability of short term concentration of air pollution using long term arithmetic average concentration, the procedure was developed and added to Texas Climatological Model version 2. In the procedure, such statistical characteristics that frequency distribution of short term concentration may be approximated by a lognormal distribution, were applied. This procedure is capable of estimating not only highest concentration for a variety of averaging times but also concentrations for arbitrary occurrence frequency. Evaluation of the procedure with the results of short term concentrations calculated by Texas Episodic Model version 8 using the meteorological data and emission data in Seoul shows that the procedure estimates concentrations fairly well for wide range of percentiles.

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A Study on the Intermediate Point Finding and Recommendation of Restaurants in the Neighborhood using Arithmetic Average (산술평균을 이용한 중간 지점 찾기 및 주변 음식점 추천에 관한 연구)

  • Byeongsoo Lee;Hyunkyeong Lee;Jeongho Park;Youngjong Kim
    • Proceedings of the Korea Information Processing Society Conference
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    • 2023.05a
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    • pp.756-757
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    • 2023
  • 본 논문에서는 좌표를 이용하여 두 지점 이상의 장소의 중간 지점을 찾는 알고리즘을 비교 분석한다. 그 중 정확성과 실행 속도가 높은 알고리즘을 사용하여 하나의 중간 지점을 계산한다. 이를 기반으로 중간 지점 주변의 음식점 정보를 제공하는 서비스를 개발한다. 단순한 정보 제공에서 나아가 여러 기준으로 추천된 장소 정보를 제공하여 사용자에게 편리함을 제공하고자 한다. 이로써 해당 서비스는 지리 정보 시스템 등의 분야에서 활용될 수 있을 것으로 기대한다.