• Journal of Convergence for Information Technology
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• v.10 no.4
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• pp.46-54
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• 2020

This study aims to develop and analyze the performance of a selective option straddle strategy based on forecasted volatility to improve the weakness of typical straddle strategy solely based on negative volatility risk premium. The KOSPI 200 option volatility is forecasted by the SVM model combined with the asymmetric volatility spillover effect. The selective straddle strategy enters option position only when the volatility is forecasted downwardly or sideways. The SVM model is trained for 2008-2014 training period and applied for 2015-2018 testing period. The suggested model showed improved performance, that is, its profit becomes higher and risk becomes lower than the benchmark strategies, and consequently typical performance index, Sharpe Ratio, increases. The suggested model gives option traders guidelines as to when they enter option position.

• Journal of Electrical Engineering and Technology
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• v.7 no.4
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• pp.538-545
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• 2012

In this paper a novel cascaded transformer multilevel inverter is proposed. Each basic unit of the inverter includes two DC sources, single phase transformers and semiconductor switches. This inverter, which operates as symmetric and asymmetric, can output more number of voltage levels in the same number of the switching devices. Besides, the number of gate driving circuits is reduced, which leads to circuit size reduction and lower power consumption in the driving circuits. Moreover, several methods to determination of transformers turn ratio in proposed inverter are presented. Theoretical analysis, simulation results using MATLAB/SIMULINK and experimental results are provided to verify the operation of the suggested inverter.

• Communications of the Korean Mathematical Society
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• v.20 no.1
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• pp.145-159
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• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.

• The Bulletin of The Korean Astronomical Society
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• v.39 no.2
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• pp.59.1-59.1
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• 2014

AGN feedback has been believed as playing an important role in the galaxy-super massive black hole (SMBH) co-evolution. AGN gas outflow can lead to AGN feedback. We investigate gas outflow of low-redshift AGNs by using blue shift/asymmetric index (BAI), and velocity offset of CIV line. By comparing these gas outflow indicators (BAI and velocity offset) to AGN properties (i.e., SMBH mass, bolometric luminosity, and Eddington ratio) and BLR gas metallicity, we find positive correlations among outflow, Eddington ratio, and metallicity. These relations are consistent with those observed at high-redshift. We discuss the possibility of the connection between previous star formation with current AGN accretion and outflow.

• Structural Engineering and Mechanics
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• v.48 no.2
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• pp.207-220
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• 2013

In this study, the vulnerability of two existing asymmetric steel building frames to Progressive Collapse (PC) is assessed. The buildings have different frame systems, steel sections and number of stories (nine and six). An alternate path method (APM) with a linear static analysis (LS) is carried out according to General Services Administration (GSA) 2003 guidelines. The Demand Capacity Ratio (DCR) of each primary element (beams and columns) is given with its specific details for all frames. The results show that the nine-story building with a dual frame system (moment frame with bracing system) has a lower susceptibility and greater resistance to PC than the six-story building with a simple building frame system (gravity system with bracing system). Implementing built-up box-shaped sections for columns is a better choice than using built-up I-shaped sections because there is no weak axis for the box section.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2002.04a
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• pp.11-13
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• 2002

The performance of DC current sensor based on giant magnetoimpedance (GMI) effect in amorphous ribbon has been tested. The ribbon after field annealing shows the maximum GMI ratio of 30 % at 100 kHz measuring frequency. In the sensor element of sample wound the circular form, GMI ratio and sensitivity are decreased due to internal stress. The sensor voltage output increases with applied DC current up to 1 A with a good linearity, of which direction can be known due to asymmetric characteristics.

• Journal of Korean Association for Spatial Structures
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• v.19 no.2
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• pp.51-61
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• 2019

The objective of this study is to analysis the seismic response of 200m spanned honeycomb lattice domes under horizontal and up-down ground motion of El Centro earthquake. For the analysis of seismic response of the honeycomb lattice domes by rise/span ratio, the time history analysis is used for the estimation of the dynamic response. The low rise lattice dome is less deformed and less stressed than the high rise lattice dome for the earthquake ground motion. The 3-dimensional earthquake response is not significantly different the dynamic response of one directional ground motion. The earthquake response of domes with LRB isolation system is significantly reduced for the asymmetric vertical deformation and the horizontal and vertical accelerations.

• Journal of the Korea Organic Resources Recycling Association
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• v.30 no.2
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• pp.5-15
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• 2022

In this study, heated tobacco biomass was prepared as an active material for supercapacitor device. Retrieved tobacco leaf from the heated tobacco was carbonized at various temperature(800/850/950℃). Carbonized tobacco leaf material synthesized at 850℃ exhibited the highest C/O ratio, indicating the finest carbon quality. In addition, polypyrrole was coated onto the carbonized leaf material for increasing the electrochemical performance via low-temperature polymerization method. As-synthesized carbonized leaf material at 850℃(CTL-850)-based electrode and polypyrrole-coated carbonized leaf material(CTL-850/PPy)-based electrode displayed outstanding specific capacitances of 100.2 and 155.3F g^-1 at 1 A g^-1 with opertaing window of -1.0V and 1.0V. Asymmetric supercapacitor device, assembled with CTL-850 as the negative electrode and CTL-850/PPy as the positive electrode, manifested specific capacitance of 31.1F g^-1(@1 A g^-1) with widened operating voltage window of 2.0V. Moreover, as-prepared asymmetric supercapacitor device was able to lighten up the RED Led (1.8V), suggesting the high capacitance and extension of operating voltage window. The result of this research may help to pave the new possibility toward preparing the effective energy storage device material recycling the biomass.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.8
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• pp.813-822
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• 2009

We have investigated operation of a 1:2:2 asymmetric 3-stage Doherty PA(Power Amplifier) and implemented using the Freescale's 4 W, 10 W PEP LDMOSFETS at 1 GHz. By employing the three peak efficiency characteristics, compared to the two peak N-way Doherty PA, the asymmetric 3-stage Doherty can overcome the serious efficiency degradation along the backed-off output power region and maximize the average efficiency for the modulation signal. To maximize the efficiency characteristic, the inverse class F PA has been designed as carrier and peaking amplifiers. Furthermore, to extract the proper load modulation operation, the adaptive gate bias control signal has been applied to the two peaking PAs based on the envelope tracking technique. For the 802.16e Mobile WiMAX(World Interoperability for Microwave Access) signal with 8.5 dB PAPR(Peak to Average Power Ratio), the proposed Doherty PA has shown 55.46 % of high efficiency at an average output power of 36.85 dBm while maintaining the -37.23 dB of excellent RCE(Relative Constellation Error) characteristic. This is the first time demonstration of applying the saturated PA and adaptive gate bias control technique to the asymmetric 3-stage Doherty PA for the highly efficient transmitter of the base-station application.

• The KIPS Transactions:PartD
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• v.8D no.2
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• pp.132-144
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• 2001

The broadcast environment is asymmetric communication aspect that is typically much greater communication capacity available from server to clients than in the opposite direction. In addition, most of mobile computing systems only allow the generation of read-only transactions from mobile clients for retrieving different types of information such as stock data, traffic information and news updates. Since previous concurrency control protocols, however, do not consider such a particular characteristics, the performance degradation occurs when those schemes are applied to the broadcast environment having quite a high data contention. In this paper, we propose OCC/2VTS (Optimistic Concurrency Control based on 2-Version and TimeStamp) that is most appropriate for broadcast environment. OCC/2VTS lets each client process and commit query transactions for itself by using two version data in cache. If the values of appropriate data items are not changed twice by invalidation report after a query transaction starts, the query transaction is committed safely independent of commitment of update transactions. OCC/2VTS decreases the number of informing server for the purpose of commitment. Due to broadcasting the validation reports including updated recent values, it reduces the opportunity of requesting a recent data values of server as well. As a result, OCC/2VTS makes full use of the asymmetric bandwidth. It also improves transaction throughput by increasing the query transaction commit ratio as much as possible.