• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.18 no.1
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• pp.61-74
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• 2014

This paper presents accurate and efficient numerical methods for calculating the sensitivities of two-asset European options, the Greeks. The Greeks are important financial instruments in management of economic value at risk due to changing market conditions. The option pricing model is based on the Black-Scholes partial differential equation. The model is discretized by using a finite difference method and resulting discrete equations are solved by means of an operator splitting method. For Delta, Gamma, and Theta, we investigate the effect of high-order discretizations. For Rho and Vega, we develop an accurate and robust automatic algorithm for finding an optimal value. A cash-or-nothing option is taken to demonstrate the performance of the proposed algorithm for calculating the Greeks. The results show that the new treatment gives automatic and robust calculations for the Greeks.

• Journal of Power System Engineering
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• v.12 no.4
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• pp.18-25
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• 2008

This paper investigated the new calibration algorithm of a straight-type five-hole pressure probe necessary for calculating three-dimensional flow velocity components. The new data reduction method Includes a look-up, a geometry transformation such as the translation and reflection of nodes, and a binary search algorithm. This new calibration map was applied up to the application angle, ${\pm}55^{\circ}$ of a probe. As a result, this data reduction method showed a perfect performance without any kind of interpolation errors In calculating yaw and pitch angle from the calibration map.

• The Transactions of the Korea Information Processing Society
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• v.7 no.4
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• pp.1271-1278
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• 2000

A general curve and surface is a basic method to generate Free-form object using the fundamental properties of blending function. In typical method, there is an overhead of calculating to present Free-form object with the line segments and interpolation algorithm, In this paper, for resolving this problem efficiently, it will propose the flexible Free-form curves/surfaces using Ball curve shape-preserving property. This method includes Geometric Continuity that is needed to design Free-form Surface of high degree consisted with many curves. Also, when lots of data are reduced using Geometric Property of Free-form curves, the shape-preserving property of resulting object can be maintained, then it can represent any Free-form object with less calculating .

• Journal of the Korean Society for Nondestructive Testing
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• v.36 no.2
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• pp.102-111
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• 2016

This study develops an efficient and accurate method for calculating nonlinear diffraction beam fields propagating in fluids or solids. The Westervelt equation and quasilinear theory, from which the integral solutions for the fundamental and second harmonics can be obtained, are first considered. A computationally efficient method is then developed using a multi-Gaussian beam (MGB) model that easily separates the diffraction effects from the plane wave solution. The MGB models provide accurate beam fields when compared with the integral solutions for a number of transmitter-receiver geometries. These models can also serve as fast, powerful modeling tools for many nonlinear acoustics applications, especially in making diffraction corrections for the nonlinearity parameter determination, because of their computational efficiency and accuracy.

• Journal of Korea Society of Digital Industry and Information Management
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• v.16 no.3
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• pp.25-36
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• 2020

Topics calculated using LDA topic modeling have to be labeled separately. When labeling a topic, we look at the words that represent the topic, and label the topic. Therefore, it is important to first make a good set of words that represent the topic. This paper proposes a method of calculating a set of words representing a topic using TextRank, which extracts the keywords of a document. The proposed method uses Relevance to select words related to the topic with discrimination. It extracts topic keywords using the TextRank algorithm and connects keywords with a high frequency of simultaneous occurrence to express the topic with a higher coverage.

• Journal of the Korea Society of Computer and Information
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• v.20 no.12
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• pp.29-36
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• 2015

In this paper, we propose the horizontal line detection using the Haar-like features and linear regression in infrared images. In the marine environment horizon image is very useful information on a variety of systems. In the proposed method Haar-like features it was noted that the standard deviation be calculated in real time on a static area. Based on the pixel position, calculating the standard deviation of the around area in real time and, if the reaction is to filter out the largest pixel can get the energy map of the area containing the straight horizontal line. In order to select a horizontal line of pixels from the energy map, we applied the linear regression, calculating a linear fit to the transverse horizontal line across the image to select the candidate optimal horizontal. The proposed method was carried out in a horizontal line detecting real infrared image experiment for day and night, it was confirmed the excellent detection results than the legacy methods.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 1999.06a
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• pp.125-131
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• 1999

In this paper, we address practical methods for calculating camera lens distortion for real time applications. Although the lens distortion problem can be easily ignored for constant-parameter lenses, in the field of real-time camera calibrations, for zoom lenses a large number of calculations are needed to calculate the distortion. However, if the distortion can be calculated independently of the other camera parameter, we can easily calibrate a camera without the need for a large number of calculations. Based on Tsai's camera model, we propose two different methods for calculating lens distortion. These methods are so simple and require so few calculations that the lens distortion can be rapidly calculated even in real-time applications. The first method is to refer to the focal length - lens distortion Look Up Table(LUT), which is constructed in the initialization process. The second method is to use the relationship between the feature points found in the image. Experiments were carried out for both methods, results of which show that the proposed methods are favorably comparable in performance with non-real full optimization method.

• Korean Architects
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• s.551
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• pp.62-63
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• 2015

• Journal of Digital Convergence
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• v.10 no.4
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• pp.181-190
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• 2012

Cost of capital is one of the key factors of accounting regulation policy for telecommunication market. This paper aims at investigating efficient policy improvements concerning accounting regulation for telecommunication market focused on cost of capital calculation methods and its application. At First, cost of capital estimating method should be improved. In estimating the cost of equity capital, it is necessary to use benchmark method for Equity risk premium. It will reduce analytical errors caused by a rapid economic change and inflation. It is also more desirable to use debt premium adding method for the cost of debt capital. Optimal capital structure method may be considered a better way to estimates capital structure. Secondly, cost of capital estimating process also has to be reformed. Telecommunication industry changes rapidly so it does not reflect fast environmental changes. Therefore, cost of capital should be calculated every year. Cost of capital should be calculated by individual companies. There is information asymmetry between regulators and regulatees. Because of that cost of capital calculating process takes long time and cost a lot. To solve this problem, regulator should legislate on cost of capital calculation and then regulating companies report the calculating result. Lastly, major telecommunication companies are all listed now and it is possible to calculating it separately. We must continuously improve the estimating method and application of cost of capital and due to the fast growing of telecommunication industry. The process of determining the calculating method must be discussed and best method chosen.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.10
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• pp.124-131
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• 2013

The most important thing in Plasma simulation is the etching process in which etch rate is calculated based on feature profile. Although there are various components to consider in calculating etch rate such as Ion Flux, Neutral, gas, and temperature, Addressing of this paper is limited to Ion Flux. This paper propose a scan method to compute Ion Flux faster for Plasma simulation. Also, this paper experiments and compares generally used Monte Carlo method and the proposed method based on gaussian and cosine distribution. Lastly, this paper proves that the proposed method can calculate accurate Ion Flux more efficiently than Monte Carlo method.