• 제목/요약/키워드: Expected value

검색결과 3,517건 처리시간 0.025초

텐셀 혼방 직물의 키토산 가공처리를 통한 감성기능 소재의 개발 (제1보) - 표면구조 분석 및 태 평가 - (Development of Susceptible Functional Fiber through Chitosan Finishing Treatment of Tencel Blended Fabrics (Part I) - Surface Structure Analysis and Hand Value Assessment -)

  • 박연희;배현숙
    • 한국의류학회지
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    • 제29권7호
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    • pp.987-996
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    • 2005
  • For cationization, if chitosan, which has the affinity for a human body and reacts easily without inducing any pollution, is used, cationization of Tencel blended fabrics can be expected and further expansion of its use as a new susceptible material can be expected. Therefore, in this study, in order to compare a Tencel/cotton and a Tencel/Cotton/PET as Tencel blended fabrics with a Tencel single fabric, the fabric samples were used and processed with chitosan after NaOH pretreatment and enzyme treatment thereof, and then its adherent efficiency was enhanced by using a crosslinking agent, and then it was got to be finished with a softener. The fibril of Tencel fabric was controlled by enzyme treatment so that the surface of the Tencel blended fabrics got to be smooth. Chitosan adhered to the surface of the Tencel blended fabrics in the form of particles through its processing with chitosan. Chitosan treatment caused little change in the crystal structure thereof and the thermal stability of the Tencel/Cotton/PET fabric was slightly improved. The total hand value(THV) calculated on the basis of the change due to chitosan treatment was increased in all samples.

Understanding why the public agricultural information services would meet troubles?: based on systems thinking approach

  • Lee, Jongtae;Park, Kyuhyun
    • Agribusiness and Information Management
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    • 제9권2호
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    • pp.22-26
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    • 2017
  • This study aims to understand why public information systems in agricultural fields have shown lower performances than other industrialized fields and industries and how these problems would be fixed and overcame. To accomplish this research purpose, this study would overview the previous studies on developing agricultural information systems in public sectors and would find out meaningful and considerable factors. This study would accept the methodologies of literature review and systems thinking approaches to understand the relationships among the found factors and to suggest the conceptual research model. Agricultural information system should take care to reduce implement and maintenance costs to reduce the negative relationships between costs and expected service value and between expected service value to perceived service value. Also, it should be understood that impersonal response would reduce the eager to use the services, so the government sectors should consider positively to adopt the concept of CRM even though the government sectors traditionally have ignored its necessity. The failure of public information systems/services may be caused not only by lack of the contents but also by the failure of the persistent post management.

열펌프에 의한 그린하우스 난방시스템의 열특성과 시뮬레이션 모델개발 (Thermal Characteristics and Simulation Model Development for Greenhouse Heating System with Heat Pump)

  • 노정근;송현갑
    • Journal of Biosystems Engineering
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    • 제26권2호
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    • pp.155-162
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    • 2001
  • The greenhouse heating system with heat pump was built for development of simulation model and validation. The computer simulation model for the system to predict temperature of air and soil and moisture content of soil in the greenhouse were developed, and its validity was justified by actual data. From the analysis of experimentally measured data and the simulation output, following results were obtained. 1. The expected values of inside air temperature for the heating system with heat pump were very much close to the experimental values. 2. In the heating system with heat pump, the expected values of day time surface temperature of soil by computer simulation were very much similar to the measured values, but those of night time were higher than the measured value by at most 2.0$\^{C}$. 3. The simulation model predicted temperature of greenhouse film as of 1$\^{C}$ below than the mean value of ambient air and greenhouse air temperature. 4. Heat loss value of daytime was found to be larger than that of nigh as much as 1.3 to 2.3 times for the heating system with heat pump. 5. In the heating system with heat pump, when the lowest ambient temperature was -8$\^{C}$∼-7$\^{C}$ the air temperature of greenhouse was 5$\^{C}$∼6$\^{C}$, thus the heat pump heating system contributed in greenhouse heating by 13$\^{C}$.

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CER 가격 불확실성을 고려한 A/R CDM 사업의 실물옵션 분석: 포스코 A/R CDM 사업 분석 (Real Option Analysis on Posco A/R CDM Project under CER Price Uncertainty)

  • 홍원경;박호정
    • 자원ㆍ환경경제연구
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    • 제20권3호
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    • pp.459-487
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    • 2011
  • 포스트 교토체제에서는 A/R CDM 등 산림 분야의 중요성이 증대할 것으로 전망된다. A/R CDM에 대한 정확한 경제성 평가는 투자의사결정에 유용한 정보를 제공하여 투자 활성화로 이어질 수 있다. 본 연구에서는 전통적 경제성 평가 방법이 간과한 의사결정자의 의사결정권의 가치 내지 기다림의 가치를 반영한 실물옵션 방법에 의해 모형을 구축하고 실제 A/R CDM 사례를 적용하여 실증분석을 하였다. 그 결과 적용 사례의 경우 최적투자분기점이 추정된 l-CER의 가격보다 낮게 나타남으로써 적절한 투자의사결정이 이루어졌음을 알 수 있었다. 그러나 할인율의 수준과 적용 범위에 따라 최적투자분기점과 투자의사결정이 크게 영향을 받는 것으로 나타났다.

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블랙 숄즈 모델을 이용한 잠재적 풍력발전 위치의 경제적 가치분석 (The Economic Value Analysis of the Potential Wind Farm Site Using the Black-Scholes Model)

  • 심재훈
    • 산업경영시스템학회지
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    • 제45권4호
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    • pp.21-30
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    • 2022
  • To mitigate the environmental impacts of the energy sector, the government of South Korea has made a continuous effort to facilitate the development and commercialization of renewable energy. As a result, the efficiency of renewable energy plants is not a consideration in the potential site selection process. To contribute to the overall sustainability of this increasingly important sector, this study utilizes the Black-Scholes model to evaluate the economic value of potential sites for off-site wind farms, while analyzing the environmental mitigation of these potential sites in terms of carbon emission reduction. In order to incorporate the importance of flexibility and uncertainty factors in the evaluation process, this study has developed a site evaluation model focused on system dynamics and real option approaches that compares the expected revenue and expected cost during the life cycle of off-site wind farm sites. Using sensitivity analysis, this study further investigates two uncertainty factors (namely, investment cost and wind energy production) on the economic value and carbon emission reduction of potential wind farm locations.

Economic Impacts of a Possible South Korea-Malaysia FTA on Trade

  • Kim, Yoomi
    • 수완나부미
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    • 제15권1호
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    • pp.255-275
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    • 2023
  • Trade between South Korea and Malaysia has been steadily increasing since the conclusion of the multilateral Free Trade Agreement (FTA) between the Association of Southeast Asian Nations (ASEAN) and South Korea. Bilateral FTAs such as Singapore-South Korea, Vietnam-South Korea, and Indonesia-South Korea came into effect to enhance the economic cooperation between South Korea and major ASEAN countries. However, the bilateral FTA between South Korea and Malaysia, known as Republic of Korea-Malaysia FTA, is still under negotiation. Therefore, this study aims to analyze the economic impact of a possible FTA between these two countries. To examine the economic effects of bilateral FTAs, this study analyzes the trade structure and change in the value of trade between Malaysia and South Korea using panel data analysis. Two significant findings were identified by the analysis. First, the Republic of Korea-Malaysia FTA is expected to promote trade and have a positive effect on the Gross Domestic Product (GDP) of South Korea. Second, the result of the calculated price elasticity based on substituting figures such as tariff, demand elasticity, and export value is that the value of manufacturing exports is expected to considerably get an increase. Therefore, an early FTA between South Korea and Malaysia would be beneficial for both national economies.

로버스트 기대손실 관리도의 설계 (Design of Robust Expected Loss Control Chart)

  • 이형준;정영배
    • 산업경영시스템학회지
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    • 제39권3호
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    • pp.10-17
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    • 2016
  • Control Chart is a graph which dots the characteristic values of a process. It is the tool of statistical technique to keep a process in controlled condition. It is also used for investigating the state of a process. Therefore many companies have used Control Chart as the tool of statistical process control (SPC). Products from a production process represent accidental dispersion values around a certain reference value. Fluctuations cause of quality dispersion is classified as a chance cause and a assignable cause. Chance cause refers unmanageable practical cause such as operator proficiency differences, differences in work environment, etc. Assignable cause refers manageable cause which is possible to take actions to remove such as operator inattention, error of production equipment, etc. Traditionally ${\bar{x}}-R$ control chart or ${\bar{x}}-s$ control chart is used to find and remove the error cause. Traditional control chart is to determine whether the measured data are in control or not, and lets us to take action. On the other hand, RNELCC (Reflected Normal Expected Loss Control Chart) is a control chart which, even in controlled state, indicates the information of economic loss if a product is in inconsistent state with process target value. However, contaminated process can cause control line sensitive and cause problems with the detection capabilities of chart. Many studies on robust estimation using trimmed parameters have been conducted. We suggest robust RNELCC which used the idea of trimmed parameters with RNEL control chart. And we demonstrate effectiveness of new control chart by comparing with ARL value among traditional control chart, RNELCC and robust RNELCC.

일반화 쌍곡분포 기반 선형 포트폴리오 위험측도에 대한 안장점근사 (Saddlepoint approximations for the risk measures of linear portfolios based on generalized hyperbolic distributions)

  • 나종화
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.959-967
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    • 2016
  • 자산의 수익에 대한 분포 가정은 파생 상품의 가치 평가에 매우 중요한 역할을 한다. Elberlein과 Keller (1995)는 오랜 기간에 걸친 주식 자료를 바탕으로 혼합 자산의 분포에 대한 다양한 검정을 수행한 결과, 정규성 가정이 만족되지 않음을 확인한 바 있으며, 일반화 쌍곡분포가 보다 현실을 잘 반영하는 모형임을 확인하였다. 또한, Hu와 Kercheval (2007)은 6년간의 S&P500 지수의 분석에서 정규분포는 VaR (value at risk)을 과소 추정하는 반면, 일반화 쌍곡분포는 잘 적합함을 확인하였다. 일반화 쌍곡분포는, Barndorff-Nielsen (1977)이 처음 소개한 분포로, 첨도가 큰 특징을 가지는 금융 자료의 적합에 유용한 분포이다. 본 연구에서는 일반화 쌍곡분포를 모분포로 하는 선형 포트폴리오의 위험측도를 추정한다. 위험측도로는 VaR과 ES (expected shortfall)를 고려하였으며, 추정 방법으로는 안장점근사를 사용하였다. 안장점근사는 소표본에서도 정확한 근사를 제공하는 근사법으로 알려져 있다. 모의실험을 통해 위험측도에 대한 안장점근사의 정도가 매우 우수함을 확인하였다.

클라우드 환경에서 기대 값 기반의 동적 자원 예측 기법 (Resource Prediction Technique based on Expected Value in Cloud Computing)

  • 최영호;임유진
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제4권3호
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    • pp.81-84
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    • 2015
  • 클라우드 서비스는 다양한 장점들 덕분에 현대 IT 사업에서 주목을 받고 있다. 클라우드 환경에서 사용자의 요구는 동적이기 때문에 서비스 제공자는 사용자 요구량을 예측하고 이를 기반으로 자원을 제공하는 VM(Virtual Machine) 프로비저닝 기법이 필요하다. VM 프로비저닝은 사용자의 QoS를 만족시키고 자원 관리 비용을 최소화하여 서비스 제공자의 이득을 최대화하는 것을 목적으로 한다. 본 논문에서는 효율적인 VM 프로비저닝을 위해 사용자의 자원 요구량을 예측하고, 이를 기반으로 서비스 제공자의 총 경비에 대한 기대 값을 최소화시키기 위한 새로운 VM 프로비저닝 기법을 제안한다. 또한 제안 기법의 성능 분석을 위하여 실제 데이터를 이용하여 자원 요구 예측량과 자원 제공량을 계산하고, 이를 다른 기법들과 비교함으로써 제안 기법이 서비스 제공자의 총 경비를 최소화함을 보여준다.

A CLV (Customer Lifetime Value) model in the wireless telecommunication industry

  • Hyunseok Hwang;Kim, Suyeon;Euiho Suh
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2003년도 추계학술대회 및 정기총회
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    • pp.187-190
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    • 2003
  • Since the early 1980s, the concept of relationship management in marketing area has gained its importance. Acquiring and retaining the most profitable customers are serious concerns of a company to perform more targeted marketing campaigns. For effective CRM (Customer Relationship Management), it is important to gather information on customer value. Many researches have been performed to calculate customer value based on CLV (Customer Lifetime Value). It, however, has some limitations. It is difficult to consider the churn of customers, because the previous prediction models have focused mainly on expected future cash flow derived from customers'past profit contribution. In this paper we suggest a CLV model considering past profit contribution, potential benefit, and churn probability of a customer. We also cover a framework for analyzing customer value and segmenting customers based on their value. Customer value is classified into three categories: current value, potential value and customer loyalty. Customers are segmented according to the three categories of customer value. A case study on calculating customer value of a wireless communication company will be illustrated.

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