• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권3호
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• 천문학회지
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• 제25권1호
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• pp.11-21
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• 1992

Applying mass model to disk galaxy NGC 300, since the observed rotation curve of NGC 300 is flatter than Toomre's mass model n = 1, two cases are used; obtaining parameters $a^n$ and $b^n$ from the polynomial fitting of the observed rotation curve (case A) and from the least square fitting between the observed rotation curve and model rotation curve (case B). In any case, n bas a fixed value of 1. Brandt's mass model is also discussed. which has a shape parameter n = 1.4. Calculated total mass and total mass to luminosity ratio are $3.3{\times}10^{10}M_{\odot}$, l2.1 for case A and $2.8{\times}10^{10}M_{\odot}$, 10.3 for case B. In case of Brandt's model, the values are $4.2{\times}10^{10}M_{\odot}$ and 15.4. The rise in the local mass to luminosity ratio in the outer part of NGC 300 implies existence of massive halo. Other dynamical properties are also discussed.

• 대한기계학회논문집A
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• 제24권2호
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• pp.355-361
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• 2000

In this study, active control magnetic actuator for reducing vibration of rotor system is performed. Identification, modeling, simulation, control system design, and evaluation of active magnetic damper system have been researched. Power amplifier modeling, connected magnetic actuator and augmented by system identification, is included to establish a magnetic damper simulation which provides close performance correspondence to the physical plant. A magnetic actuator, digital controller using DSP(Digital Signal Processor), and bipolar operational power supply/amplifiers are developed to show the effectiveness of reducing rotor vibration. Also the curve fitting procedure to obtain the transfer function of frequency dependent components is developed. Two kinds of test are executed as sliding and oil bearing. Results presented in this paper will provide a well-defined technical parameters in designing magnetic damper system for the proposed rotor.

• 한국정보통신설비학회:학술대회논문집
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• 한국정보통신설비학회 2007년도 학술대회
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• pp.27-30
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• 2007

This paper deals with an equivalent circuit model for RF passive components. Rational functions are obtained from the frequency responses of EM simulation by using Foster canonical partial fraction expressions. The Vector Fitting(VF) and the Adaptive Frequency Sampling(AFS) scheme are also implemented to obtain the rational functions. A passivity enforcement algorithm is applied to ensure the stability of the equivalent circuit model. In order to verify the schemes, S parameters of the equivalent circuit model is compared to those of EM simulation in case of the microstrip line structure with 3 slots in ground.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2002년도 학술발표회 발표논문집
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• pp.229-232
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• 2002

This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study.

• 한국통신학회논문지
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• 제17권11호
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• pp.1290-1298
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• 1992

본 논문은 fitting 파라미터를 배제하고 2차원적 Poisson 방정식을 도출해서 short-channel MOSFET의 model 식을 완전히 해석적으로 성립시켰다. 이로 인해 포화영역, 문턱전압, 강반전에 대한 것이 동시에 표현되는 정확한 드레인 전류가 유도되었다. 더욱이 이 model은 short-channel과 body효과, DIBL효과, 그리고 carrier운동에 대한 것도 설명할 수 있으며 온도와 $n^+$접합, 산화층에 관련되는 문턱전압도 표현할 수 있었다.

• 천문학회보
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• 제35권2호
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• pp.30.2-30.2
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• 2010

A direct tilted-ring fitting method allows us to investigate kinematic structure of spiral galaxies. By employing the method to high-resolution HI data cubes, we can more easily trace warp characteristics of spiral galaxies than ever. In this contribution, we make use of TiRiFiC to VLA HI data cube of spiral galaxies in Virgo cluster, and present our preliminary yet interesting results. The TiRiFiC (Tilted-Ring-Fitting-Code) is publicly available code that provides 'best-fit' tilted-ring parameters (i.e. position angle and inclination) via chi-square minimization technique. We also discuss possible biases (e.g., resolution dependency) and its effect on our conclusions.

• Journal of Advanced Marine Engineering and Technology
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• 제30권8호
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• pp.907-918
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• 2006

In this study capacitance and dielectric loss factor were measured with low-voltage signal and the simulation of equivalent circuits for the data was conducted. As the result it was shown that the equivalent circuit model considered the grain-boundary structure with semiconducting layer, dielectric layer and depletion layer was well approximated with the observed data. Various parameters were determined by a optimum curve-fitting method and could be used to analyze the characteristics of varistor. It also seems that the proposed equivalent circuit model will be adopted for other BL type varistors.

• 한국진공학회지
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• 제2권2호
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• pp.171-180
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• 1993

X-선 광전자 분광법(XPD)을 이용하여 GaAs(110) 절개면의 결정구조를 이해하였다. 각분해 X-선 분광법으로 GaAs(110) 면의 내각준위 Ga 및 As 3d의 스펙트럼을 얻어, 이 내각 준위의 세기 비율(intensity ratio)의 방위각과 편각에 따른 변화를 SSC(Single Scattering Cluster) 모델에서 얻은 회절패턴으로 곡선분석(fitting)하여 절개면의 재구성 구조(reconstruction geometry)를 얻었다. 이 절개면의 재구성된 값은 다른 실험의 결과와 비슷하였다.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2001년도 춘계학술대회 논문집 유기절연재료 전자세라믹 방전플라즈마 연구회
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• pp.59-61
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• 2001

Polymeric suspended insulators for the electric track line have been developed. The main elements to design polymeric insulators are the insulation ability related with materials of FRP core and housing, and the optimal structure related with fitting parts and interface characteristics. To confirm the design fitness of insulator samples the electric field distribution by FEM and mechanical stress distribution by NASTRAN program was analysed with housing shed shapes and fitting structure. The leakage distance and breakage voltage properties which are core parameters to determine electric insulation ability are selected according to the requirement values of user specification, then the power frequency wet withstand voltage was specified above 22kV and the leakage distance was required above 290mm. The contamination condition of the electric track line was the heavy class according to IEC 815 in order to retain the enough safety margin against overvoltages.