• 제목/요약/키워드: Function Factor

검색결과 4,729건 처리시간 0.04초

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • 제34권1호
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

고역률 사이크로 컨버터의 매핑함수제어 (Mapping Control Function for High Power Factor Cycloconverter)

  • 김광태
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2000년도 전력전자학술대회 논문집
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    • pp.237-240
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    • 2000
  • A new control method using average comparison strategy have been proposed in this paper. This control method realizes sinusoidal input and output current. unity input displacement factor regardless of load power factor. Moreover compensation of the asymmetrical and harmonic containing input voltage is sautomatically realized and calculation time of control function is reduced.

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Evaluation of Stress Intensity Factor for A Partially Patched Crack Using an Approximate Weight Function

  • Kim, Jong-Ho;Hong, Seong-Gu;Lee, Soon-Bok
    • Journal of Mechanical Science and Technology
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    • 제17권11호
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    • pp.1659-1664
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    • 2003
  • A cracked plate with a patch bonded on one side was treated with a crack-bridging model using weight function: assuming continuous distribution of springs acting between th crack surfaces, the stress intensity factor of the patched crack was numerically obtained. Especially in the case of a patched crack subjected to residual non-uniform stress, the stress intensity factor was easily with the corresponding approximate weight function. This paper presented the stress intensity factors for a crack partially patched within a finite plate or a patched crack initiated from a notch.

시스템 식별을 위한 Erlang 함수의 망각 인자를 가진 개선된 RLS 알고리즘 (An Improved New RLS Algorithm with Forgetting Factor of Erlang Function for System Identification)

  • 석진욱;최경삼;이종수;조성원
    • 제어로봇시스템학회논문지
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    • 제5권4호
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    • pp.394-402
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    • 1999
  • In this paper, we present an effective RLS algorithm with forgetting factor of Erlang function for the system identification. In the proposed algorithm, the forgetting factor decreases monotonically in the first stage, and then it increases monotonically in the second stage in contrary to the conventional forgetting factor RLS algorithms. In addition, annealing effect and an asymptotically stability of the proposed algorithm is discussed based on the analysis of convergency property on. Simulation results for the system identification problem indicate the superiority of the proposed algorithm in comparison to the RLS algorithm such as NLMS and Kalman filter based algorithm.

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횡등방성 압전재료에서의 가중함수이론을 이용한 확대계수 계산 (Calculation of Intensity Factors Using Weight Function Theory for a Transversely Isotropic Piezoelectric Material)

  • 손인호;안득만
    • 대한기계학회논문집A
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    • 제36권2호
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    • pp.149-156
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    • 2012
  • 파괴역학에서 가중함수는 응력확대계수를 계산하기 위하여 사용되어진다. 본 논문에서는 균열을 가진 횡등방성 압전재료에 대한 전기-기계적 분석을 행하여 평면변형률 상태의 압전문제를 Leknitskii 해석법으로 풀었고 가중함수이론을 압전재료에 확대 적용하였다. 가중함수이론을 이용하여 응력확대계수와 전기변위확대계수를 구하였다.

멘토링 기능 측정 척도 개발을 위한 기초연구 - 패션관련 전공 학생을 중심으로 - (A Preliminary Study for Developing a Measure of Mentoring Functions Scale - Focused on the Clothing & Textiles Majoring College Students -)

  • 이승민;박현희
    • 한국의류산업학회지
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    • 제14권3호
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    • pp.390-399
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    • 2012
  • The purpose of this study is to find the connectional structure of mentoring perceived by the 2-year college students who are majoring in fashion, and to develop the scale with which the mentoring effect can be measured on the basis of the results. To achieve the purpose, research was conducted through a survey questionnaire. The research was carried out obtaining data from the 2-year college students. Responses from this questionnaire were gathered from 265 students. The questionnaire was made with 31 mentoring scales and removed inadequate 18 questions for statistics analysis. The remaining questionnaires consisting of 13 questions were categorized into three factors. The first factor (5questions) relates to the sensitivity developmental function. The second factor (5questions) pertains to the psychosocial function and the third factor (3questions) was for the fashion career developmental function. The results derived from the analysis of the questionnaire survey are as follows: First, the role model function is not enticing enough for the student to continue role model or professor for future student. The students are more interested into discovering their own capability in fashion by entering a fashion company. Second, the result of this study was confirmed through descriptive statistics, exploratory factor analysis and confirmatory factor analysis. Third, the results of this study can be a guide-line for professors to help student to which is fashion in spite of outside comment and own future career task.

후마네트 운동프로그램이 노인의 낙상 관련 체력요인과 인지기능에 미치는 영향 (The Effects of Fumanet Exercise Program on Fall Down-Related Physical Fitness Factor and Cognitive Function in Elderly People)

  • 김혜정;방요순;손보영;오은주;황민지
    • 대한통합의학회지
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    • 제5권2호
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    • pp.33-42
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    • 2017
  • Purpose: This study examined the effects of the fumanet exercise program on the cognitive function and fall down-related physical fitness factor in elderly people. Method: The study period was May 2-June 24, 2016. The participants included 20 elderly persons (control group 10, experimental group 10) who registered at the day-care Center in G. City. Descriptive statistics were used for the analysis of the control and experimental groups' general characteristics. The chi-square and Mann-Whitney U tests were conducted to identify the two groups' general characteristics' and dependent variables' homogeneity. The Wilcoxon signed-rank test was used to compare the pre-and post-intervention cognitive function and fall down-related physical fitness factor, and a Mann-Whitney U test was used to analyze the rate of cognitive function and fall down-related physical fitness factor changes between the groups after the intervention. Result: The participants' fall down-related physical fitness factors (balance, gait, leg strength) increased and memory in the cognitive function sub-area improved in the participants who participated in the fumanet exercise program. The amount of change in gait was significantly different between the control and experimental groups. Conclusion: The fumanet exercise program included gait training using the learn, remember and repeat phased steps. Therefore, this study proposes using the fumanet exercise program to improve the elderly's cognitive function and physical fitness factor.

무마취 가토 신장기능에 미치는 Atrial Natriuretic Factor의 영향 (Effect of Atrial Natriuretic Factor on the Renal Function and Renin Release in Unanesthetized Rabbit)

  • 이준규;조경우
    • The Korean Journal of Physiology
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    • 제20권1호
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    • pp.103-124
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    • 1986
  • Since it has been suggested that atrial receptor may be involved in the mechanism of extracellular volume regulation, it was shown that the granularity of atrial cardiocytes can be changed by water and salt depletion, and that an extract of cardiac atrial tissue, when injected intravenously into anesthetized rats, was shown to cause a large and rapid increase in renal excretion of sodium. Various natriuretic peptides were isolated and synthetized, and the effects were investigated by many workers. Most studies, however, have been carried out under anesthesia and there have teen some controversies over direct effect of the factor on the renal function. Therefore, it was attempted in this study to access the effects of an atrial extract and a synthetic natriuretic factor in unanesthetized rabbits. Intrarenal arterial infusion of atrial extract caused a rapid increase of urinary volume and excretion of sodium. Glomerular filtration rate and renal plasma flow were both increased with no change in filtration fraction. The ventricular extract produced no change in urinary excretion of electrolytes, nor in renal hemodynamics. Intrarenal infusion of synthetic atrial natriuretic factor caused increases of renal excretory rate of sodium, chloride and potassium, and $FE_{Na}$. Glomerular filtration rate, renal plasma flow increased. And free water clearance also increased. Accentuated excretory function correlated well with increased glomerular filtration rate and renal plasma flow during infusion and for 10 minutes following the cessation of the infusion. Renin secretion rate decreased during constant infusion of atrial natriuretic factor. However, no correlation was found with the changes in glomerular filtration rate, renal plasma flow, or urinary excretion of sodium. These results suggest that atrial extract or atrial natriuretic factor induces changes in renal hemodynamics, as in excretion of electrolytes either indirectly through hemodynamic changes or directly by inhibiting tubular reabsorption. At the same time, renin secretory function is affected by the factor possibly through an unknown mechanism.

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MCMA알고리즘에서 weighting factor에 의한 적응 등화 성능 비교 (The Comparison of the Adaptive Equalization Performance in MCMA Algorithm by the Weighting Factor)

  • 임승각
    • 한국인터넷방송통신학회논문지
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    • 제10권4호
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    • pp.137-143
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    • 2010
  • 본 논문은 채널에서 발생되는 진폭과 위상 찌그러짐을 보상하기위한 MCMA (Modified Constant Modulus Algorithm)의 비용 함수에서 weighting factor에 의한 자기 적응 등화의 성능을 비교한 것이다. MCMA 는 기존 방식인 CMA 의 비용 함수를 개선하여 등화기의 출력에서 진폭과 위상에 대한 오차 함수를 최소화할 수 있으며, 이때 weighting factor 의 값이 이용된다. 등화기의 성능을 비교할 때 initial state와 steady state로 분류하고 미리 정해진 레벨까지의 수렴 시간과 수렴 속도 및 안정된 등화 상태를 나타내며, 이들은 weighting factor에 의해 결정된다. 컴퓨터 시뮬레이션을 통하여 weighting factor에 따라 이들 2 가지 state 에 대한 각각 상이한 결과를 확인할 수 있었다. 본 결과를 이용하여 사용되는 통신 채널의 환경에 따라 weighting factor 값을 적절히 선택한다면 고품질의 디지털 정보 전송이 가능하게 될 것으로 기대된다.

Contributions of Public Investment to Economic Growth and Productivity

  • HAN, SUNGMIN
    • KDI Journal of Economic Policy
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    • 제39권4호
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    • pp.25-50
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    • 2017
  • Whereas a large variety of previous studies show mixed results regarding the relationship between public investment and economic outcome, several studies have been conducted on related issues in Korea. The present study deals with the effect of public investment in Korea on economic growth and productivity. Using administrative data, it exploits three different methodologies: the total factor productivity approach, production function approach, and stochastic frontier production function approach. The results of this study show that public investment has a statistically significant effect on economic growth. However, it contributes little to enhance productivity. It is explained that there exists inefficiency of production in the Korean economy. These findings indicate that public investment has played a central role in the direct input factor and not in indirect role in Korea. Thus, it is necessary for public investment policies to concentrate on enhancing the efficiency of the Korean economy.