• 제목/요약/키워드: Incomplete

검색결과 2,621건 처리시간 0.034초

불완전 정보 하에서 추가적인 제약조건들이 포트폴리오 선정 모형의 성과에 미치는 영향 : 한국 주식시장의 그룹주 사례들을 중심으로 (Effects of Additional Constraints on Performance of Portfolio Selection Models with Incomplete Information : Case Study of Group Stocks in the Korean Stock Market)

  • 박경찬;정종빈;김성문
    • 경영과학
    • /
    • 제32권1호
    • /
    • pp.15-33
    • /
    • 2015
  • Under complete information, introducing additional constraints to a portfolio will have a negative impact on performance. However, real-life investments inevitably involve use of error-prone estimations, such as expected stock returns. In addition to the reality of incomplete data, investments of most Korean domestic equity funds are regulated externally by the government, as well as internally, resulting in limited maximum investment allocation to single stocks and risk free assets. This paper presents an investment framework, which takes such real-life situations into account, based on a newly developed portfolio selection model considering realistic constraints under incomplete information. Additionally, we examined the effects of additional constraints on portfolio's performance under incomplete information, taking the well-known Samsung and SK group stocks as performance benchmarks during the period beginning from the launch of each commercial fund, 2005 and 2007 respectively, up to 2013. The empirical study shows that an investment model, built under incomplete information with additional constraints, outperformed a model built without any constraints, and benchmarks, in terms of rate of return, standard deviation of returns, and Sharpe ratio.

용입부족을 가진 횡방향 맞대기 용접부의 피로특성에 관한 연구 (A Study on the Fatigue Characteristics in Butt-Welded Joints with Incomplete Penetration)

  • 장동일;경갑수;홍성욱
    • 한국강구조학회 논문집
    • /
    • 제10권3호통권36호
    • /
    • pp.497-508
    • /
    • 1998
  • 본 연구에서는 평면결함의 일종인 용입부족의 크기가 맞대기 용접부의 피로 특성에 미치는 영향을 정량적으로 규명하였다. 정적실험 결과 비드를 삭제하지 않은 맞대기 용접부의 인장강도와 항복강도는 용입부족 크기에 관계없이 일정하였다. 또한 피로실험 결과 완전용입된 맞대기 용접부의 피로강도는 국내 외의 시방서에서 규정하고 있는 피로 등급을 모두 만족하며, 용입부족 크기에 따른 피로강도의 저하는 용입부족 크기가 증가함에 따라 피로강도가 급격하게 감소하였다. 파단형태에서 완전용입 시험체와 용입부족 시험체의 파단형태가 서로 다른 형식을 취하고 있음을 알 수 있었는데 이는 용접지단부와 용접루트부의 기하학적 형상에 따른 응력집중계수의 변화에 기인하는 것을 유한요소해석에서 확인하였다. 따라서 강구조물에 대한 용접제작시 발생할 수 있는 용접결함 중 평면결함의 일종인 용입부족은 반드시 피해야만 강구조물의 공용수명을 충분히 확보할 수 있을 것이다.

  • PDF

Clinical Outcomes of Gastrectomy after Incomplete EMR/ESD

  • Lee, Hye-Jeong;Jang, You-Jin;Kim, Jong-Han;Park, Sung-Soo;Park, Seung-Heum;Park, Jong-Jae;Kim, Seung-Joo;Kim, Chong-Suk;Mok, Young-Jae
    • Journal of Gastric Cancer
    • /
    • 제11권3호
    • /
    • pp.162-166
    • /
    • 2011
  • Purpose: Endoscopic resection is widely accepted as standard treatment for early gastric cancer (EGC) without lymph node metastasis. The procedure is minimally invasive, safe, and convenient. However, surgery is sometimes needed after endoscopic mucosal resection (EMR)/endoscopic submucosal dissection (ESD) due to perforation, bleeding, or incomplete resection. We evaluated the role of surgery after incomplete resection. Materials and Methods: We retrospectively studied 29 patients with gastric cancer who underwent a gastrectomy after incomplete EMR/ESD from 2006 to 2010 at Korea University Hospital. Results: There were 13 incomplete resection cases, seven bleeding cases, three metachronous lesion cases, three recurrence cases, two perforation cases, and one lymphatic invasion case. Among the incomplete resection cases, a positive vertical margin was found in 10, a positive lateral margin in two, and a positive vertical and lateral margin in one case. Most cases (9/13) were diagnosed as mucosal tumors by endoscopic ultrasonography, but only three cases were confirmed as mucosal tumors on final pathology. The positive residual tumor rate was two of 13. The lymph node metastasis rate was three of 13. All lymph node metastasis cases were submucosal tumors with positive lymphatic invasion and no residual tumor in the gastrectomy specimen. No cases of recurrence were observed after curative resection. Conclusions: A gastrectomy is required for patients with incomplete resection following EMR/ESD due to the risk of residual tumor and lymph node metastasis.

Differentiation between incomplete Kawasaki disease and secondary hemophagocytic lym­phohistiocytosis following Kawasaki disease using N­-terminal pro­-brain natriuretic peptide

  • Choi, Jung Eun;Kwak, Yujin;Huh, Jung Won;Yoo, Eun-Sun;Ryu, Kyung-Ha;Sohn, Sejung;Hong, Young Mi
    • Clinical and Experimental Pediatrics
    • /
    • 제61권5호
    • /
    • pp.167-173
    • /
    • 2018
  • Purpose: Hemophagocytic lymphohistiocytosis (HLH) is a hyperinflammatory syndrome with many causes, including Kawasaki disease (KD). The purpose of this study was to identify the laboratory tests needed to easily differentiate KD with HLH from incomplete KD alone. Methods: We performed a retrospective study on patients diagnosed with incomplete KD and incomplete KD with HLH (HLH-KD) between January 2012 and March 2015. We compared 8 secondary HLH patients who were first diagnosed with incomplete KD with all 247 incomplete KD diagnosed patients during the study period. The complete blood count, erythrocyte sedimentation rate, platelet count, and serum total protein, albumin, triglyceride, C-reactive protein, N-terminal pro-brain natriuretic peptide (NT-proBNP), and ferritin levels were compared. Clinical characteristics and echocardiography findings were also compared between the 2 groups. Results: The total duration of fever was longer in the HLH-KD group than in the KD group. White blood cell and platelet counts were higher in the KD group. Alanine aminotransferase, ferritin, and coronary artery diameter were increased in the HLH-KD group compared with those in the KD group. The median of NT-proBNP was significantly higher in the HLH-KD group than in the KD group at 889.0 (interquartile range [IQR], 384.5-1792.0) pg/mL vs. 233.0 (IQR, 107.0-544.0) pg/mL. Conclusion: The NT-proBNP level may be helpful in distinguishing incomplete KD from KD with HLH. The NT-proBNP level should be determined in KD patients with prolonged fever, in addition to the white blood cell count, platelet count, and ferritin level, to evaluate secondary HLH.

IMT-2000환경에서 Symmetric Balanced Incomplete Block Design을 응용한 회의용 인증메커니즘의 설계 (The Design of Conference-based Authentication Mechanism Employing the Symmetric Balanced Incomplete Block Design on IMT-2000 Environment)

  • 배용근;정일용
    • 한국멀티미디어학회논문지
    • /
    • 제6권7호
    • /
    • pp.1277-1285
    • /
    • 2003
  • 본 논문은 IMT-2000환경에서 대수학적 방법을 적용하여 회의용 키 인증 메커니즘을 제안한다. 이를 위해서 symmetric balanced incomplete block design 기법을 응용하여 회의용 키를 생성하고, 참여한 사용자들에 생성된 키를 분배한다. 회의용 키 생성 기술과 ID 정보를 기반으로 하여 수행된 상호 인증을 통하여 통신 프로토콜은 설계한다. 제안된 프로토콜에서 회의용 전송키를 생성하기 위한 통신 복잡도를 최소화시키며, 특별한 경우에 복잡도는 O(equation omitted)이 되는데 여기에서 v는 참여자의 수이다. 보안 시스템의 구축에 있어서 중요한 문제인 본 프로토콜의 안전도는 이산 대수를 찾아내는 것은 hard 문제이기 때문에 보장할 수 있다.

  • PDF

러프 집합에 기반한 불완전 정보의 정보 이론적 척도에 관한 연구 (The Study on Information-Theoretic Measures of Incomplete Information based on Rough Sets)

  • 김국보;정구범;박경옥
    • 한국멀티미디어학회논문지
    • /
    • 제3권5호
    • /
    • pp.550-556
    • /
    • 2000
  • 러프집합에서는 식별불능관계와 근사공간 개념을 이용해서 불완전 정보로부터 최적화된 결정규칙을 유도하게 된다. 그러나, 처리 하고자 하는 정보에 정량적이거나 중복 또는 누락된 데이터가 포함된 경우에는 오류가 발생될 수 있으므로, 이러한 데이터들을 제거하거나 최소화시키는 방법이 필요하다. 정보처리 분야에서 불확실성이나 정보의 양을 측정하는데 사용되고 있는 엔트로피는 러프 관계 데이터베이스의 불완전 정보를 제거하는데 사용되었다. 그러나, 정보시스템에 포함될 수 있는 불완전 정보를 모두 다루지는 못하였다. 본 논문에서는 정보시스템의 조건속성과 결정속성에 포함될 수 있는 불완전 정보를 제거하기 위한 정보 이론적 척도로서 러프집합을 이용한 객체관계 엔트로피와 속성관계 엔트로피를 제시한다.

  • PDF

불완전한 2차원다양체 메시기반 공추경로생성 (Incomplete 2-manifold Mesh Based Tool Path Generation)

  • 이성근;김수진;양민양;이동윤
    • 대한기계학회논문집A
    • /
    • 제29권3호
    • /
    • pp.447-454
    • /
    • 2005
  • This paper presents a new paradigm for 3-axis tool path generation based on an incomplete 2-manifold mesh model, namely, an inexact polyhedron. When geometric data is transferred from one system to another system and tessellated for tool path generation, the model does not have any topological data between meshes and facets. In contrast to the existing polyhedral machining approach, the proposed method generates tool paths from an incomplete 2-manifold mesh model. In order to generate gouge-free tool paths, CL-meshes are generated by offsetting boundary edges, boundary vertices, and facets. The CL-meshes are sliced by machining planes and the calculated intersections are sorted, trimmed, and linked. The grid method is used to reduce the computing time when range searching problems arise. The method is fully implemented and verified by machining an incomplete 2-manifold mesh model.

PNF에 기초한 탄력저항운동이 불완전 척수 손상 환자의 일상생활동작에 미치는 효과 -단일사례연구- (Effects of Elastic Resistance Exercise Using Proprioceptive Neuromuscular Facilitation on Activities of Daily Living of Patient with Incomplete Spinal Cord Injury -Single Subject Design-)

  • 김좌준;김민수
    • PNF and Movement
    • /
    • 제14권3호
    • /
    • pp.245-254
    • /
    • 2016
  • Purpose: This study investigates the influence of elastic resistance exercise using proprioceptive neuromuscular facilitation (PNF) on the daily activities of a patient with incomplete spinal cord injury. The result will be proposed as background data for effective intervention in a patient with incomplete spinal cord injury. Methods: The target subject was a patient with incomplete spinal cord injury to the cervical cord (C6). Elastic resistance exercise based on PNF was performed for 30 min daily, five times a week, for eight weeks. The ASIS motor scale was applied to test the muscular strength of the upper limb, and the spinal cord independence measure II (SCIM II) was used to evaluate the capacity of daily activity. Results: By applying elastic resistance exercise based on PNF, the muscular strength of the upper limb increased and the performance of daily activity improved. Conclusion: Because elastic resistance exercise based on PNF positively influences the ASIA motor scale and SCIM II of the patient with incomplete spinal cord injury. It can be used for training programs to improve the capacity of daily activity of the patient.

불완전 자료에 대한 Metropolis-Hastings Expectation Maximization 알고리즘 연구 (Metropolis-Hastings Expectation Maximization Algorithm for Incomplete Data)

  • 전수영;이희찬
    • 응용통계연구
    • /
    • 제25권1호
    • /
    • pp.183-196
    • /
    • 2012
  • 결측자료(missing data), 절단분포(truncated distribution), 중도절단자료(censored data) 등 불완전한 자료(incomplete data)하의 추론문제(incomplete problems)는 통계학에서 자주 발생되는 현상이다. 이런 문제의 해결방법으로 Expectation Maximization, Monte Carlo Expectation Maximization, Stochastic Expectation Maximization 알고리즘 등을 이용하는 방법이 있지만, 정형화된 분포의 가정이 필요하다는 단점을 가지고 있다. 본 연구에서는 정형화된 분포의 가정이 없는 경우에 사용할 수 있는 Metropolis-Hastings Expectation Maximization(MHEM) 알고리즘을 제안하고자 한다. MHEM 알고리즘의 효율성은 중도절단자료(censored data)를 이용한 모의실험과 KOSPI 200 수익률의 실증자료분석를 통해 알수 있었다.

불완전한 자료 및 완전한 자료 목록을 이용한 한반도 지진구들의 지진활동 매개변수 평가 (Estimation of seismicity parameters of the seismic zones of the Korean Peninsula using incomplete and complete data files)

  • 이기화
    • 한국지진공학회:학술대회논문집
    • /
    • 한국지진공학회 1998년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring 1998
    • /
    • pp.23-30
    • /
    • 1998
  • An estimation of seismic risk parameters by seismic zones of the Korea Peninsula in order to calculate the seismic hazard values using these was erformed. Seven seismic source zones were selected in consideration of seismicity and geology of Korean Peninsula. The seismicity parameters that should be estimated are maximum intensity, activity rate and b value in the Gutenberg - Richter relation. For computation of these parameters, least square method or maximum likelihood method is applied to the earthquake data in two ways; the one for the data without maximum intensity and the other with maximum intensity. Earthquake data since Choseon Dynasty is regarded as complete and estimation of parameters was made for these data using above two ways. And recently, a new method is published that estimate the seismicity parameters using mixed data containing large historical events and recent complete observations. Therefore, this method is applied to the whole earthquake data of the Korean Peninsula. It turns out that the b value computed considering maximum intensity is slightly lower than that computed considering without maximum intensity, and it becomes still lower when the incomplete data prior to Choseon Dynasty is used. In the case of the activity rates, the values obtained without maximum intensity and that with maximum intensity are similar, though they are lower when the incomplete data is used. The values of maximum intensities are usually lower when considering incomplete data. In the seismic source zone including the Yangsan Fault zone, however, the values are higher when considering the incomplete data.

  • PDF