• 제목/요약/키워드: Index Theory

검색결과 988건 처리시간 0.031초

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권1호
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    • pp.19-30
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    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

차량배기음향신호의 음질분석에 대한 연구 (A Study on Sound Quality Analysis of Exhaust Acoustic Signals of Vehicle)

  • 이장명;김대곤
    • 한국소음진동공학회논문집
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    • 제19권11호
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    • pp.1202-1213
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    • 2009
  • Muffler sound quality of a vehicle has widely been evaluated using commercial softwares. However, the commercial softwares are providing only simple sound quality index. To get better sound quality evaluation method of the muffler, a new approach is suggested based on the subjective sound quality test. The suggested subjective sound quality evaluation method is refined with the fuzzy theory. The developed method is applied for the evaluation of various kinds of vehicle muffler sounds.

날씨효과를 고려한 전력계통의 상정사고 순위 결정 (A Determining Contingency Ranking Using the Weather Effects of the Power System)

  • 김경영;박종진;김진오;김태균;추진부
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 추계학술대회 논문집 전력기술부문
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    • pp.134-136
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    • 2003
  • The deregulated electricity market is operated with respect to theory of economical efficiency, and therefore, the system operator requires data with fast contingency ranking for security of the bulk power system. This paper compares the weather dependant probabilistic risk index(PRI) with the system performance index for power flow in the IEEE-RBTS. also, the system performance index for power flow presents the power system stability. The probabilistic risk index can be classified into normal weather and adverse weather. This paper proposes calculation method using the probabilistic risk index in determining contingency ranking requiring for security under the deregulated electricity market.

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Analytic Solution for an Eaton Lens for Rotating 90°

  • Zhao, Cun-Hua
    • Current Optics and Photonics
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    • 제4권4호
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    • pp.326-329
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    • 2020
  • The Eaton lens, with spherical symmetry to its refractive index, was described by Eaton in 1952 and was found recently in the design of an invisible sphere for cloaking. In this paper, an Eaton lens for rotating 90° was designed using Luneburg theory, by which we found it was a fourth-order equation in the refractive index n. Therefore, the refractive index n has four roots. The equation in n was solved and studied using mathematical technology. The unsuitable complex roots of the equation should be dropped; consequently, only one of the four roots remained. To verify the refractive-index profile, the only root was solved for, before a simulation using finite-element analysis (FEA) was performed. The simulation showed that all rays will bend 90° to the right. The result of the simulation is identical to our expectation. This treatment provides a possible method for rotating light at many other angles.

주제색인의 이론과 실제 (Theory and practice of alphabetical subject indexing)

  • 윤구호
    • 한국도서관정보학회지
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    • 제10권
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    • pp.95-131
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    • 1983
  • Index is a systematic guide to items contained in, or concepts derived from, a collection, Thus, it is represented as a paired set of index terms (t) and documents (D) : I= {(t,D) vertical bar t .mem. V, D .mem. W), where V is index vocabulary and W is document collection. Indexing is the process of analysing the informational content of records of knowledge and expressing the informational content in the language of the indexing system. It involves: 1) Selecting indexable concepts in a document; and 2) expressing these concepts in the language of the indexing system (as index entries): and an ordered list. Indexing process involves technical, semantic and syntactic problems. Technical problems are related to the accuracy of indexing, which is primarily governed by the indexer's ability of analysing subject, identifying indexable concepts, and coding. The proper levels of indexing exhaustivity, and index language specificity are also significant factors affecting the quality of index. Semantic problems are related to the choice of index terms and the form in which they should be used. Equivalent, hierarchical and affinitive/associative relationships of index terms are involved. Syntactic problems are largely related to the coordination of index terms. This process of coordination arises from the need to be able to search for the intersection of two or more classes defined by terms denoting distinct concepts. Finally, most valuable aspects of alphabetical subject indexing theories and practices are derived from those of Cutter, Kaiser, Ranganathan, Coates, Lynch and Austin, and discussed in details.

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토양수분지수를 이용한 유역단위 가뭄 평가 (Watershed Scale Drought Assessment using Soil Moisture Index)

  • 김옥경;최진용;장민원;유승환;남원호;이주헌;노재경
    • 한국농공학회논문집
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    • 제48권6호
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    • pp.3-13
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    • 2006
  • Although the drought impacts are comparably not catastrophic, the results from the drought are fatal in various social and economical aspects. Different from other natural hazards including floods, drought advances slowly and spreads widely, so that the preparedness is quite important and effective to mitigate the impacts from drought. Soil moisture depletion directly resulted from rainfall shortage is highly related with drought, especially for crops and vegetations, therefore a drought can be evaluated using soil moisture conditions. In this study, SMI (Soil Moisture Index) was developed to measure a drought condition using soil moisture model and frequency analysis for return periods. Runs theory was applied to quantify the soil moisture depletions for the drought condition in terms of severity, magnitude and duration. In 1994, 1995, 2000, and 2001, Korea had experienced several severe droughts, so the SMI developed was applied to evaluate applicability in the mid-range hydrologic unit watershed scale. From the results, SMI demonstrated the drought conditions with a quite sensitive manner and can be used as an indicator to measure a drought condition.

압축강도와 풍화도에 관련된 퇴적암의 공학적 특성 (Engineering Characteristics of the Sedimentary Rocks on Compressive Strength and Weathering Grade)

  • 이영휘;김영준;박준규
    • 한국지반공학회논문집
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    • 제16권1호
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    • pp.5-17
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    • 2000
  • 본 연구에서는 대구ㆍ경북지역에 분포하는 셰일, 이암, 실트스톤, 사암에 대한 물리ㆍ역학적 특성을 실험실과 현장에서 측정하였다. 절리와 층리가 잘 발달한 퇴적암에서 일축압축 시험을 위한 암석코어 시료를 확보하기가 어렵다. 그래서 퇴적암에 대해서 점하중강도, 슈미트해머 반발치, 압열인장강도, p-파속도, 흡수율등의 특성값들과 일축압축강도의 상관성을 분석하였다. 그 결과 퇴적암의 일축압축강도를 제반지수를 이용하여 평가할 때 기존의 상관식은 일축압축강도를 크게 평가하는 것으로 나타났다. 또한 암석의 화학성분과 광물성분을 XRF와 XRD분석을 통해 조사하였다. 추가적으로 육안식별에 의한 풍화등급 구분은 주관적인 경향에 따라 다르게 분류되는 혼란이 야기되므로 점하중강도, 슈미트해머 반발치, 흡수율과 같은 지수들을 이용하여 암석의 풍화도를 정량적으로 나타내었다.

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해양력 변화와 한반도 해양분쟁 발생의 상관관계 연구 - 해양국력과 동맹전이이론의 타당성 검증을 중심으로 - (A Study of Relationship between Changing of Sea Power and Maritime Conflicts of the Korean Peninsula)

  • 김용식
    • Strategy21
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    • 통권36호
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    • pp.180-214
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    • 2015
  • The Republic of Korea navy challenged from the unexpected surprise attacks by the North Korea navy, albeit, the developments of up-to-date naval forces' technology, and the ceaseless efforts for war preparedness. My study divided into two categories. Qualitative methods used for literature review of international relations theory related to the war onset and for investigating events occurred on the Peninsula and its surrounding seas from 1968 to 2007. Quantitative method used such as the analyses of national power index of the two Koreas, the United States, and China, the uses of equation model to calculate power index of alliance, COPDAB(Conflict and Peace Data Bank) index analysis. Like Choi's study on East Asia maritime conflict, as a conclusion, considering both AT theory and maritime national power as a tool for predicting maritime conflict in the Peninsula proved significant. Based on the study, ROK navy need to prepare for the maritime conflict because the results showed North Korea would initiate maritime disputes sooner or later using fatal asymmetric forces and methods. As a policy suggestion, we are required to maintain a concrete ROK-US alliance ties and to construct naval forces due to the deterring functions of maritime national power.

정보이론기반 지형 험준도 및 정보이득을 이용한 지형대조항법 성능 향상 기법 (Performance Enhancing Technique for Terrain Referenced Navigation Systems using Terrain Roughness and Information Gain Based on Information Theory)

  • 남성호
    • 한국군사과학기술학회지
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    • 제20권3호
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    • pp.307-314
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    • 2017
  • Terrain referenced navigation(TRN) system is an attractive method for obtaining position based on terrain measurements and a terrain map. We focus on TRN systems based on the point mass filter(PMF) which is one of the recursive Bayesian method. In this paper, we propose two kinds of performance index for Bayesian filter. The proposed indices are based on entropy and mutual information from information theory. The first index measures roughness of terrain based on entropy of likelihood. The second index named by information gain, which is the mutual information between priori and posteriori distribution, is a quantity of information gained by updating measurement at each step. The proposed two indices are used to determine whether the solution from TRN is adequate for TRN/INS integration or not, and this scheme gives the performance improvement. Simulation result shows that the proposed indices are meaningful and the proposed algorithm performs better than normal TRN algorithm.

Trade Structure Analysis in the Auto Distribution Industry between Korea and the U.S.

  • Lee, Jae-Sung;Park, Young-Tae
    • 유통과학연구
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    • 제13권6호
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    • pp.35-44
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    • 2015
  • Purpose - To accelerate economic cooperation, this study investigates trade structures of Korea and the United States and identifies trade discrepancies. Such discoveries can lead to increases in trade volume by improving policies, eventually uncovering ways for trade expansion. Research design, data, and methodology - The Index of trade intensity, from trade intensity theory, is used to analyze the trade decision factors. Even though specific factors should materialize in the analysis, realistically, concrete explanations are difficult as there are so many unsolved factors and diversifications. Results - First, the Index of A value/ B value positions Korean against the United States in terms of market share and Korea against world market share, which thereby reveals comparative market intensity. Second, Korea is taking comparative advantage of export specialization. Third, real comparative advantage indices are considerably improved since early 2000. Conclusions - This study uses quantitative measurements and trade intensity theory and trade specialization to come up with a comparative advantage index to see how inter-trade relations between Korea and the United States have changed over the past 10 years.