• Title/Summary/Keyword: Information Ratio

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A Study on the Protection Ratio of GPS (GPS 보호비 연구)

  • Yu, Byeong-Jae;Shim, Yong-Sup;Cho, Hyun-Mook;Lee, Il-Kyoo;Hong, Heon-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.3A
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    • pp.296-301
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    • 2011
  • GPS(Global Positioning System) service is more important than other wireless services. The GPS is necessary protected from any other interference signals. Therefore, GPS protection ratio was calculated on the basis of bit error rate(BER) in this paper. Simulation results show that the allowable maximum interference power is -190 dBm/Hz and the ratio of interference to noise(I/N) is -16 dB. The achieved protection ratio is available to be applied as the protection criteria of GPS in considering the implementation margin of 4 dB. As a result, the proposed protection ratio of GPS is expected to give standard for a stable GPS service.

Association of Mutual Fund Risk Measures and Return Parameters: A Juxtapose of Ranking for Performance in Pakistan

  • KHURRAM, Muhammad Usman;HAMID, Kashif;JAVEED, Sohail Ahmad
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.2
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    • pp.25-39
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    • 2021
  • This purpose of this study is to investigate the association among mutual funds (MFs) risk measures and return parameters, evaluate mutual fund performance and also explore the best appropriate mutual fund performance measure for investment in Pakistan. Therefore, thirty-five mutual funds have been selected for the period 2007-2015. The Sharpe, Treynor, Jensen Alpha, Information ratio and Fama's Net Selectivity measures has been used to analyze MF performance. Our study findings show significant positive relation exist between Sharpe and Jenson alpha & information ratio (IR); Treynor ratio is negatively correlated to Jenson alpha and Jenson alpha is positively allied with IR. Moreover, association among performance measures, Fama's net selectivity is a major driver in leading to other measures but Sharpe and IR lead to Treynor ratio as well. Furthermore, performance measures are ranked in accordance standard deviation with the arrangement of Fama's net selectivity at top, Jenson Alpha at second, Sharpe ratio at third, IR at fourth and Treynor ratio at fifth position according to risk parameters in Pakistan. Overall, Jensen Alpha measure appears to be the best suitable mutual fund performance measure in Pakistan due to its practical nature. Finally, the Pakistani stock market index KSE100 (as benchmark) performs better than MF industry of Pakistan.

The Efficient Dissolve Detection using Edge Elements on DWT Domain (DWT영역에서 에지 성분을 이용한 효과적인 Dissolve 검출)

  • Kim, Woon;Lee, Bae-Ho
    • Proceedings of the IEEK Conference
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    • 2000.06d
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    • pp.7-10
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    • 2000
  • There are many Problems such as low detection ratio, velocity and increase of false hit ratio on the detection of gradual scene changes with the previous shot transition detection algorithms. In this paper, we Propose an improved dissolve detection method using color information on low-frequency subband and edge elements on high-frequency subband. The Possible dissolve transition are found by analyzing the edge change ratio in the high-frequency subband with edge elements of each direction. Using the double chromatic difference on the lowest frequency subband, we have the improvement of the dissolve detection ratio. The simulation results show that the performance of the proposed algorithm is better than the conventional one for dissolve detection on a diverse set of uncompressed video sequences.

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Synthesis of Alumina-Surfactant Mesophase with $Al_{l3}$-Keggin Cation ($Al_{l3}$ 거대 양이온으로부터 알루미나-계면활성제 중간상의 합성)

  • 김윤섭;고형신
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2000.10a
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    • pp.653-655
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    • 2000
  • Alumina-surfactant mesostructures have been synthesized with the $Al_{13}$-Keggin cation prepared by Al(N $O_3$)$_3$.9$H_2O$ solution with NaOH solution in the presence of a non-ionic surfactant at room temperature. The synthesized samples had the hexagonal structure similar to MCM-41 type materials. These samples have been characterized by X-ray diffraction and thermal analysis(TG). The samples prepared from OH/Al ratio 1.5 and 2.0 were well-crystalline mesostructures, but the sample from OH/Al ratio 2.5 was not. Also, The d$_{100}$ value decreased slightly from 38 to 36 according to the OH/Al mole ratio. These results could be explained that Keggin ion depended on the OH/Al molar ratio and pHpH

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An Analysis of Export Competitiveness of Korea and Japan in the USA (한.일의 대미 수출경쟁력에 관한 연구)

  • Shim, Jae-Hee
    • International Commerce and Information Review
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    • v.11 no.1
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    • pp.139-155
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    • 2009
  • This study investigates empirically the export competitiveness of Korea and Japan in America by calculating 4 indexes such as market share index(MSI), export similarity index(ESI), market comparative adventage index(MCAI) and market share expansion ratio(MSER)-export similarity deepening ratio(ESDR). The empirical finding of this analysis shows that Korea is competitive in the labor-intensive products and Japan in the technology-intensive products. This result also meets the general understandings that Japan is superior to Korea in the export competitiveness such as value added of goods, etc. Therefore, in order to strengthen the export competitiveness of Korea in the US market, it's desirable for our firms and government to improve the quality of product ranges by developing technologies focused on the higher value-added products.

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A Study on Reverse Link Power Ratio and Channel Estimation Length Optimization of Synchronous DS-CDMA System (동기식 DS-CDMA 시스템의 역방향 채널 전력비와 채널 추정 길이의 최적화에 관한 연구)

  • 박진홍;강성진;강병권;김선형
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2000.05a
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    • pp.222-225
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    • 2000
  • In this paper, a synchronous CDMA system accepted for the cdma2000 standard is simulated to propose optimized reverse link power ratio and channel estimation lengths. Differently from IS-95, the pilot channel is used in the proposed system to estimate fading channel, so optimized estimation lengths are needed. Therefore, in this paper we analyze optimized estimation lengths which is needed to decide the power ratio of pilot channel and fundamental channel. From fixed estimation lengths, we calculate FER with various power ratio values.

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Peak-to-Average Ratio Reduction for DS/CDMA Reverse Link (DS/CDMA 역방향 링크 Peak-to-Average Ratio 개선 방법)

  • 우정효;이채관;안재민;윤순영;김제우
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.6A
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    • pp.845-854
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    • 1999
  • In the reverse link of DS/CDMA systems, the Peak-to-Average Ratio(PAR) performance can be analyzed by phase variations of spread signals. In the paper, we propose s PAR analysis method using phase variations of signals. Using this method, we analyze the PAR performances of existing spreading methods and suggest several methods improving the PAR performances. Also we show the proposed methods have negligible BER degradation compared to the existing ones.

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A Novel Two-party Scheme against Off-line Password Guessing Attacks using New Theorem of Chaotic maps

  • Zhu, Hongfeng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.12
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    • pp.6188-6204
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    • 2017
  • Over the years, more password-based authentication key agreement schemes using chaotic maps were susceptible to attack by off-line password guess attack. This work approaches this problem by a new method--new theorem of chaotic maps: $T_{a+b}(X)+T_{a-b}(X)=2T_a(X)T_b(X)$,(a>b). In fact, this method can be used to design two-party, three-party, even in N-party intelligently. For the sake of brevity and readability, only a two-party instance: a novel Two-party Password-Authenticated Key Agreement Protocol is proposed for resisting password guess attack in this work. Compared with the related literatures recently, our proposed scheme can be not only own high efficiency and unique functionality, but is also robust to various attacks and achieves perfect forward secrecy. For capturing improved ratio of security and efficiency intuitively, the paper firstly proposes a new parameter called security/efficiency ratio(S/E Ratio). The higher the value of the S/E Ratio, the better it is. Finally, we give the security proof and the efficiency analysis of our proposed scheme.

Likelihood based inference for the shape parameter of Pareto Distribution

  • Lee, Jae-Un;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1173-1181
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    • 2008
  • In this paper, when the parameter of interest is the shape parameter in Pareto distribution, we develop likelihood based inference for this parameter. Specially, we develop signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for the shape parameter. It is well-known that as sample size grows, the modified signed log-likelihood ratio statistic converges to standard normal distribution faster than the signed log-likelihood ratio statistic. But the computation of the modified signed log-likelihood statistic is hard or even impossible when the sufficient statistics and the ancillary statistics are not clear. In this case, one can consider an approximation to the modified signed log-likelihood statistic. Specially, when the parameter of interest is informationally orthogonal to the nuisance parameters, we propose the approximate modified signed log-likelihood statistic. Through simulation, we investigate the performances of the proposed statistics with the signed log-likelihood statistic.

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A Study on the Eigen Ethnic Function and Mathematical Processing Method of Human Information (인적정보의 고유기능과 계량화 방안에 관한 연구)

  • 김홍재;서윤정
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.40
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    • pp.329-339
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    • 1996
  • This study presents the eigen ethnic function and mathematical processing method of human information. Human information can be definded as the overlap area taking the superposition property composed of intuition and sensory in stimulus/response (S/R) model, In S/R model, the intuition and sensory eigen ethnic function acts on the forming of perception. Perception process by the superposition property of intuition and sensory analogy to the basic neural network model. This analogy model extends to the analysis method. As an analysis method, optimal ratio number induced to the golden section ratio. Golden section ratio drived out by diverse source and implicated to the sensory and intuitive context such as beauty, harmony, optimality etc. This numerical orders can be applied to analysing the Perception process and extended to pursue the Potential human behavior, On the basic of proposed applying method, an illustrative mathematical examples are presented.

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