• Title/Summary/Keyword: Kim's model

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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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    • v.34 no.1
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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.

Inter-Grain Exchange Interaction and Hysteresis Loops of Melt-Spun $Nd_{13}Fe_{77}B_{10}$

  • J. H. Min;Kim, Y. B.;Park, W. S.;Park, M. J.;Li Tian
    • Journal of Magnetics
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    • v.1 no.2
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    • pp.69-74
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    • 1996
  • Justeresos loops of melt-spun Nd13Fe77B10 cooled down at remanent state were measured at 4.2 K and 250 K. The hysteresis loops were analysed on the basis of the Stoner-Wohlfarth (S-W) model, the inter-grain exchange coupled single domain (SD) model and micromagnetism. The coercivity higher than that predicted from the S-W model and the striking shift of the thin minor loop along the H-axix observed at the fields of Hmax=4MA/m at 4.2 K indicated new evidences for the inter-grain exchange interaction . The S-W model failed in explaining the high iHc and the shift of the thin minor loop. The exchange coupled SD model was found to explain the experimental results qualitatively without difficulties associated with the S-W model. The micromagnetic calculations using a finite element technique simulated the experimental results fairly well quntitatively.

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Impact of Digital Technology on the Art Museum Industry's Business Model

  • Zou, Anna;Xu, Jingyi;Choi, Myeongcheol;Chen, Lingyun;Kim, Hannearl
    • International Journal of Advanced Culture Technology
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    • v.10 no.2
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    • pp.116-121
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    • 2022
  • Digital technology has now pervaded and become an inseparable part of our daily life. The art museum sector is evolving into a business model that adapts to the new digital format due to the requirement for survival and development. This study examines the development state of China's art museum industry and investigates the current business model innovation trend in the art museum industry from three perspectives: reorganization and development of the art museum industry's business model theory; reconstruction of the art museum industry's display and marketing logic; and innovation of the art museum industry's operation mechanism, based on a systematic assessment of domestic and international research. This research can provide reference value for digital technology to drive the innovation of business model in art museum industry. Moreover, the study has important reference significance for the development strategy of art museum industry.

T-S Fuzzy Model Based Indirect Adaptive Fuzzy Observer Design

  • Hyun Chang-Ho;Kim You-Keun;Kim Euntai;Park Mignon
    • Proceedings of the IEEK Conference
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    • summer
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    • pp.348-353
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    • 2004
  • This paper proposes an alternative observation scheme, T-S fuzzy model based indirect adaptive fuzzy observer. Nonlinear systems arc represented by fuzzy models since fuzzy logic systems arc universal approximators. In order to estimate the unmeasurable states of a given nonlinear system, T-S fuzzy modeling method is applied to get the dynamics of an observation system. T-S fuzzy system uses the linear combination of the input state variables and the modeling applications of them to various kinds of nonlinear systems can be found. The adaptive fuzzy scheme estimates the parameters comprising the fuzzy model representing the observation system. The proposed indirect adaptive fuzzy observer based on T-S fuzzy model can cope with not only unknown states but also unknown parameters. In the process of deriving adaptive law, the Lyapunov theory and Lipchitz condition are used. To show the performance of the proposed observation method, it is applied to an inverted pendulum on a cart.

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Simulation of the Blood Pressure Estimation Using the Artery Compliance Model and Pulsation Waveform Model

  • Jeon, Ahyoung;Ro, Junghoon;Kim, Jaehyung;Baik, Seongwan;Jeon, Gyerok
    • Journal of Sensor Science and Technology
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    • v.22 no.1
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    • pp.38-43
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    • 2013
  • In this study, the artery's compliance model and the pulsation waveform model was proposed to estimate blood pressure without applying HPF (High Pass Filter) on signal measured by the oscillometric method. The method proposed in the study considered two ways of estimating blood pressure. The first method of estimating blood pressure is by comparing and analyzing changes in pulsation waveform's dicrotic notch region during each cardiac period. The second method is by comparing and analyzing morphological changes in the pulsation waveform during each cardiac period, which occur in response to the change in pressure applied on the cuff. To implement these methods, we proposed the compliance model and the pulsation waveform model of the artery based on hemodynamic theory, and then conducted various simulations. The artery model presented in this study only took artery's compliance into account. Then, a pulsation waveform model was suggested, which uses characteristic changes in the pulsation waveform to estimate blood pressure. In addition, characteristic changes were observed in arterial volume by applying artery's pulsation waveform to the compliance model. The pulsation waveform model was suggested to estimate blood pressure using characteristic changes of the pulsation waveform in the arteries. This model was composed of the sum of sine waves and a Fourier's series in combination form up to 10th harmonics components of the sinusoidal waveform. Then characteristic of arterial volume change was observed by inputting pulsation waveform into the compliance model. The characteristic changes were also observed in the pulsation waveform by mapping the arterial volume change in accordance with applied cuff's pressure change to the pulsation waveform's change according to applied pressure changes by cuff. The systolic and diastolic blood pressures were estimated by applying positional change of pulsation waveform's dicrotic notch region.

A Personalized Portal Model characterized for Research and Development Organization's Work Patterns (연구개발기관의 업무특성을 반영한 맞춤형 포털 모델)

  • Song, Sang-Sup;Kim, Sun-Mi;Kim, Sun-Ho;Kang, Yoon-Soo
    • 한국IT서비스학회:학술대회논문집
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    • 2007.11a
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    • pp.206-209
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    • 2007
  • The work patterns in the organizations performing research and development projects consist of both administrative business with defined processes and knowledge-oriented research and development business with undefined or semidefined processes. This paper describes an enterprise portal model and its services aligned to research and development organization's work patterns. The proposed portal model is focused on constructing personalized workplaces providing knowledge-based services for research and development business, as well as business process management based services for administrative business. The further research will provide more concrete portal model and its applicability to research and development organization's business.

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Integrated Generation and Transmission Expansion Planning Using Generalized Bender’s Decomposition Method

  • Kim, Hyoungtae;Lee, Sungwoo;Kim, Wook
    • Journal of Electrical Engineering and Technology
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    • v.10 no.6
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    • pp.2228-2239
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    • 2015
  • A novel integrated optimization method based on the Generalized Bender’s Decomposition (GBD) is proposed to combine both generation and transmission expansion problems. Most of existing researches on the integrated expansion planning based on the GBD theory incorporate DC power flow model to guarantee the convergence and improve the computation time. Inherently the GBD algorithm based on DC power flow model cannot consider variables and constraints related bus voltages and reactive power. In this paper, an integrated optimization method using the GBD algorithm based on a linearized AC power flow model is proposed to resolve aforementioned drawback. The proposed method has been successfully applied to Garver’s six-bus system and the IEEE 30-bus system which are frequently used power systems for transmission expansion planning studies.

A Study on the Contingency Model for S/W Development Project Management (S/W 개발 프로젝트 관리를 위한 상황 모형 연구)

  • Hong Myung-Hon;Kim Jeong-Gon;Kim Shin-Kon
    • Journal of Information Technology Applications and Management
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    • v.13 no.2
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    • pp.145-162
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    • 2006
  • Despite the careful attention paid by managers and researchers to the effective administration of the S/W Development Project, there are cases where the project goes over-budget or misses deadlines. Existing research blames these problems on task complexity or mismanagement. In order to verify the results that varied according to the fitness between the Task Characteristics and the Project Management Types, a contingency model was employed. The verification of the contingency model demonstrated that the greater the task complexity, the greater the effectiveness of the project coordination, and the lesser the task complexity, the greater the effectiveness of project control. This research is theoretically important in that it develops a composite model to verify the relation between the three factors of Task Characteristics, Project Management Types, and Project Performance that compose the S/W Development Project.

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Development of GLEAMS-PADDY Model for Nutrients Loading Simulation from Paddy-field Areas (논에서의 영양물질 부하량 예측모형 개발)

  • Kim, Hyun-Soo;Jung, Sang-Ok;Kim, Jin-Soo
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2001.10a
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    • pp.445-450
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    • 2001
  • The objective of this study is to develop the GLEAMS-PADDY model for nutrients loading simulation from paddy-field areas. This model is developed by modifying the GLEAMS model. The model is composed of hydrology, sediment and chemical parts. The model was evaluatd using field data. The model estimates water balance and nutrients concentrations reasonably well. The model can be applied to find BMP's in the paddy areas.

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