• Title/Summary/Keyword: Log-transformation

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A COMPARISON STUDY OF EXPLICIT AND IMPLICIT NUMERICAL METHODS FOR THE EQUITY-LINKED SECURITIES

  • YOO, MINHYUN;JEONG, DARAE;SEO, SEUNGSUK;KIM, JUNSEOK
    • Honam Mathematical Journal
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    • v.37 no.4
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    • pp.441-455
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    • 2015
  • In this paper, we perform a comparison study of explicit and implicit numerical methods for the equity-linked securities (ELS). The option prices of the two-asset ELS are typically computed using an implicit finite diffrence method because an explicit finite diffrence scheme has a restriction for time steps. Nowadays, the three-asset ELS is getting popularity in the real world financial market. In practical applications of the finite diffrence methods in computational finance, we typically use relatively large space steps and small time steps. Therefore, we can use an accurate and effient explicit finite diffrence method because the implementation is simple and the computation is fast. The computational results demonstrate that if we use a large space step, then the explicit scheme is better than the implicit one. On the other hand, if the space step size is small, then the implicit scheme is more effient than the explicit one.

A XML/EDI System for Maritime Export Customs Clearance

  • Kim, Hyun S.;Park, Nam K.;Hyung R. Chol
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2001.01a
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    • pp.45-49
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    • 2001
  • Korean government and companies have given a lot of their efforts to exchange electronic documents between themselves and their partners. As the results of them. Korean EDI standards were made by Korean EDIFACT Committee and the standards have been used by companies and governmental organization in Korea. However, Korean export customs clearance EDI system is based on VAN(Value Added Network) and one VAN company ha monopolistic right to relay EDI documents to Korean Customs Service. Therefor is leads to a lot of problems such as inconvenient software, expensive transmission fee and the difficulty of connection with the in-house systems of user companies. To solve these problems, a few good solutions and systems have been suggested and one of them is the Internet EDI. we will suggest a new export customs clearance EDI system running on the Web. This system is basically an Internet EDI system, but we have developed this system using XML instead of HTML, XML is a new markup language with merit such as isolating data from style of documents. This system consists of 7 modules, schema/style/template management, XML/EDI document management, XML/EDI transformation, EDI transmission, certification management and log management. Also this system can be used with other traditional EDI systems that have UN/EDIFACT standards. We will discuss the advantages and disadvantages of XML/EDI system for customs clearance. The development of this system will be a leading study for XML/EDI standards in export clearance EDI system.

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3D Modeling from 2D Stereo Image using 2-Step Hybrid Method (2단계 하이브리드 방법을 이용한 2D 스테레오 영상의 3D 모델링)

  • No, Yun-Hyang;Go, Byeong-Cheol;Byeon, Hye-Ran;Yu, Ji-Sang
    • Journal of KIISE:Software and Applications
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    • v.28 no.7
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    • pp.501-510
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    • 2001
  • Generally, it is essential to estimate exact disparity for the 3D modeling from stereo images. Because existing methods calculate disparities from a whole image, they require too much cimputational time and bring about the mismatching problem. In this article, using the characteristic that the disparity vectors in stereo images are distributed not equally in a whole image but only exist about the background and obhect, we do a wavelet transformation on stereo images and estimate coarse disparity fields from the reduced lowpass field using area-based method at first-step. From these coarse disparity vectors, we generate disparity histogram and then separate object from background area using it. Afterwards, we restore only object area to the original image and estimate dense and accurate disparity by our two-step pixel-based method which does not use pixel brightness but use second gradient. We also extract feature points from the separated object area and estimate depth information by applying disparity vectors and camera parameters. Finally, we generate 3D model using both feature points and their z coordinates. By using our proposed, we can considerably reduce the computation time and estimate the precise disparity through the additional pixel-based method using LOG filter. Furthermore, our proposed foreground/background method can solve the mismatching problem of existing Delaunay triangulation and generate accurate 3D model.

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The Impact of Feeding Diets of High or Low Energy Concentration on Carcass Measurements and the Weight of Primal and Subprimal Lean Cuts

  • Schinckel, A.P.;Einstein, M.E.;Jungst, S.;Matthews, J.O.;Fields, B.;Booher, C.;Dreadin, T.;Fralick, C.;Tabor, S.;Sosnicki, A.;Wilson, E.;Boyd, R.D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.25 no.4
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    • pp.531-540
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    • 2012
  • Pigs from four sire lines were allocated to a series of low energy (LE, 3.15 to 3.21 Mcal ME/kg) corn-soybean meal-based diets with 16% wheat midds or high energy diets (HE, 3.41 to 3.45 Mcal ME/kg) with 4.5 to 4.95% choice white grease. All diets contained 6% DDGS. The HE and LE diets of each of the four phases were formulated to have equal lysine:Mcal ME ratios. Barrows (N = 2,178) and gilts (N = 2,274) were fed either high energy (HE) or low energy (LE) diets from 27 kg BW to target BWs of 118, 127, 131.5 and 140.6 kg. Carcass primal and subprimal cut weights were collected. The cut weights and carcass measurements were fitted to allometric functions (Y = A $CW^B$) of carcass weight. The significance of diet, sex or sire line with A and B was evaluated by linearizing the equations by log to log transformation. The effect of diet on A and B did not interact with sex or sire line. Thus, the final model was cut weight = (1+$b_D$(Diet)) A($CW^B$) where Diet = -0.5 for the LE and 0.5 for HE diets and A and B are sire line-sex specific parameters. Diet had no affect on loin, Boston butt, picnic, baby back rib, or sparerib weights (p>0.10, $b_D$ = -0.003, -0.0029, 0.0002, 0.0047, -0.0025, respectively). Diet affected ham weight (bD = -0.0046, p = 0.01), belly weight (bD = 0.0188, p = 0.001) three-muscle ham weight ($b_D$ = -0.014, p = 0.001), boneless loin weight (bD = -0.010, p = 0.001), tenderloin weight ($b_D$ = -0.023, p = 0.001), sirloin weight ($b_D$ = -0.009, p = 0.034), and fat-free lean mass ($b_D$ = -0.0145, p = 0.001). Overall, feeding the LE diets had little impact on primal cut weight except to decrease belly weight. Feeding LE diets increased the weight of lean trimmed cuts by 1 to 2 percent at the same carcass weight.

Properties of Soil Suppressiveness to Cucumber Wilt, caused by Fusarium oxysporum f. sp. cucumerinum Owen (오이 덩굴쪼김병의 발병(發病)을 억제(抑制)하는 토양(土壤)의 특성(特性)에 관(關)하여)

  • Park, Chang-Seuk;Cho, Yong-Sup
    • Korean journal of applied entomology
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    • v.24 no.2 s.63
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    • pp.85-95
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    • 1985
  • It has been tried to find effective biological control measures involved in nature of soil suppressiveness to fusarium wilt of cncumber caused by Fusarium oxysporum f. sp. cucumerinum Owen. Total 28 soil samples were obtained from Jinju, Haman, Namji, Milyang and Suncheon vinyl house area. The disease response of test soil was quantified in terms of DI50 value which caculated from log-probit transformation of diseases response curves. Soils designated 5 from Jinju, 7 from Suncheon, 22 from Namji were recognized as suppressive to fusarium wilt of cucumber. This suppressiveness was completely nullified after autoclave. The disease suppressiveness of tested soil did not indicate any consistency according to either chemical property or texture of soil. Conidial germination, induction and germination of chlamydospore were markedly inhibited in supprerssive soil compared to those in intermediate or conducive soils, however, mycelial lysis did not appear to have direct relationship with disease suppressiveness of given soil. Population density of fluorescent Pseudomonads and Bacillus spp. in the soil originated from different degree of suppressiveness were not different significantly but the number of lytic bacterial plaques measured by triple layer agar method was remarkably higher in suppressive soil than that in intermediate or conducive soil.

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Bioequivalence of Alpit Tablet to Algiron Tablet (Cimetropium Bromide 50 mg) (알기론 정(브롬화 시메트로피움 50 mg)에 대한 알피트 정의 생물학적 동등성)

  • Cho, Hea-Young;Moon, Jai-Dong;Lee, Yong-Bok
    • Journal of Pharmaceutical Investigation
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    • v.32 no.1
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    • pp.47-54
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    • 2002
  • Cimetropium bromide, a quaternary ammonium compound which is chemically related to scopolamine, exhibits its antispasmodic activity by competing with acetylcholine for the muscarinic receptors of the smooth muscle of gastrointestinal tract. The drug has been used for the treatment of various disorders involving spasms of the musculature of the gastrointestinal, biliary and genitourinary tracts. The purpose of the present study was to evaluate the bioequivalence of two cimetropium bromide tablets, $Algiron^{TM}$ (Boehringer Ingelheim Korea Ltd.) and $Alpit^{TM}$ (Hana Pharmaceutical Co., Ltd.), according to the prior and revised guidelines of Korea Food and Drug Administration (KFDA). The cimetropium bromide release from the two cimetropium bromide tablets in vitro was tested using KP VII Apparatus II method with various different kinds of dissolution media (pH 1.2, 4.0, 6.8 buffer solution and water). Twenty normal male volunteers, $25.25{\pm}2.10$ years in age and $65.76{\pm}6.39$ kg in body weight, were divided into two groups and a randomized $2{\times}2$ cross-over study was employed. After three tablets containing 50 mg of cimetropium bromide per tablet were orally administered, blood was taken at predetermined time intervals and the concentrations of cimetropium bromide in serum were determined using HPLC method with UV detector. The dissolution profiles of two cimetropium bromide tablets were very similar at all dissolution media. Besides, the pharmacokinetic parameters such as $AUC_t,\;C_{max}\;and\;T_{max}$ were calculated and ANOVA test was utilized for the statistical analysis of the parameters using non-transformed and logarithmically transformed $AUC_t\;and\;C_{max}$. The results showed that the differences in $AUC_t,\;C_{max}\;and\;T_{max}$ between two tablets based on the $Algiron^{TM}$ were 2.19%, -5.97% and 3.49%, respectively. Minimum detectable differences $({\Delta})\;at \;{\alpha}=0.05\;and\;1-{\beta}=0.8$ were less than 20% (e.g., 13.71 %, 19.05% and 15.11% for $AUC_t,\;C_{max}\;and\;T_{max}$, respectively). The powers $(1-{\beta})\;at\;{\alpha}=0.05,\;{\Delta}=0.2\;for\;AUC_t$, $C_{max}\;and\;T_{max}$ were 97.79%, 83.22% and 95.60%, respectively. The 90% confidence intervals were within ${\pm}20%$ (e.g., $-5.84{\sim}10.21,\;-17.11{\sim}5.18\;and\;-5.35{\sim}12.33\;for\;AUC_t,\;C_{max}\;and\;T_{max}$, respectively). There were no sequence effect between two tablets in logarithmically transformed $AUC_t\;and\;C_{max}$. The 90% confidence intervals using logarithmically transformed data were within the acceptance range of log(0.8) to log(1.25) (e.g., $0.94{\sim}1.10\;and\;0.85{\sim}1.05\;for\;AUC_t\;and\;C_{max}$, respectively). Two parameters met the criteria of prior and revised KFDA guideline for bioequivalence, indicating that $Alpit^{TM}$ tablet is bioequivalent to $Algiron^{TM}$ tablet.

SOSiM: Shape-based Object Similarity Matching using Shape Feature Descriptors (SOSiM: 형태 특징 기술자를 사용한 형태 기반 객체 유사성 매칭)

  • Noh, Chung-Ho;Lee, Seok-Lyong;Chung, Chin-Wan;Kim, Sang-Hee;Kim, Deok-Hwan
    • Journal of KIISE:Databases
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    • v.36 no.2
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    • pp.73-83
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    • 2009
  • In this paper we propose an object similarity matching method based on shape characteristics of an object in an image. The proposed method extracts edge points from edges of objects and generates a log polar histogram with respect to each edge point to represent the relative placement of extracted points. It performs the matching in such a way that it compares polar histograms of two edge points sequentially along with edges of objects, and uses a well-known k-NN(nearest neighbor) approach to retrieve similar objects from a database. To verify the proposed method, we've compared it to an existing Shape-Context method. Experimental results reveal that our method is more accurate in object matching than the existing method, showing that when k=5, the precision of our method is 0.75-0.90 while that of the existing one is 0.37, and when k=10, the precision of our method is 0.61-0.80 while that of the existing one is 0.31. In the experiment of rotational transformation, our method is also more robust compared to the existing one, showing that the precision of our method is 0.69 while that of the existing one is 0.30.

Design and Analysis of a Digit-Serial $AB^{2}$ Systolic Arrays in $GF(2^{m})$ ($GF(2^{m})$ 상에서 새로운 디지트 시리얼 $AB^{2}$ 시스톨릭 어레이 설계 및 분석)

  • Kim Nam-Yeun;Yoo Kee-Young
    • Journal of KIISE:Computer Systems and Theory
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    • v.32 no.4
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    • pp.160-167
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    • 2005
  • Among finite filed arithmetic operations, division/inverse is known as a basic operation for public-key cryptosystems over $GF(2^{m})$ and it is computed by performing the repetitive $AB^{2}$ multiplication. This paper presents a digit-serial-in-serial-out systolic architecture for performing the $AB^2$ operation in GF$(2^{m})$. To obtain L×L digit-serial-in-serial-out architecture, new $AB^{2}$ algorithm is proposed and partitioning, index transformation and merging the cell of the architecture, which is derived from the algorithm, are proposed. Based on the area-time product, when the digit-size of digit-serial architecture, L, is selected to be less than about m, the proposed digit-serial architecture is efficient than bit-parallel architecture, and L is selected to be less than about $(1/5)log_{2}(m+1)$, the proposed is efficient than bit-serial. In addition, the area-time product complexity of pipelined digit-serial $AB^{2}$ systolic architecture is approximately $10.9\%$ lower than that of nonpipelined one, when it is assumed that m=160 and L=8. Additionally, since the proposed architecture can be utilized for the basic architecture of crypto-processor and it is well suited to VLSI implementation because of its simplicity, regularity and pipelinability.

A Study on the Effect on Net Income of the Shipbuilding Industry through Exchange Hedge - Focused on the Global Top 5 Shipbuilders - (환헤지가 조선업체의 당기순이익에 미치는 영향에 관한 연구)

  • Cho, In karp;Kim, Jong keun
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.10 no.3
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    • pp.133-146
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    • 2015
  • This study is to investigate the causal relationship between exchange hedge and the net income of the shipbuilder through the unit root test and co-integration and vector autoregressive model(Vector Autoregressive Model: VAR). First, quarter net income of shipbuilders to order a unit root tests from 2000 to 2013 was used as a value after the Johnson transformation. In the same period, the return on bond futures(KTBF), three years bond yield(KTB3Y), America-Korea exchange differences are weekly data for each quarterly difference in value was converted by utilization, shipbuilding shares after log transformation which it was used. Also, structural change point investigation analysis to verify that looked to take advantage of the structural changes occur in the exchange hedge strategies affecting net income in the shipbuilding industry. Between the exchange hedge and net income of shipbuilders in structural change points detection and analysis showed that structural changes occur starting in 2004. In other words, strategy of shipbuilders about exchange hedge has occurred from "passive exchange hedge" to "active exchange hedge". The exchange hedge of the Korea shipbuilders through the estimation of the VAR was able to grasp that affect the profitability of mutual shipbuilders. Macroeconomic variables and stock prices could also check to see that affected the net income of the shipbuilding industry.

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A Comparison of Decomposition Analyses for Primary and Final Energy Consumption of Korea (우리나라 1차 에너지와 최종 에너지 소비 변화요인 분해 비교분석)

  • Park, Sungjun;Kim, Jinsoo
    • Environmental and Resource Economics Review
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    • v.23 no.2
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    • pp.305-330
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    • 2014
  • There has been a lot of studies to identify the driving forces of energy consumption. Many of them decomposed the final energy consumption into the intensity effect, structural effect, and production effect. Those approach, however, could not consider the transformation loss during the electric power generation. Therefore, in this study, we conducted a decomposition analysis on the primary energy use basis to reflect that transformation loss. Log mean Divisia index and refined Laspeyres methods were used for the index decomposition. As results, we could find out that the difference between two approaches were definite. The intensity effect in 2011 is -0.607 times against 1981 in the final energy case, but -0.236 times in the primary energy case. The structure effect in 2011 is 0.227 times against 1981 in the final energy case, but 0.434 times in the primary energy case. Therefore, an analysis on the primary energy basis is essential when conducting a decomposition analysis.