• Proceedings of the Korea Information Processing Society Conference
• /
• 2014.04a
• /
• pp.316-318
• /
• 2014

주식 데이터의 분석을 위해서는 전문적인 분석 알고리즘 지식, 주식 데이터의 확보, 대용량 데이터를 처리하기 위한 인프라의 구축 등 정보 분석에 관심을 가지는 일반 사용자들이 쉽게 해결하지 못하는 어려움이 존재한다. 이 논문에서는 수학적 알고리즘을 기반으로 경제물리학 분야에서 다양하게 응용되고 있는, MST 알고리즘을 활용하기 위한 정보 분석 프로세스를 정의하고 이 프로세스를 수행할 수 있는 분석모듈과 프로토타입을 소개한다. 개발된 프로토타입에서 일반 사용자는 분석에 필요한 주요 파라미터를 선택하고, 서버에서는 Raw 데이터의 전처리 과정을 거쳐 MST를 생성하여 결과를 사용자에게 전송한다.

• Journal of the Korean Mathematical Society
• /
• v.58 no.1
• /
• pp.45-67
• /
• 2021

In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

• Bulletin of the Society of Naval Architects of Korea
• /
• v.16 no.2
• /
• pp.9-14
• /
• 1979

Havelock was considered the wave resistance of a post extending vertically downwards through the water from the surface, its section by a horizontal plane being the same at all depths and having its breath small compared with its length. This enables us to elucidate certain points of interest in ship resistance. However, the ship has not infinte draft. So, the problem which is investigated in detail in this paper is the wave resistance of a mathematical quadratic model in a uniform stream. The author wishes to study the effect of viriation of draft. The form of the water-plane is varied while keeping in length and the cross sectional area constant. As a numerical example, we calculated the wave resistance for mathematical quadratic ship models. The results are compared with a post having infinite depth. The results are as follows; The models with finer ends have smaller wave resistance up to $V/\sqrt{L}=1.1{\sim}1.2$ than its mate with blunter ends, but above this speed the models with blunter ends have less wave resistance. According to the decrease of draft, the wave resistance gap between the models with blunter ends the models with finer ends decrease at high speed. In this case of T/L=0.025, the models with finer ends have less wave resistance than the models with blunter ends at high speed.

• Journal of the Korean Mathematical Society
• /
• v.41 no.5
• /
• pp.821-864
• /
• 2004

Both parametric and parameter-free necessary and sufficient optimality conditions are established for a class of nondiffer-entiable nonconvex optimal control problems with generalized fractional objective functions, linear dynamics, and nonlinear inequality constraints on both the state and control variables. Based on these optimality results, ten Wolfe-type parametric and parameter-free duality models are formulated and weak, strong, and strict converse duality theorems are proved. These duality results contain, as special cases, similar results for minmax fractional optimal control problems involving square roots of positive semi definite quadratic forms, and for optimal control problems with fractional, discrete max, and conventional objective functions, which are particular cases of the main problem considered in this paper. The duality models presented here contain various extensions of a number of existing duality formulations for convex control problems, and subsume continuous-time generalizations of a great variety of similar dual problems investigated previously in the area of finite-dimensional nonlinear programming.

• Bulletin of the Korean Mathematical Society
• /
• v.46 no.2
• /
• pp.209-227
• /
• 2009

We examine a unified approach of calculating the closed form solutions of option price under stochastic volatility models using stochastic calculus and the Fourier inversion formula. In particular, we review and derive the option pricing formulas under Heston and correlated Stein-Stein models using a systematic and comprehensive approach which were derived individually earlier. We compare the empirical performances of the two stochastic volatility models and the Black-Scholes model in pricing KOSPI 200 index options.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 1997.10a
• /
• pp.115-120
• /
• 1997

System identification is the task of inferring a mathematical description of a dynamic system from a series of measurements of the system. There are several motives for establishing mathematical descriptions of dynamic systems. Typical applications encompass simulation, prediction, fault diagnostics, and control system design. The paper demonstrates that neural networks can be used effective for the identification of nonlinear dynamical systems. The content of this paper concerns dynamic neural network models, where not all inputs to and outputs from the networks are measurable. Only one model type is treated, the well-known Innovation State Space model(Kalman Predictor). The identification is based only on input/output measurements, so in fact a non-linear Extended Kalman Filter problem is solved. Even for linear models this is a non-linear problem without any assurance of convergence, and in spite of this fact an attempt is made to apply the principles from linear models, an extend them to non-linear models. Computer simulation results reveal that the identification scheme suggested are practically feasible.

• 제어로봇시스템학회:학술대회논문집
• /
• 2001.10a
• /
• pp.174.5-174
• /
• 2001

In this paper, mathematical modeling and dynamic characteristics analysis of a continuously variable damper used for semi-active suspension systems are investigated. After analyzing the geometry of a typical continuously variable damper, models for various components including piston, orifices, spring, and valves are proposed and the flow equations during expansion and compression strokes are derived. To verify the mathematical models developed, the dynamic characteristics of the models are simulated using MATLAB/SIMULINK and are compared with experimental results. It was confirmed that the developed models represent well the actual damper and can be used for control system design.

• 제어로봇시스템학회:학술대회논문집
• /
• 1992.10a
• /
• pp.624-627
• /
• 1992

Mathematical modeling is majorly divided into three parts: the derivation of models, the fitting of models to data, and the simulation of data from models. This paper focuses on the parameter optimization which is necessary for the fitting of models to data. The method of simulated annealing(SA) is a technique that has recently attracted significant attention as suitable for optimization problem of very large scale. If the temperature is too high, then some of the structure created by the heuristic will be destroyed and unnecessary extra work will be done. If it is too low then solution is lost, similar to the case of a quenching cooling schedule in the SA phase. In this study, therfore, we propose a technique of determination of the starting temperature and cooling schedule for SA phase.

• Proceedings of the KIPE Conference
• /
• 1998.10a
• /
• pp.630-635
• /
• 1998

This paper establishes in a new unified manner new mathematical models with core(iron) loss factor for two kinds of AC motors, induction and synchronous motors which are supposed to generate torque precisely or/and efficiently under vector controls. Our new models consist of three basic equations consistent with the others such as differential equation describing electromagnetic dynamics, torque equation describing torque generating mechanism, energy transmission equation describing how injected energy is wasted, saved or transmitted where all vector signals are defined in general frame of arbitrary instant angular velocity. It is clearly shown in our models that equivalent core-loss resistance can express appropriately and separately both eddy-current and hysteresis losses rather than mere vague loss. Proposed model of induction motor is the most compact in sense of the number of employed interior states and parameters. This compact model can also represent eddy-current and hysteresis losses of rotor as well as stator. For synchronous motor, saliency is taken into consideration. As well known model for cylindrical motor can be obtained directly from salient one as its special case.

• Water Engineering Research
• /
• v.1 no.4
• /
• pp.309-320
• /
• 2000

In this study, laboratory study of the behavior of wastewater discharged from the Boston ocean outfall was compared with the predictions of mathematical models. The dta sets cover broad ranges of discharge conditions and oceanic conditions, and are associated with a typical type of outfall discharges with multiport diffusers. The laboratory data sets were obtained in density stratified towing tanks. These data sets were used to evaluate four commonly used models: UM, UDKHDEN, RSB and CORMI$\times$2 for minimum dilution, the height to the top of the wastefield, and wastefield thickness. For minimum diluation and height to the top of the wastefield, UM and RSB predictions agree well with laboratory data. UDKHDEN overestimated the minimum dilution and height to the top of the wastefield while CORMI$\times$2 underestimated these values. All of the model predictions for the wastefield thickness were widely scattered. about the measured values. The hydraulic model study reproduced the major features observed in the laboratory. It also afforded considerable insight into the mechanics of mixing of multiport risers which could not have been obtained either from the laboratory test or the mathematical models.