• Journal of Electrical Engineering and Technology
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• v.8 no.1
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• pp.40-45
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• 2013

It is known that Reliability Differentiated Pricing (RDP) can improve the efficiency and benefits of consumers and producers. This paper examines the long-run social welfare maximization problem of the utility and presents a long-term reliability differentiated prices for firm capacity, based on customer outage costs. Then the applicability of the proposed pricing scheme is verified with a case study.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.863-875
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• 2010

In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L$\acute{e}$vy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.

• Proceedings of the Korean Information Science Society Conference
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• 2001.04b
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• pp.529-531
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• 2001

We present an expectation-maximization algorithm for principal component analysis via orthogonalization. The algorithm finds actual principal components, whereas previously proposed EM algorithms can only find principal subspace. New algorithm is simple and more efficient thant probabilistic PCA specially in noiseless cases. Conventional PCA needs computation of inverse of the covariance matrices, which makes the algorithm prohibitively expensive when the dimensions of data space is large. This EM algorithm is very powerful for high dimensional data when only a few principal components are needed.

• Proceedings of the Korean Information Science Society Conference
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• 2000.04b
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• pp.265-267
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• 2000

본 논문에서는 텍스트 문서의 주제어를 추출하고 문서를 주제별로 분류하기 위해 확률적 그래프 모델을 사용하는 방법을 제안하였다. 텍스트 문서 데이터를 문서와 단어의 쌍으로(dyadic)표현하여 확률적 생성 모델을 학습하였다. 확률적 그래프 모델의 학습에는 정의된 likelihood를 최대화하기 위한 EM(Expected Maximization)알고리즘을 사용하였다. TREC-8 AdHoc 텍스트 에이터에 대하여 학습된 확률 그래프 모델의 성능을 실험적으로 평가하였다. 이로부터 찾아 낸 문서에 대한 주제어가 사람이 제시한 주제어와 유사한 지와, 사람이 각 주제에 대해 분류한 문서가 이 확률모델로부터의 분류와 유사한 지를 실험적으로 검토하였다.

• Proceedings of the Korean Information Science Society Conference
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• 1998.10c
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• pp.360-362
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• 1998

In the original mixtures of experts framework, the parameters of the network are determined by gradient descent, which is naturally slow. In [2], the Expectation-Maximization(EM) algorithm is used instead, to obtain the network parameters, resulting in substantially reduced training times. This paper presents the new EM algorithm for prediction. We show that an Efficient training algorithm may be derived for the HME network. To verify the utility of the algorithm we look at specific examples in time series prediction. The application of the new EM algorithm to time series prediction has been quiet successful.

• Management Science and Financial Engineering
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• v.15 no.1
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• pp.71-79
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• 2009

This paper considers the two kinds of integer multicommodity flow problems, a feasibility problem and a maximization problem, on two types of directed cycles, a unidirectional and a bidirectional cycle. Both multicommodity flow problems on an undirected cycle have been dealt with by many researchers and it is known that each problems can be solved by a polynomial time algorithm. However, we don't find any result on the directed cycles. Here we show that we can also solve both problems for a unidirectional and a bidirectional cycle in polynomial time.

• Journal of Korean Society for Quality Management
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• v.19 no.1
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• pp.95-102
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• 1991

This paper is concerned with the production-distribution problem with multiple conflicting objectives. In reality business firms should take account not only of the profit maximization but of various environmental criteria, namely customer services, in order to improve the business logistics. A production-distribution model of goal porgramming type considering the lead time and distribution cost by products is constructed, the solution algorithm is developed, which is based on the Ignizio's method. A numerical example is given to demonstrate the applicability of goal programming for production-distribution problem.

• The Pure and Applied Mathematics
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• v.3 no.2
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• pp.141-154
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• 1996

A data-driven index of dimensionality for an educational or psychological test - DETECT, short for Dimensionality Evaluation To Enumerate Contributing Traits, is proposed in this paper. It is based on estimated conditional covariances of item pairs, given score on remaining test items. Its purpose is to detect whatever multidimensionality structure exists, especially in the case of approximate simple structure. It does so by assigning items to relatively dimensionally homogeneous clusters via attempted maximization of the DETECT over all possible item cluster partitions. The performance of DETECT is studied through real and simulated data analyses.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2003.04a
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• pp.443-450
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• 2003

Our country is constructed the digital map in the first NGIS plan. Through digital map construction, it was had the potentiality that can more easily activate GIS. But these data included numerous problems from user's view. In the second NGIS plan, our government try to construct the framework data for the maximization of GIS utilization. This paper is showed a step of update that considered relationship between the national framework data themes, suggested the structure of maintenance activity for national framework data.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 1997.10a
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• pp.153-157
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• 1997

The investigation deals with the process design in cold rolling mill of electric plant. In this study, multiple objective optimization is conducted by a genetic algorithm, where the fitness values are evaluated on the basis of one - dimensional model of flat rolling. The approach is applied to the determination of the process conditions which are optimal with regard to minimization of roll power and maximization of productivity.