• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.755-763
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• 2008

This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.21 no.2
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• pp.209-216
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• 1997

A feature is well known as a medium to integrate CAD, CAPP and CAM systems. For a part drawing including both simple geometry and compound geometry, a process plan such as the selection of process, machine tool, cutting tool etc. normally needs simple geometry data and non-geometry data of the feature as the input. However, a extended process plan such as the generation of process sequence, operation sequence, jig & fixture, NC program etc. necessarily needs the compound geometry data as well as the simple geometry data and non-geometry data. In this paper, we propose a feature data model according to the result of analyzing necessary data, including the compound geometry data, the simple geometry data and the non-geometry data. Also, an example of the feature data model in milling process planning is described.

• Korean Journal of Cognitive Science
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• v.28 no.4
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• pp.299-314
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• 2017

Predicting compound-protein interactions in-silico is significant for the drug discovery. In this paper, we propose an scalable machine learning model to predict compound-protein interaction. The key idea of this scalable machine learning model is the architecture of pairwise neural network model and feature embedding method from the raw data, especially for protein. This method automatically extracts the features without additional knowledge of compound and protein. Also, the pairwise architecture elevate the expressiveness and compact dimension of feature by preventing biased learning from occurring due to the dimension and type of features. Through the 5-fold cross validation results on large scale database show that pairwise neural network improves the performance of predicting compound-protein interaction compared to previous prediction models.

• Journal of the Korea Convergence Society
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• v.11 no.1
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• pp.97-108
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• 2020

Nowadays, '1+N' is the operation model of compound bookstores. This study firstly investigated the general information and needs of customers and analyzed 4 basic behaviors of customers in 10 functional space of bookstore. Secondly, a preliminary analysis framework of interior design of compound bookstore was established, by applying 3 research tools of service design to 3 design elements of interior design. Thirdly, the case was analyzed in the preliminary analysis framework to find out the detailed process of the interaction between the customer and the bookstore, the touchpoint and the interior design project, to find out the blind spots in design, and put forward the solutions. Finally, after being refined, a compound bookstore interior design model based on the concept of service design was established. This model can be used to test the design content and service quality of the interior functional area of the compound bookstore, and to find out the design blank points.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.433-443
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• 2011

We consider a compound Poisson risk model in which the premiums may depend on the state of the surplus process. By using the overflow probability of the workload process in the corresponding M/G/1 queueing model, we obtain the probability that the ruin occurs before the surplus reaches a given large value in the risk model. We also examplify the ruin probability in case of exponential claims.

• Korean Journal of Cognitive Science
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• v.6 no.3
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• pp.65-81
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• 1995

Compound nouns as a composition of multiple nouns exhibit diverse occurence patterns in the texts and have varying degree of meaning coherence.The problem of compound nouns in information retrieval is to find a method to represent and identify the compositive patterns of each words.This paper explains how the cooccurrence patterns are related with the meaning of each compound noun and the information of such relations that can be mechanically acquired from texts is used in ranking the candidated documents for a given query.The main theme of the paper is that compound nouns can be categorized according to their occurrence patterns of simple nouns and these occurrence patterns can be formalized by statistical analysis without large dictionary or complex compositive rules.Our suggested model achieved about 7.75% improvement over the best precision of the other methods at each recall measurements on Korean test collection.

• Journal of Integrative Natural Science
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• v.6 no.3
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• pp.163-169
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• 2013

The chemokine receptor CCR1 a GPCR super family protein contains seven transmembrane domains. It plays an important role in rheumatoid arthritis, organ transplant rejection, Alzheimer's disease and also causes inflammation. Because of its role in disease processes, antagonism of CCR1 became an attractive therapeutic target. In the current study, we have taken a novel series of recently reported CCR1 antagonist of 1-(4-Phenylpiperazin-1-yl_-2-(1H-Pyrazol-1-yl) ethanone derivatives and performed a HQSAR analysis. The model was developed with Atom (A) and bond (B) parameters and with different set of atom counts to improve the model. The results of HQSAR showed good predictive ability in terms of $r^2$ (0.904) and $q^2$ (0.590) with 0.710 as standard error of prediction and 0.344 as standard error of estimate. The contribution map depicted the atom contribution in inhibitory effect. Compound-14 which was reported to be a highly active compound showed positive atom contribution in three R groups ($R^3$. $R^{5a}$ and $R^{2b}$) in inhibitory effect, which could be the reason why this compound is highly active compound whereas, the lowest active compound-6 showed negative contribution to inhibitory effect.

• Membrane Journal
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• v.13 no.2
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• pp.110-117
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• 2003

Sulfonated polyimides had been utilized and studied widely as available materials in chloro-alkali electrolysis, cationic exchange resins, and so on. However, a slow decrease in performance during experiments had been reported, which could be attributed to a loss of ionic conductivity related to either a continuous dehydration or polymer degradation. One of main reasons to account for the degradation of sulfonated polymers is the hydrolysis leading to polymer chain scission and decrement of molecular weight. Therefore, the objective of our study was to investigate possible imide cycle and additional ester bond cleavage connected with $SO_3$H presence under hydrated condition. In order to confirm and obtain as clear information as possible about breakages of bonds via $^1H\; and \;^{13}C$ NMR and IR spectroscopic analyses, our study was performed by model compound. Consequently, model compounds with both phthalic and naphthalenic imide ring and ester bonds were synthesized to evaluate the hydrolysis stability of sulfonated polyimide. The experiments were performed for prepared model compounds before and after aging in deionized water at $80^{\circ}C$ and were terminated by lyophilization technique. The aging products were finally analyzed by NMR and IR spectroscopy.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.45 no.4
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• pp.31-41
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• 2022

As the environmental impacts of fossil fuel energy sources increase, the South Korean government has tried to change non-environmental-friendly enery sources to environmental-friendly energy sources in order to mitigate environmental effects, which lead to global warming and air pollution. With both a limited budget and limited time, it is essential to accurately evaluate the economic and environmental effects of renewable energy projects for the efficient and effective operation of renewable energy plants. Although the traditional economic evaluation methods are not ideal for evaluating the economic impacts of renewable energy projects, they can still be used for this purpose. Renewable energy projects involve many risks due to various uncertainties. For this reason, this study utilizes a real option method, the Geske compound model, to evaluate the renewable energy projects on Jeju Island in terms of economic and environmental values. This study has developed an economic evaluation model based on the Geske compound model to investigate the influences of flexibility and uncertainty factors on the evaluation process. This study further conducts a sensitivity analysis to examine how two uncertainty factors (namely, investment cost and wind energy production) influence the economic and environmental value of renewable energy projects.

• Investigative Magnetic Resonance Imaging
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• v.3 no.2
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• pp.179-187
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• 1999

Purpose : This paper introduces a computationally inexpensive context-dependent classification of multi-echo MRI with Bayes compound decision model. In order to produce accurate region segmentation especially in homogeneous area and along boundaries of the regions, we propose a classification method that uses contextual information of local enighborhood system in the image. Material and Methods : The performance of the context free classifier over a statistically heterogeneous image can be improved if the local stationary regions in the image are disassociated from each other through the mechanism of the interaction parameters defined at he local neighborhood level. In order to improve the classification accuracy, we use the contextual information which resolves ambiguities in the class assignment of a pattern based on the labels of the neighboring patterns in classifying the image. Since the data immediately surrounding a given pixel is intimately associated with this given pixel., then if the true nature of the surrounding pixel is known this can be used to extract the true nature of the given pixel. The proposed context-dependent compound decision model uses the compound Bayes decision rule with the contextual information. As for the contextual information in the model, the directional transition probabilities estimated from the local neighborhood system are used for the interaction parameters. Results : The context-dependent classification paradigm with compound Bayesian model for multi-echo MR images is developed. Compared to context free classification which does not consider contextual information, context-dependent classifier show improved classification results especially in homogeneous and along boundaries of regions since contextual information is used during the classification. Conclusion : We introduce a new paradigm to classify multi-echo MRI using clustering analysis and Bayesian compound decision model to improve the classification results.