• Title/Summary/Keyword: Multi-Sensitivity Model

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A GOAL PROGRAMMING MODEL FOR THE BEST POSSIBLE SOLUTION TO LOAN ALLOCATION PROBLEMS

  • Sharma, Dinesh-K.;Ghosh, Debasis;Alade, Julius-A.
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.197-211
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    • 2002
  • In this paper, we propose a multi-Criteria decision making approach to address the problem of finding the best possible solution in credit unions. Sensitivity analysis on the priority structure of the goals has been performed to obtain all possible solutions. The study uses the Euclidean distance method to measure distances of all possible solutions from the identified ideal solution. The possible optimum solution is determined from the minimum distance between the ideal solution and other possible solutions of the Problem.

Synchronous Price Discovery of Cross-Listings

  • Chen, Haiqiang;Choi, Moon Sub
    • Management Science and Financial Engineering
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    • v.20 no.1
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    • pp.11-16
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    • 2014
  • Extending from Grossman and Stiglitz (1980), we provide an asset pricing model of a synchronously traded cross-listed pair under information asymmetry. Following Garbade and Silber (1983), the model further embraces multi-market price discovery in a dynamic framework. The implications are as follows: The price sensitivity of holdings is higher for informed traders than for uninformed traders; the largest cross-border price spread occurs in the absence of arbitrageurs; price discovery is more likely in markets with a larger population of informed traders; and parity convergence accelerates with a higher price elasticity of demand of arbitrageurs.

Multi-parametric MRIs based assessment of Hepatocellular Carcinoma Differentiation with Multi-scale ResNet

  • Jia, Xibin;Xiao, Yujie;Yang, Dawei;Yang, Zhenghan;Lu, Chen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.10
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    • pp.5179-5196
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    • 2019
  • To explore an effective non-invasion medical imaging diagnostics approach for hepatocellular carcinoma (HCC), we propose a method based on adopting the multiple technologies with the multi-parametric data fusion, transfer learning, and multi-scale deep feature extraction. Firstly, to make full use of complementary and enhancing the contribution of different modalities viz. multi-parametric MRI images in the lesion diagnosis, we propose a data-level fusion strategy. Secondly, based on the fusion data as the input, the multi-scale residual neural network with SPP (Spatial Pyramid Pooling) is utilized for the discriminative feature representation learning. Thirdly, to mitigate the impact of the lack of training samples, we do the pre-training of the proposed multi-scale residual neural network model on the natural image dataset and the fine-tuning with the chosen multi-parametric MRI images as complementary data. The comparative experiment results on the dataset from the clinical cases show that our proposed approach by employing the multiple strategies achieves the highest accuracy of 0.847±0.023 in the classification problem on the HCC differentiation. In the problem of discriminating the HCC lesion from the non-tumor area, we achieve a good performance with accuracy, sensitivity, specificity and AUC (area under the ROC curve) being 0.981±0.002, 0.981±0.002, 0.991±0.007 and 0.999±0.0008, respectively.

Mass Balance of Perfluorooctane sulfonates in a Semi-enclosed Bay, Korea

  • Heo, Min Ji;Roh, Kyong Joon;Kim, Dong-Myung
    • Journal of Environmental Science International
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    • v.29 no.10
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    • pp.969-979
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    • 2020
  • A numerical simulation was conducted on perfluorooctane sulfonate (PFOS) in the Gwangyang Bay using a multi-box model to estimate the transport of organic chemicals in the coastal environment. The results of the sensitivity analysis on dissolved PFOS and PFOS in Particulate Organic Carbon (POC) indicate that they were most significantly influenced by the adsorption rate, desorption rate, and sinking velocity coefficients. PFOS in phytoplankton was found to be sensitive to bio-concentration and the excretion rate. The results of the mass balance indicate that the standing stocks of PFOS in water, POC, and phytoplankton are 345.55 g, 63.76 g, and 0.11 g, respectively, in the inner part and 149.90 g, 27.51 g, and 0.05 g, respectively, in the outer part. Considering flux in the inner part, adsorption to POC had the highest value among transition paths. The next highest were desorption, outflow to the outer part, and inflow to the inner part. Outflow into the open sea was found to have the highest value for the outer part.

A Study on the Improvement of Vehicle Ride Comfort by Genetic Algorithms (유전자 알고리즘을 이용한 차량 승차감 개선에 관한 연구)

  • 백운태;성활경
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.4
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    • pp.76-85
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    • 1998
  • Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

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Optimized Allocation of Water for the Multi-Purpose Use in Agricultural Reservoirs (농업용 저수지의 다목적 이용을 위한 용수의 적정배분)

  • 신일선;권순국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.29 no.3
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    • pp.125-137
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    • 1987
  • The purpose of this paper is to examine some difficulties in water management of agricultural reservoirs in Korea, for there are approximately more than 15,000 reservoirs which are now being utilized for the purpose of irrigation, along with the much amount of expenses and labors to be invested against droughts and floods periodically occurred. Recently, the effective use of water resources in the agricultural reservoirs with a single purpose, is becomming multiple according to the alterable environment of water use. Therefore, the task to allocate agricultural water rationally and economically must be solved for the multiple use of agricultural reservoirs. On the basis of the above statement, this study aims at suggesting the rational method of water management by introducing an optimal technique to allocate the water in an existing agricultural reservoir rationally, for the sake of maximizing the economic effect. To achieve this objective, a reservoir, called "0-Bongje" as a sample of the case study, is selected for an agricultural water development proiect of medium scale. As a model for the optimum allocation of water in the multi-purpose use of reservoirs a linear programming model is developed and analyzed. As a result, findings of the study are as follows : First, a linear programing model is developed for the optimum allocation of water in the multi-purpose use of agricultural reservoirs. By adopting the model in the case of reservoir called "O-Bongje," the optimum solution for such various objects as irrigation area, the amount of domestic water supply, the size of power generation, and the size of reservoir storage, etc., can be obtained. Second, by comparing the net benefits in each object under the changing condition of inflow into the reservoir, the factors which can most affect the yearly total net benefit can be drawn, and they are in the order of the amount of domestic water supply, irrigation area, and power generation. Third, the sensitivity analysis for the decision variable of irrigation which may have a first priority among the objects indicate that the effective method of water management can be rapidly suggested in accordance with a condition under the decreasing area of irrigation. Fourth, in the case of decision making on the water allocation policy in an existing multi-purpose reservoir, the rapid comparison of numerous alternatives can be possible by adopting the linear programming model. Besides, as the resources can be analyed in connection with various activities, it can be concluded that the linear programing model developed in this study is more quantitative than the traditional methods of analysis. Fifth, all the possible constraint equations, in using a linear programming model for adopting a water allocation problem in the agricultural reservoirs, are presented, and the method of analysis is also suggested in this study. Finally, as the linear programming model in this study is found comprehensive, the model can be adopted in any different kind of conditions of agricultural reservoirs for the purpose of analyzing optimum water allocation, if the economic and technical coefficients are known, and the decision variable is changed in accordance with the changing condition of irrigation area.

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Quantitative Assessment on Contributions of Foreign NOx and VOC Emission to Ozone Concentrations over Gwangyang Bay with CMAQ-HDDM Simulations (CMAQ-HDDM을 이용한 광양만 오존 농도의 국외 기여도 분석)

  • Bae, Changhan;Kim, Byeong-Uk;Kim, Hyun Cheol;Kim, Soontae
    • Journal of Korean Society for Atmospheric Environment
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    • v.34 no.5
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    • pp.708-726
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    • 2018
  • In this study, we examined the contribution of nitrogen oxides and volatile organic compounds emitted from China and Japan to ozone concentrations over Gwangyang-bay, South Korea. We used a chemical transport model, Community Multi-scale Air Quality model, and its instrumented sensitivity tool, High-order Decoupled Direct Method. Intercontinental Chemical Transport Experiment-Phase B 2006 for East Asia and Clean Air Policy Support System 2007 emissions inventories for South Korea were used for the ozone simulation. During the study period, May 2007, the modeled maximum daily 8-hr average ozone concentration among seven air quality monitors in Gwangyang-bay was 68.8 ppb. The contribution of $NO_x$ emissions from China was 19.5 ppb (28%). The highest modeled ozone concentrations and Chinese contributions appeared when air parcels were originated from Shanghai area. The observed 8-hr average ozone concentrations in Gwangyang Bay exceeded the national ambient air quality standard (60 ppb) 203 times by daytime and 56 times by nighttime during the period. It was noticed that many exeedances happened when contribution of Chinese emissions to ozone concentrations over the area increased. Sensitivity analysis shows that a reduction in Chinese $NO_x$ and VOC emissions by 15% could lessen the total exceedance hours by 24%. This result indicates that high ozone concentrations over Gwangyang-bay are strongly enhanced by Chinese emissions.

Assessment Factors for Seismic Performance of Multi-block Stone Pagodas (적층 석탑의 내진성능 평가요소)

  • Kim, Namhee;Koo, In Yeong;Hong, Sung-Gul
    • Journal of the Earthquake Engineering Society of Korea
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    • v.23 no.1
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    • pp.19-29
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    • 2019
  • Recent earthquakes in Korea caused some damages to stone pagodas and thereby awakened the importance of earthquake preparedness. Korean stone pagodas which have been built with very creative style of material use and construction method are worthy of world heritage. Each stone pagoda consists of three parts: top; body; and base. However each tower is uniquely defined by its own features, which makes it more difficult to generalize the seismic assessment method for stone pagodas. This study has focused on qualitative preliminary evaluation of stone pagodas that enables us to compare the relative seismic performance across major aspects among many various Korean pagodas. Specifically an analytical model for multi-block stone pagodas is to be proposed upon the investigation of structural characteristics of stone pagoda and their dynamic behavior. A strategy for seismic evaluation of heritage stone pagodas is to be established and major evaluation factors appropriate for the qualitative evaluation are identified. The evaluation factors for overall seismic resisting behavior of stone pagodas are selected based on the dynamic motions of a rigid block and its limit state. Numerical simulation analysis using discrete element method is performed to analyze the sensitivity of each factor to earthquake and discuss some effects on seismic performance.

Effectiveness of multi-mode surface wave inversion in shallow engineering site investigations (토목관련 천부층 조사에서 다중 모드 표면파 역산의 효과)

  • Feng Shaokong;Sugiyama Takeshi;Yamanaka Hiroaki
    • Geophysics and Geophysical Exploration
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    • v.8 no.1
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    • pp.26-33
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    • 2005
  • Inversion of multi-mode surface-wave phase velocity for shallow engineering site investigation has received much attention in recent years. A sensitivity analysis and inversion of both synthetic and field data demonstrates the greater effectiveness of this method over employing the fundamental mode alone. Perturbation of thickness and shear-wave velocity parameters in multi-modal Rayleigh wave phase velocities revealed that the sensitivities of higher modes: (a) concentrate in different frequency bands, and (b) are greater than the fundamental mode for deeper parameters. These observations suggest that multi-mode phase velocity inversion can provide better parameter discrimination and imaging of deep structure, especially with a velocity reversal, than can inversion of fundamental mode data alone. An inversion of the theoretical phase velocities in a model with a low velocity layer at 20 m depth can only image the soft layer when the first higher mode is incorporated. This is especially important when the lowest measurable frequency is only 6 Hz. Field tests were conducted at sites surveyed by borehole and PS logging. At the first site, an array microtremor survey, often used for deep geological surveying in Japan, was used to survey the soil down to 35 m depth. At the second site, linear multichannel spreads with a sledgehammer source were recorded, for an investigation down to 12 m depth. The f-k power spectrum method was applied for dispersion analysis, and velocities up to the second higher mode were observed in each test. The multi-mode inversion results agree well with PS logs, but models estimated from the fundamental mode alone show f large underestimation of the depth to shallow soft layers below artificial fill.

Reproducibility Evaluation of Stratification Using EFDC Model in Nakdong River (EFDC 모형을 이용한 낙동강에서의 성층현상 재현성 평가)

  • Choi, Hyun Gu;Han, Kun Yeun;Park, Jun Hyung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.3
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    • pp.561-573
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    • 2017
  • Nakdong River was recently dredged with multi-functional weirs construction. Therefore, the depth was deepened and the lag time also increased. As a result, stratification occurred in some sections with deep water depth, and it also caused the increase of algal bloom phenomenon. The purpose of this study is to evaluate reproducibility of stratification in the Nakdong River by applying the EFDC model, which is a three-dimensional hydraulic and water quality analysis model proving the reproducibility of stratification phenomena in reservoirs and estuaries. In order to reproduce the Nakdong river water temperature and DO stratification, EFDC model was constructed in the downstream part of the Nakdong river and sensitivity analysis was performed on key parameters sensitive to stratification. Sensitivity analysis was used to reproduce stratification by selecting optimal parameters. The results of this study can be used as basic data for the analysis of various destratification scenarios.