• 대한전자공학회논문지
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• 제10권5호
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• pp.16-20
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• 1973

많은 검지방식중 어떠한 방식에 의하든 간에 교통류에 관한 정보수집이 선행되어야하고, 그 다음에 정상주기방식이든 전술제어등 비정주기방식이든 간에 교통신호등의 신속제어시에 그 최적신호주기설정을 전제로 하고서 신호주기에 포함되어 있는 발진지연현상에 관하여 분석검토치 않으면 안된다. 선상에서 차의 속도별 및 앞뒤차간의 간격등으로 분포교통량의 개개가 일률적인 인자라 볼 수 없는 것은 사실이나 좀더 구체적으로 그 요인을 제어공학적 해석방법으로써 분석하여 이들을 각각 외란들로 간주하고 나아가 합성외란을 입력과 출력의 차인 오차로 간주했다. 외란은 시간의 함수이므로 첫째 환경조건으로써 도로의 상태 및 기후, 둘째 차량자체의 구조 및 성능으로부터 오는것, 세째 운전자(입간)의 정신적 신체적조건등으로 구분하여 검토하고 본논문은 기존환경조건을 최대로 활용하는 견지에서 첫째의 경우를 일정하다고 보고, 다만 차와 운전자에 대한것만 요인으로 취하였다. 안정화 대책으로써 오차요소별 최소화를 시도했으며, 그 결과 신원최적제어주기설정을 위한 방안이 구체적으로 제시되었고, 주로 외란의 요인을 제거하므로써 최적제어가 가능케됨을 입증해주고 있다.

• 한국농공학회논문집
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• 제64권1호
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• pp.39-50
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• 2022

In this study, we suggested the optimal training period for predicting the streamflow using the LSTM (Long Short-Term Memory) model based on the deep learning and CMIP5 (The fifth phase of the Couple Model Intercomparison Project) future climate scenarios. To validate the model performance of LSTM, the Jinan-gun (Seongsan-ri) site was selected in this study. We comfirmed that the LSTM-based streamflow was highly comparable to the measurements during the calibration (2000 to 2002/2014 to 2015) and validation (2003 to 2005/2016 to 2017) periods. Additionally, we compared the LSTM-based streamflow to the SWAT-based output during the calibration (2000~2015) and validation (2016~2019) periods. The results supported that the LSTM model also performed well in simulating streamflow during the long-term period, although small uncertainties exist. Then the SWAT-based daily streamflow was forecasted using the CMIP5 climate scenario forcing data in 2011~2100. We tested and determined the optimal training period for the LSTM model by comparing the LSTM-/SWAT-based streamflow with various scenarios. Note that the SWAT-based streamflow values were assumed as the observation because of no measurements in future (2011~2100). Our results showed that the LSTM-based streamflow was similar to the SWAT-based streamflow when the training data over the 30 years were used. These findings indicated that training periods more than 30 years were required to obtain LSTM-based reliable streamflow forecasts using climate change scenarios.

• 품질경영학회지
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• 제51권2호
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• pp.171-184
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• 2023

Purpose: First, this paper suggests an alternative approach to find optimal portfolio (stocks, bonds and ESG stocks) under the maximizing utility of investors. Second, we include ESG stocks in our optimal portfolio, and compare improvement of welfares in the case with and without ESG stocks in portfolio. Methods: Our main method of analysis follows Brennan et al(2002), designed under the continuous time framework. We assume that the dynamics of stock price follow the Geometric Brownian Motion (GBM) while the short rate have the Vasicek model. For the utility function of investors, we use the Power Utility Function, which commonly used in financial studies. The optimal portfolio and welfares are derived in the partial equilibrium. The parameters are estimated by using Kalman filter and ordinary least square method. Results: During the overall analysis period, the portfolio including ESG, did not show clear welfare improvement. In 2017, it has slightly exceeded this benchmark 1, showing the possibility of improvement, but the ESG stocks we selected have not strongly shown statistically significant welfare improvement results. This paper showed that the factors affecting optimal asset allocation and welfare improvement were different each other. We also found that the proportion of optimal asset allocation was affected by factors such as asset return, volatility, and inverse correlation between stocks and bonds, similar to traditional financial theory. Conclusion: The portfolio with ESG investment did not show significant results in welfare improvement is due to that 1) the KRX ESG Leaders 150 selected in our study is an index based on ESG integrated scores, which are designed to affect stability rather than profitability. And 2) Korea has a short history of ESG investment. During the limited analysis period, the performance of stock-related assets was inferior to bond assets at the time of the interest rate drop.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2002년도 추계학술발표논문집 (하)
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• pp.2447-2450
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• 2002

주가지수선물시장은 주식투자에 따르는 위험을 효과적으로 관리할 수 있는 제도적 장치로서 오늘날 불안한 주식시장 현황에 있어서 더욱더 중요한 위치를 갖고 있다. 현재 이러한 주가지수선물거래에 있어서 Moving Average 를 예측하고자 하는 여러 트레이딩 시스템을 선보이고 있다. 이 논문에서는 과거의 데이터를 토대로 한 Moving Average Line 분석에 있어서 일반적으로 기존방법보다 효과적이라고 알려진 유전자 알고리즘을 이용하여 Moving Average 의 최적 Period 예측 시스템을 구현한다.

• 산업경영시스템학회지
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• 제27권4호
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• pp.83-89
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• 2004

In this paper MIP(mean inventory period) Model and OMMIP decision flow have been developed. MIP model can calculate mean inventory period which is subject to the order quantity alternative plan. OMMIP decision flow leads how can decide the most minimized order quantity in mean inventory period among various order quantity alternatives. This paper also suggests how to select the order quantity with minimum inventory period as optimal order quantity by means of comparison each mean inventory period with other mean inventory period, after simulating EOQ and order quantity of OMMIP calculated in MIP model.

• 대한전기학회논문지:전력기술부문A
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• 제51권4호
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• pp.202-208
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• 2002

In a dynamic game where the players move in a periodical sequence, each player observes the strategy of the others. So the players who move later in a game get to know the moves of others having made before them. Those who move earlier must take this into account in devising their optimal strategy. In the Poolco model, the bidding game is executed periodically. The player participating in the bidding game accumulates the information of its own and others'strategies, and payoffs through the repeated bidding process. Thereby, the players in this game would be able to map out how get the maximum profit, and get closer to the optimal strategy. This paper presents a mathematical modeling for a player to determine his or her optimal strategy at period T, based on the information acquired from the previous rounds for the periods, T-1, T-2, and so on. The proposed modeling is demonstrated with a dynamic fame theory.

• 산업경영시스템학회지
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• 제24권62호
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• pp.1-10
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• 2001

The electronics industry is fast growing segment of manufacturing and service industries. It is important that the manufacturer develops a product with adequate life cycle, high quality, and low failure rate in the specified time period. Environmental Stress Screening(ESS) and burn-in are widely used in the electronic industry to assist in the elimination of early failure. In this research, we construct optimal cost model of combined ESS and burn-in under various warranty policy and establish optimal testing times for given environments. Also we conduct sensitivity analysis on various parameter. The results of this study are summarized as follows. Comparing free warranty policy to rebate warranty policy, optimal ESS time is longer under free warranty policy, and optimal burn-in time is longer under rebate warranty policy. Free warranty policy higher than rebate warranty policy in total cost.

• Journal of applied mathematics & informatics
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• 제40권5_6호
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• pp.857-871
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• 2022

In this work, we formulated a mathematical model for divorce in marriage and extended in to an optimal control model. Firstly, we qualitatively established the model positivity and boundedness. Also we saw sensitivity analysis of the model and identified the positive and negative indices parameters. An optimal control model were developed by incorporating three time dependent control strategies (couple relationship education, reducing getting married too young & consulting separators to renew their marriage) on the deterministic model. The Pontryagin's maximum principle were used for the derivation of necessary conditions of the optimal control problem. Finally, with Newton's forward and backward sweep method numerical simulation were performed on optimality system by considering four integrated strategies. So that we reached to a result that using all three strategies simultaneously (the strategy D) is an optimal control in order to effectively control marriage divorce over a specified period of time. From this we conclude that, policymakers and stakeholders should use the indicated control strategy at a time in order to fight against Divorce in a population.

• The Journal of Asian Finance, Economics and Business
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• 제8권11호
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• pp.213-221
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• 2021

The paper attempts to investigate the optimal capital structure of Vietnamese listed firms based on a structural approach. Using the data from around 70 companies in the Consumer Staples sector listed on the Vietnamese Stock Exchange during the period 2018-2020, this study finds that the optimal capital structure of examined companies has a wide range of diversification. This can be explained by the various types of actual products for each typical firm within the chosen sector. The result also confirms that a large proportion of researched firms were actually overleveraged, which is consistent with the trade-off hypothesis that firms wish to take tax advantages while using more debt, which creates the benefits from tax-shield. Furthermore, the research highlights the reversed correlation, which suggests that the lower the company's risk (the lower the sigma of the assets), the greater the optimal capital structure is suggested. Another interesting finding is that almost all consumer staples companies have a better optimal capital structure under the Leland and Toft (1996) model than under the Leland (1994) model. Furthermore, there is a strong correlation of optimal financial leverage ratio between years. In other words, the optimal debt levels of the latter year are strongly dependent on the gearing levels of the previous years.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2007년도 추계 학술대회논문집
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• pp.49-55
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• 2007

The quality of chaotic mixing in three-dimensional micro channel flow has been numerically studied using Fractional-step method (FSM) and particle tracking techniques such as $Poincar{\acute{e}}$ section and Lyapunov exponents. The flow was driven by pressure distribution and the chaotic mixing was generated by applying alternating current to electrodes embedded on the bottom wall at a first half period and on the top wall at a second half period. The equations governing the velocity and concentration distributions were solved using FSM based on Finite Volume approach. Results showed that the mixing quality depended significantly on the modulation period. The modulation period for the best mixing performance was determined based on the mixing index for various initial conditions of concentration distribution. The optimal values of modulation period obtained by the particle tracking techniques were compared with those from the solution of concentration distribution equation using FSM and CFX software and the comparison showed their good match.