• Title/Summary/Keyword: Performance Experiment and Evaluation

Search Result 1,145, Processing Time 0.028 seconds

Development and Evaluation of a Portfolio Selection Model and Investment Algorithm utilizing a Markov Chain in the Foreign Exchange Market (외환 시장에서 마코브 체인을 활용한 포트폴리오 선정 모형과 투자 알고리즘 개발 및 성과평가)

  • Choi, Jaeho;Jung, Jongbin;Kim, Seongmoon
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.40 no.2
    • /
    • pp.1-17
    • /
    • 2015
  • In this paper, we propose a portfolio selection model utilizing a Markov chain for investing in the foreign exchange market based on market forecasts and exchange rate movement predictions. The proposed model is utilized to compute optimum investment portfolio weights for investing in margin-based markets such as the FX margin market. We further present an objective investment algorithm for applying the proposed model in real-life investments. Empirical performance of the proposed model and investment algorithm is evaluated by conducting an experiment in the FX market consisting of the 7 most traded currency pairs, for a period of 9 years, from the beginning of 2005 to the end of 2013. We compare performance with 1) the Dollar Index, 2) a 1/N Portfolio that invests the equal amount in the N target assets, and 3) the Barclay BTOP FX Index. Performance is compared in terms of cumulated returns and Sharpe ratios. The results suggest that the proposed model outperforms all benchmarks during the period of our experiment, for both performance measures. Even when compared in terms of pre- and post-financial crisis, the proposed model outperformed all other benchmarks, showing that the model based on objective data and mathematical optimization achieves superior performance empirically.

Investigation of a blind-deconvolution framework after noise reduction using a gamma camera in nuclear medicine imaging

  • Kim, Kyuseok;Lee, Min-Hee;Lee, Youngjin
    • Nuclear Engineering and Technology
    • /
    • v.52 no.11
    • /
    • pp.2594-2600
    • /
    • 2020
  • A gamma camera system using radionuclide has a functional imaging technique and is frequently used in the field of nuclear medicine. In the gamma camera, it is extremely important to improve the image quality to ensure accurate detection of diseases. In this study, we designed a blind-deconvolution framework after a noise-reduction algorithm based on a non-local mean, which has been shown to outperform conventional methodologies with regard to the gamma camera system. For this purpose, we performed a simulation using the Monte Carlo method and conducted an experiment. The image performance was evaluated by visual assessment and according to the intensity profile, and a quantitative evaluation using a normalized noise-power spectrum was performed on the acquired image and the blind-deconvolution image after noise reduction. The result indicates an improvement in image performance for gamma camera images when our proposed algorithm is used.

The Study on the Performance Evaluation of IPTV according to the increase of network traffic on the Internet Environment (인터넷환경에서 트래픽증가에 따른 IPTV 성능평가에 관한 연구)

  • Cho, Tae-Kyung
    • Journal of Digital Convergence
    • /
    • v.13 no.11
    • /
    • pp.179-185
    • /
    • 2015
  • In this paper, we research the IPTV that is the convergence technique of TV and network technique and performed the performance evaluation of picture quality of IPTV in the situation of increasing the network traffic in the Internet environment. To do this, we constructed the mock Internet network similar to the real Internet environment and measured the quality of received video using V-Factor model according to the increase of network traffic, and analyzed the result of the experiment. Making use of the result of this paper for the threshold value of V-Factor, the measured factor of network performance, the measured factor of video performance in the watchable IPTV video quality.

Experiment and Simulation for Evaluation of Jena Storage Plug-in Considering Hierarchical Structure (계층 구조를 고려한 Jena Plug-in 저장소의 평가를 위한 실험 및 시뮬레이션)

  • Shin, Hee-Young;Jeong, Dong-Won;Baik, Doo-Kwon
    • Journal of the Korea Society for Simulation
    • /
    • v.17 no.2
    • /
    • pp.31-47
    • /
    • 2008
  • As OWL(Web Ontology Language) has been selected as a standard ontology description language by W3C, many ontologies have been building and developing in OWL. The lena developed by HP as an Application Programming Interface(API) provides various APIs to develop inference engines as well as storages, and it is widely used for system development. However, the storage model of Jena2 stores most owl documents not acceptable into a single table and it shows low processing performance for a large ontology data set. Most of all, Jena2 storage model does not consider hierarchical structures of classes and properties. In addition, it shows low query processing performance using the hierarchical structure because of many join operations. To solve these issues, this paper proposes an OWL ontology relational database model. The proposed model semantically classifies and stores information such as classes, properties, and instances. It improves the query processing performance by managing hierarchical information in a separate table. This paper also describes the implementation and evaluation results. This paper also shows the experiment and evaluation result and the comparative analysis on both results. The experiment and evaluation show our proposal provides a prominent performance as against Jena2.

  • PDF

Development of Handpiece Moving System (HMS) for Cutting Performance Evaluation of Dental Ultrasonic Surgery Unit (치과용 초음파 수술기의 절삭성능 평가를 위한 핸드피스 이송 시스템 구축)

  • Sa, Min-Woo;Shim, Hae-Ri;Ko, Tae-Jo;Lee, Jong-Min;Kim, Jong Young
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.33 no.5
    • /
    • pp.377-383
    • /
    • 2016
  • Recently, research on bone fracture and osteoplasty using ultrasonic bone surgery unit has been ongoing in the fields of dentistry, plastic surgery, and otorhinolaryngology. However, detailed data evaluation with ultrasonic bone surgery unit has not been conducted to date. In this study, we developed handpiece moving system (HMS) for cutting performance evaluation. In the experimental setup of HMS, a handpiece was immobilized, and bone samples from cortical bone of bovine leg were prepared. Also, the experimental process was described in detail, and a basic experiment was carried out to evaluate the cutting performance. Future study is required on all experimental process conditions by HMS.

Experiment research on Field Applicability Evaluation of rail fastening system (개발형 레일체결장치의 현장적용성 평가를 위한 실험적 연구)

  • Kim Eun;Kang Yun Suk;Lee Il Wha;Yang Shin Chu
    • Proceedings of the KSR Conference
    • /
    • 2003.10b
    • /
    • pp.141-145
    • /
    • 2003
  • Step-by-step laboratory performance test and repetitive improvement of KRRI rail fastening system show that it has the similar capability as other fastening systems that have been globally used. In this study, for the evaluation of field applicability, construction and rolling-stock operation test of KRRI rail fastening system are performed. Through this approach, comparison against the service criteria of foreign countries are made.

  • PDF

A Study on the Evaluation of Human Alertness for Flight Safety (비행안전을 위한 조종사의 생체 활성도 평가에 관한 연구)

  • 최승호;이달호
    • Proceedings of the ESK Conference
    • /
    • 1998.04a
    • /
    • pp.167-172
    • /
    • 1998
  • Methods of evaluating the physiological activity of the living body are EEG, EOG, Heart rate, and Rectal temperature, etc. In the study of Hagiwara and Araki(1993), they found positive correlations among performance test, physiological measurement, and subjective feeling measurement. Human alertness of pilot directly influences on the flight performance that accomplishes a lot of vigilance task and procedure execution in flight. Accordingly, this paper deals with the quantitative and objective performance test based on tracking error and reaction time by means of the new computer test program into which the perception-motion system of human beings is applies. Throughout this experiment using performance thst, the results suggest that performance capability in state of sleep deprivation 2 hours and alcoholic 0.05 .apaprox. 0.06% in blood were more impaired than one in a normal state, and they further showed statistically significant differences between them, which were influenced by impairment factors of body regulation and pilot's grade. We also obtained the prediction value and the 95% confidence interval of tracking error and reaction time at the normal state for the purpose of distinguishing performance capability between the normal state and the abnormal state. And it is ecpected that the evaluation of human alertness using performance test will be applied to the quantitative assessment of an each pilot's realistic consciousness/attention, and will lead a flight commander to the accurate decision of mission approval prior to a flight.

  • PDF

A study on Protector Performance Evaluation According to X-ray Scattering Distribution of Portable Radiation System (이동형 방사선 발생장치 차폐물 설치에 관한 연구)

  • Kim, Hyong-Gyun;Sung, Dong-Keon;Cho, Kyong-Mi;Kim, Sang-Beom;Kim, Jae-Young;Choi, Jun-Ho
    • Korean Journal of Digital Imaging in Medicine
    • /
    • v.11 no.2
    • /
    • pp.85-92
    • /
    • 2009
  • This study, "The study about performance evaluations of mobile cover for X-ray's diffusion and distribution in mobile radiation" is based on the rules of mobile defense apparatus for radiation producer in 2006. To use the mobile cover for X-ray for diagnosis has been compulsory in common wards except operation rooms, emergency rooms and intensive care units. we have confirmed the effect in arbitrary shielding material after Qualitiy Control was carried out for accuracy in an experiment of mobile photographing equipment. The performance evaluation was conducted with the fabrics of selenium, 0.2 mmPb, 0.1 mmPb and aluminiums. Considering the result, we choosed 0.1 mmPb and attached cover to mobile photographing equipment. We have finished making the cover after drew up the draft to attach cover to mobile photographing equipment through the modeling and the structural analysis. the process of the study is that we assembled the manufactured structures and carried out the practical experiment to take the photograph after attaching the fabric of 0.1 mmPb to mobile photographing equipment. It is need of additional thesises hereafter that we compare the result between the part to improve for safety besides convenience in photographic experiment about clinical radiation and the effect of covering the diffusion in condition attached the cover.

  • PDF

A Study on Waterproofing and Anticorosive Performance Evaluation of Surface treatment material used wi th Glass Fiber, Inorganic and Organic Material for Water Tank (수조구조물의 방수.방식 공사용 유기.무기 소재 및 섬유보강형 바탕처리재의 성능평가에 관한 연구)

  • 오상근;박봉규;주웅일;박성진
    • Proceedings of the Korean Institute of Building Construction Conference
    • /
    • 2001.11a
    • /
    • pp.70-75
    • /
    • 2001
  • There is a problem to be solved for improvement of durability and safety for concrete When the waterproofing and anticorrosive work of main concrete are design, the material a of construction need to be correctly applied to appropriate circumstance conditions. Epoxy mostly been used for concrete water tank structure. Lately, lots of subjects on adaption res in mortar for waterproofing and anticorrosive are under discussion. Then, we attempt to approach by evaluating and comparing every capabilities with waterproofing materials in this experiment. Capability evaluation items include the bond age and curing conditions, the bond strength after accelerated weathering test and fret impact resistance, a mount of water, seepage quan Through the experiment analysis, we found that waterproofingtity, drinking water chemicals resistance. and anticorrosive resin mortar used with glass fiber cloth, inorgar material is dominantly superior to other waterproofing materials. According to this paper, we suggest the resin mortar as a new surface treatment material water tank structure.

  • PDF

Development Process of Wire Brush Automatic Transplanter of Plait Fixation Method (엮음고정방식의 와이어 브러시 자동 식모기 개발 프로세스)

  • In-Chul Lee
    • Journal of the Korean Society of Industry Convergence
    • /
    • v.26 no.4_2
    • /
    • pp.577-584
    • /
    • 2023
  • In this study, among the parts of oil vapor collectors that are already being produced, weaving wire brush automatic transplanters for oil vapor collectors for machine tools of the weaving fixing method, which are not automated due to the specificity of the process and are being produced manually, are developed and reliability is secured through performance evaluation. did Oil vapor collectors play an important role in removing air pollutants and improving air quality, and the coagulation effect of the collection technology is mostly due to brushes. In the experiment, an automatic transplanter was developed to automatically manufacture and produce the wire brush of the oil vapor collector, which is manufactured and used manually. For the experiment of the developed wire brush, an experimental chamber was built, and performance and durability were evaluated through the dust collection efficiency evaluation using the electrostatic precipitator method of contaminants (oil mist). Through this study, we intend to reduce the production time and unit cost of collectors and improve the environment at industrial sites.