• Journal of Cadastre & Land InformatiX
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• v.49 no.1
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• pp.5-15
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• 2019

This study is to review methodological limitations of previous studies, propose Tobit Model as an analysis model. We model used annual rent-free as dependent variable and considering to contract characteristics and building characteristics as independent variable. We model was consisted to the three model as follow: Basic model, Time control model, Quadratic model. As a result of the analysis, existing variables revealed through previous studies such as contract period, contract area, total floor area, and building age were all statistically significant. These results were robust when considering time effects. Also, floor area and annual rent-free was quadratic relationship by inverse U shape. This result provide to methodological contribution for related research. Also, provide to more accurate information for participants in seoul office market.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.24 no.12
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• pp.3040-3052
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• 2000

For effective construction of second-order response surface models, an efficient quad ratic approximation method is proposed in the context of trust region model management strategy. In the proposed method, although only the linear and quadratic terms are uniquely determined using 2n+1 design points, the two-factor interaction terms are mathematically updated by normalized quasi-Newton formula. In order to show the numerical performance of the proposed approximation method, a sequential approximate optimizer is developed and solves a typical unconstrained optimization problem having 2, 6, 10, 15, 30 and 50 design variables, a gear reducer system design problem and two dynamic response optimization problems with multiple objectives, five objectives for one and two objectives for the other. Finally, their optimization results are compared with those of the CCD or the 50% over-determined D-optimal design combined with the same trust region sequential approximate optimizer. These comparisons show that the proposed method gives more efficient than others.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.2
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• pp.257-265
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• 2011

As the competitive market system has been introduced to the electrical power trade, the priority concern would be that the price of electrical power should be reasonable. It is because, when this rule is solid, we can avoid the distortion of competition and assure the greater efficiency in management. LMP(Locational Marginal Price) means marginal price at each bus. This components consist of energy, loss and congestion cost. At this point, the LMP result that is calculated by traditional model is changeable by the location of the slack and can not be used in bilateral Transaction. This paper proposed algorithm is proved its rationality and credibility by comparing the result of the simulation of virtual 6_bus system that is calculated by traditional method, and showed that the LMP components are changed according to the Transaction Strategy. Furthermore, It shows the effect of additional congestion cost on the transmission line that has bottle neck frequently by simulation.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.5
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• pp.839-850
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• 2021

Risk-adjusted return is believed to be one of the optimal parameters to determine an optimum portfolio. A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted to achieve it. This paper presents a new procedure in portfolio selection and utilizes these results to optimize the risk level of risk-adjusted Islamic stock portfolios. It deals with the weekly close price of active issuers listed on Jakarta Islamic Index Indonesia for a certain time interval. Overall, this paper highlights portfolio selection, which includes determining the number of stocks, grouping the issuers via technical analysis, and selecting the best risk-adjusted return of portfolios. The nominated portfolio is modeled using Quadratic Programming (QP). The result of this study shows that the portfolio built using the lowest Value at Risk (VaR) outperforms the market proxy on a risk-adjusted basis of M-squared and was chosen as the best portfolio that can be optimized using QP with a minimum risk of 2.86%. The portfolio with the lowest beta, on the other hand, will produce a minimum risk that is nearly 60% lower than the optimal risk-adjusted return portfolio. The results of QP are well verified by a heuristic optimizer of fmincon.

• Ocean Systems Engineering
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• v.1 no.2
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• pp.121-130
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• 2011

One of the prevailing models that describe the stress corrosion is represented by an exponential dependence between rate of corrosion and stress, suggested by Gutman, Zainullin and Zuripov. This study revisits the exponential model and derives analytical expressions for the structures' durability which is postulated as the time for stress level to reach its yield value. Comparison is conducted with other possible models, namely with linear, quadratic or cubic cases.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.27 no.3
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• pp.7-13
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• 2004

In this paper, machine cell formation problem is discussed. To reflect precisely actual manufacturing situations such as routing sequences, production quantities, and machining (or operation) characteristics, a new network presentation (or the problem is proposed. It is formulated as a simple 0-1 quadratic programming model with linear constraints. Then, the model is converted into a 0-1 integer programming model using a variable transformation technique. Lastly, some computational results are presented.

• Journal of Korean Society for Quality Management
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• v.23 no.2
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• pp.53-67
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• 1995

The problem considered here is to find the optimal discriminant analysis method in growth curve model. It has been studied how to find correct prior probability for the effective classification in discriminant analysis. We use the balanced condition to calculate prior probability. From the informative simulation study, new classification rule for the growth curve model is suggested. The suggested classification rule has better classification result than the other previously suggested method in terms of error rate criterion.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.203-208
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• 1987

Design problem of output feedback controllers for discrete large scale systems using simplified model is investigated. It is shown that neglecting fast modes does not generally guarantee the stability of the closed loop system. In this paper, the design procedure is proposed to stabilize the system by minimizing a quadratic cost function for the simplified model and a measure of stability for the neglected fast model.

• Proceedings of the KIEE Conference
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• 1998.07c
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• pp.935-938
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• 1998

This paper presents the method of load management to measure the winter season's load characteristics of distribution pole transformers. The proposed load model constructed used by the quadratic load correlation coefficients. To verify the estimated model, we compared with linear model by calculation results. The results can contribute an improvement of conventional load management method.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1993.06a
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• pp.899-902
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• 1993

A neural model predictive control strategy combining a neural network for plant identification and a nonlinear programming algorithm for solving nonlinear control problems is proposed. A constrained nonlinear optimization approach using successive quadratic programming combined with neural identification network is used to generate the optimum control law for complex continuous chemical reactor systems that have inherent nonlinear dynamics. The neural model predictive controller (MNPC) shows good performances and robustness. To whom all correspondence should be addressed.