• Title/Summary/Keyword: Quantitative parameters

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Proposal of a New Parameter for Extra Straining Effects (이차적인 변형률효과를 나타내는 새로운 변수의 제안)

  • 명현국
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.1
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    • pp.184-192
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    • 1994
  • The parameters such as Richardson numbers or stability parameters are widely used to account for the extra straining effects due to three-dimensionality, curvature, rotation, swirl and others arising in paractical complex flows. Existing expressions for the extra strain in turbulence models such as $k-{\epsilon}$ models, however, do not satisfy the tensor invariant condition representing the coordinate indifference. In the present paper, considering the characteristics of both the mean strain rate and the mean vorticity, a new parameter to deal with the extra straining effects is proposed. The new parameter has a simple form and satisfies the tensor invariant condition. A semi-quantitative analysis between the present and previous parameters for several typical complex flows suggests that the newly proposed parameter is more general and adequate in representing the extra straining effects than the previous ad-hoc parameters.

APPROXIMATION FORMULAS FOR SHORT-MATURITY NEAR-THE-MONEY IMPLIED VOLATILITIES IN THE HESTON AND SABR MODELS

  • HYUNMOOK CHOI;HYUNGBIN PARK;HOSUNG RYU
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.27 no.3
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    • pp.180-193
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    • 2023
  • Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

Development of Analytical Tools for the Bullwhip Effect Control in Supply Chains : Quantitative Models and Decision Support System (공급사슬에서 채찍효과 관리를 위한 분석도구의 개발 : 정량화 모형과 의사결정지원시스템)

  • Shim, Kyu-Tak;Park, Yang-Byung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.1
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    • pp.117-129
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    • 2009
  • The bullwhip effect is known as the significant factor which causes unnecessary inventory, lost sales or cost increase in supply chains. Therefore, the causes of the bullwhip effect must be examined and removed. In this paper, we develop two analytical tools for the bullwhip effect control in supply chains. First, we develop the quantitative models for computing the bullwhip effect in a three-stage supply chain consisted of a single retailer, a single distributor and a single manufacturer when the fixed-interval replenishment policy is applied at each stage. The quantitative models are developed under the different conditions for the demand forecasting and share of customer demand information. They are validated through the computational experiments. Second, we develop a simulation-based decision support system for the bullwhip effect control in a more diverse dynamic supply chain environment. The system includes a what-if analysis function to examine the effects of varying input parameters such as operating policies and costs on the bullwhip effect.

New Trends and Strategies For the Integration of Information and Communication Technologies in Educational Activities

  • Vasіutina, Tеtіana;Cherednyk, Lidiia;Klymenko, Oksana;Sokur, Olena;Shevchuk, Anatolii;Zatserkivna, Maryna
    • International Journal of Computer Science & Network Security
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    • v.21 no.9
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    • pp.169-172
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    • 2021
  • The article discusses the results of a quantitative analysis of open educational resources in the field of information technology. Study is based on a study of the content of ten platforms that provide access to open resources (OPs). To achieve this goal, we used the following methods: theoretical analysis and generalization of Internet sources to determine the popularity of educational platforms and resources on them; quantitative data analysis to determine the relative proportion of IT courses in various parameters: the relative weight of courses in the IT field in general and on each platform in particular, the language of instruction, the quantitative content by thematic areas. The following platforms providing access to open educational resources were subjected to quantitative analysis: Coursera, Edx, Udemy, MIT OpenCourseWare, OpenLearn, Intuit, Prometheus, UoPeople, Open Learning Initiative, Maidan Open University.

Quantitative Measurements of 3-D Imaging with Computed Tomography using Human Skull Phantom

  • Kim, Dong-Wook;Kim, Hee-Joung;Haijo Jung;Soonil Hong;Yoo, Young-Il;Kim, Dong-Hyeon;Kim, Kee-Deog
    • Proceedings of the Korean Society of Medical Physics Conference
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    • 2002.09a
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    • pp.506-508
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    • 2002
  • As an advancement of medical imaging modalities and analyzing software with multi-function, active researches to acquire high contrast and high resolution image being done. In recently, development of medical imaging modalities like as Computed Tomography (CT) and Magnetic Resonance Imaging (MRI) is aiming to display anatomical structure more accuracy and faster. Thus, one of the important areas in CT today is the use of CT scanner for the quantitative evaluation of 3-D reconstruction images from 2-D tomographic images. In CT system, the effective slice thickness and the quality of 3-D reconstructed image will be influenced by imaging acquisition parameters (e.g. pitch and scan mode). In diagnosis and surgical planning, the accurate distance measurements of 3-D anatomical structures play an important role and the accuracy of distance measurements will depend on the acquisition parameters such as slice thickness, pitch, and scan mode. The skull phantom was scanned with SDCT for various acquisition parameters and acquisition slice thicknesses were 3 and 5 mm, and reconstruction intervals were 1, 2, and 3 mm to each pitch. 3-D visualizations and distance measurements were performed with PC based 3-D rendering and analyzing software. Results showed that the image quality and the measurement accuracy of 3-D SDCT images are independent to the reconstruction intervals and pitches.

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A-priori Comparative Assessment of the Performance of Adjustment Models for Estimation of the Surface Parameters against Modeling Factors (표면 파라미터 계산시 모델링 인자에 따른 조정계산 추정 성능의 사전 비교분석)

  • Seo, Su-Young
    • Spatial Information Research
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    • v.19 no.2
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    • pp.29-36
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    • 2011
  • This study performed quantitative assessment of the performance of adjustment models by a-priori analysis of the statistics of the surface parameter estimates against modeling factors. Lidar, airborne imagery, and SAR imagery have been used to acquire the earth surface elevation, where the shape properties of the surface need to be determined through neighboring observations around target location. In this study, parameters which are selected to be estimated are elevation, slope, second order coefficient. In this study, several factors which are needed to be specified to compose adjustment models are classified into three types: mathematical functions, kernel sizes, and weighting types. Accordingly, a-priori standard deviations of the parameters are computed for varying adjustment models. Then their corresponding confidence regions for both the standard deviation of the estimate and the estimate itself are calculated in association with probability distributions. Thereafter, the resulting confidence regions are compared to each other against the factors constituting the adjustment models and the quantitative performance of adjustment models are ascertained.

Host Plant-Antheraea mylitta Interactions and Its Effect on Reproductive and Commercial Parameters

  • Rath, S.S.;Singh, G.S.;Singh, S.S.;Singh, M.K.;Suryanarayana, N.;Vijayaprakash, N.B.
    • International Journal of Industrial Entomology and Biomaterials
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    • v.17 no.2
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    • pp.205-209
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    • 2008
  • Impact of food plant on reproductive and commercial parameters in Antheraea mylitta, a polyphagous insect of economic importance was studied upon feeding the insect larvae on the same host plants for six continuous generations. A. mylitta larvae were fed upon Terminalia tomentosa, Terminalia arjuna and Zizyphus jujuba and restricted them to the same host plant for six generations to document the quantitative improvement in reproductive and commercial parameters. The parameters showed significant improvement in all the host plants studied over their respective controls. Fecundity among the reproductive parameters was highly improved than others (85.9% in T. tomentosa; 58% in T. arjuna and 49.7% in Z. jujuba). Likewise in commercial parameters, the shell weight in male showed the highest improvement (by 52.9%, 45.8% and 42.1% in T. tomentosa; T. arjuna and Z. jujuba respectively). On the other hand, the shell ratio percentage in female recorded the lowest improvement. The values for all characters were recorded a decline in T. arjuna and Z. jujuba fed ones over T. tomentosa, except that of shell ratio percentage in female has registered an increase in Z jujuba fed. The study thus revealed the comparative superiority of T. tomentosa over T. arjuna and Z. jujuba.

Evaluations of Industrial Accident Prevention Program of Korea by using Analytic Hierarchy Process(AHP) method (AHP기법을 적용한 산업재해예방사업 심층평가 항목의 가중치 설정)

  • Lee, June-Hee;Jung, Pilkyun;Rhie, Jeongbae;Roh, Jaehoon;Won, Jong-Uk
    • Journal of the Korea Safety Management & Science
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    • v.15 no.4
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    • pp.55-61
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    • 2013
  • We undertook the quantitative evaluations of Industrial Accident Prevention Program (IAPP). The six parameters, such as relevance, efficiency, consistency, sustainability, effectiveness, coherence, were chosen by expert plenary sessions. Two stage of Analytic Hierarchy Process were used to determine the weighted value of assessment criteria. This expert plenary suggests that the six parameters and its weight values are useful for quantitative evaluations of IAPP. Additional researches regarding the real world application of this assessment tool should be initiated.

Primary Screening of QSAR Molecular Descriptors for Genotoxicity Prediction of Drinking Water Disinfection Byproducts (DBPs), Chlorinated Aliphatic Compounds

  • Kim, Jae-Hyoun;Jo, Jin-Nam;Jin, Byung-Suk;Lee, Dong-Soo;Kim, Ki-Tae;Om, Ae-Son
    • Environmental Mutagens and Carcinogens
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    • v.21 no.2
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    • pp.113-117
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    • 2001
  • The screening of various molecular descriptors for predicting carcinogenic, mutagenic and teratogenic activities of chlorinated aliphatic compounds as drinking water disinfection byproducts (DBPs) has been investigated for the application of quantitative structure-activity relationships (QSAR). The present work embodies the study of relationship between molecular descriptors and toxicity parameters of the genotoxicity endpoints for the screening of relevant molecular descriptors. The toxicity Indices for 29 compounds constituting the testing set were computed by the PASS program and active values were chosen. We investigate feasibility of screening descriptors and of their applications among different genotoxic endpoints. The correlation to teratogenicity of all 29 compounds was significantly improved when the same analysis was done with 20 alkanes only without alkene compounds. The HOMO (highest occupied molecular orbital) energy and number of Cl parameters were dominantly contributed.

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