• 제목/요약/키워드: Random Utility Model

검색결과 29건 처리시간 0.026초

위험하(危險下)의 투자결정(投資決定)에 관한 연구(硏究) (A Study on the Capital Budgeting under Risk and Uncertainty)

  • 이태주
    • 재무관리연구
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    • 제2권1호
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    • pp.21-34
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    • 1986
  • The purpose of this study is to analyse the risk and uncertainty involved in the capital budgeting which is executed in long periods and requires massive capital expenditure. Under risk and uncertainty conditions, the estimates in the capital budgeting are random variables rather than known constants. Two approaches have emerged in performing economic analysis that explicitly incorporate risk and uncertainty conditions in the analysis. One approach is to develop a descriptive model which describes the economic performance of an individual investment alternative. But no recomendation would be forthcoming from the model. Rather, the decision-maker would be furnished descriptive information concerning each alternative; the final choice among the alternatives would required a separate action. The second approach is to develop a normative model which includes an objective function to be maximized or minimized. The output from the model prescribes the course of action to be taken. Owing to the fact that the normative approach considers the fitness of criteria for decision-making its reasonableness looks better. But it is almost imposible that we correctly and easily derive the individuals' utility function. So within we recognize the limits of the descriptive methods, it is more practicle to analyse the investment alternatives by sensitivity analysis.

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랜덤 포레스트 알고리즘을 활용한 수학 서술형 자동 채점 (Automatic scoring of mathematics descriptive assessment using random forest algorithm)

  • 최인용;김화경;정인우;송민호
    • 한국수학교육학회지시리즈A:수학교육
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    • 제63권2호
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    • pp.165-186
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    • 2024
  • 학교 현장과 대규모 평가에서 서술형 문항 도입을 지원하기 위한 방안 중 하나로 인공지능 기반의 자동 채점 기술이 주목받고 있음에도 불구하고, 수학 교과에서는 타 교과에 비해 이에 대한 기초 연구가 부족한 상황이다. 이에 본 연구는 중학교 1학년 수학 서술형 문항 두 개를 대상으로 랜덤 포레스트 알고리즘을 활용하여 자동 채점 모델을 개발하고 그 성능을 평가하였다. 연구 결과, 두 문항에 대한 최종 모델의 평가요소별 정확도는 각각 0.95-1.00, 0.73-0.89의 범위로 나타났으며, 이는 타 교과에 비해 상대적으로 높은 수준이다. 데이터의 양을 고려한 평가 범주 설정의 중요성을 확인하였으며, 수학 교육전문가에 의한 텍스트 전처리와 데이터 특성에 맞는 벡터화 방법의 선택이 모델의 성능 및 해석 가능성을 향상시키는 데 기여하였다. 또한, 현실적 한계로 인해 균형적인 데이터 수집이 어려운 상황에서 오버샘플링이 성능을 보완하는 유용한 방법임을 확인하였다. 교육적 활용도를 높이기 위해, 랜덤 포레스트 기반 모델에서 도출된 특성 중요도를 활용하여 피드백과 같이 교수-학습에 유용한 정보를 생성하는 추가 연구가 필요하다. 본 연구는 수학 서술형 자동 채점에 관한 기초 연구로서 의미가 있으며, 인공지능 전문가와 수학교육 전문가 간의 긴밀한 협력을 통해 다양한 후속 연구가 진행될 필요가 있다.

Stochastic response spectra for an actively-controlled structure

  • Mochio, Takashi
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.179-191
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    • 2009
  • A stochastic response spectrum method is proposed for simple evaluation of the structural response of an actively controlled aseismic structure. The response spectrum is constructed assuming a linear structure with an active mass damper (AMD) system, and an earthquake wave model given by the product of a non-stationary envelope function and a stationary Gaussian random process with Kanai-Tajimi power spectral density. The control design is executed using a linear quadratic Gaussian control strategy for an enlarged state space system, and the response amplification factor is given by the combination of the obtained statistical response values and extreme value theory. The response spectrum thus produced can be used for simple dynamical analyses. The response factors obtained by this method for a multi-degree-of-freedom structure are shown to be comparable with those determined by numerical simulations, demonstrating the validity and utility of the proposed technique as a simple design tool. This method is expected to be useful for engineers in the initial design stage for structures with active aseismic control.

Real-time collision-free landing path planning for drone deliveries in urban environments

  • Hanseob Lee;Sungwook Cho;Hoon Jung
    • ETRI Journal
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    • 제45권5호
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    • pp.746-757
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    • 2023
  • This study presents a novel safe landing algorithm for urban drone deliveries. The rapid advancement of drone technology has given rise to various delivery services for everyday necessities and emergency relief efforts. However, the reliability of drone delivery technology is still insufficient for application in urban environments. The proposed approach uses the "landing angle control" method to allow the drone to land vertically and a rapidly exploring random tree-based collision avoidance algorithm to generate safe and efficient vertical landing paths for drones while avoiding common urban obstacles like trees, street lights, utility poles, and wires; these methods allow for precise and reliable urban drone delivery. We verified the approach within a Gazebo simulation operated through ROS using a six-degree-of-freedom drone model and sensors with similar specifications to actual models. The performance of the algorithms was tested in various scenarios by comparing it with that of stateof-the-art 3D path planning algorithms.

진술선호에 미치는 잠재 심리변수의 영향: 초이스모델링에서 심리변수의 역할 (The Impact of Latent Attitudinal Variables on Stated Preferences : What Attitudinal Variables Can Do for Choice Modelling)

  • 최성록
    • 자원ㆍ환경경제연구
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    • 제16권3호
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    • pp.701-721
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    • 2007
  • 진술선호법(stated preference methods)을 이용하는 비시장가치 연구의 핵심과제는 응답자 이질성(heterogeneity)에 대한 대응이라 해도 과언이 아니다. 기존 연구에서 이를 위해 사용되는 두 가지 접근법은 (1) 사회경제변수와 같은 응답자 특성변수를 간접효용함수에 포함시키는 것과 (2) 변수 추정치의 분산을 허용하는 mixed legit이나 probit과 같은 일반화된 모델을 적용하는 것이다. 본 연구에서는 심리태도변수(attitudinal variables)를 특성변수로서 사용하는 세 번째 접근법을 제시하고 검증하였다. 심리태도 변수는 초이스 모델링 연구에서 설명변수와 분할 지표변수(segmentation criteria)로 적용되었다. 연구결과에 의하면 심리태도변수는 모델의 신뢰성과 속성 변수 추정치뿐만이 아니라 지불의사액에도 영향을 주는 것으로 나타났다.

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Robust Design Method for Complex Stochastic Inventory Model

  • Hwang, In-Keuk;Park, Dong-Jin
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 1999년도 춘계공동학술대회:정보화시대의 지식경영
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    • pp.426-426
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    • 1999
  • ;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.

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직업성 전자장 노출과 백혈병 발생에 관한 메타분석 (Relationship between Occupational Electromagnetic Field Exposure and Leukemia : A Meta-Analysis)

  • 김윤신;송혜향;홍승철;조용성
    • Journal of Preventive Medicine and Public Health
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    • 제33권1호
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    • pp.125-133
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    • 2000
  • Objectives : This study uses meta-analysis methodology to examine the statistical consistency and importance of random variation among results of epidemiologic studies of occupational electromagnetic field exposure and leukemia. Methods : Studies for this meta-analysis were identified from previous reviews and by asking researcher active in this field for recommendations. Overall, 27 studies of occupational electromagnetic field exposures and leukemia were reviewed. A variety of meta-analysis statistical methods have been used to assess combined effects, to identify heterogeneity, and to provide a single summary risk estimate based on a set of simiar epidemiologic studies. In this study, classification of exposure metircs on occupational epidemiologic studies are reported for (1) job classification (20 individual studies); (2) leukemia subtypes (13 individual studies); and (3) country (27 individual studies). Results : Results of this study, an inverse-variance weighted pooling of all the data leads to a small but significant elevation in risk of f 1% (OR=1.11, 95% CI : $1.06\sim1.16$) among 27 occupational epidemiologic studies. Publication bias was assessed by the 'fail-safe n' that may be not influence for all combined results exception a few categories, ie, 'power station operators' and 'electric utility workers' by job classification on occupational study. And ail combined odds ratio results were similar for fixed-effects models and random-effects models, with slightly higher risk estimates for the random-effects model in situations where there was significant heterogeneity, ie, Q-statistic significant (p<.05). Conclusions : We found a small elevation in risk of leukemia, but the ubiquitous nature of exposure to electromagnetic fields from workplace makes even a weak association a public health issue of substantial power to influence the present overall conclusion about relationship between electromagnetic fields exposure and leukemia.

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금전계수 도출을 위한 경제학적 방법론 연구 (A Study on Economic Methodology for Deriving Money Coefficients)

  • 백민희
    • 방사선산업학회지
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    • 제17권1호
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    • pp.111-118
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    • 2023
  • The International Commission on Radiological Protection (ICRP) 103 recommends a cost-benefit analysis method as an auxiliary tool for scientific and rational decision-making for the principle of optimization of radiological protection. In order to conduct a cost-benefit analysis, the safety improvement of nuclear power by regulation must be measured and converted into monetary terms. The improvement of nuclear safety can be measured by reducing the radiation exposure dose of the people, and it is necessary to determine the coefficient to convert the radiation exposure dose into money. The monetary coefficient is calculated as the product of the statistical life value (VSL) and the nominal risk coefficient. In order to derive the monetary coefficient, the willingness to pay (WTP) can be estimated using the contingent valuation method (CVM), which quantifies the value of non-market goods by converting them into monetary units. WTP can be estimated based on the random utility model, which is the basic model for bivariate selection type conditional value measurement data. Statistical life value can be calculated using the estimated WTP and reduction in early mortality, and a monetary coefficient can be derived.

Functional Genomics Approach Using Mice

  • Sung, Young-Hoon;Song, Jae-Whan;Lee, Han-Woong
    • BMB Reports
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    • 제37권1호
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    • pp.122-132
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    • 2004
  • The rapid development and characterization of the mouse genome sequence, coupled with comparative sequence analysis of human, has been paralleled by a reinforced enthusiasm for mouse functional genomics. The way to uncover the in vivo function of genes is to analyze the phenotypes of the mutant animals. From this standpoint, the mouse is a suitable and valuable model organism in the studies of functional genomics. Therefore, there have been enormous efforts to enrich the list of the mutant mice. Such a trend emphasizes the random mutagenesis, including ENU mutagenesis and gene-trap mutagenesis, to obtain a large stock of mutant mice. However, since various mutant alleles are needed to precisely characterize the role of a gene in vivo, mutations should be designed. The simplicity and utility of transgenic technology can satisfy this demand. The combination of RNA interference with transgenic technology will provide more opportunities for researchers. Nevertheless, gene targeting can solely define the in vivo function of a gene without a doubt. Thus, transgenesis and gene targeting will be the major strategies in the field of functional genomics.

가족계획사업이 가족 및 생활주기에 미치는 영향 (The Impact of Family Planning Programme on the Family and Its Life Cycle with Reference to ESCAP Region(Areas of Data Analysis and Studies))

  • Bang, Sook
    • 한국인구학
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    • 제11권1호
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    • pp.185-196
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    • 1988
  • 광역도시내 대도시와 신도시는 경제적인 유기체임에도 불구하고 임의적인 행정구역으로 분할되어 있다. 이 결과 대도시는 신도시 주민들을 위하여 막대한 재원을 투자하여 도시기반시설을 건설하여야 하나, 상주인구의 감소로 재원부족이라는 어려움에 빠지게 된다. 본 연구는 1990년 미국 센서스 1% 자료를 이용하여 53개 광역도시내 인구이동을 분석하여 대도시가 도시기반시설에 투자를 하면 할수록 신도시로 대도시 인구가 빠져나가는 "신도시 주민의 대도시 찰취가설"을 입증하였다. 결국 광역도시내에 상이한 지방정부가 존재하는 경우 지방정부서비스 공급은 티부이론이 제시하는 효율성을 달성하지 못하기 때문에 광역도시내 정부 서비스의 공급은 사무엘슨 방식의 통합적 제공이 필요하다. 제공이 필요하다.

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