• 제목/요약/키워드: Suboptimal

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한국주식시장(韓國株式市場)에서의 역행투자(逆行投資) 성과(成果)에 관한 실증적(實證的) 연구(硏究) (An Empirical Study on the Performance of Contrarian Investment in Korea Stock Market)

  • 감형규
    • 재무관리연구
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    • 제16권2호
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    • pp.157-178
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    • 1999
  • 본 연구는 B/M, E/P, C/P, S/P 등이 높은 주식(가치주)을 매입하는 전락, 즉 역행투자전략 또는 가치전략의 투자성과가 B/M, E/P, C/P, S/P 등이 낮은 주식(성장주)을 매입하는 전략, 즉 성장전략의 투자성과보다 높게 나타나는지를 확인하고 그 원인을 살펴보았다. 실증분석결과에 의하면 가치주에 투자하는 역행투자전략의 투자성과는 지속적으로 크게 나타나며, 통계적으로도 유의한 것으로 나타났다. 한편, 가치주의 위험도는 성장주에 비해 상대적으로 높게 나타나고 있으나, 그 위험차이에 의해 높은 수익률차이를 설명할 수 없는 것으로 보인다. 결론적으로 가치주를 매입하는 전략, 즉 역행투자전략에 의해서 높은 투자성과를 얻을 수 있으며, 이는 위험보다는 투자자들의 비합리적인 부분최적화 행동(suboptimal behavior)에 기인한 것으로 판단된다.

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Theory and Design of Near-Optimal MIMO OFDM Transmission System for Correlated Multipath Rayleigh Fading Channels

  • Hung, Kun-Chien;Lin, David W.
    • Journal of Communications and Networks
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    • 제9권2호
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    • pp.150-158
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    • 2007
  • We consider channel-coded multi-input multi-output (MIMO) orthogonal frequency-division multiplexing (OFDM) transmission and obtain a condition on its signal for it to attain the maximum diversity and coding gain. As this condition may not be realizable, we propose a suboptimal design that employs an orthogonal transform and a space-frequency interleaver between the channel coder and the multi-antenna OFDM transmitter. We propose a corresponding receiving method based on block turbo equalization. Attention is paid to some detailed design of the transmitter and the receiver to curtail the computational complexity and yet deliver good performance. Simulation results demonstrate that the proposed transmission technique can outperform the conventional coded MIMO OFDM and the MIMO block single-carrier transmission with cyclic prefixing.

비대칭형 유압 실린더를 사용한 능동 현가 시스템의 RBF 신경회로망을 이용한 제어기 설계 (Nonlinear Control of Active Suspensions using RBF Network with Asymmetric Hydraulic Cylinder)

  • 장유진;김상우
    • 대한전기학회논문지:전력기술부문A
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    • 제48권5호
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    • pp.593-600
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    • 1999
  • This paper suggests a suboptimal control scheme of an active suspension system with an asymmetric hydraulic cylinder. In this paper a quarter car model including a nonlinear actuator dynamics is used. A feedback linearization technique is applied to obtain a linear model. An LQ regulator is designed with the linear model to keep robustness against sprung mass variation. The gain of the LQ regulator which depends on the damping coefficient of the damper is calculated by using an RBF neural network for real time application. The improvement achieved with our design is illustrated through comparative simulations.

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Efficient Maximum-Likelihood and Sub-optimal Decoders

  • Le, Minh-Tuan;Pham, Van-Su;Mai, Linh;Yoon, Giwan
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2005년도 추계종합학술대회
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    • pp.110-116
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    • 2005
  • In this paper, a low-complexity ML decoder based on QR decomposition, called LCMLDec decoder, is proposed for the V-BLAST with 2 transmit antennas. Then, it is combined with other suboptimal interference nulling and cancelling decoders originated form QR decomposition such as sorted QR or MMSE-SQRD decoder to generate efficient decoders that significantly improve the performance of the V_BLAST with more than 2 transmit antennas, at the expense of a small increase in complexity. Simulation results are provided to demonstrate the performances and complexities of the proposed decoders.

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On the (n, m, k)-Cast Capacity of Wireless Ad Hoc Networks

  • Kim, Hyun-Chul;Sadjadpour, Hamid R.;Garcia-Luna-Aceves, Jose Joaquin
    • Journal of Communications and Networks
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    • 제13권5호
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    • pp.511-517
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    • 2011
  • The capacity of wireless ad-hoc networks is analyzed for all kinds of information dissemination based on single and multiple packet reception schemes under the physical model. To represent the general information dissemination scheme, we use (n, m, k)-cast model [1] where n, m, and k (k ${\leq}$ m) are the number of nodes, destinations and closest destinations that actually receive packets from the source in each (n, m, k)-cast group, respectively. We first consider point-to-point communication, which implies single packet reception between transmitter-receiver pairs and compute the (n, m, k)-cast communications. Next, the achievable throughput capacity is computed when receiver nodes are endowed with multipacket reception (MPR) capability. We adopt maximum likelihood decoding (MLD) and successive interference cancellation as optimal and suboptimal decoding schemes for MPR. We also demonstrate that physical and protocol models for MPR render the same capacity when we utilize MLD for decoding.

기동 표적 추적을 위한 일반화된 입력 추정 기법 (Generalized input estimation for maneuvering target tracking)

  • 황익호;이장규;박용환
    • 대한전기학회논문지
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    • 제45권1호
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    • pp.139-145
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    • 1996
  • The input estimation method estimates maneuvering input acceleration in order to track a maneuvering target. In this paper, the optimal input estimator is derived by choosing the MAP hypothesis among maneuvering input transition hypotheses under the assumption that a maneuvering input acceleration is a semi-Markov process. The optimal input estimation method cannot be realized because the optimal filter should consider every maneuver onset time hypothesis from filter starting time to current time which increase rapidly. Hence the suboptimal filter using a sliding window is proposed. Since the proposed method can consider all hypotheses of input transitions inside the window, it is general enough to include Bogler's input estimation method. Simulation results show, however, that we can obtain a good performance even when the filter considering just one input transition in the window is used. (author). 9 refs., 3 figs., 1 tab.

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Adaptive Firefly Algorithm based OPF for AC/DC Systems

  • Babu, B. Suresh;Palaniswami, S.
    • Journal of Electrical Engineering and Technology
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    • 제11권4호
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    • pp.791-800
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    • 2016
  • Optimal Power Flow (OPF) is an important operational and planning problem in minimizing the chosen objective functions of the power systems. The recent developments in power electronics have enabled introduction of dc links in the AC power systems with a view of making the operation more flexible, secure and economical. This paper formulates a new OPF to embrace dc link equations and presents a heuristic optimization technique, inspired by the behavior of fireflies, for solving the problem. The solution process involves AC/DC power flow and uses a self adaptive technique so as to avoid landing at the suboptimal solutions. It presents simulation results of IEEE test systems with a view of demonstrating its effectiveness.

단일톤 간섭제거를 위한 다단반송파 DS/DPSK 시스템의 성능분석 (Analysis of Multicarrier DS/DPSK Systems with Single Tone Interference Rejection)

  • 엄종선;김동인
    • 한국통신학회논문지
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    • 제22권4호
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    • pp.761-770
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    • 1997
  • Narrowband signals can be treated like a single tone interference at the receiver which demodulates wideband signals spectrum overlaid at the same frequency band. In this paper, the single tone interference is effectively suppressed by the use of a multicarrier DPSK direct-sequence(DS) spread spectrum(SS) with maximal-ratio(MR) combining instead of notch filter, which is hard to implement. A noncoherent DPSK system is considered because it is more realizable and does not require any complicate phase tracking, compared with a single carrier system subject to a constraint system bandwidth, and their performance comparisons are validated through simulation. We also propose a suboptimal-ratio(SR) combining which yields uniform and tight low bound on the performance of the MR combining, and then system parameters re optimized by theoretically evaluating the low bound, since an exact analysis appears intractable.

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Dual Detection-Guided Newborn Target Intensity Based on Probability Hypothesis Density for Multiple Target Tracking

  • Gao, Li;Ma, Yongjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권10호
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    • pp.5095-5111
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    • 2016
  • The Probability Hypothesis Density (PHD) filter is a suboptimal approximation and tractable alternative to the multi-target Bayesian filter based on random finite sets. However, the PHD filter fails to track newborn targets when the target birth intensity is unknown prior to tracking. In this paper, a dual detection-guided newborn target intensity PHD algorithm is developed to solve the problem, where two schemes, namely, a newborn target intensity estimation scheme and improved measurement-driven scheme, are proposed. First, the newborn target intensity estimation scheme, consisting of the Dirichlet distribution with the negative exponent parameter and target velocity feature, is used to recursively estimate the target birth intensity. Then, an improved measurement-driven scheme is introduced to reduce the errors of the estimated number of targets and computational load. Simulation results demonstrate that the proposed algorithm can achieve good performance in terms of target states, target number and computational load when the newborn target intensity is not predefined in multi-target tracking systems.

천식이 예방접종 후 항체 형성에 미치는 영향 (Asthma has an adverse effect on the production of antibody to vaccines)

  • 신윤호
    • Allergy, Asthma & Respiratory Disease
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    • 제6권6호
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    • pp.279-283
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    • 2018
  • Asthma is considered a chronic inflammatory airway disease. Mounting evidence reports that patients with asthma are at significantly higher risk of developing communicable diseases such as invasive pneumococcal disease, Haemophilus influenza, varicella, measles, pertussis and tetanus. While impaired innate immunity may play a role in increased risk of developing these infections, suboptimal adaptive immune responses have also been reported to play a role in asthmatic subjects with regard to increased risk of infections. This review discusses the currently underrecognized immunological effect of asthma on antibody to vaccines and recommends that clinicians be aware of less optimal antibody production in response to vaccines in subjects with asthma.