• 제목/요약/키워드: Target Rate

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애널리스트 목표가를 활용한 최적 투자의사결정 방안에 관한 연구 (Optimization of Investment Decision Making by Using Analysts' Target Prices)

  • 조수지;김흥규;이기광
    • 산업경영시스템학회지
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    • 제43권4호
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    • pp.229-235
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    • 2020
  • Investors aim to maximize the return rate for their own investment, utilizing various information as possible as they can access. However those investors, especially individual investors, have limitations of interpretation of the domain-specific information or even the acquisition of the information itself. Thus, individual investors tend to make decision affectively and frequently, which may cause a loss in returns. This study aims to analyze analysts' target price and to suggest the strategy that could maximize individual's return rate. Most previous literature revealed that the optimistic bias exists in the analysts' target price and it is also confirmed in this study. In this context, this study suggests the upper limit of target rate of returns and the optimal value named 'alpha(α)' which performs the adjustment of proposed target rate to maximize excess earning returns eventually. To achieve this goal, this study developed an optimization problem using linear programming. Specifically, when the analysts' proposed target rate exceeds 30%, it could be adjusted to the extent of 59% of its own target rate. As apply this strategy, the investors could achieve 1.2% of excess earning rate on average. The result of this study has significance in that the individual investors could utilize analysts' target price practically.

차등서비스 네트워크의 AF 서비스를 위한 공정한 대역분배 기법 (A Fair Bandwidth Distribution Mechanism for the AF Service in a Diffserv Network)

  • 모상덕;정광수
    • 한국정보과학회논문지:정보통신
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    • 제32권6호
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    • pp.732-744
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    • 2005
  • 차등서비스 네트워크(Diffserv Network)의 AE 서비스(Assured Forwarding Service)에 대한 기존 연구는 전송률 분배에서 RTT(Round Trip Time), 목표 전송률(Target Rate), UDP의 영향 등에 대한 고려가 부족하며, UPN(Under-Provisioned Network) 상황에서는 최선형 서비스처럼 동작하는 문제가 있다. 본 논문에서는 이러한 문제를 해결하기 위하여 tmTRA3CM(tcp-microflow based Target rate and RTT Aware Three Color Marker), um3CM(udp-microflow based Three Color Marker), TRBD(Target Rate Based Dropping) 기법 및 목표 전송률 조정함수 등으로 구성되는 PFDSA (Proportionally Fair Differentiated Service Architecture)를 제안하였다. ns 시뮬레이터를 이용한 PFDSA와 기존 방식들의 비교 분석 결과, 제안한 PFDSA는 RTT 및 UDP 영향 제거, 목표 전송률에 비례하는 대역분배 및 UPN 상황에서의 공평한 대역분배 기능이 기존 방식에 비해 우수함을 확인할 수 있었다.

Efficient Target Bit Allocation Scheme in a Rate-Distortion Sense

  • Lee, W.Y.;Ra, J.B.
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 1997년도 Proceedings International Workshop on New Video Media Technology
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    • pp.31-36
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    • 1997
  • Bit allocation is a critical problem in video encoding such as MPEG. To improve the quality of the reconstructed sequence for a given bit rate, the assigned target bits for a group of pictures (GOP) must be allocated to each picture efficiently. In this paper, we derive a target bit allocation algorithm for more efficient rate control, by assuming that the average rate-distortion curve for an input source is logarithmic. This target bit allocation is based on Shannon's rate-distortion theory, which deals with the minimization of source distortion subject to a channel rate constraint. Simulation results show that the proposed target bit allocation algorithm provides better performance than the one in MPEG-2 Test Model 5 (TM5).

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차등 서비스 네트워크에서 AF 서비스의 공평성 향상 기법 (A Mechanism to Improve the Fairness of the AF Service in Diffserv Network)

  • 모상덕;정광수
    • 한국정보과학회논문지:정보통신
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    • 제31권5호
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    • pp.469-481
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    • 2004
  • 차등 서비스 네트워크(Diffserv network)의 AF 서비스(Assured Forwarding Service)에 대한 기존 연구는 RTT(Round Trip Time), 목표 전송률(CTR: Committed Target Rate), TCP에 대한 UDP의 영향에 따른 전송률 분배의 공평성에 대한 고려가 부족하다. 본 논문에서는 기존 연구에서의 문제점들을 개선한 TRA3CM(Target rate and RTT Aware 3 Color Marker) 기법 및 TRBD(Target Rate Based Dropping) 기법을 이용하는 FDSA(Fair Differentiated Service Architecture) 구조를 제안한다. TRA3CM 및 TRBD 기법은 RTT, 목표 전송률, UDP 플로우 등을 고려한 마킹 및 패킷 폐기 기능을 제공하여 집합 플로우들 사이에 공평하게 전송률을 분배할 수 있다. ns 시뮬레이터를 이용하여 기존 방식들과 비교한 결과 제안한 TRA3CM 및 TRBD 기법은 RTT, 목표 전송률 및 UDP를 고려한 공평한 대역분배 기능이 기존 방식에 비해 우수함을 확인할 수 있었다.

적외선 주사 영상에서 소형 표적의 탐지 및 추적을 위한 신뢰성 있는 측정치 선택 기법 (Reliable Measurement Selection for The Small Target Detection and Tracking in The IR Scanning Images)

  • 양유경;김성호
    • 한국군사과학기술학회지
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    • 제11권1호
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    • pp.75-84
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    • 2008
  • A new automatic small target detection and tracking algorithm for the real-time IR surveillance system is presented. The automatic target detection and tracking algorithm of the real-time systems, requires low complexity and robust tracking performance in the cluttered environment. Linear-array and parallel-scan IR systems usually suffer from severe scan noise caused by the detector non-uniformity. After the spatial filtering and thresholding, this scan noise still remains as high amplitude clutter which degrades the target detection rate and tracking performance. In this paper, we propose a new feature which consists of area and validity information of a measurement. By adopting this feature to the measurements selection and track confirmation, we can increase the target detection rate and reduce both the track loss rate and false track rate. From the experimental results, we can validate the feasibility of the proposed method in the noisy IR images.

EPR 신규 대상품목의 장기 재활용목표율 재산정에 관한 연구 (A Study on Recalculation of the Long-Term Recycling Rate of New EPR Target Items)

  • 이희남;최윤정
    • 대한안전경영과학회지
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    • 제13권4호
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    • pp.193-199
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    • 2011
  • In the past annual recycling obligation rate calculation of Extended Producer Responsibility (EPR) system, it was difficult to operate the system efficiently, because responsible producers passively participated in the scheme only bent on achieving annual obligation without long-term plan. Thus, a new scheme of long-term recycling obligation rate began to be established every five year from 2008 in order to give the basis for the notice of annual specific operation standard and recycling obligation, thereby helping responsible producers to make a preparation with a plan and giving expectation of active operation of the scheme. However, in the operation of long-term recycling target program, while the development of prediction models and the evaluation for existing items has been conducted in various ways, applications for a new target items and the evaluation are quite insufficient. Therefore, in this study, problems in implementing long-term recycling goal of new target items will be examined, and more objective and rational long-term recycling rate calculation and the operation standard will be proposed. Thus, the long-term recycling target will play a role as a pacemaker to steadily improve the recycling performance of target items, and responsible producers will be expected to increase the achievement with the realistic capacity.

차등 서비스 네트워크의 확신 서비스에서 공평성 향상을 위한 3색 마킹 메커니즘 (A Three-Color Marking Mechanism for Fairness Improvement in the Assured Service of the Diffserv Network)

  • 모상덕;정광수
    • 한국정보과학회논문지:정보통신
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    • 제30권6호
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    • pp.764-775
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    • 2003
  • 차등 서비스 네트워크(Diffserv network)의 확신 서비스(Assured Service)에 대한 기존 연구는 TCP 플로우의 RTT(Round Trip Time) 및 계약한 목표 전송률(CTR: Committed Target Rate)에 따른 전송률 분배의 공평성에 대한 고려가 부족하다. 본 논문에서는 기존 연구에서의 문제점들을 개선한 TRA3CM(Target rate and RTT Aware 3 Color Marker) 메커니즘을 제안한다. TRA3CM에서는 평균 전송률을 예측하기 위한 시간 창 길이로 RTT를 이용하며, 3색 마킹을 제공하고, RTT와 목표 전송률을 동시 고려하여 집합 플로우들 사이에 공평하게 전송률을 분배할 수 있다. 또한 under-provisioned 네트워크에서도 RTT의 영향을 완화시켜 집합 플로우들 사이에 공평성을 보장하고 있다. 기존 방식들과 비교한 결과 제안한 TRA3CM은 RTT의 영향을 완화시키는 데 있어 좋은 성능을 보이며, 목표 전송률에 비례하는 전송률 제공에서도 우수한 성능을 확인할 수 있었다.

수질오염총량제 시행 이후 낙동강수계 41개 지점의 BOD와 T-P의 목표수질과 초과율의 공간변화 분석 (A Study on the Spatial Variation of Target Water Quality and Excess Rate at 41 Stations in Nakdong River Basin after the Total Maximum Daily Loads)

  • 조현경;곽은태;김상민
    • 한국농공학회논문집
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    • 제62권6호
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    • pp.97-109
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    • 2020
  • The objective of this study was to assess spatial variation of the target water quality criteria and excess rate in Nakdong river basin after the Total Maximum Daily Loads (TMDLs). For this, 41 total water quality monitoring stations were selected BOD and T-P data were collected from 2003 to 2019. The annual average water quality of BOD and T-P were calculated and compared with the target water quality for each stations by peroid. As a result of analyzing the BOD, Kumho A, Nakbon F, Namgang D, Miryang B, Wicheon B and Hoecheon A exceeded the target water quality criteria for two consecutive times. For T-P, Nakbon N, Naeseung B, Miryang A, Hwanggang A and Hoecheon A exceeded the target water quality criteria twice in a row. In the case of T-P, the target water quality excess rate was relatively low after the TMDLs implementation compared to before the TMDLs implementation. However, in the case of BOD, there was no difference in the target water quality excess rate before and after TMDLs. As a result, the overall annual average water quality shows a decreasing trend, but it is necessary to manage the water quality for the Nakdong river basin that exceed the target water quality.

차량 충돌 방지 시스템을 위한 선형 순환 표적 추정기 설계 (Design of Linear Recursive Target State Estimator for Collision Avoidance System)

  • 한슬기;나원상;황익호;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2011년도 제42회 하계학술대회
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    • pp.1740-1741
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    • 2011
  • This paper proposes a new linear recursive target state estimator for automotive collision warning system. The target motion is modeled in Cartesian coordinate system while the radar measurements such as range, line-of-sight angle and range rate are obtained in polar coordinate system. To solve the problem by nonlinear relation between these two coordinate system, a practical linear filter design scheme employing the predicted line-of-sight Cartesian coordinate system (PLCCS) is proposed. Especially, PLCCS can effectively incorporate range rate measurements into target tracking system. It is known that the utilization of range rate measurements enables the improvement of target tracking performance. Moreover, PLCCS based target tracking system is implemented by linear recursive filter structure and hence is more suitable scheme for the development of reliable collision warning system. The performance of the proposed method is demonstrated by computer simulations.

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Lyapunov함수의 목표 변화율을 이용한 가진된 건물의 슬라이딩 모드 제어 (Sliding Mode Control with Target Variation Rate of Lyapunov Function for Seismic-Excited Structures)

  • 이상현
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2001년도 춘계학술대회 논문집
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    • pp.163-171
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    • 2001
  • This paper presents sliding mode control(SMC) method using target variation rate of Lypunov Function. SMC keeps the response of structure in sliding surface where structure is stable. It can design both linear controller and bang-bang controller. Linear control of previous research, however, can not make most of the performance of controller, because it is designed to satisfy the condition that the variation rate of Lyapunov function is minus. Also, incase of bang-bang controller, unnecessary large control force is generated. Presented method can utilize the capacity of controller efficiently by prescribing the target variation rate of Lyapunov function. Numerical simulation results indicate that the presented control methods can reduce the peak response larger than linear control, and it has control performance equivalent to bang-bang control.

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