• 응용통계연구
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• 제23권1호
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• pp.49-61
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• 2010

금융시계열 변동성의 의존성(dependency)은 멱변환된 절대수익률의 자기상관함수를 이용하여 측정할 수 있다. 이때, 절대수익률의 자기상관이 제곱수익률의 자기상관보다 더 강하게 나타나는 성질을 Taylor 성질이라고 한다. 본 논문에서는 여러 가지 국내 금융시계열 자료에 대하여 absolute-value GARCH(1,1)(AVGARCH(1,1)) 모형을 적합하고, Haas (2009)가 제안한 방법을 이용하여 Taylor 성질의 존재여부에 대하여 살펴보았다.

• The Journal of Asian Finance, Economics and Business
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• 제4권3호
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• pp.57-73
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• 2017

In the current competitive marketplace of real estate business, tenant satisfaction measurement is one of the important indicators to monitor competitiveness in industrial property development. It has become an industry standard to measure tenant satisfaction, commonly called customer satisfaction. Customer satisfaction has become the widely used metric to manage customer loyalty (Keiningham, Gupta, Aksoy, & Buoye, 2014). The aim of this research is to determine the impact of property management services on tenants' satisfaction with the three identified variables i.e. facility management, perceived quality and lease management. Structural equation modeling (SEM) is applied to build constructs and test the hypotheses with the collected survey samples. Of the three variables, facility management is the most influential factor that leads to tenant satisfaction with industrial buildings. Next, perceived quality is another important factor that contributes to tenants' pleasure. Compared with these two, lease management fares worse, having the least extensive effect on tenant satisfaction, and could be disregarded. The ultimate impact of tenant satisfaction is about tenant retention and recommendation. The overall findings of this research will potentially help real estate developers to develop a better property management system, leasing program and tenant retention strategy.

• Kyungpook Mathematical Journal
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• 제56권4호
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• pp.1179-1189
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• 2016

We provide a combination of the forward Euler method and the trapezoidal quadrature rule leads to a two-step conservative numerical method which possesses TV-stable property together with consistency.

• 한국정밀공학회지
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• 제17권8호
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• pp.78-86
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• 2000

This study identified a linear time-invariant mathematical model of each stand of a five-stand tandem cold mill. Two model identification methods are applied to construct a linear model of each stand of the tandem cold mill. For the model identification the input-output data that have interstand interference property in tandem cold rolling are obtained from a nonlinear simulator of the tandem cold mill. And a linear model of each stand is identified with N4SD(numerical algorithms for subspace state space system identification) method based on a state-space model and Least Square algorithm based on a transfer function. Furthermore a modeling error of the tandem cold mill is quantitatively analyzed from a maximum singular value plot of error function between an identified nominal model and uncertain model. In conclusion the comparison of the output signals between the existing Taylor linearized model the identified linear model and the nonlinear model of the tandem cold mill shows the accuracy and the applicability of the proposed identified model.

• 충청수학회지
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• 제37권1호
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• pp.27-40
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• 2024

In this paper, we consider the higher-order HartreeFock equations. The higher-order linear Schrödinger equation was introduced in [5] as the formal finite Taylor expansion of the pseudorelativistic linear Schrödinger equation. In [13], the authors established global-in-time Strichartz estimates for the linear higher-order equations which hold uniformly in the speed of light c ≥ 1 and as their applications they proved the convergence of higher-order Hartree-Fock equations to the corresponding pseudo-relativistic equation on arbitrary time interval as c goes to infinity when the Taylor expansion order is odd. To achieve this, they not only showed the existence of solutions in L² space but also proved that the solutions stay bounded uniformly in c. We address the remaining question on the convergence of higherorder Hartree-Fock equations when the Taylor expansion order is even. The distinguished feature from the odd case is that the group velocity of phase function would be vanishing when the size of frequency is comparable to c. Owing to this property, the kinetic energy of solutions is not coercive and only weaker Strichartz estimates compared to the odd case were obtained in [13]. Thus, we only manage to establish the existence of local solutions in H^s space for s > $\frac{1}{3}$ on a finite time interval [-T, T], however, the time interval does not depend on c and the solutions are bounded uniformly in c. In addition, we provide the convergence result of higher-order Hartree-Fock equations to the pseudo-relativistic equation with the same convergence rate as the odd case, which holds on [-T, T].

• 한국공작기계학회논문집
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• 제15권3호
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• pp.8-16
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• 2006

This paper discusses design sensitivity analysis and its application to a structural dynamics modification. Eigenvalue derivatives are determined with respect to the element parameters, which include intrinsic property parameters such as Young's modulus, density of the material, diameter of a beam element, thickness of a plate element, and shape parameters. Derivatives of stiffness and mass matrices are directly calculated by derivatives of element matrices. The first and the second order derivatives of the eigenvalues are then mathematically derived from a dynamic equation of motion of FEM model. The calculation of the second order eigenvalue derivative requires the sensitivity of its corresponding eigenvector, which are developed by Nelson's direct approach. The modified eigenvalue of the structure is then evaluated by the Taylor series expansion with the first and the second derivatives of eigenvalue. Numerical examples for simple beam and plate are presented. First, eigenvalues of the structural system are numerically calculated. Second, the sensitivities of eigenvalues are then evaluated with respect to the element intrinsic parameters. The most effective parameter is determined by comparing sensitivities. Finally, we predict the modified eigenvalue by Taylor series expansion with the derivatives of eigenvalue for single parameter or multi parameters. The examples illustrate the effectiveness of the eigenvalue sensitivity analysis for the optimization of the structures.

• Journal of Contemporary Eastern Asia
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• 제20권2호
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• pp.63-84
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• 2021

The present study was conducted to understand the turmoil effects of COVID-19 pandemic on the Malaysian stock market during the different periods of the Movement Control Order (MCO). The present study was based on the secondary data extracted from the DataStream and Bloomberg from 2nd January 2020 to 29th May 2020 to evaluate the effects of COVID-19 pandemic on the Malaysian stock market. The findings suggested that during the different periods of the Movement Control Order (MCO) from the 1st January to 29th May 2020, the COVID-19 pandemic adversely affected the performance of KLCI index and all sectoral indices. The weakest performance indices were energy, property, and finance while the least affected indices were healthcare, technology, telecommunications, and media. This paper provides a review of the impacts of COVID-19 pandemic on the Malaysian stock market throughout the different periods of MCO.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2005년도 춘계학술대회 논문집
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• pp.485-488
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• 2005

Most metals are polycrystalline material whose deformation is dominated by the slip system. During the deformation process, orientation of slip systems is rearranged with preferred orientations, leading to deformation-induced crystallographic texture which is called deformation texture. Depending on the texture development, the property of material can be changed. The rate-independent crystal plasticity which is based on the Schmid law as a yield function causes a non-uniqueness in the choice of active slip systems. In this work, to avoid the slip system ambiguity problem, rate-independent crystal plasticity model based on the smooth yield surface with rounded-off corners is adopted. In order to simulate the polycrystalline material under plastic deformation, we employ the Taylor model of polycrystal behavior that all the grains are assumed to be subjected to the macroscopic velocity gradient. Rigid-plastic finite element program based on this rate-independent crystal plasticity is developed to predict the grain-level deformation behavior of FCC metals during metal forming processes. In the finite element calculation, one integration point is considered as a crystalline aggregate which has a number of crystals. Macroscopic behavior of material can be deduced from the behavior of aggregates. As applications, the extrusion processes are simulated and the changes of mechanical properties are predicted.