• Title/Summary/Keyword: Value Function

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ON THE OPTION VALUATION AND DECOMPOSITION OF EXCHANGE OPTION

  • Choi, Won;Ahn, Seung-Chul
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.745-751
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    • 2002
  • In this paper, we Shall find the unique rational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.

SOME RESULTS RELATED TO DIFFERENTIAL-DIFFERENCE COUNTERPART OF THE BRÜCK CONJECTURE

  • Md. Adud;Bikash Chakraborty
    • Communications of the Korean Mathematical Society
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    • v.39 no.1
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    • pp.117-125
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    • 2024
  • In this paper, our focus is on exploring value sharing problems related to a transcendental entire function f and its associated differential-difference polynomials. We aim to establish some results which are related to differential-difference counterpart of the Brück conjecture.

On relationship among h value, membership function, and spread in fuzzy linear regression using shape-preserving operations

  • Hong, Dug-Hun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2008.04a
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    • pp.306-310
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

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A study on Iris Recognition using Wavelet Transformation and Nonlinear Function

  • Hur Jung-Youn;Truong Le Xuan;Lee Sang-Kyu
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.3
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    • pp.357-362
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    • 2005
  • Iris recognition system is the one of the most reliable biometries recognition system. An algorithm is proposed to determine the localized iris from the iris image received from iris input camera in client. For the first step, the algorithm determines the center of pupil. For the second step, the algorithm determines the outer boundary of the iris and the pupillary boundary. The localized iris area is transformed into polar coordinates. After performing three times Wavelet transformation, normalization was done using a sigmoid function. The converting binary process performs normalized value of pixel from 0 to 255 to be binary value, and then the converting binary process is compared pairs of two adjacent pixels. The binary code of the iris is transmitted to the server by the network. In the server, the comparing process compares the binary value of presented iris to the reference value in the database. The process of recognition or rejection is dependent on the value of Hamming Distance. After matching the binary value of presented iris with the database stored in the server, the result is transmitted to the client.

Relationship Among h Value, Membership Function, and Spread in Fuzzy Linear Regression using Shape-preserving Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.8 no.4
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    • pp.306-311
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

Development of 3-ch. Vibration Generator S/W for Virtual Test (가상시험을 위한 소프트웨어 기반 3채널 가진기 개발)

  • Kim, Kwang-Suk
    • Journal of the Korea Convergence Society
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    • v.12 no.1
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    • pp.205-210
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    • 2021
  • In this study, I studied how to generate input values to achieve the same value as the target value. The general procedures are explained to regenerate the excitation input, which is made by using the frequency response function between input-output. In this study, a mount model connected by a bushing was used as a numerical model. The response value for the excitation input was compared with the target value. The excitation input was corrected to obtain the same response as the target value. Through the iterative process, the reconstructed input value was obtained to have the same response as the test.

A Study on the Role of Library for Realizing Sharing Value in a Sharing Economy Era (공유경제시대에서 도서관의 공유가치 실현을 위한 역할 도출에 관한 연구)

  • Noh, Younghee;Jeong, Dae-Keun;Ro, Ji-Yoon
    • Journal of Korean Library and Information Science Society
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    • v.49 no.3
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    • pp.133-168
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    • 2018
  • The study aims to present function and role of the library in the age of sharing economy. For this purpose, through theoretical discussion and review of the characteristics and benefits of the sharing economy, the potential and value of a sharing economy were analyzed and the role of libraries was compared and analyzed in terms of the value of a sharing economy. In this study, the values created from the sharing economy were divided into five categories: Economic value, Social value, Community value, Technical value, and Environmental value, showing that the potential value of a sharing economy is similar to the role, function and value of a library. Based on this, it presented a function and role to realize the sharing value of a library in the era of a sharing economy.

Visualization Method for Boundary Region Using Transfer Function in 3D Data Set (3D Data Set에서 Transfer Function를 이용한 경계 영역의 가시화 방법)

  • 박재영;이병일;최현주;최흥국
    • Proceedings of the Korea Multimedia Society Conference
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    • 2000.04a
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    • pp.425-428
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    • 2000
  • 2차원 슬라이스 영상으로부터 volume rendered 이미지를 생성하기 위해서는 2차원 영상의 pixel 데이터를 voxel 기반으로 재구성해야 한다. 영상을 재구성하면서 생성되는 voxel value 는 3차원 영상을 2차원 화면으로 원근 투영할 때 최종 픽셀값을 결정하는 기본 요소가 된다. 따라서 본 논문에서는 조합되는 voxel value를 결정하는 Transfer Function를 이용한 intensity 와 gradient magnitude 의조작을 통하여 최종 3차원 이미지에서 오브젝트의 surface 뿐만 아니라 내부의 서로 다른 조직끼리의 경계 영역을 가시화하여 보았다.

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THE AVERAGING VALUE OF A SAMPLING OF THE RIEMANN ZETA FUNCTION ON THE CRITICAL LINE USING POISSON DISTRIBUTION

  • Jo, Sihun
    • East Asian mathematical journal
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    • v.34 no.3
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    • pp.287-293
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    • 2018
  • We investigate the averaging value of a random sampling ${\zeta}(1/2+iX_t)$ of the Riemann zeta function on the critical line. Our result is that if $X_t$ is an increasing random sampling with Poisson distribution, then $${\mathbb{E}}{\zeta}(1/2+iX_t)=O({\sqrt{\;log\;t}}$$, for all sufficiently large t in ${\mathbb{R}}$.