• Title/Summary/Keyword: Weight performance

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Weight Vector Analysis to Portfolio Performance with Diversification Constraints (비중 상한 제약조건에 따른 포트폴리오 성과에 대한 투자 비중 분석)

  • Park, Kyungchan;Kim, Hongseon;Kim, Seongmoon
    • Korean Management Science Review
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    • v.33 no.4
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    • pp.51-64
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    • 2016
  • The maximum weight of single stock in mutual fund is limited by regulations to enforce diversification. Under incomplete information with added constraints on portfolio weights, enhanced performance had been reported in previous researches. We analyze a weight vector to examine the effects of additional constraints on the portfolio's performance by computing the Euclidean distance from the in-sample tangency portfolio, as opposed to previous researches which analyzed ex-post return only. Empirical experiment was performed on Mean-variance and Minimum-variance model with Fama French's 30 industry portfolio and 10 industry portfolio for the last 1,000 months from August 1932 to November 2015. We find that diversification-constrained portfolios have 7% to 26% smaller Euclidean distances with the benchmark portfolio compared to those of unconstrained portfolios and 3% to 11% greater Sharpe Ratio.

An experimental comparison study on performance evaluation for hydraulic pin-on-disk type tribotester (유압식 마찰시험기의 성능 평가에 관한 실험적 비교 연구)

  • 서만식;이상욱;구영필;조용주
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1998.10a
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    • pp.285-291
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    • 1998
  • A hydraulic pin-on-disk type tribotester was developed and it's performance was investigated experimentally. The estimate of the performance was accomplished by comparing those of the pneumatic and the dead-weight loading method. The reliability to the performance was conformed. By hydraulic loading method more accra'ate friction coefficient could be got.

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Effects of Xylanase Supplementation to Wheat-based Diet on the Performance and Nutrient Availability of Broiler Chickens

  • Chiang, Chia-Chun;Yu, Bi;Chiou, Peter Wen-Shyg
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.8
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    • pp.1141-1146
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    • 2005
  • A trial was conducted to evaluate the level of wheat substituted for corn in a traditional corn-soy diet and the xylanase supplementation effect on the growth performance and nutrient digestion of broiler chickens. This experiment was a randomized design with a 4${\times}$2 factorial arrangement with four levels of wheat substitution and two levels of enzyme inclusion in the diet. Wheat replaced 0, 25, 50 or 100% corn with or without 1 g/kg xylanase supplementation in iso-nitrogenous and iso-calorific experimental diets. The results showed that in the growing period, broilers attained the highest (p<0.05) body weight gain, feed intake, and relative small intestine weight when wheat was substituted at 25% for corn. The relative caecum weight increased (p<0.05) linearly with increasing levels of wheat substitution for corn. However, during the finishing period and entire experimental period from 0 to 6 weeks, no significant difference was shown in the growth performance among all treatments. Xylanase inclusion significantly improved the body weight gain, fat availability (p<0.01) and diet metabolisable energy (p<0.1) but decreased (p<0.05) the relative GI tract weight during the growing period. The digesta viscosity of 6-week old broilers was also decreased (p<0.05). It appears that wheat substituted for corn did not affect the growth performance, nutrient digestion, and the digesta viscosity of chickens. It is acceptable to completely substitute wheat for corn. Xylanase supplementation improved performance.

The Effects of Game-Based Weight Bearing Balance Training on Phase Sit to Stand to Sit and Functional Standing Performance Stroke Patients (게임기반 체중지지 균형훈련이 뇌졸중 환자의 단계별 일어서고 앉기 동작과 기능적 일어서기 수행력에 미치는 효과)

  • Yang, Daejung;Uhm, Yohan
    • Journal of The Korean Society of Integrative Medicine
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    • v.5 no.4
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    • pp.21-30
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    • 2017
  • Purpose : This research intends to identify the effects of game-based weight bearing exercises on balance, muscular activation, sit to stand to sit motions of stroke patients. Method : 30 patients who were diagnosed as hemiplegia by stroke less in than a year were sampled and they were classified into two group, one of which was game-based weight bearing balance exercise group, and the other was functional weight bearing exercise group. 15 people were randomly selected for each group. Each exercise was coordinated by this research for 8 weeks, 5 days a week. 3D motion analyzer was used to measure the sit to stand to sit motions and a stopwatch was used to measure the time for stand-up motions for 5 times. Result : In terms of analyzing sit to stand to sit motions by phases, game-based weight bearing balance exercise group showed significant reduction compared to functional weight-bearing exercise group in phase I, II, III, IV and total time. In terms of functional stand-up performance analysis, game-based weight bearing balance exercise group showed significant reduction compared to functional weight-bearing exercise group in 5 times stand-up examination. Conclusion : It was verified that game-based weight bearing balance exercise had positive impact on function recovery of stroke patients by enhancing sit to stand to sit capabilities. It is considered that game-based exercise was an effective intermediary for functional improvement of stroke patients, while also inducing consistent and voluntary participation by causing interest and motivation.

Performance Evaluation of Curtain-Wall Applying Light-weight Inorganic Foam Panel (경량 무기 발포패널을 적용한 커튼월의 성능평가)

  • Shin, Hyeon-Uk;Song, Hun;Chu, Yong-Sik;Lee, Jong-Kyu
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2012.11a
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    • pp.211-212
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    • 2012
  • To prevent energy waste in buildings used heat insulator. Heat insulator materials can be classified inorganic and organic. The organic material is due to toxic gas emission, when a fire occurs. And it has lower water resistance. The inorganic material is heavy and worse thermal performance than organic materials. Technologies on energy saving and materials used in curtain walls have progressed with increase of high-rise and large buildings. However, there is little study to explain fire resistance performance of the curtain walls. This study focused on evaluation of the physical properties of light-weight inorganic foam panel for using industrial by-products materials and performance evaluation by mock up test.

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A Study on the Pore Structure of Recycled Aggregates Made of EPS Waste and Insulation Performance of Lightweight Concrete (폐 EPS 재생골재의 공극구조와 경량골재큰크리트의 단열성능에 관한 연구)

  • 탁현철;정민수;안재철;강병희
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2002.05a
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    • pp.91-96
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    • 2002
  • This study is to investigate the insulation performance of lightweight concrete using recycled lightweight aggregate, to develop lightweight concrete products which have an excellence on the insulation performance are satisfied with properties of building materials. As a result of this study, recycled EPS aggregate is considered to have an independent pores which is closed by dense partitions. So, it is showed that the insulation performance of lightweight concrete using recycled EPS aggregate are excellent. Especially, in the case of lightweight concrete under conditions of replacement ratio over 100%, it is considered that insulation performance is very excellent as thermal conductivity is showed about 0.2kcal/mh$^{\circ}C$. According to considering the relation between ultrasonic pulse velocity, unit weight and thermal conductivity through the graph, the result of relation between ultrasonic pulse velocity, unit weight and thermal conductivity on the graph expressed their high interaction shown as direct proportion on the graph. So that it is possible to extract the insulation performance of lightweight concrete using recycled EPS aggregate by ultrasonic pulse velocity and unit weight.

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A Study on the Acoustic Performance Indication Standards of Apartment Housing Performance Grade Indication System (공동주택 성능등급 표시제도 상의 음성능 표시기준 고찰)

  • Yang, Kwan-Seop;Kim, Kyoung-Woo
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2006.05a
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    • pp.1252-1255
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    • 2006
  • The government has enforced Housing Performance Grade Indication System (Article 21, Paragraph 2 of Housing Act) starting January 2006 for the purpose of giving users in hope of toying an apartment opportunities to select housing based on personal preferences by providing information on housing performance at the time of tenant recruitment announcement as well as securing desirable environment (comfort) by encouraging construction companies to build housing of the indicated performance level. The acoustic performance indication items include three items such as floor impact isolation performance(light weight impact sound, heavy weight impact sound), bathroom noise and insulation performance of boundary walls between households. This paper explains the background, the basis of creation and evaluation method focused on the acoustic environment performance helping for the developer of technique and a staff in charge of construction business who cope with this system.

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A Study on Floor Impact Sound Insulation Performance of Cross-Laminated Timber (CLT): Focused on Joint Types, Species and Thicknesses

  • Yeon-Su HA;Hyo-Jin LEE;Sang-Joon LEE;Jin-Ae SHIN;Da-Bin SONG
    • Journal of the Korean Wood Science and Technology
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    • v.51 no.5
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    • pp.419-430
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    • 2023
  • In this study, the floor impact sound insulation performance of Korean domestic Cross-Laminated Timber (CLT) slabs was evaluated according to their joint types, species and thicknesses in laboratory experiments. The sound insulation performance of the CLT has not been investigated before, thus, this study was conducted to quantify basic data on floor impact sound insulation performance of CLT slabs. 5-ply and 150 mm thick CLT panels made of 2 species, Larix kaempferi and Pinus densiflora, were used for the study. The CLT panels were assembled by 3 types of inter-panel joints to form floor slabs: spline, butt and half-lap. And the 150 mm thick Larix CLT slabs were stacked to the thicknesses of 300 mm and 450 mm. The heavy-weight floor impact sound insulation performance of the 150 mm CLT slabs were evaluated to be 70 dB for the Larix slabs and 71.6 dB for the Pinus slabs, and the light-weight floor impact sound insulation performance, 78.3 dB and 79.6 dB, respectively. No significant difference in the sound insulation performance was found between the slabs of the 2 species or among the 3 types of joints. The reduction of 1 dB in the heavy-weight floor impact sound and 1.6 dB in the light-weight floor impact sound per 30 mm increase in thickness were confirmed through the experiments. This study can be viewed as the basic research for the evaluation of floor impact sound insulation performance of CLT.

ADDITIVE AND HETEROSIS EFFECTS ON MILK YIELD AND BIRTH WEIGHT FROM CROSSBREEDING EXPERIMENTS BETWEEN HOLSTEIN AND THE LOCAL BREED IN BANGLADESH

  • Hirooka, H.;Bhuiyan, A.K.F.H.
    • Asian-Australasian Journal of Animal Sciences
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    • v.8 no.3
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    • pp.295-300
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    • 1995
  • Data from purebred and crossbred cattle involving Holstein and the Local breed in Bangladesh were used to estimate the genetic effects on average daily milk yield and birth weight A total of 877 records on average daily milk yield for 4 types of breed groups and a total of 418 records on birth weight for 5 breed groups were analyzed. Two different methods were applied in this study; the least squares analysis of variance approach and the linear regression approach. Breed group effects were highly significant for both average daily milk yield and birth weight. The result showed that straightbred Holstein produced the highest milk yield and the 7/8 crosses ranked highest in birth weight For the two traits, the additive breed effect was highly significant, whereas the individual heterosis effect was not significant. Furthermore, this study showed a negative maternal heterosis for average daily milk yields and a positive maternal heterosis for birth weight Comparing the breed least squares means obtained from the linear regression approach revealed that straightbred Holstein produced the highest average milk yield and the 3/4 crosses were predicted to have the largest birth weight. It is indicated that the linear regression approach can adequately separate the genetic component of performance, estimate unknown crossbreeding parameters and predict unknown performance of crosses which are not include in the original data.

Effects of Different Foliages and Sugar Cane in the Diet in Late Pregnancy on Ewe and Lamb Performance

  • Van, Do Thi Thanh;Ledin, Inger
    • Asian-Australasian Journal of Animal Sciences
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    • v.15 no.6
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    • pp.828-833
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    • 2002
  • Thirty mature pregnant ewes of the Phan Rang breed with an initial live weight of 30 to 45 kg were used to compare the effects of three different diets in late pregnancy on ewe and lamb performance. All diets contained 20% of whole sugar cane, 16% rice bran, 26% cassava root and 6% molasses urea block. The remaining 32% of dry matter consisted of Jackfruit (JF diet), 16% each of Jackfruit and Cassava foliage (JF+CS diet) or Jackfruit and Flemingia foliage (JF+FM diet). The diets were fed at 3.5% of actual BW of the individual animal. The foliages were offered at 120% of the amount decided in the diets of the requirements. The JF+CS diet resulted in significantly higher feed intake than the JF diet, and also a higher feed intake than the JF+FM diet, but this difference was not significant. The ewe weight changes during the last 8 weeks of pregnancy, or from start to 24 h after lambing, were significantly different. The highest weight gain was obtained from the ewes fed the JF+CS diet. Diets had no effect on weight changes of ewes during 3 weeks after lambing but a significant effect on the litter birth weight, with the JF+CS diet giving the highest litter birth weight. There was, however, no effect on the litter weight at 21 days or litter growth rate from birth to 21 days due to the experimental diets.