• Title/Summary/Keyword: asymmetric

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News Impact Curves of Volatility for Asymmetric GARCH via LASSO (LASSO를 이용한 비대칭 GARCH 모형의 변동성 커브)

  • Yoon, J.E.;Lee, J.W.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.159-168
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    • 2014
  • The news impact curve(NIC) originally proposed by Engle and Ng (1993) is a graphical representation of volatility for financial time series. The NIC is a simple but a powerful tool for identifying variability of a given time series. It is noted that the NIC is suited to symmetric volatility. Recently a lot of attention has been paid to asymmetric volatility models and therefore asymmetric version of the NIC would be useful in the field of financial time series. In this article, we propose to incorporate LASSO in constructing asymmetric NICs based on asymmetric GARCH models. In particular, bilinear GARCH models are considered and illustrated via KOSDAQ data.

A Study on Asymmetric Pulsed DC Plasma Power Supply with Energy Recovery Circuit (에너지 반환회로를 갖는 비대칭 펄스형 DC 플라즈마 전원장치에 관한 연구)

  • Choo, Dae-Hyeok;Yoo, Sung-Hwan;Kim, Joohn-Sheok;Han, Ki-Joon
    • The Transactions of the Korean Institute of Power Electronics
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    • v.18 no.6
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    • pp.593-600
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    • 2013
  • The asymmetric pulsed DC reactive magnetron sputtering system is widely used for the high quality plasma sputtering process such as a thin film deposition. In asymmetric pulsed DC power supply a reverse voltage is applied to the target periodically to minimize arc discharging effect. When sputtering in the mid-frequency range (20-350 kHz), the periodic target voltage reversals suppress arc formation at the target and provide long-term process stability. Thus, high quality, defect-free coatings of these materials can now be deposited at competitive rates. In this paper, a new style asymmetric pulsed DC power supply including mid-transformer is presented. In the proposed, an energy recovery circuit is adopted to reduce the mutual inductance of the transformer. As a result, the system dynamics of the voltage control loop is increased highly and the non-linear voltage boosting effect of the conventional system is removed. This work was proved through simulation and laboratory based experimental study.

A Control Chart Method Using Quartiles for Asymmetric Distributed Processes (비대칭 분포를 따르는 공정에서 사분위수를 이용한 관리도법)

  • Park Sung-Hyun;Park Hee-Jin
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.81-96
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    • 2006
  • This paper proposes a simple control chart method which can be practically used for asymmetric process data where the distribution is unknown. If we use the Shewhart type control charts which are based on normality assumption for the asymmetric process data, the type I error could increase as the asymmetry increases and the effectiveness of control chart to control variation decreases. To solve such problems, this paper suggests to calculate the control limits based on the quartiles. If we obtain the control limits by such quartile method, the type I error could decrease and it looks much more practical for asymmetric distributed process data.

Coupling Efficiency of Asymmetric Grating-Assisted Directional Coupler (비대칭 격자 구조형 방향성 결합기의 결합효율)

  • Ho, Kwang-Chun
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.17 no.4
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    • pp.187-192
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    • 2017
  • Rigorous longitudinal modal transmission-line theory (L-MTLT) is applied to analyze maximum power transfer in asymmetric grating-assisted directional couplers(A-GADC). By defining a coupling efficiency amenable to rigorous analytical solutions and interference between symmetric and asymmetric supermodes, the power exchange of TE modes as a function of propagation distance is numerically evaluated. The numerical result reveals that maximum power transfer occurs at a grating period ${\Lambda}_{eq}$, in which the insertion loss of supermodes is equal to each other. That is, it is generally different from conventional phase-matching condition of GADC. Furthermore, as the asymmetric profile of grating change to symmetrical profile, the coupling length decreases and the coupling efficiency for power transmission increases.

Prediction of Width-Direction Asymmetric Deformation Behavior and Its Setup Model in Plate Rolling (후판 압연공정에서 폭방향 비대칭 변형거동 예측 및 설정모델에 관한 연구)

  • Byon, Sang-Min
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.11
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    • pp.1437-1443
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    • 2011
  • Thick plates produced by the rolling process are used as the basic elements of ship structures. In this paper, we present a setup model for controlling the asymmetric factors causing plate bending in the width direction during plate rolling. A series of three-dimensional finite element analyses is conducted to predict the relationship between various asymmetric factors and plate bending. The setup model is developed by performing regression on the relationship to produce linear equations with several nondimensional parameters. The setup model is verified with a pilot rolling test in which variations in thickness and temperature differences in the width direction exist. The results show that the bending curvatures predicted by the model are in fairly good agreement with the measured results for those asymmetric factors.

Opportunistic Spectrum Access with Dynamic Users: Directional Graphical Game and Stochastic Learning

  • Zhang, Yuli;Xu, Yuhua;Wu, Qihui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.12
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    • pp.5820-5834
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    • 2017
  • This paper investigates the channel selection problem with dynamic users and the asymmetric interference relation in distributed opportunistic spectrum access systems. Since users transmitting data are based on their traffic demands, they dynamically compete for the channel occupation. Moreover, the heterogeneous interference range leads to asymmetric interference relation. The dynamic users and asymmetric interference relation bring about new challenges such as dynamic random systems and poor fairness. In this article, we will focus on maximizing the tradeoff between the achievable utility and access cost of each user, formulate the channel selection problem as a directional graphical game and prove it as an exact potential game presenting at least one pure Nash equilibrium point. We show that the best NE point maximizes both the personal and system utility, and employ the stochastic learning approach algorithm for achieving the best NE point. Simulation results show that the algorithm converges, presents near-optimal performance and good fairness, and the directional graphical model improves the systems throughput performance in different asymmetric level systems.

Analytical Model for the Threshold Voltage of Long-Channel Asymmetric Double-Gate MOSFET based on Potential Linearity (전압분포의 선형특성을 이용한 Long-Channel Asymmetric Double-Gate MOSFET의 문턱전압 모델)

  • Yang, Hee-Jung;Kim, Ji-Hyun;Son, Ae-Ri;Kang, Dae-Gwan;Shin, Hyung-Soon
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.45 no.2
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    • pp.1-6
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    • 2008
  • A compact analytical model of the threshold voltage for long-channel Asymmetric Double-Gate(ADG) MOSFET is presented. In contrast to the previous models, channel doping and carrier quantization are taken into account. A more compact model is derived by utilizing the potential distribution linearity characteristic of silicon film at threshold. The accuracy of the model is verified by comparisons with numerical simulations for various silicon film thickness, channel doping concentration and oxide thickness.

Evaluation of the Biomechanical Characteristics of Ischemic Mitral Regurgitation: Effects of Asymmetric Papillary Muscle Displacement and Annular Dilation (허혈성 승모판막 폐쇄부전의 생체역학적 특성 분석: 비대칭적 유두근 변위와 판륜 확장의 영향)

  • Hong, Woojae;Kim, Hyunggun
    • Journal of the Korean Society of Visualization
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    • v.16 no.2
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    • pp.31-37
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    • 2018
  • Ischemic mitral regurgitation (IMR) is the primary mitral valve (MV) pathology in the aftermath of myocardial infarction as a consequence of regional left ventricular (LV) remodeling. We investigated the effect of asymmetric papillary muscle (PM) displacement and annular dilation on IMR development. Virtual MV modeling was performed to create a normal human MV. Asymmetric PM displacement, asymmetric annular dilation, and the combination of these two pathologic characteristics were modeled. Dynamic finite element evaluation of MV function was performed across the complete cardiac cycle for the normal and three different IMR MV models. While the normal MV demonstrated complete leaflet coaptation, each pathologic MV model clearly revealed deteriorated leaflet coaptation and abnormal stress distributions. The pathologic MV model having both asymmetric PM displacement and annular dilation showed the worst leaflet malcoaptation. Simulation-based biomechanical evaluation of post-ischemic LV remodeling provides an excellent tool to better understand the pathophysiologic mechanism of IMR development.

Design and Experimental Verification of Two Dimensional Asymmetric Supersonic Nozzle (이차원 비대칭형 초음속 노즐 설계와 실험적 검증)

  • Kim, Chae-Hyoung;Sung, Kun-Min;Jeung, In-Seuck;Choi, Byoung-Il;Kouchi, Toshinori;Masuya, Goro
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.37 no.9
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    • pp.899-905
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    • 2009
  • Most supersonic-flow test facility has axisymmetric nozzles or two-dimensional symmetric nozzles. Compared to these nozzles, a two-dimensional asymmetric nozzle has advantages of reducing low cost for various Mach number testing and undesirable flow structure such as shock wave reflection because the nozzle part can be directly connected to the test section part in this type of nozzle. The two-dimensional asymmetric nozzle, which was Mach number 2, was designed for supersonic combustion experiment. And it was verified with the numerical analysis and visualization of Mach wave. This study suggested the practical method for design and verification of supersonic two dimensional asymmetric nozzles.

Effect of rigid connection to an asymmetric building on the random seismic response

  • Taleshian, Hamed Ahmadi;Roshan, Alireza Mirzagoltabar;Amiri, Javad Vaseghi
    • Coupled systems mechanics
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    • v.9 no.2
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    • pp.183-200
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    • 2020
  • Connection of adjacent buildings with stiff links is an efficient approach for seismic pounding mitigation. However, use of highly rigid links might alter the torsional response in asymmetric plans and although this was mentioned in the literature, no quantitative study has been done before to investigate the condition numerically. In this paper, the effect of rigid coupling on the elastic lateral-torsional response of two adjacent one-story column-type buildings has been studied by comparison to uncoupled structures. Three cases are considered, including two similar asymmetric structures, two adjacent asymmetric structures with different dynamic properties and a symmetric system adjacent to an adjacent asymmetric one. After an acceptable validation against the actual earthquake, the traditional random vibration method has been utilized for dynamic analysis under Ideal white noise input. Results demonstrate that rigid coupling may increase or decrease the rotational response, depending on eccentricities, torsional-to-lateral stiffness ratios and relative uncoupled lateral stiffness of adjacent buildings. Results are also discussed for the case of using identical cross section for all columns supporting eachplan. In contrast to symmetric systems, base shear increase in the stiffer building may be avoided when the buildings lateral stiffness ratio is less than 2. However, the eccentricity increases the rotation of the plans for high rotational stiffness of the buildings.