• 제목/요약/키워드: built-in potential

검색결과 393건 처리시간 0.029초

Optimum Risk-Adjusted Islamic Stock Portfolio Using the Quadratic Programming Model: An Empirical Study in Indonesia

  • MUSSAFI, Noor Saif Muhammad;ISMAIL, Zuhaimy
    • The Journal of Asian Finance, Economics and Business
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    • 제8권5호
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    • pp.839-850
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    • 2021
  • Risk-adjusted return is believed to be one of the optimal parameters to determine an optimum portfolio. A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted to achieve it. This paper presents a new procedure in portfolio selection and utilizes these results to optimize the risk level of risk-adjusted Islamic stock portfolios. It deals with the weekly close price of active issuers listed on Jakarta Islamic Index Indonesia for a certain time interval. Overall, this paper highlights portfolio selection, which includes determining the number of stocks, grouping the issuers via technical analysis, and selecting the best risk-adjusted return of portfolios. The nominated portfolio is modeled using Quadratic Programming (QP). The result of this study shows that the portfolio built using the lowest Value at Risk (VaR) outperforms the market proxy on a risk-adjusted basis of M-squared and was chosen as the best portfolio that can be optimized using QP with a minimum risk of 2.86%. The portfolio with the lowest beta, on the other hand, will produce a minimum risk that is nearly 60% lower than the optimal risk-adjusted return portfolio. The results of QP are well verified by a heuristic optimizer of fmincon.

지지애자의 표면오염 모니터링 기술 및 장치 (Monitoring Technique and Device of Surface Contamination for Line-Post Insulator)

  • 길경석;박대원;정광석;김선재;서동환
    • 한국전기전자재료학회논문지
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    • 제23권5호
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    • pp.413-417
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    • 2010
  • Line to ground faults by deterioration of insulators has frequently occurred in power system, and the main cause is surface contamination of the insulators. The contamination of insulator is analyzed by monitoring the surface leakage current flowing them. The suspension insulator is monitored by installation of a zero-phase current sensor(ZCT), but the line-post insulator is impossible to apply the same method because of its large diameter structure. This paper proposed a detection method of surface leakage current for a line-post insulator, and it can easily be applied to new and/or built insulators. The leakage current is indirectly calculated from the potential difference between the metal electrode attached on the surface of insulator and the ground connector. To evaluate the performance of the proposed method, the leakage current is compared as a function of contamination condition controlled by the density of NaCl solution. The leakage current is proportioned to the density of NaCl solution, and the voltage detected by the electrode showed the same trend. From the experimental results, we designed and fabricated a monitoring device which is composed of a detection electrode, signal converter, microprocessor, and ZigBee, and its measurement range is $10{\mu}A{\sim}5mA$.

Intelligent prediction of engineered cementitious composites with limestone calcined clay cement (LC3-ECC) compressive strength based on novel machine learning techniques

  • Enming Li;Ning Zhang;Bin Xi;Vivian WY Tam;Jiajia Wang;Jian Zhou
    • Computers and Concrete
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    • 제32권6호
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    • pp.577-594
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    • 2023
  • Engineered cementitious composites with calcined clay limestone cement (LC3-ECC) as a kind of green, low-carbon and high toughness concrete, has recently received significant investigation. However, the complicated relationship between potential influential factors and LC3-ECC compressive strength makes the prediction of LC3-ECC compressive strength difficult. Regarding this, the machine learning-based prediction models for the compressive strength of LC3-ECC concrete is firstly proposed and developed. Models combine three novel meta-heuristic algorithms (golden jackal optimization algorithm, butterfly optimization algorithm and whale optimization algorithm) with support vector regression (SVR) to improve the accuracy of prediction. A new dataset about LC3-ECC compressive strength was integrated based on 156 data from previous studies and used to develop the SVR-based models. Thirteen potential factors affecting the compressive strength of LC3-ECC were comprehensively considered in the model. The results show all hybrid SVR prediction models can reach the Coefficient of determination (R2) above 0.95 for the testing set and 0.97 for the training set. Radar and Taylor plots also show better overall prediction performance of the hybrid SVR models than several traditional machine learning techniques, which confirms the superiority of the three proposed methods. The successful development of this predictive model can provide scientific guidance for LC3-ECC materials and further apply to such low-carbon, sustainable cement-based materials.

탄소중립 건물의 기술적 정의와 사례 분석을 통한 탄소중립 달성 잠재성 분석 (Analysis of Potential to Achieve Carbon Neutrality through Technical Definition and Case Study of Carbon-Neutral Buildings)

  • 정민희
    • 토지주택연구
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    • 제15권2호
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    • pp.19-28
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    • 2024
  • 본 연구는 탄소중립건물의 기술적 정의 및 사례 분석을 통해 탄소중립 달성의 잠재성을 분석한다. 2015년 12월 파리 협정에 따라 세계는 평균 기온 상승을 2℃ 이하로 제한하고, 산업화 이전 수준보다 1.5℃로 제한하려는 노력을 추진하기로 합의하였다. 이를 위해 2050년까지 넷제로(net-zero) 상태에 도달해야 하며, 에너지, 토지, 수송 등 광범위한 부문에서 전환이 필요하다. 본 연구는 탄소중립을 달성하기 위한 기술적 접근과 실제 사례를 통해 탄소중립건물의 가능성과 한계를 탐구하며, 이를 통해 미래의 탄소중립 목표 설정에 기여하고자 한다. 특히, 탄소중립 건물의 정의와 그 실현을 위한 다양한 기술적 방안을 소개하고, 이를 실현한 국내외 사례를 분석함으로써 탄소중립 건물의 효과와 실행 가능성을 평가한다. 연구 결과는 탄소중립 건물의 설계, 건설 및 운영에 대한 구체적 가이드라인을 위한 정보를 제공하며, 정책 입안자와 실무자들이 지속 가능한 건축 환경을 조성하는 데 필요한 실질적 정보를 제공한다.

산질화된 GC250의 화합물층 형성 및 내식성에 미치는 산화 온도의 영향 (Effect of Oxidation Temperature on Compound Layer Formation and Corrosion Resistance of Oxy-nitrided GC250)

  • 정민재;조균택;이원범
    • 열처리공학회지
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    • 제37권5호
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    • pp.207-214
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    • 2024
  • This study examines the effects of post-oxidation treatment on the microstructure and corrosion resistance of GC250 cast iron. The nitriding process was conducted at 570℃ for 180 minutes with a fixed nitriding potential (Kn) of 1.5, followed by post-oxidation at 450℃, 500℃, and 550℃ for 120 minutes. The post-oxidized specimens showed increased surface hardness and case depth compared to the nitrided specimens, with a maximum surface hardness of approximately 890 HV0.1. The oxidation process increased the thickness of the nitrided layer by more than 3 ㎛, with the oxide layer thickness reaching up to 2.5㎛ as the oxidation temperature increased. XRD analysis identified the presence of ε-phase, γ'-phase, and Fe3O4 phase on the surface. Polarization tests revealed that the specimen treated at the highest oxidation temperature had a corrosion current density of 20.26 ㎂/cm2 and a corrosion potential of -0.22V, indicating enhanced corrosion resistance compared to the nitrided specimen. This improvement is attributed to the formation and increased thickness of the oxide layer, which enhances corrosion resistance. In conclusion, the oxide layer formed through post-oxidation treatment significantly improves the corrosion resistance of GC250 cast iron, with the effect becoming more pronounced at higher oxidation temperatures.

Molecular dynamics study of liquid sodium film evaporation and condensation by Lennard-Jones potential

  • Wang, Zetao;Guo, Kailun;Wang, Chenglong;Zhang, Dalin;Tian, Wenxi;Qiu, Suizheng;Su, Guanghui
    • Nuclear Engineering and Technology
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    • 제54권8호
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    • pp.3117-3129
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    • 2022
  • Deeply understanding the phase change of thin liquid sodium film inside wick pore is very important for further studying high-temperature sodium heat pipe's heat transfer. For the first time, the evaporation and condensation of thin liquid sodium film are investigated by the Lennard-Jones potential of molecular dynamics. Based on the startup and normal operation of the sodium heat pipe, three different cases are simulated. First, the equilibrium is achieved and the Mass Accommodation Coefficients of the three cases are 0.3886, 0.2119, 0.2615 respectively. Secondly, the non-equilibrium is built. The change of liquid film thickness, the number of gas atoms, the net evaporation flux (Jnet), the heat transfer coefficient (h) at the liquid-gas interface are acquired. Results indicate that the magnitude of the Jnet and the h increase with the basic equilibrium temperature. In 520-600 K (the startup of the heat pipe), the h has approached 5-6 W m-2 K-1 while liquid film thickness is in 11-13 nm. The fact shows that during the initial startup of the sodium heat pipe, the thermal resistance at the liquid-gas interface can't be negligible. This work is the complement and extension for macroscopic investigation of heat transfer inside sodium heat pipe. It can provide a reference for further numerical simulation and optimal design of the sodium heat pipe in the future.

Security Threats and Potential Security Requirements in 5G Non-Public Networks for Industrial Applications

  • Park, Tae-Keun;Park, Jong-Geun;Kim, Keewon
    • 한국컴퓨터정보학회논문지
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    • 제25권11호
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    • pp.105-114
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    • 2020
  • 본 논문에서는 산업 애플리케이션을 위한 5G Non-Public Network에서의 보안 이슈를 다룬다. 일반 대중에게 모바일 네트워크 서비스를 제공하는 공공 네트워크와는 달리, 5G Non-Public Network는 명확하게 정의된 사용자 조직이나 조직들의 그룹에게 5G 네트워크 서비스를 제공하며, 캠퍼스나 공장과 같이 사용자 조직이 지정한 영역 내에 구축된다. 본 논문의 주목적은 5G-ACIA (5G Alliance for Connected Industries and Automation)에서 제안한 네 가지 구축 모델에 따라 5G Non-Public Network가 이산 산업 및 공정 산업을 위하여 구축될 경우 고려되어야 할 보안 위협 및 잠재적 보안 요구사항을 도출하는 것이다. 본 논문의 범위를 명확하게 하기 위해 먼저 5G Non-Public Network에 적용할 보안 툴박스를 심층 방어 개념으로 표현한다. 일반적인 5G 이동통신 서비스와 관련된 보안 이슈는 본 논문의 범위에 포함되지 않는다. 그 다음, 산업 도메인에 5G-ACIA의 구축 모델을 적용할 때 고려해야 할 보안 이슈를 도출한다. 도출된 보안 이슈들은 세 가지 범주로 나뉘며 각각의 보안 이슈들은 개요, 보안 위협 및 잠재적 보안 요구사항의 순서로 서술된다.

Hybrid Sensor Calibration Scheme for Mobile Crowdsensing-Based City-Scale Environmental Measurements

  • Son, Seung-Chul;Lee, Byung-Tak;Ko, Seok Kap;Kang, Kyungran
    • ETRI Journal
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    • 제38권3호
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    • pp.551-559
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    • 2016
  • In this paper, we propose a hybrid sensor calibration scheme for mobile crowdsensing applications. As the number of newly produced mobile devices containing embedded sensors continues to rise, the potential to use mobile devices as a sensor data source increases. However, because mobile device sensors are generally of a lower performance and cost than dedicated sensors, sensor calibration is crucial. To enable more accurate measurements of natural phenomena through the use of mobile device sensors, we propose a hybrid sensor calibration scheme for such sensors; the scheme makes use of mobile device sensors and existing sensing infrastructure, such as weather stations, to obtain dense data. Simulation results show that the proposed scheme supports low mean square errors. As a practical application of our proposed scheme, we built a temperature map of a city using six mobile phone sensors and six reference sensors. Thanks to the mobility of the sensors and the proposed scheme, our map presents more detailed information than infrastructure-based measurements.

FEM Model-Based Investigation of Ultrasonic TOFD for Notch Inspection

  • Tang, Ziqiao;Yuan, Maodan;Wu, Hu;Zhang, Jianhai;Kim, Hak-Joon;Song, Sung-Jin;Kang, Sung-Sik
    • 비파괴검사학회지
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    • 제34권1호
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    • pp.1-9
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    • 2014
  • A two-dimensional numerical model based on the finite element method was built to simulate the wave propagation phenomena that occur during the ultrasonic time of flight diffraction (TOFD) process. First, longitudinal-wave TOFD was simulated, and the numerical results agreed well with the theoretical results. Shear-wave TOFD was also investigated because shear waves have higher intensity and resolution. The shear wave propagation was studied using three models with different boundary conditions, and the tip-diffracted shear-to-longitudinal wave was extracted from the A-scan signal difference between the cracked and non-cracked specimens. This signal showed very good agreement between the geometrical and numerical arrival times. The results of this study not only provide better understanding of the diffraction phenomena in TOFD, but also prove the potential of shear-wave TOFD for practical application.

참조연결을 위한 인용정보 자동추출에 관한 연구 (A Study on Automatic Extraction of Citation Information for Reference Linking)

  • 김지훈
    • 한국문헌정보학회지
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    • 제37권1호
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    • pp.247-268
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    • 2003
  • 최근 인터넷의 빠른 성장과 전자출판으로 인해 정보에 접근하는 방법이 상당히 변화하고 있다. 이와 함께, 디지털 문서에서 적합한 정보를 결정하고 효율적으로 추출할 필요가 있을 것이다. 이 연구는 디지털문서에서 여러 가지 정보를 추출하기 위해 템플릿 마이닝이 사용될 수 있음을 제시하고, 참조연결시스템과 관련된 연구를 고찰하였다. 또한 실제적으로 논문 샘플을 분석한 결과를 이용하여 참조정보를 위한 템플릿을 구축하고, 이 템플릿을 이용하여 수작업으로 논문 샘플을 테스트한 결과, 템플릿 마이닝의 이용은 인용 데이터베이스를 자동으로 만들 수 있는 가능성을 보여주었다.