• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.187-200
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• 2013

In this paper, we deal with the problem of deciding a hedging volatility for ATM plain options when we hedge those options based on geometric Brownian motion. For this, we study the relation between hedging volatility and hedge profit&loss(P&L) as well as perform Monte Carlo simulations and real data analysis to examine how differently hedge P&L is affected by the selection of hedging volatility. In conclusion, using a relatively low hedging volatility is found to be more favorable for hedge P&L when underlying asset prices are expected to be range bound; however, a relatively high volatility is found to be favorable when underlying asset prices are expected to move on a trend.

• Journal of the Korean Society for Precision Engineering
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• v.16 no.8
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• pp.149-154
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• 1999

FRMLs(Fiber Reinforced Metal Laminates) is a new type of hybrid materials. FRMLs consists of high strength metal and fiber which are laminated using a structural adhesive bond(epoxy resin). The effect of resin mixture ratios on the fatigue crack propagation behavior and mechanical property of Aramid fiber reinforced aluminum composites was investigated. The epoxy, diglycidylether of bisphenol A(DGEBA) was cured with methylene dianiline(MDA) with or without accelerator(K-54). Eight kinds of resin mixture ratio were tested for the experiment ; five kinds of FRMLs(1))epoxy & curing agent) and three kinds of FRMLs(2)(epoxy & curing agent & accelerator). FRMLs(2) have a more effective characteristics on the fatigue crack propagation behavior and mechanical property than FRMLs(1)

• Journal of Korean Society of Water and Wastewater
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• v.29 no.1
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• pp.23-31
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• 2015

Aquifer storage transfer and recovery (ASTR) is a type of managed aquifer recharge which entails injecting water into a storage well and recovering it from a different well. It has effects of natural purification when injected water passes through aquifer medium, and can be a good way of supplying water especially in a region with poor surface water quality. This study is about an on-going effort to introduce ASTR as a solution to source water problems in coastal areas. A pilot study is being conducted in the delta of the Nakdong River. A proactive management system is incorporated to ensure the water qulity in the process of drinking water process. The system is based on the Hazard Analysis and Critical Control Point (HACCP) which is a tool originated from the food industry in order to assess hazards and establish control systems for the safety of food product. In this paper, we analyze hazardous events which can occur in the entire water supply system using ASTR as a first step to the incorporation of HACCP to drinking water production process.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.25 no.5
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• pp.354-361
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• 2016

Parallel robots are usually used for performing pick-and-place motion to increase productivity in high-speed environments. The present study proposes a high-speed parallel robot and a control approach to improve the tracking performance for the purpose of handling a solar cell. However, the target processes are not limited to the solar cell-handling field. Therefore, a delta-type parallel manipulator is designed, and a ball joint structure is specifically proposed to increase the allowed angle that would meet the required workspace. A control algorithm considering the synchronization between multiple joints in a closed-chain mechanism is also suggested to improve the tracking performance, where the tracking and synchronization errors are simultaneously considered. In addition, a prototype machine with the proposed ball joint is implemented. A satisfactory tracking performance is achieved by applying the proposed control algorithm, with a cycle time of 0.3 s for a 0.1 kg payload.

• Journal of Magnetics
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• v.8 no.2
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• pp.98-102
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• 2003

Microstructure and magnetic transport phenomina in rf sputtered AIN/CO type ten- layered discontinuous films of nanoscaled [AIN(3 nm)/Co(t nm)]…$_10$ with t$_Co$=1.0∼2.0 nm have been investigated. The microstructure and tunneling magnetic resistance of the samples are strongly dependent on the thickness of Co layer, Negative tunneling magneto-resistance due to the spin-dependent transport has been observed along the current-in-plane configuration in the samples having the Co layers below 1.6 nm thick. When the thickness of Co layer was less than 1.2 nm, randomly oriented granular Co particles were completely isolated and embedded in amorphous AIN matrix, and the films showed the superparamagnetic behavior with a high MR value of ${\Delta}p/p_0$=1.8%. As t$_Co$ increases, a transition from the regime of co-existence of superparamagnetic and ferromagnetic behaviors to ferromagnetic behavior was observed. funneling barrier called “decay length far tunneling” fur the films haying the thickness of Co layer from 1.4 to 1.6 nm was measured to be ranged from 0.004 to 0.021 ${\AA}$$^{-1}$.

• Journal of the Korean Society of Tobacco Science
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• v.24 no.1
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• pp.53-59
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• 2002

This study was conducted to evaluate whether pine needle extracts can be used as tobacco flavors. Yield of essential oil, absolute and oleoresin extracted from pine needles is 0.07%, 1.20% and 6.08% respectively. The volatile compounds isolated from the three types of extracts were analyzed by gas chromatography(GC) and mass selective detector(MSD). Total 72 components were identified in the three type of extracts including 26 hydrocarbons, 16 alcohols, 13 esters, 9 acids, 4 phenols, 2 aldehydes and 2 ketones compounds. The major components were $\beta$-pinene, $\beta$-caryophyllene, $\delta$-cadinene and 4,5-dimethyl-1,3 -dioxol-2-one. There were 49 volatile components in the absolute, 44 components in the essential oil and 26 components in the oleoresin. The content of hydrocarbons and alcohols was higher in the essential oil extracted by simultaneous distillation extraction(SDE) than in others, while that of esters and acids was higher in the absolute than in others. Especially, phenols and ketones were identified only in the oleoresin. The components such as $\beta$-pinene, bornyl acetate, $\alpha$-terpineol and oxygenated terpenes have characteristic piney and fresh green odor. The contents of these components was higher in the essential oil and the absolute than in the oleoresin. Therefor, the essential oil and the absolute are expected to be more useful than the oleoresin as tobacco flavor.

• Journal of Welding and Joining
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• v.28 no.1
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• pp.77-85
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• 2010

Stainless steel sheets are widely used as the structure material for the railroad cars and the commercial vehicles. These kinds structures used stainless steel sheets are commonly fabricated by using the gas welding. Gas welding is very important and useful technology in fabrication of a railroad car and vehicles structure.However fatigue strength of the gas welded joints is considerably lower than parent metal due to stress concentration at the weld, fatigue strength evaluation of gas welded joints are very important to evaluate the reliability and durability of railroad cars and to establish a criterion of long life fatigue design. In this paper, $({\Delta}{\sigma}_a)_R-N_f$ curve were obtained by fatigue tests. Using these results, the accelerated life test(ALT) was conducted. From the experimental results, an acceleration model was derived and acceleration factors are estimated. So it is intended to obtain the useful information for the fatigue lifetime of plug and ring gas welded joints and data analysis by statistic reliability method, to save time and cost, and to develop optimum accelerated life prediction plans.

• 한국신재생에너지학회:학술대회논문집
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• 2011.11a
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• pp.172.1-172.1
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• 2011

본 연구에서는 매립지에서 발생하는 주요한 가스인 $CO_2$(47~55%)와 $CH_4$(47~55%)가스를 분리하기 위하여 여러 $CO_2$ capture 방법 중 Zeolite를 사용한 흡착법을 이용하였다. 국내에서 시판되고 있는 powder형 Zeolite 13X에 Inorganic binder와 organic binder를 최적의 비율로 혼합한 후 증류수를 이용하여 Pellet type 흡착제를 제조하였다. 또한 최종적으로 $CO_2$의 흡착능을 높이기 위하여 양이온(1M의 KCl, NaCl, $CaCl_2$, $LiCl_2$)으로 이온교환을 하였다. 매립지 모사가스($CO_2$:40%, $CH_4$:60%)를 이용하여 실시간 분석기(Delta1600S)를 이용 두 가스의 분리와 $CO_2$ 흡착성능(mg-CO2/g-흡착제)을 확인하였다. 개발된 흡착제(AjouEpl 13X)는 ICP, XRD, XRF, BET 분석으로 제올라이트의 구조와 성분을 분석하였다.

• Journal of Microbiology
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• v.41 no.2
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• pp.121-128
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• 2003

The identification of genes involved in true hypha formation is important in the study of mechanisms underlying the morphogenetic switch in yeast. We isolated a gene responsible for the morphogenetic switch in Yarrowia lipolytica, which forms true hyphae in response to serum or N-acetylglucosamine. The isolated gene, encoding 847 amino acids, had sequence identities of 27% and 25% with the Bud6 (Aip3) proteins of Saccharomyces cerevisiae and Schizosaccharomyces pombe, respectively. Disruption of this gene, designated YIBUD6, in haploid and diploid strains significantly reduced the ability of Y. lipolytica to switch from the yeast form to the hyphal form in hypha-inducing media. It was also found that YIBud6$\Delta$ mutants were rounder than the wild type when grown in the yeast form. These results indicate that the YIBud6 protein is necessary for hyphal growth and cell polarity in both haploid and diploid Y. lipolytica cells.

• Transactions of the Korean Society of Automotive Engineers
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• v.7 no.5
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• pp.221-229
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• 1999

We examined the governing factors of fatigue limit in annealed and austempered ductile iron specimens machined micro hole(dia.<0.4mm) in rotary bending fatigue test. Also, the quantitative relationship between fatigue limit and maximum defect size in specimens was investigated. Artificial defect(micro-pit type, dia.<0.4mm) on specimen surface did not bring about an obvious reduction of fatigue limit in austempered ductile iton(ADI) as compared with annealed ductile iron. According to the investigation of ${\sqrt{area}}_c$ which is the critical defect size to crack initiation at artificial defect, ${\sqrt{area}}_c$ of ADI was larger than that of annealed ductile iron. This shows that the situation of crack initiation at artificial defect in ADI is more difficult in comparison with annealed ductile iron. Maximum defect size is one of the important parameters to predict fatigue limit. And, the quantitative relationship, between the fatigue limit ${\sigma}_{\omega}$ and the maximum defect size ${\sqrt{area}}_{max}$ can be expressed to ${\sigma}_{\omega}^n{\cdot}{\sqrt{area}}_{max}=C_2$ where, $C_2$ are constant. Moreover, it is possible to explain the difference in fatigue limit between, austempered and annealed ductile iron by introducing the parameter ${\delta}(=N_{sg}/N_{total})$in a plain spectimen.