• Title/Summary/Keyword: digital timer

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PRICING OF TIMER DIGITAL POWER OPTIONS BASED ON STOCHSTIC VOLATILITY

  • Mijin Ha;Sangmin Park;Donghyun Kim;Ji-Hun Yoon
    • East Asian mathematical journal
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    • v.40 no.1
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    • pp.63-74
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    • 2024
  • Timer options are financial instruments proposed by Société Générale Corporate and Investment Banking in 2007. Unlike vanilla options, where the expiry date is fixed, the expiry date of timer options is determined by the investor's choice, which is in linked to a variance budget. In this study, we derive a pricing formula for hybrid options that combine timer options, digital options, and power options, considering an environment where volatility of an underlying asset follows a fast-mean-reverting process. Additionally, we aim to validate the pricing accuracy of these analytical formulas by comparing them with the results obtained from Monte Carlo simulations. Finally, we conduct numerical studies on these options to analyze the impact of stochastic volatility on option's price with respect to various model parameters.

Internet Based Remote Control and Monitoring System using Digital Timer (디지털 타이머를 이용한 인터넷 기반의 원격제어 및 모니터링)

  • Kim, E.J.;Kang, S.Y.;Bark, C.S.;Lim, Y.C.;Kim, G.W.
    • Proceedings of the KIEE Conference
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    • 2001.10a
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    • pp.245-248
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    • 2001
  • Recently, with the advancement of internet network the system has been needed to be controllable and observable through internet at industrial workplace. In this study, we developed the digital timer which has a communication function to control and observe many kinds of devices by combining relay and timer used for each type of control panel to realize control solution based on internet to be easily applicable at workplace with low cost and adding 485 serial communication module to have parallel expansibility and safety. And, this system was experimented and designed for easy system management and status check from remote station through internet. appling the developed digital timer to parallel sequence control of motor. As the result of experiment, the circuit configuration would be more simplified than the existing, and it is expected that multi-connection control and monitoring can be simply implemented with low cost equipment at industrial workplace.

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Internet Based Remote Control and Monitoring System using Digital Timer (디지털 타이머를 이용한 인터넷 기반의 원격제어 및 모니터링)

  • Kim, E.J.;Kang, S.Y.;Bark, C.S.;Lim, Y.C.;Kim, G.W.
    • Proceedings of the KIEE Conference
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    • 2001.10a
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    • pp.157-160
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    • 2001
  • Recently, with the advancement of internet network the system has been needed to be controllable and observable through internet at industrial workplace. In this study, we developed the digital timer which has a communication function to control and observe many kinds of devices by combining relay and timer used for each type of control panel to realize control solution based on internet to be easily applicable at workplace with low cost and adding 485 serial communication module to have parallel expansibility and safety. And, this system was experimented and designed for easy system management and status check from remote station through internet, appling the developed digital timer to parallel sequence control of motor. As the result of experiment, the circuit configuration would be more simplified than the existing, and it is expected that multi-connection control and monitoring can be simply implemented with low cost equipment at industrial workplace.

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A Design and Implementation of Store Management Application using Beacon (비콘을 이용한 매장관리 모바일 어플리케이션 설계 및 구현)

  • Moon, Gabin;Jeon, Seonghee;Kim, Sungrim
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.14 no.2
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    • pp.1-9
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    • 2018
  • Currently, the record of part-timer is mainly written in handwriting or using excel work schedule, paper work recorder, and time attendance program using POS program. And, work table, commute records, paycheck are managed separately. Time-attendance information is not linked and is managed separately, and payment of wages is often not done accurately. And, it is difficult to pay the wages because it is not able to accurately grasp the state of attendance of part-timer. Therefore, it is necessary to have a transparent wage and work management system based on the trust between the owner and the part-timer. In this paper, we design a system that can perform real-time commute check using beacon, transparent wage management, wage calculation by automatic calculation, and smooth communication between owner and the part-timer. We have also implemented a store management mobile application using Android Studio 2.3, Eclipse, Android 5.1 and Beacon devices in a MySQL environment.

A Study on the Simultaneous Control of Buck and Boost DC-DC Converter by Digital Controller (디지털 제어기에 의한 강압형 및 승압형 DC-DC 컨버터의 동시제어)

  • Park, Hyo-Sik;Kim, Hee-Jun
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.50 no.3
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    • pp.141-146
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    • 2001
  • This paper presents a one digital controller two topology PWM DC-DC converter that controls, simultaneously, the separate Buck converter and boost converter with the different specification by using an inexpensive and efficient 8 bit micro-controller. One timer interrupt is used for the detection of output feedback voltage, and other two timer interrupts are used for the generation of PWM waveform for Buck and Boost converter. The control characteristics of one digital controller two topology PWM DC-DC converter is validated by experimental results.

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A Study on the Implementation of the High Speed Timer for SAW Device (SAW용 고속 타이머 구현에 대한 연구)

  • Kim, Ok-Soo;Kim, Young-kil
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.5
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    • pp.1030-1037
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    • 2009
  • SAW Sensor is greatly developed today and Reader Platform which uses SAW Sensor for temperature or pressure is required to use TDS method for low power and high speed processing. For to use this Platform, high speed timer is required to measure a short interval between reference signal and reflectior's signal. This paper proposes that platform receive SAW Sensor's signals and transform digital signal through comparator. Next the transformed signal is measured by Timer Platform and the measured interval is displayed with time. This paper proposes method of measurment of time with nano sec unit.

Internet Based Remote Control and Monitoring for Motor (인터넷기반 모터 원격제어 및 모니터링)

  • Kang, Shin-Young;Kim, Eun-Ju;Wi, Seog-Oh;Kim, Gwang-Heon;Lim, Young-Cheol
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.7
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    • pp.279-285
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    • 2002
  • This Paper deals with the economical equipment control which is used by internet network system at the industrial workplace. If the control devices can be accessed by internet, we can have the developed possibility of work conditions. in this paper, we presented the advanced digital timer which has a communication function to control and observe panel to realize control solution based on internet to be easily applicable at workplace with low cost, and we used RS-485 serial communication module to have parallel expansibility and safety. And, this system was experimented and designed for easy system management and status check from remote station through internet. As the result for experiment, the circuit configuration would be more simplified than the existing, and it is expected that multi connection control and monitoring can be simply implemented with low cost equipment at industrial workplace.

Development of Peripheral Units of the 16 bit Micro-Controller for Mobile Telecommunication Terminal (이동통신 단말기용 16 비트 마이크로콘트롤러의 주변장치 개발)

  • 박성모;이남길;김형길;김세균
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.9
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    • pp.142-151
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    • 1995
  • The trend of compact size, light weight, low power consumption in the portable telecommunication equipments demands large scale integration and low voltage operation of chips and the minimization of the number of the components in the telecommunication terminal. According to the trend, existing chip components are modulized and are integrated as a part into a bigger chip. This paper is about the development of the peripheral units of micro-controller for mobile telecommunication terminal. Peripherals consist of DMA controller, Interrupt controller, timer, watchdog timer, clock generator, and power management unit. They are designed to be integrated with EU(Execution Unit) and BIU(Bus Interface Unit) into a 16 bit micro-controller which will be used as a core of an ASIC for next generation digital mobile telecommunication terminal. At first, whole block of the micro-controller was described by VHDL behavioral model and simulated to verify its overall operation. Then, watchdog timer, clock generator and power management unit were directly synthesized by using VHDL synthesis tool. Rest of the pheriperal units were designed and simulated by using Compass Design Tool.

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A Case Study on the Application of the Electronic Detonator System in Tunnel Blasting (전자기폭시스템을 활용한 터널 시공사례)

  • 이상헌;윤지선;조영곤;안봉도
    • Explosives and Blasting
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    • v.22 no.1
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    • pp.23-32
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    • 2004
  • 터널 발파를 원활히 수행하기 위해서는 암반조건에 적합한 합리적인 설계와 정밀한 천공, 정확한 기폭초시가 기본요소로서 이는 현재 국내 터널 설계.시공 기술 및 기자재의 발달로 만족할 만한 성과를 얻을 수 있다. 특히. 터널발파에서 정확한 기폭초시 부여는 굴진율 및 버럭 파쇄율, 굴착예정선 미려도, 잔여 암반 손상도 등의 시공성에서 뿐만 아니라 소음 및 진동 발생율을 좌우하는 환경적인 측면에서 매우 중요한 요소이다. 기폭요소는 최초 도화선을 활용한 공업뇌관에서 전기뇌관, 비전기식뇌관의 순으로 기폭안전성과 정밀성 면에서 눈부신 성장을 이룩하여 왔으며 특히, 90년대 초에 개발되어 전 세계적으로 최근까지 지속적으로 사용량이 급증하고 있는 전자뇌관은 기폭방식에 일대혁신을 이루었다. 전자기폭 시스템은 기존뇌관의 초시를 결정하는 화약성분의 지연요소 대신에 IC board(전자회로)에 의한 Digital timer로 신호를 발생하여 초시를 결정하는 방식이다. 본 논문에서는 국내 최초로 전자기폭시스템을 활용하여 2003년 9원 23일에서 동년 11월 2일까지 강원도 양구 지역의 $\bigcirc\bigcirc$터널에 전자뇌관을 이용한 시험발파를 실시하였고, 발파에 의한 진동 등을 조사하여 그 효율성을 검토하였다. 이를 위해 전자뇌관의 특성과 장점을 최대한 샅리기 위하여 각공을 발파하는 방식, 즉 1지발에 1공을 발파하는 방식을 채택하고 일반 뇌관과 전자뇌관으로 설계를 하여 각각의 발파효율을 비교하여 보았다. 그 결과 발파진동의 경우 기존뇌관을 이용하여 1공씩을 1지발로 발파를 한 경우에는 18~56%의 진동저감 효과가 있었고. 본선 설계에 의해 진행된 발파에 비하여는 최대 70% 이상의 진동저감 효과가 있는 것으로 나타났다.