• Title/Summary/Keyword: direct limit

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A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures

  • Lee, Yongjae;Kim, Woo Chang
    • Management Science and Financial Engineering
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    • v.19 no.1
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    • pp.37-41
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    • 2013
  • This study presents an application of stochastic model for limit order book (LOB) dynamics to Korean Stock Index Futures (KOSPI 200 Futures). Since KOSPI 200 futures market is widely known as one of the most liquid markets in the world, direct application of an existing model is hardly possible. Therefore, we modified an existing model to successfully model and predict the dynamics of extremely liquid KOSPI 200 futures market.

A Study on the Spray and Combustion Characteristics of Gasoline Direct Injector (가솔린 직분식 인젝터의 분무 및 연소특성에 관한 연구)

  • 신민규;박종호;유철호;이내현;최규훈
    • Transactions of the Korean Society of Automotive Engineers
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    • v.5 no.5
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    • pp.114-122
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    • 1997
  • Nowadays, gasoline direct injection engines are being commercialized by virtue of improvement in control technology of spray, flow, air fuel ratio. The stratified charge type has the advantage of improving lean limit. The homogeneous type has the advantage of reducing engine-out hydrocabon emissions in the first 30 seconds after a cold start, in addition, improving transient air fuel ratio control. The vaporization and mixing if injected fuel with air has to e completed in a short time and the fuel film in cylinder and on piston has to be minimized. So, the flow and injection should be well controlled. This paper surveyed the spray characteristics of gasoline direct injection by using laser equipment and the combustion characteristics of the single cylinder engine using homogeneousas-mixture type gasoline direct injection.

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Electric Field Analysis and Design of Direct current Arresters for electric Traction Vehicles (전철 탑재용 DC 피뢰기의 설계 및 전계분포 특성)

  • Cho, Han-Goo;Yoo, Dae-Hoon
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.1442_1442
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    • 2009
  • This paper describes electric field analysis and design of direct current arresters for electric traction vehicles. Generally, DC arresters are used to protect the electric traction to limit the overvoltage invading into its inner electrical circuits. We could proposed operating voltage(Uc), the rated voltage(Ur). Finally maxwell 2D simulator based on the boundary element method was also introduced in order to verify the reliability of the DC arresters.

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Direct Evaluation of the Maximum and Limit States of Inelastic Structures Under Step Loads

  • Lee, Sang-Ho-
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 1992.08a
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    • pp.146-149
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    • 1992
  • The dynamic inelastic analysis is now often performed for the safe structural design against the seismic events or explosions. Several powerful methods of dynamic inelastic analysis such as direct intergration methods and modal superposition methods were developed with the development of computers during the last three decades. This type of analysis generally adopts the step-by-step time-integration procedure and gives a complete time history of the evolution of the structure.(omitted)

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A High Performance Pressure Control of SR Type Hydraulic Pump System using Direct Instantaneous Torque Control Method (직접순시토크 제어에 의한 SR구동형 유압 펌프시스템의 고성능 압력제어)

  • Ahn, Jin-Woo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.10
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    • pp.1751-1756
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    • 2007
  • This paper presents a high performance pressure control scheme for SR(Switched Reluctance) type hydraulic oil pump using DITC(Direct Instantaneous Torque Control). SR drive has a good feature for pump applications due to a high efficiency, high speed and high torque characteristics. But, SR drive has high torque ripple in commutation region. So, the pump pressure variation is high in the region. In order to reduce the pressure variation, DITC combined with pressure control scheme is presented in this paper. A simple PI controller with flow and pressure limit, generates a reference torque to keep the constant actual pump pressure. The direct torque controller of SR drive generates inverter switching signals according to a control rule and a torque estimator. Computer simulation and experiemtal results show the validation of the proposed control scheme.

A Study on Management of Overseas Direct Purchase Site Using UTAUT Model (통합기술수용모형을 활용한 해외직접구매 사이트 관리방안에 대한 연구)

  • Kang, Inwon;Son, Jeyoung
    • Korea Trade Review
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    • v.44 no.1
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    • pp.143-158
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    • 2019
  • As the overseas direct purchase market grows rapidly, firms are setting up various strategic directions to attract consumers. However, many previous researches on this issue have focused on consumption behavior based on consumers' motivation and demographic factors, so there is a certain limit to suggest practical implications for firms. Therefore, this study proposed modeling to understand how firm's strategic direction influences consumers' acceptance behavior in order to overcome these limitations. For this purpose, this study conducted a survey on 357 domestic consumers and conducted empirical analysis through structural equation model analysis. As a result, the effort expectancy of overseas direct purchase site has a strong influence on consumer intention as much as performance expectancy. We also found that product variety had the strongest impact on performance expectancy and that web site reputation directly affected consumers' behavioral intention as well as purchasing behavior.

Effects of Grain Size Distribution on the Shear Strength and Rheological Properties of Debris Flow Using Direct Shear Apparatus (직접전단장비를 이용한 토석류의 전단강도 및 유변학적 특성에 대한 입도분포의 영향 연구)

  • Park, Geun-Woo;Hong, Won-Taek;Hong, Young-Ho;Jeong, Sueng-Won;Lee, Jong-Sub
    • Journal of the Korean Geotechnical Society
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    • v.33 no.12
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    • pp.7-20
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    • 2017
  • In this study, effects of grain size distribution on the shear strength and rheological properties are investigated for coarse- and fine-grained soils by using direct shear apparatus. Shear strengths are estimated for fine-grained soils with the maximum particle size of 0.075 mm and coarse-grained soils with the maximum particle size of 0.425 mm and fine contents of 17% prepared at dry and liquid limit states. The direct shear tests are conducted under the relatively slow shear velocity, which corresponds to the reactivated landslide or debris flow after collapse according to the landslide classification. In addition, for the evaluation of rheological properties, residual shear strengths for both fine- and coarsegrained soils prepared under liquid limit states are obtained by multiple reversal shear tests under three shear velocities. From the relationship between residual shear strengths and shear rates, Bingham plastic viscosity and yield stress are estimated. The direct shear tests show that cohesions of fine-grained soil are greater than those of coarse-grained soil at both dry and liquid limit states. However, internal friction angles of fine-grained soil are smaller than those of coarse-grained soil. In case of rheological parameters, the plastic viscosity and yield stress of fine-grained soils are greater than those of coarse-grained soils. This study may be effectively used for the prediction of the reactivated landslide or debris flow after collapse.

LIMIT RELATIVE CATEGORY THEORY APPLIED TO THE CRITICAL POINT THEORY

  • Jung, Tack-Sun;Choi, Q-Heung
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.2
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    • pp.311-319
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    • 2009
  • Let H be a Hilbert space which is the direct sum of five closed subspaces $X_0,\;X_1,\;X_2,\;X_3$ and $X_4$ with $X_1,\;X_2,\;X_3$ of finite dimension. Let J be a $C^{1,1}$ functional defined on H with J(0) = 0. We show the existence of at least four nontrivial critical points when the sublevels of J (the torus with three holes and sphere) link and the functional J satisfies sup-inf variational inequality on the linking subspaces, and the functional J satisfies $(P.S.)^*_c$ condition and $f|X_0{\otimes}X_4$ has no critical point with level c. For the proof of main theorem we use the nonsmooth version of the classical deformation lemma and the limit relative category theory.

A Study on the Effect of Some Physical Properties of Soil on the Compaction (흙의 물리적 성질이 다짐에 미치는 영향)

  • 김성교;김문기
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.18 no.3
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    • pp.4171-4183
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    • 1976
  • This study is to investigate the effect of some physical properties of soil on the compaction. The compaction effect depends upon various factors such as soil type, moisture content, gradation and compaction energy. In this study, with steady compaction energy, the relationships between maximum dry density and moisture content, gradation and consistency were analyzed by soil types. Some results obtained in this study are summarized as follows 1. Generally, the coarser the grain size, the bigger is the maximum dry density and the smaller is the optimum moisture content and its moisture-dry denisty curve is relatively steep. The finner the grain size, the smaller is the max. dry density and the bigger is the opt. moisture content and its moisture-dry density curve is less steep. 2. The relationship between max. dry density (${\gamma}$dmax) and opt. moisture content, void ratio, clay content, percent passing of No. 200 sieve, liquid limit and plastic limit can be represented by the equation ${\gamma}$dmax =ao+a1X(a0>0, a1<0) 3. The relationship between opt. moisture content (Wopt) and clay content, percent passing of No. 200 sieve, liquid limit and plastic limit can be represented by the equation Wopt=a0+a1X(a0>0, al>0). 4. The fact that maximum dry density of the compacted soil is decreased with the increase of the optimum moisture content in any types of soil tested, and the fact that optimum moisture content can be positively correlated with clay content, percent passing of No. 200 sieve, liquid limit and plastic limit of the soil, lead to the conclusion that clay content, percent passing of No. 200 sieve, liquid limit and plastic limit of the soil are direct factors in reduction of the maximum dry density of engineering soil.

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Direct Detection of Shigella flexneri and Salmonella typhimurium in Human Feces by Real-Time PCR

  • Yang, Young-Geun;Song, Man-Ki;Park, Su-Jeong;Kim, Suhng-Wook
    • Journal of Microbiology and Biotechnology
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    • v.17 no.10
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    • pp.1616-1621
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    • 2007
  • We have established a SYBR Green-based realtime PCR method using AnyDirect solution, which enhances PCR from whole blood, for direct amplification of the virA gene of Shigella flexneri and the invA gene of Salmonella typhimurium from human feces without prior DNA purification. When we compared the efficiency of conventional or realtime PCR amplification of the virA and invA genes from the supernatant of boiled feces supplemented with S. flexneri and S. typhimurium in the presence or absence of AnyDirect solution, amplification products were detected only in reactions to which AnyDirect solution had been added. The detection limit of real-time PCR was $1{\times}10^4\;CFU/g$ feces for S. flexneri and $2{\times}10^4\;CFU/g$ feces for S. typhimurium; this sensitivity level was comparable to other studies. Our real-time PCR assay with AnyDirect solution is simple, rapid, sensitive, and specific, and allows simultaneous detection of S. flexneri and S. typhimurium directly from fecal samples without prior DNA purification.