• Title/Summary/Keyword: dynamic threshold

Search Result 455, Processing Time 0.023 seconds

Multiperiod Mean Absolute Deviation Uncertain Portfolio Selection

  • Zhang, Peng
    • Industrial Engineering and Management Systems
    • /
    • v.15 no.1
    • /
    • pp.63-76
    • /
    • 2016
  • Multiperiod portfolio selection problem attracts more and more attentions because it is in accordance with the practical investment decision-making problem. However, the existing literature on this field is almost undertaken by regarding security returns as random variables in the framework of probability theory. Different from these works, we assume that security returns are uncertain variables which may be given by the experts, and take absolute deviation as a risk measure in the framework of uncertainty theory. In this paper, a new multiperiod mean absolute deviation uncertain portfolio selection models is presented by taking transaction costs, borrowing constraints and threshold constraints into account, which an optimal investment policy can be generated to help investors not only achieve an optimal return, but also have a good risk control. Threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Based on uncertain theories, the model is converted to a dynamic optimization problem. Because of the transaction costs, the model is a dynamic optimization problem with path dependence. To solve the new model in general cases, the forward dynamic programming method is presented. In addition, a numerical example is also presented to illustrate the modeling idea and the effectiveness of the designed algorithm.

Design of Low Power Current Memory Circuit based on Voltage Scaling (Voltage Scaling 기반의 저전력 전류메모리 회로 설계)

  • Yeo, Sung-Dae;Kim, Jong-Un;Cho, Tae-Il;Cho, Seung-Il;Kim, Seong-Kweon
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.11 no.2
    • /
    • pp.159-164
    • /
    • 2016
  • A wireless communication system is required to be implemented with the low power circuits because it uses a battery having a limited energy. Therefore, the current mode circuit has been studied because it consumes constant power regardless of the frequency change. However, the clock-feedthrough problem is happened by leak of stored energy in memory operation. In this paper, we suggest the current memory circuit to minimize the clock-feedthrough problem and introduce a technique for ultra low power operation by inducing dynamic voltage scaling. The current memory circuit was designed with BSIM3 model of $0.35{\mu}m$ process and was operated in the near-threshold region. From the simulation result, the clock-feedthrough could be minimized when designing the memory MOS Width of $2{\mu}m$, the switch MOS Width of $0.3{\mu}m$ and dummy MOS Width of $13{\mu}m$ in 1MHz switching operation. The power consumption was calculated with $3.7{\mu}W$ at the supply voltage of 1.2 V, near-threshold voltage.

Dynamic Threshold-Based Multicast Scheme for N-Screen Services in Indoor and Ship Area Networks (선박 및 실내 N-스크린 서비스를 위한 동적 Threshold 기반 멀티캐스트 기술)

  • Hur, Kyeong;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.40 no.7
    • /
    • pp.1369-1376
    • /
    • 2015
  • A wireless bridge is essential to transmit control and managing information to sensors or instruments from a central integrated ship area network station. In this paper, a WiMedia Distributed-MAC(D-MAC) protocol is adopted for development of a seamless N-Screen wireless service in Indoor and Ship Area Networks. Furthermore, to provide the OSMU(One Source Multi Use) N-screen service through P2P streaming in the seamless D-MAC protocol, a Dynamic Threshold-based Multicast(DTM) technology is proposed and analyzed. For this technology, a new Hard/Soft Vertical Region(HVR-SVR) based time slot allocation and a multicast resource reservation scheme are combined. From simulation results, proposed DTM scheme expands the number of time slots available for unicast and multicast realtime N-Screen reservations with various service time interval requests. Furthermore, it enhances performances in vewpoints of realtime N-Screen data reservation conflict and throughput.

Immediate Effect of Pressure Pain Threshold and Flexibility in Tensor Fascia Latae and Iliotibial Band According to Various Foam Roller Exercise Methods

  • Kim, Ho;Shin, Wonseob
    • Journal of International Academy of Physical Therapy Research
    • /
    • v.10 no.4
    • /
    • pp.1879-1888
    • /
    • 2019
  • Background: The treatment of pain in the iliotibial band friction syndrome has been difficult to determine, according to studies to date. However, recent studies have suggested that flexibility in the subacute stage of pain in the iliotibial band friction syndrome may help reduce pain. Objective: To investigate the immediate effect on pressure pain threshold and flexibility of the tensor fascia latae and iliotibial band by applying static and dynamic myofascial release foam rolling and self-stretching to adults with shortening iliotibial band. Design: Randomized controlled trial Methods: In this study, 50 subjects who were selected in advance as a randomized controlled trial were randomly allocated using a R Studio program. The included subjects were randomly allocated to three intervention groups. The static self-myofascial release 18 people, dynamic self-myofascial release group 16 people separated the self-stretching group 16 people and conducted a homogeneity check in advance. Before the start of the experiment, after of the experiment, 5 minutes after the end of the experiment, the pressure pain threshold and flexibility change for each part were measured. Results: The results of this study showed that the static self-myofascial release showed a significant difference in the pressure pain threshold in the tensor fascia latae and middle, lower part of the iliotibial band, compared with the other intervention groups (p<.05). In change of flexibility, the static self-myofascial release was significantly different than the other intervention groups (p<.05). Conclusion: The result of this study suggest that static self-myofascial release using foam roller may help to improve the pain and flexibility of the iliotibial band and to apply it as a more discerning intervention.

Traffic Control with Double Threshold in ATM Networks (이중 문턱값 설정에 의한 ATM망의 트래픽 제어기법)

  • 정상국;진용옥
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.19 no.8
    • /
    • pp.1475-1484
    • /
    • 1994
  • In this paper, a priority scheduling algorithm with double threshold and a traffic control mechanism with hysteresis effect are proposed. The double threshold priority scheduling is studied based on HOL and QLT. The hysteresis effect traffic control is specified by hysteresis effect QLT and traffic rate control. According to the simulation results, it can be shown that the proposed dynamic priority scheduling brings better processing performance than the existing QLT algorithm. And the results demonstrate that QLT and traffic rate control with hysteresis effect enhance the performance in comparison with those of single threshold.

  • PDF

A Ternary Microfluidic Multiplexer using Control Lines with Digital Valves of Different Threshold Pressures (서로 다른 임계압력을 가지는 디지털 밸브가 설치된 제어라인을 이용한 3 진 유체분배기)

  • Lee, Dong-Woo;Cho, Young-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.33 no.6
    • /
    • pp.568-572
    • /
    • 2009
  • We present a ternary microfluidic multiplexer unit, capable to address three flow channels using a pair of control lines with two different threshold pressure valves. The previous binary multiplexer unit addresses only two flow channels using a pair of control line with identical threshold pressure valves, thus addressing $2^{n/2}$ flow channels using n control lines. The present ternary multiplexer addressing three flow channels using a pair of control lines, however, is capable to address $3^{n/2}$ flow channels using n control lines with two different threshold pressure valves. In the experimental study, we characterized the threshold pressure and the response time of the valves used in the ternary multiplexer. From the experimental observation, we also verified that the present ternary multiplexer unit could be operated by two equivalent valve operating conditions: the different static pressures and dynamic pressures at different duty ratio. And then, $3{\times}3$ well array stacking ternary multiplexers in serial is addressed in cross and plus patterns, thus demonstrating the individual flow channel addressing capability of the ternary multiplexer. Thus, the present ternary multiplexer reduces the number of control lines for addressing flow channels, achieving the high well control efficiency required for simple and compact microfluidic systems.

A Study on Dynamic Trigger Threshold in Indoor Positioning System (실내 위치 추정 시스템에서의 동적 트리거 임계값에 관한 연구)

  • Oh, Jongtaek
    • The Journal of the Institute of Internet, Broadcasting and Communication
    • /
    • v.15 no.6
    • /
    • pp.155-161
    • /
    • 2015
  • As the popularity of the smartphone becomes increase, indoor smartphone positioning technology has been actively studied. The acoustic signal generated from the smartphone is received from the several microphones at the relative positioning system, and the trigger signal is proposed to mitigate the multipath effect and the effect is verified. But for the simple trigger method, there would be error occurred according to the variation of the distance or surrounding noise. In this paper, in order to resolve the problems, the dynamic trigger threshold technology is proposed and its effect is verified by the experiment.

A Study on Nonlinear Dynamic Adjustment of Spot Prices of Major Crude Oils (주요 원유 현물가격간의 비선형 동적조정에 관한 연구)

  • Park, Haesun;Lee, Sangjik
    • Environmental and Resource Economics Review
    • /
    • v.24 no.4
    • /
    • pp.657-677
    • /
    • 2015
  • We employ a 3 regime-threshold vector error correction models (TVECM) to investigate the nonlinear dynamic adjustments of three marker crude oil prices such as WTI (West Texas Intermediate), Brent and Dubai. Especially we deal with 3 combinations of oil prices including WTI-Brent, WTI-Dubai and Brent-Dubai in order to analyze the dynamic adjustments of the prices based on the effects of the price spreads among these crude oil prices. Our daily spot prices data run from 2001.1.3 to 2014.12.31. We found that each combination is cointegrated over the period. WTI had dropped significantly in 2010 which had affected the movements of the spreads. To accomodate this fact, we divide the period into two sub-periods: 2000.1.3-2009.12.31 and 2010.1.1-2014.12.31. It is found that each combination is cointegrated in both sub-periods. Moroever, in the first sub-period, all three oil prices are shown to follow nonlinear dynamic adjustments. In the second sub-period, however, TVECM is better than VECM(vector error correction model) for WTI-Dubai and Brent-Dubai while VECM performs better for WTI-Brent. The transaction costs are estimated to be reduced for the second sub-period for WTI-Dubai and Brent-Dubai compared to the first sub-period.

A Dynamic Wavelength and Bandwidth Allocation Algorithm with Dynamic Framing under Ring-based EPON Architecture

  • Bang, Hak-Jeon;Park, Chang-Soo
    • Proceedings of the Optical Society of Korea Conference
    • /
    • 2009.02a
    • /
    • pp.307-308
    • /
    • 2009
  • To reduce delay for high priority packets in the ring-based EPON, the EPON packet classifier groups services as their priorities and frames for services are dynamically framed as their priorities. Since dynamic framing for a packet priority dynamically changes assignment spaces in the maximum framing packet size as network traffics, it makes services with high priority to improve quality of services with relative low threshold time for transmitting.

  • PDF