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OPTIMAL PORTFOLIO FOR MULTI-TYPE ASSET MODELS USING FILTERED VARIOUS INFORMATION

  • Oh, Jae-Pill
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.4
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    • pp.277-290
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    • 2011
  • We define some multi-type asset models derved from L$\acute{e}$vy proceses which emphasize coefficients of stochastic differential equations. Also these asset models can be represented by Doleance-Dade linear equations derived from jump-type semimartingales which are decomposed by various terms of time basically. For these asset models, we can construct optimal portfolio strategy by using filtered various information at each check time.

An Image Compression Method using Zerotree (Zerotree를 이용한 영상 압축 방법)

  • 최준영;호요성
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.851-854
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    • 1998
  • Recently efficient image coding algorithms using zerotree have been proposed. In these methods, the locations of nonzero wavelet coefficients are encoded with a tree structure, called zerotree, which can exploit the self-similarity of the wavelet pyramid decomposition across different scales. These are very effective, especially in low bit rate image coding. In this paper, two zerotree image coding algorithms, EZW and SPIHT, are briefly introduced, and a new zerotree searching scheme is proposed to emphasize the significance of a wavelet coefficient by its orientations as well as its scale.

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The relationship between safety climate and occupational accident (안전분위기와 산업재해와의 관계에 대한 연구)

  • 안관영
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.27 no.1
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    • pp.24-31
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    • 2004
  • With Zohar(1980)'s research on safety climate and industrial safety, occupational safety and health literatures begin to emphasize the influence of organizational context. Based on this research trend, this paper tried to review the relationship between individual/ organizational factors and occupational accidents. Based on the responses from 643 manufacturing workers, this paper reviewed the relationship between antecedents(safety knowledge, safety motivation, safety education, and safety precaution activity) and safety consequences(accident parts, accident number, resting days). The results of statistical analysis showed that many antecedents have significantly negative relationships with safety consequences.

Interactive Genetic Algorithm for Content-based Image Retrieval

  • Lee, Joo-Young;Cho, Sung-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.479-484
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    • 1998
  • As technology in a computer hardware and software advances, efficient information retrieval from multimedia database gets highly demanded. Recently, it has been actively exploited to retrieve information based on the stored contents. However, most of the methods emphasize on the points which are far from human intuition or emotion. In order to overcome this shortcoming , this paper attempts to apply interactive genetic algorithm to content-based image retrieval. A preliminary result with subjective test shows the usefulness of this approach.

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The Design of the Selection and Alignment Queries Using Mobile Program (J2ME) for Database Query Optimization

  • Min, Cheon-Hong;Kumar, Prasanna
    • 한국경영정보학회:학술대회논문집
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    • 2008.06a
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    • pp.620-627
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    • 2008
  • In this paper, recognizing the importance of the database query optimization design methods, we implemented mobile database with mobile program (J2ME) which is a useful database procedures. In doing so, we emphasize the logical query optimization which brings mobile database to performance improvement. The research implies that the suggested mobile program (J2ME) would contribute to the realization of the efficient mobile database as the related technology develops in the future.

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A Study on the Developing Process and Characteristics of Korean Quality Management System

  • Park, Chae-Heung
    • International Journal of Quality Innovation
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    • v.5 no.2
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    • pp.122-131
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    • 2004
  • Because of three reasons: rare natural resources, high dependent ratio and rapid wage increases, Korea must take the non-price competitive strategy. The developing process of quality management system in Korea can be categorized into five stages according to changes in economic policy. In order to develop the Korean quality management system effectively, we should try to connect total quality management with management system and emphasize the training and education.

RECOVERY TYPE A POSTERIORI ERROR ESTIMATES IN FINITE ELEMENT METHODS

  • Zhang, Zhimin;Yan, Ningning
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.327-343
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    • 2001
  • This is a survey article on finite element a posteriori error estimates with an emphasize on gradient recovery type error estimators. As an example, the error estimator based on the ZZ patch recovery technique will be discussed in some detail.

A Case Study on Temporomandibular Dysfuncton, Pain and Bruxism (하악관절 동통, 기능장애 및 이갈이의 치 - 정신과적 분석연구)

  • Chung-Shik Lee
    • Journal of Oral Medicine and Pain
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    • v.15 no.1
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    • pp.69-78
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    • 1991
  • This study was intended to review comprehensively the articles related to temporomandibular joint disorder patients and to analyze psychoanalytically the case with temporomandibular dysfunction and bruxism as a symptom of hysterical conversion disorder. As a result, the author found that , in the aspect of psychoanalysis, the temporomandibular problem and bruxism was a kind of symptom of emotional conflict being converted to the face. I would like to emphasize that the referral process and the ability to work as a therapeutic team including dentist and psychiatrist can enhance the probability of successful treatment for several types of patients.

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Experiential Training in TQM (TQM과 체험적 훈련)

  • 김정섭
    • Journal of Korean Society for Quality Management
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    • v.26 no.3
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    • pp.17-30
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    • 1998
  • Most authorities of the Total Quality Management.(TQM) movement emphasize learning and training as an integral part of TQM, and it is well accepted in practice. However, despite this strong normative emphasis on its role, learning and training has not been systematically addressed in the TQM literature for its contents and a, pp.oaches. I first review the concept of TQM, its principles and implementation process to indentify the needs for learning and training, and the nature of experiential learning and training. I then discuss the necessity and effectiveness of experiential learning and training in TQM.

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A Study for the Measurement System Assessment (측정시스템 평가에 관한 연구)

  • 백재욱
    • Journal of Korean Society for Quality Management
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    • v.26 no.4
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    • pp.124-142
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    • 1998
  • It is essential to have a correct measurement system assessment to help improve process or quality. In this paper, we emphasize that a confidence interval a, pp.oach for the parameters of measurement error study and GR&R is crucial and a simple a, pp.oach for constructing them is presented. We also discuss on the issue of linearity of the gauge. Next, we try to reveal the relationship between measurement error and the process capability index. Finally some aspects of conducting the measuring experiment concerning the number of parts, number of measurements per part, and recommendations on how the experiment is to be performed will be considered.

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