• 대한수학회지
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• 제36권4호
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• pp.679-679
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• 1999

• Management Science and Financial Engineering
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• 제20권1호
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• pp.21-26
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• 2014

A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.

• Journal of information and communication convergence engineering
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• 제9권6호
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• pp.733-737
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• 2011

This paper has studied subthreshold characteristics for double gate(DG) MOSFET using Gaussian function in solving Poisson's equation. Typical two dimensional analytical transport models have been presented for symmetrical Double Gate MOSFETs (DGMOSFETs). Subthreshold swing and threshold voltage are very important factors for digital devices because of determination of ON and OFF. In general, subthreshold swings have to be under 100mV/dec, and threshold voltage roll-off small in short channel devices. These models are used to obtain the change of subthreshold swings and threshold voltage for DGMOSFET according to channel doping profiles. Also subthreshold swings and threshold voltages have been analyzed for device parameters such as channel length, channel thickness and channel doping profiles.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2005년도 추계학술대회 논문집
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• pp.297-302
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• 2005

In this paper, an estimating damage on external surface of container using Capsize-Gaussian-Function (be called CGF) is presented. The estimation of the damage size can be get directly from two parameters of CGF, these are the depth and the flexure, also the direction of damage. The performance of the present method has been illustrated using an image of damage container, which had been taken from Hanjin Busan Port, after using image processing techniques to do preprocessing of the image, especially, the main used technique is Canny edge detecting that is widely used in computer vision to locate sharp intensity and to find object boundaries in the image, then correlation between the edge image from the preprocessing step and the CGF with three parameters (direction, depth, flexure), as a result, we get an image that perform damage information, and these parameters is an estimator directly to the damage.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송∙미디어공학회 2018년도 추계학술대회
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• pp.73-76
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• 2018

A Gaussian noise is caused by surrounding environment or channel interference when transmitting image. The noise reduces not only image quality degradation but also high-level image processing performance. The Non-Local Means (NLM) filter finds similarity in the neighboring sets of pixels to remove noise and assigns weights according to similarity. The weighted average is calculated based on the weight. The NLM filter method shows low noise cancellation performance and high complexity in the process of finding the similarity using weight allocation and neighbor set. In order to solve these problems, we propose an algorithm that shows an excellent noise reduction performance by using Summed Square Image (SSI) to reduce the complexity and applying the weighting function based on a cosine Gaussian kernel function. Experimental results demonstrate the effectiveness of the proposed algorithm.

• 대한수학회지
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• 제32권4호
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• pp.739-751
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• 1995

Let ${X(t) : 0 \leq t < \infty}$ be an almost surely continuous Gaussian process with X(0) = 0, E{X(t)} = 0 and stationary increments $E{X(t) - X(s)}^2 = \sigma^2($\mid$t - s$\mid$)$, where $\sigma(y)$ is a function of $y \geq 0(e.g., if {X(t);0 \leq t < \infty}$ is a standard Wiener process, then $\sigma(t) = \sqrt{t})$. Assume that $\sigma(t), t > 0$, is a nondecreasing continuous, regularly varying function at infinity with exponent $\gamma$ for some $0 < \gamma < 1$.

• 한국콘텐츠학회논문지
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• 제6권2호
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• pp.93-98
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• 2006

본 논문은 컴포넌트 검색 시스템의 성능을 향상시키기 위해 사용자 피드백을 효율적으로 수행하는 방법을 제안하고자 한다. 기존의 퍼지 기법이 적용된 퍼지화 함수는 컴포넌트를 선택할 때마다 매번 4가지 경우의 그래프를 재구성해야 하는 어려움이 있다. 본 연구에서는 이러한 피드백의 단점을 극복하기 위하여 검색된 컴포넌트의 선택여부에 따라 동일한 함수이지만 학습률을 달리할 수 있는 가우시안 함수를 이용한 상호작용 함수를 제안한다. 가우시안 함수를 피드백 함수로 채택 시 함수의 파라메타에 따른 검색 성능을 비교하고, 이를 토대로 가장 효율적인 동적 상호작용 함수를 제안하여 효율적인 검색 시스템을 구축하고자 한다.

• 해양환경안전학회지
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• 제21권3호
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• pp.253-258
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• 2015

The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.

• 한국태양에너지학회:학술대회논문집
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• 한국태양에너지학회 2011년도 추계학술발표대회 논문집
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• pp.149-153
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• 2011

The PC1D is widely used for modeling the properties of crystalline silicon solar cell. Optimized doping profile in crystalline silicon solar cell fabrication is necessary to obtain high conversion efficiency. Doping profile in the forms of a uniform, gaussian, exponential and erfc function can be simulated using the PC1D program. In this paper, the doping profiles including junction depth, dopant concentration on surface and the form of doping profile (gaussian, gaussian+erfc function) were changed to study its effect on electrical properties of solar cell. As decreasing junction depth and doping concentration on surface, electrical properties of solar cell were improved. The characteristics for the solar cells with doping profile using the combination of gaussian and erfc function showed better open-circuit voltage, short-circuit current and conversion efficiency.

• 천문학회지
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• 제48권6호
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• pp.325-331
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• 2015

We study an association between the duration of solar activity and characteristics of the latitude distribution of sunspots by means of center-of-latitude (COL) of sunspots observed during the period from 1878 to 2008 spanning solar cycles 12 to 23. We first calculate COL by taking the area-weighted mean latitude of sunspots for each calendar month to determine the latitudinal distribution of COL of sunspots appearing in the long and short cycles separately. The data set for the long solar cycles consists of the solar cycles 12, 13, 14, 20, and 23. The short solar cycles include the solar cycles 15, 16, 17, 18, 19, 21, and 22. We then fit a double Gaussian function to compare properties of the latitudinal distribution resulting from the two data sets. Our main findings are as follows: (1) The main component of the double Gaussian function does not show any significant change in the central position and in the full-width-at-half-maximum (FWHM), except in the amplitude. They are all centered at ~ 11° with FWHM of ~ 5°. (2) The secondary component of the double Gaussian function at higher latitudes seems to differ in that even though their width remains fixed at ~ 4°, their central position peaks at ~ 22.1° for the short cycles and at ~ 20.7° for the long cycles with quite small errors. (3) No significant correlation could be established between the duration of an individual cycle and the parameters of the double Gaussian. Finally, we conclude by briefly discussing the implications of these findings on the issue of the cycle 4 concerning a lost cycle.