• The KIPS Transactions:PartA
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• v.8A no.3
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• pp.189-200
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• 2001

This paper proposes a memory allocation model for Real-Time Linux. The proposed model allows users to create several continuous memory regions in an application, to specify an appropriate region allocation policy for each memory region, and to request memory blocks from a necessary memory region. Instead of using single memory management module in order to support the proposed model, we adopt two-layered structure that is consisted of region allocators implementing allocation policies and a region manager controlling regions and region allocator modules. This structure separates allocation policy from allocation mechanism, thus allows system developers to implement same allocation policy using different algorithms in case of need. IN addition, it enables them to implement new allocation policy using different algorithms in case of need. In addition, it enables them to implement new allocation policy easily as long as they preserver predefined internal interfaces, to add the implemented policy into the system, and to remove unnecessary allocation policies from the system, Because the proposed model provides various allocation policies implemented previously, system builders can also reconfigure the system by just selecting most appropriate policies for a specific application without implementing these policies from scratch.

• International Journal of Internet, Broadcasting and Communication
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• v.15 no.1
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• pp.79-84
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• 2023

Due to the rapid performance improvement of smartphones, multitasking on mobile platforms has become an essential feature. Unlike traditional desktop or server environments, mobile applications are mostly interactive jobs where response time is important, and some applications are classified as real-time jobs with deadlines. When interactive and real-time jobs run concurrently, memory allocation between multitasking applications is a challenging issue as they have different time requirements. In this paper, we study how to allocate memory space when real-time and interactive jobs are simultaneously executed in a smartphone to meet the multitasking requirements between heterogeneous jobs. Specifically, we analyze the memory size required to satisfy the constraints of real-time jobs and present a new model for allocating memory space between heterogeneous multitasking jobs. Trace-driven simulations show that the proposed model provides reasonable performance for interactive jobs while guaranteeing the requirement of real-time jobs.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.11
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• pp.5234-5251
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• 2018

It is well-known that virtualization technology can bring many benefits not only to users but also to service providers. From the view of system security and resource utility, higher resource sharing degree and higher system reliability can be obtained by the introduction of virtualization technology in distributed cloud. The small size time-sharing multiplexing technology which is based on virtual machine in distributed cloud platform can enhance the resource utilization effectively by server consolidation. In this paper, the concept of memory block and user satisfaction is redefined combined with user requirements. According to the unbalanced memory resource states and user preference requirements in multi-virtual machine environments, a model of proper memory resource allocation is proposed combined with memory block and user satisfaction, and at the same time a memory optimization allocation algorithm is proposed which is based on virtual memory block, makespan and user satisfaction under the premise of an orderly physical nodes states also. In the algorithm, a memory optimal problem can be transformed into a resource workload balance problem. All the virtual machine tasks are simulated in Cloudsim platform. And the experimental results show that the problem of virtual machine memory resource allocation can be solved flexibly and efficiently.

• Journal of information and communication convergence engineering
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• v.7 no.2
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• pp.199-202
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• 2009

Adaptive memory management is a serious issue in data stream management. Data stream differ from the traditional stored relational model in several aspect such as the stream arrives online, high volume in size, skewed data distributions. Data skew is a common property of massive data streams. We propose the predicted allocation strategy, which uses predictive processing to cope with time varying data skew. This processing includes memory usage estimation and indexing with timestamp. Our experimental study shows that the predictive strategy reduces both required memory space and latency time for skewed data over varying time.

• Industrial Engineering and Management Systems
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• v.9 no.3
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• pp.227-241
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• 2010

A memory module industry's supply chain usually consists of multiple manufacturing sites and multiple distribution centers. In order to fulfill the variety of demands from downstream customers, production planners need not only to decide the order allocation among multiple manufacturing sites but also to consider memory module industrial characteristics and supply chain constraints, such as multiple material substitution relationships, capacity, and transportation lead time, fluctuation of component purchasing prices and available supply quantities of critical materials (e.g., DRAM, chip), based on human experience. In this research, a directed graph-based supply network planning (DGSNP) model is developed for memory module industry. In addition to multi-site order allocation, the DGSNP model explicitly considers production planning for each manufacturing site, and purchasing planning from each supplier. First, the research formulates the supply network's structure and constraints in a directed-graph form. Then, a proposed genetic algorithm (GA) solves the matrix form which is transformed from the directed-graph model. Finally, the final matrix, with a calculated maximum profit, can be transformed back to a directed-graph based supply network plan as a reference for planners. The results of the illustrative experiments show that the DGSNP model, compared to current memory module industry practices, determines a convincing supply network planning solution, as measured by total profit.

• Journal of KIISE:Computer Systems and Theory
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• v.37 no.3
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• pp.147-160
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• 2010

The system virtualization shows interest in the consolidation of servers for the efficient utilization of system resources. There are many various researches to utilize a server machine more efficiently through the system virtualization technique, and improve performance of the virtualization software. These researches have studied with the activity to control the resource allocation of virtual machines dynamically focused on CPU, or to manage resources in the cross-machine using the migration. However, the researches of the memory management have been wholly lacking. In this respect, the use of memory is limited to allocate the memory statically to virtual machine in server consolidation. Unfortunately, the static allocation of the memory causes a great quantity of the idle memory and decreases the memory utilization. The underutilization of the memory makes other side effects such as the load of other system resources or the performance degradation of services in virtual machines. In this paper, we suggest the dynamic allocation of the memory in Xen to control the memory allocation of virtual machines for the utilization without the performance degradation. Using AR model for the prediction of the memory usage and ACO (Ant Colony Optimization) algorithm for optimizing the memory utilization, the system operates more virtual machines without the performance degradation of servers. Accordingly, we have obtained 1.4 times better utilization than the static allocation.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.22 no.3
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• pp.43-48
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• 2022

Recently, due to the rapid performance improvement of smartphones and the increase in background executions of mobile apps, multitasking has become common on mobile platforms. Unlike traditional desktop and server apps, response time is important in most mobile apps as they are interactive tasks, and some apps are classified as real-time tasks with deadlines. In this paper, we discuss how to meet the requirements of heterogeneous multitasking in managing memory of real-time and interactive tasks when they are executed together on a smartphone. To do so, we analyze the memory requirement of real-time tasks, and propose a model that has the ability of allocating memory to multitasking tasks on a smartphone. Trace-driven simulations with real-world storage access traces captured by heterogeneous apps show that the proposed model provides reasonable performance for interactive tasks while guaranteeing the requirement of real-time tasks.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• International Area Studies Review
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• v.14 no.2
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• pp.25-40
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• 2010

Accurate forecasting of volatility is of considerable interest in financial volatility research, particularly in regard to portfolio allocation, option pricing and risk management because volatility is equal to market risk. So, we attempted to delineate a model with good ability to forecast and identified stylized features of volatility, with a focus on volatility persistence or long memory in the Australian futures market. In this context, we assessed the long-memory property in the volatility of index futures contracts using three conditional volatility models, namely the GARCH, IGARCH and FIGARCH models. We found that the FIGARCH model better captures the long-memory property than do the GARCH and IGARCH models. Additionally, we found that the FIGARCH model provides superior performance in one-day-ahead volatility forecasts. As discussed in this paper, the FIGARCH model should prove a useful technique in forecasting the long-memory volatility in the Australian index futures market.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.