• 제목/요약/키워드: minimal pair

검색결과 50건 처리시간 0.024초

구조적 변화 감지 과정이 포함된 페어트레이딩 알고리즘의 성과분석 (Performance of Pairs Trading Algorithm with the Implementation of Structural Changes Detection Procedure)

  • 정인곤;박대근;전덕빈
    • 한국경영과학회지
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    • 제42권3호
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    • pp.13-24
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    • 2017
  • This paper aims to implement "structural changes detection procedure" in pairs trading algorithm and to show that the proposed approach outperforms the extant pair trading algorithm. Structural changes in pairs trading are defined in terms of changes in cointegrating factors and broken cointegration relationship. These changes are designed to test extant structural changes and unit root test methodologies. The simulation finds that expanding the changes in structure, increasing the mean reverting process of spread, and extending the consecutive days of broken cointegration will increase the performances of the proposed algorithm. Empirical study results are also consistent those of the simulation studies. The proposed algorithm outperforms the extant algorithm relative to risk and return given that the cumulative profit/loss has a significant upward-slope with minimal variance.

Basis Translation Matrix between Two Isomorphic Extension Fields via Optimal Normal Basis

  • Nogami, Yasuyuki;Namba, Ryo;Morikawa, Yoshitaka
    • ETRI Journal
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    • 제30권2호
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    • pp.326-334
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    • 2008
  • This paper proposes a method for generating a basis translation matrix between isomorphic extension fields. To generate a basis translation matrix, we need the equality correspondence of a basis between the isomorphic extension fields. Consider an extension field $F_{p^m}$ where p is characteristic. As a brute force method, when $p^m$ is small, we can check the equality correspondence by using the minimal polynomial of a basis element; however, when $p^m$ is large, it becomes too difficult. The proposed methods are based on the fact that Type I and Type II optimal normal bases (ONBs) can be easily identified in each isomorphic extension field. The proposed methods efficiently use Type I and Type II ONBs and can generate a pair of basis translation matrices within 15 ms on Pentium 4 (3.6 GHz) when $mlog_2p$ = 160.

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라운드로빙 방식을 응용한 복식조 편성방법 (Method of Deciding Optimal Double Pairs)

  • 조대현
    • 응용통계연구
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    • 제21권6호
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    • pp.1015-1026
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    • 2008
  • 본 논문에서는 테니스 동호인의 복식경기에 대하여 참여 선수 n이 4의 배수인 경우(n = 4, 8)와 그렇지 않은 경우(n = 5, 7)로 나누어 복식조를 편성하는 방법을 다루었다. 라운드로빙 방식에 기초하여 최초의 복식조를 편성하고, 파트너-상대 표와 ox(경기-휴식) 표를 이용하여 일반적으로 좋아하는 경기 진행패턴에 따른 손실함수를 정의하고 정의 된 손실함수 값을 최소로 하는 복식조 및 경기순서를 결정하였다.

비가략(非可略) 구조를 갖는 네트워크의 단점간 가용도 평가 (Terminal-Pair Availability Evaluation in Irreducible Structure Communication Networks)

  • 이준혁;김경목;오영환
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제8권4호
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    • pp.181-192
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    • 2008
  • In this paper, we proposed effective algorithm that do Availability of communication network account using total probability formula. Use path tracing method about PSTN linked with MSC in WCDMA considering occasion that do not consider mobility of terminal and Availability did account. First, express minimum path series gathering by structure function after network that do modeling by stochastic graph for communication network saves all minimal path sets between particular two abutments and we gain Availability value in angular variable after express structure function by Boolean operation form and Availability between two abutments did account.

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정보이론 기반 중세국어 'ㅸ'의 음운론적 대립에 대한 연구 (Information Theoretic Approach to Middle Korean [ß])

  • 박선우
    • 한국어학
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    • 제79권
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    • pp.63-89
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    • 2018
  • This study explores contrastive relation among voiced bilabial fricative [${\ss}$], voiceless bilabial stop [p] and glide [w] in Middle Korean consonant system based on Probabilistic Model. Preceding researches about voiced bilabial fricative [${\ss}$] proposed two influential arguments. One is voiced bilabial fricative [${\ss}$] was an independent phoneme, the other is it was not an independent phoneme but an allophone of voiceless bilabial stop [p] in Middle Korean. This study applies Probabilistic Phonological Relationship Model (PPRM) for solving the problem of dichotomy about contrastive and allophonic relations. The analysis result of the contrastive entropy by PPRM suggests that voiced bilabial fricative [${\ss}$] was just an allophone of voiceless bilabial stop [p] or glide [w] in Middle Korean. Comparing the entropies between [p] and other consonants with the entropies between [${\ss}$] and other consonants, a continuum defined in terms of entropy reveals that [${\ss}$] in Middle Korean was more allophonic than phonemic.

Perceptual weighting on English lexical stress by Korean learners of English

  • Goun Lee
    • 말소리와 음성과학
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    • 제14권4호
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    • pp.19-24
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    • 2022
  • This study examined which acoustic cue(s) that Korean learners of English give weight to in perceiving English lexical stress. We manipulated segmental and suprasegmental cues in 5 steps in the first and second syllables of an English stress minimal pair "object". A total of 27 subjects (14 native speakers of English and 13 Korean L2 learners) participated in the English stress judgment task. The results revealed that native Korean listeners used the F0 and intensity cues in identifying English stress and weighted vowel quality most strongly, as native English listeners did. These results indicate that Korean learners' experience with these cues in L1 prosody can help them attend to these cues in their L2 perception. However, L2 learners' perceptual attention is not entirely predicted by their linguistic experience with specific acoustic cues in their native language.

프레임차 에너지의 전위차를 이용한 영역 기반의 비디오 객체 추출 (Region-Based Video Object Extraction Using Potential of frame - Difference Energies)

  • 곽종인;김남철
    • 한국통신학회논문지
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    • 제27권3A호
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    • pp.268-275
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    • 2002
  • 본 논문에서는 프레임차 에너지의 전위차를 이용한 비용으로 비디오 객체를 추출하는 영역 기반 분할 알고리즘을 제안한다. 첫 번째 단계에서는 파티션의 영역 내에 비디오 객체의 윤곽이 포함되지 않도록 공간적인 밝기 값을 이용하여 동질한 영역들로 세밀하게 분할을 한다. 이렇게 세밀하게 분할된 파티션은 두 번째 단계인 시공간 분할의 초기 파티션이 된다. 시공간 분할에서는 각각의 인접한 영역들의 동질성 비용을 두 영역의 프레임차 에너지 중에서 작은 에너지를 가지는 영역의 프레임차 에너지와 두 영역에 의하여 만들어지는 윤곽상에 존재하는 프레임차 에너지로 계산한다. 다음에 동질성의 비용이 최소인 두 영역을 찾아서 병합하구 파티션을 새롭게 갱신한다. 이러한 반복적 병합은 프레임차 에너지의 전위차가 큰 윤곽들이 남을 때까지 수행한다. 마지막으로 후처리 단계에서는 객체 내부의 윤곽들을 제거하여 비디오 객체를 추출한다.

홍조류 모로우붉은실(Polysiphonia morrowii)의 추출물과 이로부터 분리된 브로모페놀계 화합물의 in vitro 항균·항스쿠티카충 활성 및 구조-활성 상관성 (In vitro Anti-bacterial and Anti-scuticociliate Activities of Extract and Bromophenols of the Marine Red Alga Polysiphonia morrowii with Structure-activity Relationships)

  • 강소영;이상윤;최준호;정성주
    • 한국수산과학회지
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    • 제47권1호
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    • pp.45-51
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    • 2014
  • Scuticociliates are regarded as serious pathogens in marine aquaculture worldwide. In Korea, they cause mass-mortalities in fish such as the commercially important olive flounder Paralichthys olivaceus. In particular, mixed infections of scuticociliates with pathogenic bacteria have been commonly reported. During efforts to identify natural marine-algae derived products that possess anti-bacterial and anti-scuticociliate properties, we found that an 80% methanolic extract of the red alga Polysiphonia morrowii Harvey exhibits both anti-scuticociliate activity against Miamiensis avidus, which is a major causative agent of scuticociliatosis, and anti-bacterial activities against fish pathogenic bacteria. Activity-guided fractionation and isolation of the 80% methanolic extract of P. morrowii yielded three bromophenols, which were identified as 3-bromo-4,5-dihydroxybenzyl methyl ether (1), 3-bromo-4,5-dihydroxybenzaldehyde (2) and urceolatol (3) based on spectroscopic analyses. 3-bromo-4,5-dihydroxybenzyl methyl ether (1) showed the highest anti-bacterial and anti-scuticociliate activities, with a minimal inhibitory concentration (MIC) of $62.5{\mu}g/mL$ (against Vibrio anguillarum) and minimal lethal concentration (MLC) of 62.5 ppm (in seawater). Investigations of the anti-bacterial and anti-scuticociliate activities of seventeen bromophenol derivatives, including the three isolated natural bromophenols, showed that the existence of an electron donating group or atom with a non-covalent electron pair at $C_4$ of the 2-bromophenol structure may be important in anti-scuticociliate activity. These findings suggest that the extract and bromophenol derivatives of P. morrowii may provide useful alternatives in aquaculture anti-scuticociliate therapies.

An acoustic and perceptual investigation of the vowel length contrast in Korean

  • Lee, Goun;Shin, Dong-Jin
    • 말소리와 음성과학
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    • 제8권1호
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    • pp.37-44
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    • 2016
  • The goal of the current study is to investigate how the sound change is reflected in production or in perception, and what the effect of lexical frequency is on the loss of sound contrasts. Specifically, the current study examined whether the vowel length contrasts are retained in Korean speakers' productions, and whether Korean listeners can distinguish vowel length minimal pairs in their perception. Two production experiments and two perception experiments investigated this. For production tests, twelve Korean native speakers in their 20s and 40s completed a read-aloud task as well as a map-task. The results showed that, regardless of their age group, all Korean speakers produced vowel length contrasts with a small but significant differences in the read-aloud test. Interestingly, the difference between long and short vowels has disappeared in the map task, indicating that the speech mode affects producing vowel length contrasts. For perception tests, thirty-three Korean listeners completed a discrimination and a forced-choice identification test. The results showed that Korean listeners still have a perceptual sensitivity to distinguish lexical meaning of the vowel length minimal pair. We also found that the identification accuracy was affected by the word frequency, showing a higher identification accuracy in high- and mid- frequency words than low frequency words. Taken together, the current study demonstrated that the speech mode (read-aloud vs. spontaneous) affects the production of the sound undergoing a language change; and word frequency affects the sound change in speech perception.

폐쇄 기구형 다리의 조향가능 4족 보행 로봇 시스템 (A Steerable Quadruped Walking Robotic System with Legs of a Closed-Chain Mechanism)

  • 임승철;정해성
    • 대한기계학회논문집A
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    • 제24권1호
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    • pp.118-123
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    • 2000
  • Most quadruped walking robots under current research are individually controlling every joint ic make them step or walk according to an integrated strategy. Such methods are characterized by at least one pair of an actuator and a sensor installed per each 'oint so that the robots weigh execssively and move inefficiently in terms of energy expenditure. In addition, the task of controlling all the joints simultaneously is quite complex and prone to destabilize the robot motion. These respects keep the existing walking robots away from realistic applications such as transportation even if they have potentially, outstanding adaptability to swamps or uneven terrains as opposed to wheeled vehicles. So, this paper presents a new conceptual quadruped robot developed to walk and steer only with a minimal number of actuators owing to a closed-chain mechanism. To prove its actual performance including the adaptability to various types of terrains. experiments are done with the mammal-type prototype. And. it is also shown that the same concept can be easily extended to carry out different gait forms. for instance, that of spiders only with minor modifications.