• 제목/요약/키워드: path dependency

검색결과 113건 처리시간 0.029초

A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH

  • Jeon, Junkee;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • 제32권3호
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    • pp.301-310
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    • 2016
  • Lookback options, in the terminology of nance, are a type of exotic option with path dependency whose the payoff depends on the optimal (maximum or minimum) underlying asset's price occurring over the life of the option. In this paper, we exploit Mellin transform techniques to find a closed-form solution for European lookback options in Black-Scholes model.

거래전략에 따른 송전 손실 배분의 경로 의존성에 관한 연구 (Study on Path-dependency of Transmission Loss Allocation using Transactions Strategy)

  • 하상현;민경일;이수원;문영현
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 제38회 하계학술대회
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    • pp.59-60
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    • 2007
  • 본 논문에서는 모선별로 송전 손실을 배분하는 방법에 대하여 연구하였다. 특히 거래 전략 행렬을 통한 송전 손실 배분 이론을 제시하였고, 제안된 송전 손실 이론이 수학적으로 경로 의존성을 가짐을 증명하였다. 또한 총 전송 손실량이 거래 전략에 독립적임을 밝혀 합리적인 손실 배분 방법임을 증명하였다. 본 논문에서 제시된 알고리즘은 IEEE 계통에서 시뮬레이션을 통하여 검증을 하였다.

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모자간의 애착 및 모의 결혼관계에 따른 아들 부부의 결혼만족도 : 인과적 모형 (The Attachment Between Mother and Married Son and Mother's Marital Relationship to Son's Marital Satisfaction: A Path Model)

  • 유은희
    • 대한가정학회지
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    • 제27권2호
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    • pp.149-162
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    • 1989
  • Based on attachment theory and family system theory, this study was attempted to construct a path model in which showed how adult son-mother relationship and mother's marital relationship influence son's marital satifaction. Predictor variables examined were the attachment between mother and married son, mother's dependency, mother's marital relationship, son's filial obligation, son's marriage years. Data were analyzed from survey and structured interviews conducted with 111 families including married son, his wife and his mother. Results indicated that the attachment between mother and married son influenced directly to son's marital satisfaction while the other variables had an indirect influence via the attachment between mother and son. The importance of the relationship between mother and married son to son's marital satisfaction received string support.

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Multiple-Channel Active Noise Control by ANFIS and Independent Component Analysis without Secondary Path Modeling

  • Kim, Eung-Ju;Lee, Sang-yup;Kim, Beom-Soo;Lim, Myo-Taeg
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.22.1-22
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    • 2001
  • In this paper we present Multiple-Channel Active Noise Control[ANC] system by employing Independent Component Analysis[ICA] and Adaptive Network Fuzzy Inference System[ANFIS]. ICA is widely used in signal processing and communication and it use prewhiting and appropriate choice of non-linearities, ICA can separate mixed signal. ANFIS controller is trained with the hybrid learning algorithm to optimize its parameters for adaptively canceling noise. This new method which minimizes a statistical dependency of mutual information(MI) in mixed low frequency noise signal and there is no need to secondary path modeling. The proposed implementations achieve more powerful and stable noise reduction than Filtered-X LMS algorithms which is needed for LTI assumption and precise secondary error

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Post-buckling analysis of imperfect nonlocal piezoelectric beams under magnetic field and thermal loading

  • Fenjan, Raad M.;Ahmed, Ridha A.;Faleh, Nadhim M.
    • Structural Engineering and Mechanics
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    • 제78권1호
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    • pp.15-22
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    • 2021
  • An investigation of the nonlinear thermal buckling behavior of a nano-sized beam constructed from intelligent materials called piezo-magnetic materials has been presented in this article. The nano-sized beam geometry has been considered based on two assumptions: an ideal straight beam and an imperfect beam. For incorporating nano-size impacts, the nano-sized beam formulation has been presented according to nonlocal elasticity. After establishing the governing equations based on classic beam theory and nonlocal elasticity, the nonlinear buckling path has been obtained via Galerkin's method together with an analytical trend. The dependency of buckling path to piezo-magnetic material composition, electro-magnetic fields and geometry imperfectness has been studied in detail.

The Emotional Dimensions of North Korean Politics through the Lens of Historical Institutionalism

  • Kim, Hwajung
    • Journal of Contemporary Eastern Asia
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    • 제21권2호
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    • pp.13-26
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    • 2022
  • This study explores the following research question to address issues linked to emotions, identity, and institutions: how has the cult (institution) of the three Kims affected North Koreans' strong sense of nationalism (emotion), which is based on their Juche ideology (identity)? This paper investigates four fundamental elements of historical institutionalism: time boundedness, path dependency, institutional changes, and the shadow of the past. First, time boundedness illustrates how culture and education have been used to build trust and loyalty in the general public to construct individual and family cults. Second, path dependence reveals how the Songbun system has resulted in strong nationalism throughout Rodongdang's institutionalization. Third, institutional changes highlight the significance of age divides, as different age groups do not always support the three Kims' cult. Finally, the shadow of the past helps us understand the primary processes for generating mass ardent nationalism in the form of powerful impulses for self-sacrifice.

Enumeration of axial rotation

  • Yoon, Yong-San
    • Advances in biomechanics and applications
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    • 제1권2호
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    • pp.85-93
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    • 2014
  • In this paper, two procedures of enumerating the axial rotation are proposed using the unit sphere of the spherical rotation coordinate system specifying 3D rotation. If the trajectory of the movement is known, the integration of the axial component of the angular velocity plus the geometric effect equal to the enclosed area subtended by the geodesic path on the surface of the unit sphere. If the postures of the initial and final positions are known, the axial rotation is determined by the angular difference from the parallel transport along the geodesic path. The path dependency of the axial rotation of the three dimensional rigid body motion is due to the geometric effect corresponding to the closed loop discontinuity. Firstly, the closed loop discontinuity is examined for the infinitesimal region. The general closed loop discontinuity can be evaluated by the summation of those discontinuities of the infinitesimal regions forming the whole loop. This general loop discontinuity is equal to the surface area enclosed by the closed loop on the surface of the unit sphere. Using this quantification of the closed loop discontinuity of the axial rotation, the geometric effect is determined in enumerating the axial rotation. As an example, the axial rotation of the arm by the Codman's movement is evaluated, which other methods of enumerating the axial rotations failed.

Dependent Quantization for Scalable Video Coding

  • ;김문철;함상진;이근식;박근수
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2006년도 학술대회
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    • pp.127-132
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    • 2006
  • Quantization in video coding plays an important role in controlling the bit-rate of compressed video bit-streams. It has been used as an important control means to adjust the amount of bit-streams to at]owed bandwidth of delivery networks and storage. Due to the dependent nature of video coding, dependent quantization has been proposed and applied for MPEG-2 video coding to better maintain the quality of reconstructed frame for given constraints of target bit-rate. Since Scalable Video Coding (SVC) being currently standardized exhibits highly dependent coding nature not only between frames but also lower and higher scalability layers where the dependent quantization can be effectively applied, in this paper, we propose a dependent quantization scheme for SVC and compare its performance in visual qualities and bit-rates with the current JSVM reference software for SVC. The proposed technique exploits the frame dependences within each GOP of SVC scalability layers to formulate dependent quantization. We utilize Lagrange optimization, which is widely accepted in R-D (rate-distortion) based optimization, and construct trellis graph to find the optimal cost path in the trellis by minimizing the R-D cost. The optimal cost path in the trellis graph is the optimal set of quantization parameters (QP) for frames within a GOP. In order to reduce the complexity, we employ pruning procedure using monotonicity property in the trellis optimization and cut the frame dependency into one GOP to decrease dependency depth. The optimal Lagrange multiplier that is used for SVC is equal to H.264/AVC which is also used in the mode prediction of the JSVM reference software. The experimental result shows that the dependent quantization outperforms the current JSVM reference software encoder which actually takes a linear increasing QP in temporal scalability layers. The superiority of the dependent quantization is achieved up to 1.25 dB increment in PSNR values and 20% bits saving for the enhancement layer of SVC.

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복지국가 재편의 경로의존성 : 공적연금 제도 구조와 급여관대성 및 지출수준에 관한 비교연구 (Pension Structure, Benefit Generosity and Pension Spending in the Retrenchment Period of Welfare States)

  • 김수완;백승호
    • 사회복지연구
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    • 제42권1호
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    • pp.433-461
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    • 2011
  • 이 연구는 복지국가 재편기에 공적연금의 급여 관대성과 지출의 변화추이 및 결정요인을 밝히고자 하였다. 특히 공적연금 제도에서의 경로의존성을 밝힌 방대한 질적 연구들의 심층적 논의를 계량적 비교국가연구의 흐름에 통합하여 공적연금제도의 변화에 영향을 미치는 중요한 요인으로서 공적연금제도의 구조(structure)에 주목하였다. 한편, 복지국가 발달을 설명했던 산업화 이론과 권력자원 이론이 복지국가 재편기 공적연금정책의 변화를 설명하는 데에도 유용한가를 검증하고자 하였다. 1980-2007년까지 서구 복지국가 13개국을 대상으로 분석한 결과는 다음과 같다. 첫째, 공적연금제도의 구조에 따라 연금급여 관대성과 지출수준에 상이한 변화 추이가 확인되었다. 둘째, 결합시계열 회귀분석 결과, 연금구조는 제도 관대성과 지출에 영향을 미치는 가장 중요한 요인임이 밝혀졌다. 셋째, 고령화의 영향력은 연금급여 관대성을 통제한 상태에서도 유의미하게 나타나, 고령화가 연금지출을 증가시키는 요인으로 나타났다. 다만 신사회적 위험 정도가 높을수록 노인에 대한 현금지출 집중도는 낮아졌다. 넷째, 권력자원 이론은 재편기의 연금정책 국면에서는 설명력이 통계적으로 입증되지 않았다.

원자력 정책 변동에 관한 연구: 후쿠시마 원전 사고 전후를 중심으로 (Study on the Change of Nuclear Energy Policy: Before and After Fukushima Nuclear Accident)

  • 박수경;장동현
    • 한국콘텐츠학회논문지
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    • 제19권6호
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    • pp.222-235
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    • 2019
  • 2011년 발생한 후쿠시마 원전사고 이후 국제사회에서 원자력정책은 침체기에 접어들었으나 우리나라는 박근혜 정부까지 약 60여 년 동안 친원전 정책을 유지하는 경로의존성을 보여주었다. 하지만 2017년 탈원전 정책을 공약으로 내세운 문재인 정부 출범 이후 기존의 친원전 정책은 경로의존성에서 이탈하는 양상을 보이게 되었다. 본 연구는 역사적 제도주의를 중심으로 2008년 이명박 정부 시기부터 2018년 문재인 정부 까지 한국의 원자력정책 변동 과정을 고찰하였다. 연구결과 후쿠시마 원전 사고라는 외부 환경은 중대한 전환점이 되어 정부의 원자력 정책의 변동을 초래하였다. 제도적 맥락 측면에서 원자력정책의 패러다임, 정책결정구조, 법령 등에 영향을 미쳤고 행위자 측면에서도 정치 이념 및 국민 수용성에 영향을 주었다. 2017년 문재인 정부출범 이후 탈원전 정책이 제도적 기반을 확보하고 기존의 친원전 정책에서 탈원전으로 근본적인 정책 변동이 이루어지게 되었다. 이를 통해 문재인 정부의 에너지 정책은 이전 정부들의 원전 중심의 경로의존성에서 벗어나 단절적 균형이 발생하였고 재생에너지 중심으로 정책이 변동되었음을 확인할 수 있었다.