• Journal of the Korea Concrete Institute
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• v.28 no.5
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• pp.555-562
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• 2016

The objective of the present study is to evaluate the shear transfer capacity of transverse reinforcement at the concrete interfaces with smooth construction joint. The transverse reinforcing bars were classified into two groups: V-type for the arrangement perpendicular to the interface and X-type for inclined-crossing arrangement. The transverse reinforcement ratio at the interface varied from 0.0045 to 0.0135 for V-type and 0.0064 to 0.0045 for X-type. The mechanism analysis proposed for monolithic concrete interface, derived based on the upper-bound theorem of concrete plasticity, was modified to evaluate the shear friction capacity of concrete interfaces with smooth construction joint. Test results showed that the specimens with X-type reinforcement had lower amount of relative slippage at the interface and higher shear friction capacity than the companion specimens with V-type reinforcement. This observation was independent of the unit weight of concrete. The mean and standard deviation of the ratios between the experimental shear friction strength of smooth construction joints and predictions obtained from the proposed model are 1.07 and 0.14, respectively.

• Journal of the Korea Concrete Institute
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• v.22 no.6
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• pp.833-841
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• 2010

In this report, the test results of five reinforced concrete beam-column joint subjected to cyclic load are presented. The main purpose of the research is to investigate the influence of the steel pull-out of the beam-column joints to the shear and ductile capacity of the RC beam-column assembles. In addition, the influence of the amount of beam reinforcement to the joint shear and ductile capacity is evaluated. Test results indicate that the yield penetration of steel bar increases as the joint shear strength ratio, $V_{j1}/V_{jby}$ decreases. And the slippage of the steel bars are varied according to the region of the beam-column joints. The pull-out of the steel bars of five specimens was almost the same regardless of the joint shear strength ratio, $V_{j1}/V_{jby}$. Because it was affected by not only the yield penetration of steel bar but also the axial elongation in the plastic hinge.

• Journal of the Korean Geotechnical Society
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• v.24 no.12
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• pp.33-40
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• 2008

The load distribution and deformation of rock-socketed drilled shafts subjected to axial loads are evaluated by a load-transfer method. The emphasis is on quantifying the effect of coupled soil resistance in rock-socketed drilled shafts using the 2D elasto-plastic finite element analysis. Slippage and shear load transfer behavior at the pile-soil interface are investigated by using a user-subroutine interface model (FRlC). It is shown that the coupled soil resistance provides the influence of pile toe settlement as the shaft resistance is increased to an ultimate limit state. The results show that the coupling effect is closely related to the value of pile diameter over rock mass modulus (D/$E_{mass}$) and the ratio of total shaft resistance against total applied load ($R_s$/Q). Through comparisons with field case studies, the 2D numerical analysis reseanably presented load transfer of pile and coupling effect due to the transfer of shaft shear loading, and thus represents a significant improvement in the prediction of load deflections of drilled shafts.

• Geomechanics and Engineering
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• v.29 no.4
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• pp.471-486
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• 2022

The effect of segmental joints is one of main importance for the segmental lining design when tunnels are excavated by a mechanized process. In this paper, segmental tunnel linings are analyzed by two numerical methods, namely the Beam-Spring Method (BSM) and the Solid-Interface Method (SIM). For this purpose, the Tehran Subway Line 6 Tunnel is considered to be the reference case. Comprehensive 2D numerical simulations are performed considering the soil's calibrated plastic hardening model (PH). Also, an advanced 3D numerical model was used to obtain the stress relaxation value. The SIM numerical model is conducted to calculate the average rotational stiffness of the longitudinal joints considering the joints bending moment distribution and joints openings. Then, based on the BSM, a sensitivity analysis was performed to investigate the influence of the ground rigidity, depth to diameter ratios, slippage between the segment and ground, segment thickness, number of segments and pattern of joints. The findings indicate that when the longitudinal joints are flexible, the soil-segment interaction effect is significant. The joint rotational stiffness effect becomes remarkable with increasing the segment thickness, segment number, and tunnel depth. The pattern of longitudinal joints, in addition to the joint stiffness ratio and number of segments, also depends on the placement of longitudinal joints of the key segment in the tunnel crown (similar to patterns B and B').

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.119-133
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• 2020

Fama asserted that in an efficient market, we can't make a trading rule that consistently outperforms the average stock market returns. This study aims to suggest a machine learning algorithm to improve the trading performance of an intraday short volatility strategy applying asymmetric volatility spillover effect, and analyze its trading performance improvement. Generally stock market volatility has a negative relation with stock market return and the Korean stock market volatility is influenced by the US stock market volatility. This volatility spillover effect is asymmetric. The asymmetric volatility spillover effect refers to the phenomenon that the US stock market volatility up and down differently influence the next day's volatility of the Korean stock market. We collected the S&P 500 index, VIX, KOSPI 200 index, and V-KOSPI 200 from 2008 to 2018. We found the negative relation between the S&P 500 and VIX, and the KOSPI 200 and V-KOSPI 200. We also documented the strong volatility spillover effect from the VIX to the V-KOSPI 200. Interestingly, the asymmetric volatility spillover was also found. Whereas the VIX up is fully reflected in the opening volatility of the V-KOSPI 200, the VIX down influences partially in the opening volatility and its influence lasts to the Korean market close. If the stock market is efficient, there is no reason why there exists the asymmetric volatility spillover effect. It is a counter example of the efficient market hypothesis. To utilize this type of anomalous volatility spillover pattern, we analyzed the intraday volatility selling strategy. This strategy sells short the Korean volatility market in the morning after the US stock market volatility closes down and takes no position in the volatility market after the VIX closes up. It produced profit every year between 2008 and 2018 and the percent profitable is 68%. The trading performance showed the higher average annual return of 129% relative to the benchmark average annual return of 33%. The maximum draw down, MDD, is -41%, which is lower than that of benchmark -101%. The Sharpe ratio 0.32 of SVS strategy is much greater than the Sharpe ratio 0.08 of the Benchmark strategy. The Sharpe ratio simultaneously considers return and risk and is calculated as return divided by risk. Therefore, high Sharpe ratio means high performance when comparing different strategies with different risk and return structure. Real world trading gives rise to the trading costs including brokerage cost and slippage cost. When the trading cost is considered, the performance difference between 76% and -10% average annual returns becomes clear. To improve the performance of the suggested volatility trading strategy, we used the well-known SVM algorithm. Input variables include the VIX close to close return at day t-1, the VIX open to close return at day t-1, the VK open return at day t, and output is the up and down classification of the VK open to close return at day t. The training period is from 2008 to 2014 and the testing period is from 2015 to 2018. The kernel functions are linear function, radial basis function, and polynomial function. We suggested the modified-short volatility strategy that sells the VK in the morning when the SVM output is Down and takes no position when the SVM output is Up. The trading performance was remarkably improved. The 5-year testing period trading results of the m-SVS strategy showed very high profit and low risk relative to the benchmark SVS strategy. The annual return of the m-SVS strategy is 123% and it is higher than that of SVS strategy. The risk factor, MDD, was also significantly improved from -41% to -29%.

• Composites Research
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• v.34 no.3
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• pp.192-198
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• 2021

Due to enormous market growing of electric vehicles without combustion engine, reducing unwanted BSR (buzz, squeak, and rattle) noise is highly demanded for vehicle quality and performance. Particularly, innerbelt weatherstrips which not only block wind noise, rain, and dust from outside, but also reduce noise and vibration of door glass and vehicle are required to exhibit high damping properties for improved BSR performance of the vehicle. Thermoplastic elastomers (TPEs), which can be recycled and have lighter weight than thermoset elastomers, are receiving much attention for weatherstrip material, but TPEs exhibit low material damping and compression set causing frictional noise and vibration between the door glass and the weatherstrip. In this study, high damping EPDM (ethylene-propylene-diene monomer)/PP (polypropylene) thermoplastic vulcanizates (TPV) were investigated by varying EPDM/PP ratio and ENB (ethylidene norbornene) fraction in EPDM. Viscoelastic properties of TPV materials were characterized by assuming that the material damping is directly related to the viscoelasticity. The optimum material damping factor (tanδ peak 0.611) was achieved with low PP ratio (14 wt%) and high ENB fraction (8.9 wt%), which was increased by 140% compared to the reference (tanδ 0.254). The improved damping is believed due to high fraction of flexible EPDM chains and higher interfacial slippage area of EPDM particles generated by increasing ENB fraction in EPDM. The stick-slip test was conducted to characterize frictional noise and vibration of the TPV weatherstrip. With improved TPV material damping, the acceleration peak of frictional vibration decreased by about 57.9%. This finding can not only improve BSR performance of electric vehicles by designing material damping of weatherstrips but also contribute to various structural applications such as urban air mobility or aircrafts, which require lightweight and high damping properties.