• Journal of Korean Society of Coastal and Ocean Engineers
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• v.2 no.2
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• pp.75-82
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• 1990

A Wave transformation including wave breaking in shallow water region is a non-linear and discontinuous Phenomenon. Therefore, a so-called individual wave analysis (or a wave by wave analysis) rather than spectral approach seems to be adequate to investigate the wave transformation in such regions. In this study, a theoretical joint distribution of wave height, period and wave direction of zero-down crossing waves, which is required in the individual wave analysis in the shallow water region, is derived based on the hypothesis that sea surface is a Gaussian stochastic process and that a band-width of energy spectra is sufficiently narrow. The derived i oint distribution is found to be an effective measure to investigate characteristics of three-dimensional random wave field in shallow water through field measurements.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.14 no.2
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• pp.155-163
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• 1989

For a one link flexible arm control, quadratic optimal control is applied to the dynamic modilling which is derived from an assumed mode method. For the quadratic optimal control technique, the full state feedback must be obtained for closing the control loop, but because some of the states in the flexible system(e.g. the rate of change of the time dependent variables of the mode shapes) can not be directly measured, state estimator is necessary to achieve the practical implementation of the optimal controller. When disturbances and measurement noise occur, stochastic approach must be applied to estimating the states of the system. Kalman Filter is used as a stste estimator. Through the simulation, the flexible system with state estimator is compared with the flexible system assuming that all the states can be measured.

• Proceedings of the KIEE Conference
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• 2001.11b
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• pp.57-59
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• 2001

The restructuring of power industry is still going on all over the world for last several decades. Many kinds of restructuring model has been studied, proposed, and applied. Among those models, power pool is more popular than others. This paper assumes the power pool market structure having competitive generation sector and a new method is presented to build bidding strategy in that market. The utilities participating in the market have the perfect information on their cost and price functions, but they don't know the strategy to be chosen by others. To define one's strategy as a vector, we make utility's cost/price function into discrete step function. An utility knows only his own strategy, so he estimates the other's strategy using stochastic methods. For considering these conditions, we introduce the Bayesian rules and noncooperative game theory concepts. Also additional assumptions are included for simplification of solving process. Each utility builds the strategy to maximize his own expected profit function using noncooperative Bayesian game. A numerical example is given in case study to show essential features of this approach.

• Nuclear Engineering and Technology
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• v.40 no.7
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• pp.551-560
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• 2008

Radiation has stochastic aspects in its generation, its choice of interaction mode during traveling in media, and its impact on living bodies. In certain circumstances, like in high dose environments resulting from low-LET radiation, the variance in its impact on a target volume is negligible. On the contrary, in low dose environments, especially when they are attributed to high-LET radiation, the impact on the target carries with it a large variance. This variation is more significant for smaller target volumes. Microdosimetric techniques, which have been developed to estimate the distribution of radiation energy deposited to cellular and subcellular-sized targets, contrast with macrodosimetric techniques which count only the average value. Since cells and DNA compounds are the critical targets in human bodies, microdosimetry, or dose estimation by microscopic approach, helps one better analyze the biological effects of radiation on the human body. By utilizing microbeam systems designed for individual cell irradiation, scientists have discovered that human cells exhibit radiosensitive reactions without being hit themselves (bystander effect). During the past 10 or more years, a new therapeutic protocol using discontinuous multiple micro-slit beams has been investigated for its clinical application. It has been suggested that the beneficial bystander effect is the essence of this protocol.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.281-287
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• 2020

In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.9-21
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• 2020

The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.729-740
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• 2020

The study examines the efficiency of private sector banks in India with the help of Window DEA (Data Envelopment Analysis) for a period from 2005 to 2017. With a window of three years, the period was divided into 11 windows. The study outcomes show that 59.9% of all private sector banks in India operate at more than 0.9 level of efficiency, and there are only three occasions when banks were operating at the efficiency value between 0.6 to 0.7. Further, the consistency in the efficiency scores of the banks has also been analyzed using an efficiency mapping matrix, and the mean efficiency score of the bank in each window is studied. The score of standard deviation was interpreted accordingly for these banks. Banks that are showing the highest efficiency scores also have a higher variance of efficiency scores. There was no bank identified in the matrix that promises high-efficiency ratings with low variability. The study concludes that the analysis of the efficiency mapping matrix indicates that, as a DMU escalates in the efficiency scores, the standard deviation reflecting the risk in overall efficiency scores also tends to rise. The findings complement the concept of higher risk to higher return or greater efficiency.

• The Transactions of the Korea Information Processing Society
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• v.2 no.3
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• pp.417-424
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• 1995

This paper describes MFT(Mean Field Theory) neural network with continuous with continuous variables is applied to quantification analysis problem. A quantification analysis problem, one of the important problems in statistics, is NP complete and arises in the optimal location of objects in the design space according to the given similarities only. This paper presents a MFT neural network with continuous variables for the quantification problem. Starting with reformulation of the quantification problem to the penalty problem, this paper propose a "one-variable stochastic simulated annealing(one-variable SSA)" based on the mean field approximation. This makes it possible to evaluate of the spin average faster than real value calculating in the MFT neural network with continuous variables. Consequently, some experimental results show the feasibility of this approach to overcome the difficulties to evaluate the spin average value expressed by the integral in such models.ch models.

• Wind and Structures
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• v.23 no.1
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• pp.19-43
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• 2016

In the present study, a new methodology is presented to study the ride comfort and bridge responses of a long-span bridge-traffic-wind coupled vibration system considering stochastic characteristics of traffic flow and bridge surface progressive deterioration. A three-dimensional vehicle model with 24 degrees-of-freedoms (DOFs) including a three-dimensional non-linear suspension seat model and the longitudinal vibration of the vehicle is firstly presented to study the ride comfort. An improved cellular automaton (CA) model considering the influence of the next-nearest neighbor vehicles and a progressive deterioration model for bridge surface roughness are firstly introduced. Based on the equivalent dynamic vehicle model approach, the bridge-traffic-wind coupled equations are established by combining the equations of motion of both the bridge and vehicles in traffic using the displacement relationship and interaction force relationship at the patch contact. The numerical simulations show that the proposed method can simulate rationally the ride comfort and bridge responses of the bridge-traffic-wind coupled system; and the vertical, lateral, and longitudinal vibrations of the driver seat model can affect significantly the driver's comfort, as expected.

• Structural Engineering and Mechanics
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• v.42 no.3
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• pp.335-352
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• 2012

Particle Swarm Optimization (PSO) is a stochastic population based optimization algorithm which has attracted attentions of many researchers. This method has great potentials to be applied to many optimization problems. Despite its robustness the standard version of PSO has some drawbacks that may reduce its performance in optimization of complex structures such as laminated composites. In this paper by suggesting a new variation scheme for acceleration parameters and inertial weight factors of PSO a novel optimization algorithm is developed to enhance the basic version's performance in optimization of laminated composite structures. To verify the performance of the new proposed method, it is applied in two multi-objective design optimization problems of laminated cylindrical. The numerical results from the proposed method are compared with those from two other conventional versions of PSO-based algorithms. The convergancy of the new algorithms is also compared with the other two versions. The results reveal that the new modifications inthe basic forms of particle swarm optimization method can increase its convergence speed and evade it from local optima traps. It is shown that the parameter variation scheme as presented in this paper is successful and can evenfind more preferable optimum results in design of laminated composite structures.