• Title/Summary/Keyword: tRF

Search Result 727, Processing Time 0.031 seconds

The Time-Varying Coefficient Fama - French Five Factor Model: A Case Study in the Return of Japan Portfolios

  • LIAMMUKDA, Asama;KHAMKONG, Manad;SAENCHAN, Lampang;HONGSAKULVASU, Napon
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.7 no.10
    • /
    • pp.513-521
    • /
    • 2020
  • In this paper, we have developed a Fama - French five factor model (FF5 model) from Fama & French (2015) by using concept of time-varying coefficient. For a data set, we have used monthly data form Kenneth R. French home page, it include Japan portfolios (classified by using size and book-to-market) and 5 factors from July 1990 to April 2020. The first analysis, we used Augmented Dickey-Fuller test (ADF test) for the stationary test, from the result, all Japan portfolios and 5 factors are stationary. Next analysis, we estimated a coefficient of Fama - French five factor model by using a generalized additive model with a thin-plate spline to create the time-varying coefficient Fama - French five factor model (TV-FF5 model). The benefit of this study is TV-FF5 model which can capture a different effect at different times of 5 factors but the traditional FF5 model can't do it. From the result, we can show a time-varying coefficient in all factors and in all portfolios, for time-varying coefficients of Rm-Rf, SMB, and HML are significant for all Japan portfolios, time-varying coefficients of RMW are positively significant for SM, and SH portfolio and time-varying coefficients of CMA are significant for SM, SH, and BM portfolio.

60 GHz Low Noise Amplifier MMIC for IEEE802.15.3c WPAN System (IEEE802.15.3c WPAN 시스템을 위한 60 GHz 저잡음증폭기 MMIC)

  • Chang, Woo-Jin;Ji, Hong-Gu;Lim, Jong-Won;Ahn, Ho-Kyun;Kim, Hae-Cheon;Oh, Seung-Hyueb
    • Proceedings of the IEEK Conference
    • /
    • 2006.06a
    • /
    • pp.227-228
    • /
    • 2006
  • In this paper, we introduce the design and fabrication of 60 GHz low noise amplifier MMIC for IEEE802.15.3c WPAN system. The 60 GHz LNA was designed using ETRI's $0.12{\mu}m$ PHEMT process. The PHEMT shows a peak transconductance ($G_{m,peak}$) of 500 mS/mm, a threshold voltage of -1.2 V, and a drain saturation current of 49 mA for 2 fingers and $100{\mu}m$ total gate width (2f100) at $V_{ds}$=2 V. The RF characteristics of the PHEMT show a cutoff frequency, $f_T$, of 97 GHz, and a maximum oscillation frequency, $f_{max}$, of 166 GHz. The performances of the fabricated 60 GHz LNA MMIC are operating frequency of $60.5{\sim}62.0\;GHz$, small signal gain ($S_{21}$) of $17.4{\sim}18.1\;dB$, gain flatness of 0.7 dB, an input reflection coefficient ($S_{11}$) of $-14{\sim}-3\;dB$, output reflection coefficient ($S_{22}$) of $-11{\sim}-5\;dB$ and noise figure (NF) of 4.5 dB at 60.75 GHz. The chip size of the amplifier MMIC was $3.8{\times}1.4\;mm^2$.

  • PDF

Characteristics of $In_xGa_{1-x}N/GaN$ single quantum well grown by MBE

  • Kang, T.W.;Kim, C.O.;Chung, G.S;Eom, K.S.;Kim, H.J.;Won, S.H.;Park, S.H.;Yoon, G.S.;Lee, C. M.;Park, C.S.;Chi, C.S.;Lee, H.Y.;Yoon, J.S.
    • Journal of the Korean Vacuum Society
    • /
    • v.7 no.s1
    • /
    • pp.15-19
    • /
    • 1998
  • Structural and optical properties of $In_xGa_{1-X}N$ as well as $In_{0.1}Ga_{0.9}N$/GaN single quantum we11 (SQW) grown on sapphire (0001) substrate with an based GaN using rf-plasma assisted MBE have been investigated. The quality of the InXGal.,N fdm was improved as the growth temperature increased. In PL measurements at low temperatures, the band edge emission peaks of $In_xGa_{1-X}N$ was shifted to red region as an indium cell and substrate temperature increased. For $In_{0.1}Ga_{0.9}N$/GaN SQW, the optical emission energy has blue shift about 15meV in PL peak, due to the confined energy level in the well region. And, the FWHM of the $In_{0.1}Ga_{0.9}N$/GaN SQW was larger than that of the bulk Ino,la.9N films. The broadening of FWHM can be explained either as non-uniformity of Indium composition or the potential fluctuation in the well region. Photoconductivity (PC) decay measurement reveals that the optical transition lifetimes of the SQW measured gradually increased with temperatures.

  • PDF

V-Band Power Amplifier MMIC with Excellent Gain-Flatness (광대역의 우수한 이득평탄도를 갖는 V-밴드 전력증폭기 MMIC)

  • Chang, Woo-Jin;Ji, Hong-Gu;Lim, Jong-Won;Ahn, Ho-Kyun;Kim, Hae-Cheon;Oh, Seung-Hyueb
    • Proceedings of the IEEK Conference
    • /
    • 2006.06a
    • /
    • pp.623-624
    • /
    • 2006
  • In this paper, we introduce the design and fabrication of V-band power amplifier MMIC with excellent gain-flatness for IEEE 802.15.3c WPAN system. The V-band power amplifier was designed using ETRI' $0.12{\mu}m$ PHEMT process. The PHEMT shows a peak transconductance ($G_{m,peak}$) of 500 mS/mm, a threshold voltage of -1.2 V, and a drain saturation current of 49 mA for 2 fingers and $100{\mu}m$ total gate width (2f100) at $V_{ds}$=2 V. The RF characteristics of the PHEMT show a cutoff frequency, $f_T$, of 97 GHz, and a maximum oscillation frequency, $f_{max}$, of 166 GHz. The gains of the each stages of the amplifier were modified to have broadband characteristics of input/output matching for first and fourth stages and get more gains of edge regions of operating frequency range for second and third stages in order to make the gain-flatness of the amplifier excellently for wide band. The performances of the fabricated 60 GHz power amplifier MMIC are operating frequency of $56.25{\sim}62.25\;GHz$, bandwidth of 6 GHz, small signal gain ($S_{21}$) of $16.5{\sim}17.2\;dB$, gain flatness of 0.7 dB, an input reflection coefficient ($S_{11}$) of $-16{\sim}-9\;dB$, output reflection coefficient ($S_{22}$) of $-16{\sim}-4\;dB$ and output power ($P_{out}$) of 13 dBm. The chip size of the amplifier MMIC was $3.7{\times}1.4mm^2$.

  • PDF

A Study on Concept of the Mobile Access Part based on the ITU's Access Network Functional Model (ITU Access Network의 기능적 모형에 근거한 이동망의 가입자 접속 부문 정립에 관한 연구)

  • Kim, Moon-Soo
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.28 no.1A
    • /
    • pp.17-24
    • /
    • 2003
  • Access network is one of the most critical components of telecommunication networks. Essentially it provides the final connection through to the subscriber and at the same it is usually the most expensive component in terms of capital investment and ongoing cost of maintenance and repair In recent, various access technologies with broadband have been developed and also are emerging newly Comparing fixed access networks, the concrete concept as well as the scope of mobile access networks or parts has not been defined yet although it is caused by peculiarities of mobile network with mobility-guarantee technology, use of RF resource, fixed-exchange and transport networks This article examines the characteristics and detailed functions of BTS, BSC, MSC and other components in CDMA mobile network under the IS-95 A/B and cdma 2000-1x standards comparing the ITU's access network functional model From the systematic and functional perspectives, futhermore, an alternative definition for access parts of mobile network is proposed.

Influences of Plasma Treatment on the Electrical Characteristics of rf-magnefrom sputtered $BaTa_2O_6$ Thin Films (플라즈마 표면 처리가 $BaTa_2O_6$박막의 전기적 특성에 미치는 효과에 관한 연구)

  • Kim, Young-Sik;Lee, Yun-Hi;Ju, Byeong-Kwon;Sung, Mang-Young;Oh, Myung-Hwan
    • The Transactions of the Korean Institute of Electrical Engineers C
    • /
    • v.48 no.5
    • /
    • pp.319-325
    • /
    • 1999
  • Direct current(d.c.)leakage current voltage characteristics of radio-frequencymagnetron sputtered BaTa\sub 2\O\sub 6\ film capacitors with aluminum(A1) top and indium tin oxide (ITO) bottom electrodes have been investigatedas a function of applied field and temperature. In order to study surfacetreatment effect on the electrical characteristics of as-deposited film weperformed exposure of oxygen plasma on $BaTa_2O_6$ surface. d. c.current-voltage (I-V), bipolar pulse charge-voltage (Q-V), d. c. current-time (I-t) andcapacitance-frequency (C-f) analysis were performed on films. All ofthe films exhibita low leakage current, a high breakdown field strength (3MV/cm-4.5MV/cm), and high dielectric constant (20-30). From the temperature dependence of leakage current,we can conclude that the dominant conduction mechanism is ascribed toSchottky emission at high electric field (>1MV/cm) and hopping conduction at lowelectric field (<1MV/cm). According to our results, the oxide plasma surfacetreatmenton as-deposited $BaTa_2O_6$ resulted in lowering interfacebarrier height and thus, leakage current when a negative voltage applied to the A1 electrode. This can be explained by reduction of surface contamination via etching surface and filling defects such as oxygen vacancies.

  • PDF

Study on Electrical Conductivity, Transmittance and Gas Barrier Properties of DLC Thin Films (DLC 박막의 전기전도성, 투과율 및 가스베리어 특성에 관한 연구)

  • Park, S.B.;Kim, C.H.;Kim, T.G.
    • Journal of the Korean Society for Heat Treatment
    • /
    • v.31 no.4
    • /
    • pp.187-193
    • /
    • 2018
  • In this study, the electrical conductivity, transmittance and gas barrier properties of diamond-like carbon (DLC) thin films were studied. DLC is an insulator, and has transmittance and oxygen gas barrier properties varying depending on the thickness of the thin film. Recently, many researchers have been trying to apply DLC properties to specific industrial conditions. The DLC thin films were deposited by PECVD (Plasma Enhanced Chemical Vapor Deposition) process. The doping gas was used for the DLC film to have electrical conductivity, and the optimum conditions of transmittance and gas barrier properties were established by adjusting the gas ratio and DLC thickness. In order to improve the electrical conductivity of the DLC thin film, $N_2$ doping gas was used for $CH_4$ or $C_2H_2$ gas. Then, a heat treatment process was performed for 30 minutes in a box furnace set at $200^{\circ}C$. The lowest sheet resistance value of the DLC film was found to be $18.11k{\Omega}/cm^2$. On the other hand, the maximum transmittance of the DLC film deposited on the PET substrate was 98.8%, and the minimum oxygen transmission rate (OTR) of the DLC film of $C_2H_2$ gas was 0.83.

Silicon Nitride Layer Deposited at Low Temperature for Multicrystalline Solar Cell Application

  • Karunagaran, B.;Yoo, J.S.;Kim, D.Y.;Kim, Kyung-Hae;Dhungel, S.K.;Mangalaraj, D.;Yi, Jun-Sin
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
    • /
    • 2004.11a
    • /
    • pp.276-279
    • /
    • 2004
  • Plasma enhanced chemical vapor deposition (PECVD) of silicon nitride (SiN) is a proven technique for obtaining layers that meet the needs of surface passivation and anti-reflection coating. In addition, the deposition process appears to provoke bulk passivation as well due to diffusion of atomic hydrogen. This bulk passivation is an important advantage of PECVD deposition when compared to the conventional CVD techniques. A further advantage of PECVD is that the process takes place at a relatively low temperature of 300t, keeping the total thermal budget of the cell processing to a minimum. In this work SiN deposition was performed using a horizontal PECVD reactor system consisting of a long horizontal quartz tube that was radiantly heated. Special and long rectangular graphite plates served as both the electrodes to establish the plasma and holders of the wafers. The electrode configuration was designed to provide a uniform plasma environment for each wafer and to ensure the film uniformity. These horizontally oriented graphite electrodes were stacked parallel to one another, side by side, with alternating plates serving as power and ground electrodes for the RF power supply. The plasma was formed in the space between each pair of plates. Also this paper deals with the fabrication of multicrystalline silicon solar cells with PECVD SiN layers combined with high-throughput screen printing and RTP firing. Using this sequence we were able to obtain solar cells with an efficiency of 14% for polished multi crystalline Si wafers of size 125 m square.

  • PDF

Characteristics of Cu-Doped Ge8Sb2Te11 Thin Films for PRAM (PRAM용 Cu-도핑된 Ge8Sb2Te11 박막의 특성)

  • Kim, Yeong-Mi;Kong, Heon;Kim, Byung-Cheul;Lee, Hyun-Yong
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
    • /
    • v.32 no.5
    • /
    • pp.376-381
    • /
    • 2019
  • In this work, we evaluated the structural, electrical and optical properties of $Ge_8Sb_2Te_{11}$ and Cu-doped $Ge_8Sb_2Te_{11}$ thin films prepared by rf-magnetron reactive sputtering. The 200-nm-thick deposited films were annealed in a range of $100{\sim}400^{\circ}C$ using a furnace in an $N_2$ atmosphere. The amorphous-to-crystalline phase changes of the thin films were investigated by X-ray diffraction (XRD), UV-Vis-IR spectrophotometry, a 4-point probe, and a source meter. A one-step phase transformation from amorphous to face-centered-cubic (fcc) and an increase of the crystallization temperature ($T_c$) was observed in the Cu-doped film, which indicates an enhanced thermal stability in the amorphous state. The difference in the optical energy band gap ($E_{op}$) between the amorphous and crystalline phases was relatively large, approximately 0.38~0.41 eV, which is beneficial for reducing the noise in the memory devices. The sheet resistance($R_s$) of the amorphous phase in the Cu-doped film was about 1.5 orders larger than that in undoped film. A large $R_s$ in the amorphous phase will reduce the programming current in the memory device. An increase of threshold voltage ($V_{th}$) was seen in the Cu-doped film, which implied a high thermal efficiency. This suggests that the Cu-doped $Ge_8Sb_2Te_{11}$ thin film is a good candidate for PRAM.

Active Phased Array Antenna Control Scheme for Improving the Performance of Monopulse Tracking Algorithm (모노펄스 추적 알고리즘 성능 향상을 위한 능동위상배열안테나 제어 기법)

  • Jung, Jinwoo;Park, Sungil;Lee, Teawon
    • Smart Media Journal
    • /
    • v.9 no.4
    • /
    • pp.60-65
    • /
    • 2020
  • The monopulse tracking algorithm can estimate the location of a partner station based on an RF (Radio Frequency) signal. The location of the partner station is estimated based on the monopulse ratio curve (MR-C), which is calculated based on the sum and difference signal patterns of an antenna. Therefore, the range in which the estimated location can be calculated with high accuracy increases in proportion to the linear region of MR-C. In this paper, we proposed a method to extend the linear region of the MR-C curve using the beamforming technique for the tracking antenna system using the active phased array antenna. Simulation results based on the same antenna system, it was confirmed that the linear region of MR-C was enlarged by about twice as much as the general case where the proposed method was not applied.