• Title/Summary/Keyword: theory

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Performance Analysis of VaR and ES Based on Extreme Value Theory

  • Yeo, Sung-Chil
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.389-407
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    • 2006
  • Extreme value theory has been used widely in many areas of science and engineering to deal with the assessment of extreme events which are rare but have catastrophic consequences. The potential of extreme value theory has only been recognized recently in finance area. In this paper, we provide an overview of extreme value theory for estimating and assessing value at risk and expected shortfall which are the methods for modelling and measuring the extreme financial risks. We illustrate that the approach based on extreme value theory is very useful for estimating tail related risk measures through backtesting of an empirical data.

A study on the Organizing Principle of Hwaeomsa Temple in Chiri Mountain - Focused on the Theory of Feng-Shui(Configuration of the Ground) - (지리산(智異山) 화엄사가람(華嚴寺伽藍)의 조영사상(造營思想)에 관(關)한 연구(硏究) -풍수사상을 중심(中心)으로-)

  • Lee, Dongyoung;Choi, Hyoseung
    • Journal of the Korean Institute of Rural Architecture
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    • v.2 no.3
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    • pp.77-84
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    • 2000
  • Kurye-gun, which Hwaeomsa temple is located, has huge scale's geographical characteristics, such as mountains, rivers and open fields. This is really blessing area because of Som-jin river at the bottom of Ghiri mountain and open fields, which this situation is very difficult. The location of Hwaeomsa temple is an end of The Baek-Doo Mountains and very important spot(where influences to its geometric converge) of the theory of feng-shui. On exposure logic of the Korean traditional theory of feng-shui, the organization in Ga-Ram of Hwaeomsa temple is inconsistent with representative theory and analyzing system. So, this is one of successful examples with the theory of feng-shui because exhalation from the earth and water was organized well with accuracy.

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양력선 이론을 이용한 EDISON CFD 해석자의 검증

  • Kim, Tae-Hui
    • Proceeding of EDISON Challenge
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    • 2016.11a
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    • pp.101-105
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    • 2016
  • Prandtl's Lifting-line theory is the classical theory of calculating aerodynamic properties. Though it is classical method, it predicts the aerodynamic properties well. By lifting-line theory, high aspect ratio is critical factor to decrease induced drag. And 'elliptic-similar' wing also makes the minimum induced drag. But due to the problem of manufacturing, tapered wing is preferred and have been utilized. In this Paper, by using Edison CFD, verifying the classical lifting-line theory. To consider induced drag only, using Euler equation as governing equation instead of full Navier-Stokes equation. Refer to the theory, optimum taper ratio which makes the minimum induced drag is 0.3. Utilizing the CFD results, plotting oswald factor over various taper ratio and investigating whether the consequences are valid or not. As a result, solving Euler equation by EDISON CFD cannot guarantee the theoretical values because it is hard to set the proper grid to solve. Results are divided into two cases. One is the values are decreased gradually and another seems to following tendency, but values are all negative number.

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Generalized Intuitionistic Fuzzy Soft Sets

  • Park, Jin-Han;Kwun, Young-Chel;Hwang, Jin-Soo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.3
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    • pp.389-394
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    • 2011
  • The notion of generalized intuitionistic fuzzy soft set theory is proposed. Our generalized intuitionistic fuzzy soft set theory is a combination of the generalized intuitionistic fuzzy set theory and the soft set theory. In other words, our generalized intuitionistic fuzzy soft set theory is an extension of the intuitionistic fuzzy soft set theory. The complement, "and" and "or" operations are defined on the generalized intuitionistic fuzzy soft sets. Their basic properties for the generalized intuitionistic fuzzy soft sets are also presented and discussed.

How can we Develop Students' Creativity? : Redesigning a Creativity Program based on Flow Theory

  • Park, JaeSung
    • Journal of Practical Engineering Education
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    • v.9 no.2
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    • pp.91-98
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    • 2017
  • To produce highly creative students, engineering education must develop both problem recognition skills and the ability to solve problems independently. Chonnam National University has been developing a creativity program in which students identify and solve problems themselves. Initially, the primary focus was on solving problems, but this was unsuccessful at attracting the students' interest. To overcome this, we adopted Csikszentmihalyi's flow theory in our creativity program, much like the way this theory is used in computer games. As a result of adopting flow theory, we achieved our goal. Thus, in this paper, we will introduce Chonnam National University's creativity program (designed based on flow theory), which we will call the Self-Directed Creativity-Upgrade Program. Furthermore, we will discuss the impact of this program based on statistical analyses.

On static stability of electro-magnetically affected smart magneto-electro-elastic nanoplates

  • Ebrahimi, Farzad;Barati, Mohammad Reza
    • Advances in nano research
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    • v.7 no.1
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    • pp.63-75
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    • 2019
  • This article represents a quasi-3D theory for the buckling investigation of magneto-electro-elastic functionally graded (MEE-FG) nanoplates. All the effects of shear deformation and thickness stretching are considered within the presented theory. Magneto-electro-elastic material properties are considered to be graded in thickness direction employing power-law distribution. Eringen's nonlocal elasticity theory is exploited to describe the size dependency of such nanoplates. Using Hamilton's principle, the nonlocal governing equations based on quasi-3D plate theory are obtained for the buckling analysis of MEE-FG nanoplates including size effect and they are solved applying analytical solution. It is found that magnetic potential, electric voltage, boundary conditions, nonlocal parameter, power-law index and plate geometrical parameters have significant effects on critical buckling loads of MEE-FG nanoscale plates.

Longitudinal vibration of a nanorod embedded in viscoelastic medium considering nonlocal strain gradient theory

  • Balci, Mehmet N.
    • Advances in nano research
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    • v.13 no.2
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    • pp.147-164
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    • 2022
  • This article investigates the longitudinal vibration of a nanorod embedded in viscoelastic medium according to the nonlocal strain gradient theory. Viscoelastic medium is considered based on Kelvin-Voigt model. Governing partial differential equation is derived based on longitudinal equilibrium and analytical solution is obtained by adopting harmonic motion solution for the nanorod. Modal frequencies and corresponding damping ratios are presented to demonstrate the influences of nonlocal parameter, material length scale, elastic and damping parameters of the viscoelastic medium. It is observed that material length scale parameter is very influential on modal frequencies especially at lower values of nonlocal parameter whereas increase in length scale parameter has less effect at higher values of nonlocal parameter when the medium is purely elastic. Elastic stiffness and damping coefficient of the medium have considerable impacts on modal frequencies and damping ratios, and the highest impact of these parameters on frequency and damping ratio is seen in the first mode. Results calculated based on strain gradient theory are quite different from those calculated based on classical elasticity theory. Hence, nonlocal strain gradient theory including length scale parameter can be used to get more accurate estimations of frequency response of nanorods embedded in viscoelastic medium.

Wave propagation analysis of carbon nanotubes reinforced composite plates

  • Mohammad Hosseini;Parisa Chahargonbadizade;Mohammadreza Mofidi
    • Structural Engineering and Mechanics
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    • v.88 no.4
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    • pp.335-354
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    • 2023
  • In this study, analysis of wave propagation characteristics for functionally graded carbon nanotube-reinforced composite (FG-CNTRC) nanoplates is performed using first-order shear deformation theory (FSDT) and nonlocal strain gradient theory. Uniform distribution (UD) and three types of functionally graded distributions of carbon nanotubes (CNTs) are assumed. The effective mechanical properties of the FG-CNTRC nanoplate are assumed to vary continuously in the thickness direction and are approximated based on the rule of mixture. Also, the governing equations of motion are derived via the extended Hamilton's principle. In numerical examples, the effects of nonlocal parameter, wavenumber, angle of wave propagation, volume fractions, and carbon nanotube distributions on the wave propagation characteristics of the FG-CNTRC nanoplate are studied. As represented in the results, it is clear that the internal length-scale parameter has a remarkable effect on the wave propagation characteristics resulting in significant changes in phase velocity and natural frequency. Furthermore, it is observed that the strain gradient theory yields a higher phase velocity and frequency compared to those obtained by the nonlocal strain gradient theory and classic theory.

Nonparaxial Imaging Theory for Differential Phase Contrast Imaging

  • Jeongmin Kim
    • Current Optics and Photonics
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    • v.7 no.5
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    • pp.537-544
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    • 2023
  • Differential phase contrast (DPC) microscopy, a central quantitative phase imaging (QPI) technique in cell biology, facilitates label-free, real-time monitoring of intrinsic optical phase variations in biological samples. The existing DPC imaging theory, while important for QPI, is grounded in paraxial diffraction theory. However, this theory lacks accuracy when applied to high numerical aperture (NA) systems that are vital for high-resolution cellular studies. To tackle this limitation, we have, for the first time, formulated a nonparaxial DPC imaging equation with a transmission cross-coefficient (TCC) for high NA DPC microscopy. Our theoretical framework incorporates the apodization of the high NA objective lens, nonparaxial light propagation, and the angular distribution of source intensity or detector sensitivity. Thus, our TCC model deviates significantly from traditional paraxial TCCs, influenced by both NA and the angular variation of illumination or detection. Our nonparaxial imaging theory could enhance phase retrieval accuracy in QPI based on high NA DPC imaging.

Vector Analysis of the Xiangsheng Xiangke(相生相剋) of the Yinyang Wuxing(陰陽五行) Theory (음양오행설 상생상극론(相生相剋論)의 벡터 해석(解析))

  • Heo Jae-Soo
    • Journal of Korean Medical classics
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    • v.37 no.1
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    • pp.41-56
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    • 2024
  • Objectives : The purpose of this paper is to model each Xíng(行) of the Yīnyáng Wǔxíng(陰陽五行) theory as a vector, to interpret the Xiāngshēng Xiāngkè(相生相剋) theory as a vector sum, and argue the objectivity and universal applicability of the Xiāngshēng Xiāngkè(相生相剋) theory. Methods : The five xíngs of the Wǔxíng were modeled and expressed as vectors, and the Xiāngshēng Xiāngkè theories were quantitatively explained by vector summation. Results : We calculated the Wǔxíng vectors using the vector sum formula, and found that the Xíng vectors that received mutual support increased in size by about 62%, and the Xíng vectors that received opposition decreased in size by about 38%. Conclusions : This result could be considered as quantitative interpretation of the contents of the Xiāngshēng Xiāngkè(相生相剋) theory which has mostly been explained qualitatively. The results of this study could hopefully provide ideas to quantify various theories based on the Yinyangwuxing theory such as Korean Medicine and other traditional fields in East Asian culture.