• East Asian mathematical journal
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• v.34 no.1
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• pp.1-16
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• 2018

We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

• Proceedings of the Safety Management and Science Conference
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• 2009.11a
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• pp.657-665
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• 2009

The paper reviews gauge R&R studies by two-factor mixed models including random and fixed factors. The two-factor mixed models include restricted models and unrestricted models considering the interaction of two factors. This study also classifies the models according to the number of factors, and the combination of various factors such as random factor, fixed factor, block factor and repetition type.

• Korean Parent-Child Health Journal
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• v.17 no.1
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• pp.37-45
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• 2014

Purpose: This study aimed to review measurements of environmental health behavior and assess the construct validity of Environmental Health Engagement Profile (EHEP) through confirmatory factor analysis. Methods: The literature review was performed for selection of measurements. Confirmatory factor analysis with AMOS 19.0 was used for validation of EHEP. Results: The model fitness was not appropriate in the one-factor model; $x^2=91.11$ (df=5, p<.001), Comparative Fit Index (CFI)=8.19, Non Normed Fit Index (NNFI)=6.39, and Root Mean Square Error of Approximation (RMSEA)=0.20. The model fitness was appropriate in the two-factor model; $x^2=3.19$ (df=1, p=.074), CFI=9.95, NNFI= 9.71, RMSEA=0.07. A modification of scale was found to be the most suitable for use in the investigation of environmental health behavior. Conclusion: This study confirms that a two-factor model underlies the concept of environmental health behavior. The review of measurements can help nurses and researchers to assess the environmental health behaviors.

• Korean Journal of Child Studies
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• v.19 no.2
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• pp.97-113
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• 1998

The purpose of this paper was to evaluate hypothesized alternative models for the factor structure of the Korean Version of the Aberrant Behavior Checklist(K-ABC) using standardized samples. Confirmatory factor analyses of correlated factor models using the Jeroskog method were carried out. Analyses supported the two-factor processing model. When the achievement scale was added, a three factor model (two processing factors and an achievement factor) emerged. When factorially uncorrelated models were analyzed, fit indices proved to be improper.

• Journal of Power Electronics
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• v.4 no.4
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• pp.197-204
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• 2004

Two-stage Power-Factor-Correction (PFC) converters are the most common circuits for drawing sinusoidal and in phase current waveforms from an ac source with a good regulated output voltage. The first stage is a boost PFC converter with average-current-mode control for achieving the near-unity power factor and the second stage is a forward converter with voltage-mode control to regulate the output voltage. Stability analysis and design methods of two-stage PFC converters have previously been discussed using linear models. Recently, new nonlinear phenomena have been detected in pre-regulator boost PFC circuits and a new nonlinear model has been proposed for pre-regulated PFC converters. Therefore, investigation of two-stage PFC converters from the nonlinear viewpoint becomes important because the second stage DC/DC converter adds more complexity to the circuit. So, this paper introduces a study of the stability of two-stage PFC converters. A novel nonlinear model of two-stage PFC converters is proposed. Then, a stability analysis is made based upon this nonlinear model. The high correspondence between the simulated and experimental results confirms our analysis.

• Clinical Psychopharmacology and Neuroscience
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• v.16 no.4
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• pp.489-493
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• 2018

Objective: This study was to identify whether working memory (WM) can be clearly subdivided according to auditory and visual modality. To do this, we administered the most recent and universal clinical WM measures in a mixed psychiatric sample. Methods: A total of 115 patients were diagnosed on the basis of DSM-IV diagnostic criteria and with MINI-Plus 5.0, a structured diagnostic interview. WM subtests of Korean version of Wechsler Adult Intelligence Scale-IV and Korean version of Wechsler Memory Scale-IV were administered to assess WM. Confirmatory factor analysis (CFA) was used to observe whether WM measures fit better to a one-factor or two-factor model. Results: CFA results demonstrated that a two factor model fits the data better than one-factor model as expected. Conclusion: Our study supports a modality model of WM, or the existence of modality-specific WM systems, and thus poses a clinical significance of assessing both auditory and visual WM tests.

• Proceedings of the SAREK Conference
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• 2008.11a
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• pp.47-54
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• 2008

Capillary tubes are widely used as expansion device in small refrigeration systems. The refrigerant flowing in the capillary tube experiences frictional and accelerational head losses, and flashing, simultaneously. In this paper flow characteristics of adiabatic capillary tubes with various friction factor models, two-phase viscosity models, and two-phase frictional multiplier models were simulated. The predicted pressure distribution, mass flow rate are compared with experimental data reported in literature. It is confirmed that the predicting accuracy with homogeneous model can be improved by employing the suitable correlations of friction factor and two-phase viscosity model, and two-phase frictional multiplier.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1119-1128
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• 2005

The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor and the fractional Bayes factor have been used to overcome this problem. In this paper, we suggest a Bayesian hypothesis testing based on the intrinsic Bayes factor and the fractional Bayes factor for the comparison of two lognormal variances. Using the proposed two Bayes factors, we demonstrate our results with some examples.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.393-406
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• 2015

We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.

• ETRI Journal
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• v.30 no.1
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• pp.81-88
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• 2008

The security threat posed by worms has steadily increased in recent years. This paper discusses the application of the optimal and sub-optimal Internet worm control via Pontryagin's maximum principle. To this end, a control variable representing the optimal treatment strategy for infectious hosts is introduced into the two-factor worm model. The numerical optimal control laws are implemented by the multiple shooting method and the sub-optimal solution is computed using genetic algorithms. Simulation results demonstrate the effectiveness of the proposed optimal and sub-optimal strategies. It also provides a theoretical interpretation of the practical experience that the maximum implementation of treatment in the early stage is critically important in controlling outbreaks of Internet worms. Furthermore, our results show that the proposed sub-optimal control can lead to performance close to the optimal control, but with much simpler strategies for long periods of time in practical use.