• East Asian mathematical journal
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• 제34권1호
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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.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2009년도 추계학술대회
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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.

• 부모자녀건강학회지
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• 제17권1호
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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.

• 아동학회지
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• 제19권2호
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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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• 제4권4호
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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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• 제16권4호
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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.

• 대한설비공학회:학술대회논문집
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• 대한설비공학회 2008년도 동계학술발표대회 논문집
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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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• 제16권4호
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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.

• 응용통계연구
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• 제28권3호
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• pp.393-406
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• 2015

본 논문은 2요인(two-factor) 사망률 모형에 평균회귀모형(mean reverting process)을 적용하여 2요인의 확률적 변동을 모형화하여 사망률리스크(mortality risk)와 장수리스크(longevity risk)를 분석하였다. 최근 고령사회로 진입한 국가들에서 사망률 개선의 둔화가 관측되고 있는 시점에서 기존의 선형증가 또는 감소의 사망률 개선 모형을 보완함에 그 목적을 두었다. 영국의 1991~2015년 사망률 자료를 이용하여 제시한 모형의 모수를 메트로폴리스 알고리듬을 이용해 추정하였고 추정된 모수 값을 이용하여 다수 시뮬레이션을 통하여 장기간의 미래 사망률 예측값을 계산하였다. 평균회귀 모형의 특성으로 인해 약 60년의 시간이 지난 뒤부터는 사망률 개선이 거의 사라져 사망률이 일정한 값에 근접하였다. 사망률 개선이 둔화되는 현상이 관측되는 특정 집단(국가, 사회)의 경우 2요인 평균회귀 모형은 장기간 사망률 예측방법의 대안으로 간주될 것으로 기대되며, 모형의 응용으로서 평균회귀율의 추정결과로부터 사망률 개선의 속도를 계량화하는 기준을 제시하였다. 끝으로, 2014년~2040 기간의 사망률 예측값을 이용하여 25년 만기 장수채권의 발행가격을 산출하였다.

• ETRI Journal
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• 제30권1호
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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.