• Title/Summary/Keyword: weight determination

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Determination Conversion Weight of Convertible Bonds Using Mean/Value-at-Risk Optimization Models (평균/VaR 최적화 모형에 의한 전환사채 주식전환 비중 결정)

  • Park, Koohyun
    • Korean Management Science Review
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    • v.30 no.3
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    • pp.55-70
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    • 2013
  • In this study we suggested two optimization models to determine conversion weight of convertible bonds. The problem of this study is same as that of Park and Shim [1]. But this study used Value-at-Risk (VaR) for risk measurement instead of CVaR, Conditional-Value-at-Risk. In comparison with conventional Markowitz portfolio models, which use the variance of return, our models used VaR. In 1996, Basel Committee on Banking Supervision recommended VaR for portfolio risk measurement. But there are difficulties in solving optimization models including VaR. Benati and Rizzi [5] proved NP-hardness of general portfolio optimization problems including VaR. We adopted their approach. But we developed efficient algorithms with time complexity O(nlogn) or less for our models. We applied examples of our models to the convertible bond issued by a semiconductor company Hynix.

Improvement and Verification of the Wear Volume Calculation

  • Kim, Hyung-Kyu;Lee, Young-Ho
    • KSTLE International Journal
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    • v.6 no.1
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    • pp.21-27
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    • 2005
  • A technique for a wear volume calculation is improved and verified in this research. The wear profile data measured by a surface roughness tester is used. The present technique uses a data flattening, the FFT and the windowing procedure, which is used for a general signal processing. The measured value of an average roughness of an unworn surfnce is used for the baseline of the integration for the volume calculation. The improvements from the previous technique are the procedures of the data flattening and the determination of a baseline. It is found that the flattening procedure efnciently manipulates the raw data when the levels of it are not horizontal, which enables us to calculate the volume reasonably well and readily. By comparing it with the weight loss method by using artificial dents, the present method reveals more volume by aroung 3~10%. It is attributed to the protruded region of the specimen and the inaccuracy and data averaging during the weght loss measurement. From a thorough investigation, it is concluded that the present technique can provide an accurate wear volume.

A Study on Removal Efficiency of Cd by using Chitosan Complex isolated from Aspergillus oryzae (Aspergillus oryzae로부터 분리한 chitosan복합체에 의한 카드뮴 제거 효율에 관한 연구)

  • 장재선;이제만;김용희
    • Journal of environmental and Sanitary engineering
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    • v.19 no.1
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    • pp.37-41
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    • 2004
  • The removal efficiency of cadmium by chitosan complex isolated from Aspersillus oryzae was investigated through laboratory experiments. The results of the study are as follows. The adsorption kinetics of cadmium was reached the adsorption equilibrium in approximately 20 minutes and the removal efficiency was showed 95.8%. The effect of temperature on cadmium adsorption by chitosan complex shows that as the temperature increased, the amount of cadmium adsorption per unit weight of chitosan complex increased. The correlation between amount of cadmium adsorption per unit weight of chitosan complex and temperature was obtained through the coefficient of determination($R^2$). $R^2$ values was 0.854(p<0.05). A linearized Freundlich equation was used to fit the acquired experimental data. As a result, Freundlich constant, the adsorption intensity(1/n) was 0.550, and the measure of adsorption(k) was 2.181. So, it was concluded that adsorption of cadmium by chitosan complex is effective.

A Study on The Determination Method of Engineering Characteristic Values by QFD (품질기능개선을 통한 품질특성값 결정방법에 관한 연구)

  • 강지호;박명규
    • Proceedings of the Safety Management and Science Conference
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    • 2000.05a
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    • pp.481-490
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    • 2000
  • First, in order to improve selecting method of quality characteristic level desired by customers, S/H(Signal-to-Noise) ratio of Taguchi in larger-the-better characteristics was applied. Second, the Matrix classification standard of ACE(Attribute Categorization Evaluation) is presented using KANO model on difference analysis of importance and satisfaction through questionnaire from customers. This is for reflecting the diverse EC which customers want in EC quality sufficiently. Also, establishing sales point will be helpful in business strategy through presenting types that are able to decide planning quality. Third, the important measure of EC about correlation among quality characteristics and a new weight o( EC are calculated depending on importance of EC and the weight of customer attribute and materials of relationship matrix through correlation matrix analysis.

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A fish-drying control method based on skilled worker's performance

  • Nakamura, Makoto;Fujimoto, Masakatsu;Sakai, Yoshiro
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.379-384
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    • 1994
  • In this paper, a fish-drying control method is proposed, which utilizes prediction of proper change in- weight of material fish based on skilled worker's performance. The function of the proposed system is largely broken down into two procedures: The procedure before drying and the one during drying. The procedure before drying is the determination of necessary drying conditions and the required drying time. Required drying time and proper changes in weight for a specific product are obtained by using fuzzy inference and regression models. The procedure during drying is the prediction of the state of material at the end of drying, or the state of product and regulation of drying conditions to attain the prescribed goal before drying. The prediction of product is obtained by using a set of linear-differential equations obtained by the authors' previous work. Drying conditions are regulated by using fuzzy inference. A good agreement between the results of simulation and experiments is obtained, which implies the usefulness of the present control method.

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Non-invasive Methods for Determination of Cellular Growth in Podophyllum hexandrum Suspension Cultures

  • Chattopadhyay, Saurabh;Bisaria, V.S.;Scheper, T.;Srivastava, A.K.
    • Biotechnology and Bioprocess Engineering:BBE
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    • v.7 no.6
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    • pp.331-334
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    • 2002
  • Culture conductivity and on-line NADH fluorescence were used to measure cellular growth in plant cell suspension cultures of Podophyllum hexandrum. An inverse correlation between dry cell weight and medium conductivity was observed during shake flask cultivation. A linear relationship between dry cell weight and culture NADH fluorescence was obtained during the exponential phase of batch cultivation In a bioreactor under the pH stat (pH 6) conditions. It was observed that conductivity measurement were suitable for biomass characterisation under highly dynamic uncontrolled shake flask cultivation conditions. However, if the acid/alkali feeding is done for pH control the conductivity measurement could not be applied. On the other hand the NADH fluorescence measurement allowed online-in situ biomass monitoring of rather heterogenous plant cell suspension cultures in bioreactor even under the most desirable pH stat conditions.

Determination of Stress Intensity Factors for Embedded Elliptical Crack in Turbine Rotor (터빈축차내에 내재된 타원균열의 응력세기계수 결정)

  • 이강용;김종성;하정수
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.5
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    • pp.1229-1242
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    • 1995
  • The thermal shock stress intensity factors of semi-elliptical surface crack in finite plate and the stress intensity fractors of embedded elliptical crack in turbine rotor is determined by means of Vainshtok weight function method. In case of semi-elliptical surface crack, the solution is compared with previous solution. The stress intensity factor for embedded elliptical crack in turbine rotor loaded by centrifugal and thermal loading is also determined. In this case, the value of stress intensity factor is larger at crack contour near internal radius surface and is almost constant at the crack contour farther from internal radius surface.

Control of Grasp Forces for Robotic Hands Based on Human Capabilities (인간의 손의 능력을 응용한 로봇 핸드의 힘 제어)

  • Kim, Il-Hwan
    • Journal of Industrial Technology
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    • v.16
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    • pp.71-81
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    • 1996
  • This paper discusses a physiological approach motivated by the study of human hands for robot hand force control. It begins with an analysis of the human's grasping behavior to see how humans determine the grasp forces. The human controls the grasp force by sensing the friction force, that is, the weight of the object which is felt on his hand, but when slip is detected by sensing skin acceleration, the grasp force becomes much greater than the minimum force required for grasping by adding the force which is proportional to the acceleration. And two methods that can predict when and how fingers will slip upon a grasped object are considered. To emulate the human's capabilities, we propose a method for determination of as grasp force, which uses the change in the friction force. Experimental results show that the proposed method can be applied to control of robot hands to grasp objects of arbitrary weight stably without skin-like slip sensors.

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Comparative Anatomic Structures of Nonhuman Primate Lungs 2. Tracheobronchial Geometry and Lung Lobe Weight (영장동물폐(靈長動物肺)의 비교해부학적연구(比較解剖學的硏究) 2. 기관(氣管) 및 기관지(氣管枝)의 기하학적계측(幾何學的計測)과 폐중량(肺重量)에 관(關)한 연구(硏究))

  • Kim, Moo Gang;Kim, James C.S.
    • Korean Journal of Veterinary Research
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    • v.19 no.1
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    • pp.9-15
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    • 1979
  • Anatomical measurements were made at the necoropsy and sacrifice in a group of 41 adult female Rhesus monkey to determine the 34 characteristcs found in tracheas snd bronchus. Table 1, 2, 3, 4, and figure 1 were therefore prepared as a guide in the further use for illustrating monkey lung research. Summary of this report is as follows: 1. Accurate Knowledge of these measurements may have some value in pulmonary dissection and reconstructive procedures. 2. These studies may provide a more accurate determination of the monkey lungs. 3. The right and left bronchus length of the monkey is shorter than fornd in man. 4. The left bronchus length is more longer than the rrght bronchas. 5. There were large variation among the weight of adult female Rhesus monkey.

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Determination of sulfamethazine residues in liver, kidney and muscle according to the time lapsed after oral administration of sulfamethazine sodium to rats (Rat체내 Sulfamethazine 경구투여 후 시간경과에 따른 간장, 신장 및 근육내 잔류함유량 측정)

  • Do, Jae-cheul
    • Korean Journal of Veterinary Research
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    • v.36 no.3
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    • pp.571-575
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    • 1996
  • Sulfamethazine sodium was orally administrated to Sprague Dawley female rats(body weight: 200~250g) with the sonde caude at the dose of 20mg of sulfamethazine sodium per 100g of body weight for 3 days to investigate the depletion rate of the drug from liver, kidney and muscle of rat. The results obtained were summerized as follows; 1. The mean concentrations of sulfamethazine in liver according to the time lapsed after oral administration of the sulfamethazine sodium were decreased from 1.27ppm at day 1 to 0.28ppm at day 4. 2. Sulfamethazine concentrations in kidney according to the time lapsed after oral administration of the sulfamethazine sodium were decreased from 0.77ppm at day 1 to 0. 12ppm at day 4. 3. The mean concentration of sulfamethazine in skeletal muscle according to the time lapsed after oral administration of the sulfamethazine sodium was at or below 0.09ppm within 4 days after withdrawl of medicated solution.

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