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정봉식,이규한,김진길 東亞大學校 附設 情報通信硏究所 1999 情報通信硏究所論文誌 Vol.7 No.1
In this paper the band-stop filter that rejects the undesired 3th and 5th harmonics generated from high frequench generator is analyzed and optimized. The length of the band-stop filter is setup initially a quarter of a wavelength fo the harmonic, but initial filter structure is unable to cutoff the harmonics because of the fringing effect at the input of the choke. To reduce the mismatch between the cutoff frequency and the harmonics, the length of the choke is optimized by using iterative Levenberg-Marquardt Algorithm.
김수용,한민식,김태호,조규재,전언찬 朝鮮大學校 機械技術硏究所 2005 機械技術硏究 Vol.8 No.2
This study is an inspection of press forming product and mould using reverse engineering system. The inspection process on production field involves a lot of errors because of the hand-work so we focussed on improving the measured precision through performing the effective inspection using 3D non-contact scanner. By so doing that. we improved the precision of press forming product by analyzing the cause following the inspection result. Through the inspection, we applied it to the reverse engineering and we could improve the inspection process.
병재배 폐톱밥을 이용한 양송이 복토재료 개발에 관한 연구
김홍규,이희덕,김용균,한규홍,문창식,김홍기 충남대학교 생물공학연구소 1999 생물공학연구지 Vol.7 No.-
애느타리 병재배후 탈병한 톱밥을 3월 중순 퇴적하여 부숙시킨 결과 퇴적기간에 따른 폐톱밥의 부숙정도는 퇴적 30일이후에 가장 컸으며 부숙 소요일수는 최소 48일이었다. 퇴적 기간에 따른 폐톱밥의 pH 및 총 질소 함량은 부숙이 진전됨에 따라 증가하는 경향이었고 총 탄소 및 C/N율은 시간이 경과함에 따라 감소하는 경향이었다. 식양토에 부숙이 완료된 톱밥을 부피 비율로 10, 30, 50%씩 첨가하여 복토 재료로 사용한 결과 30% 첨가시 식양토 단용 처리보다 A. bisporus 균사 생장이 촉진되고 초발이 소요일수가 5일 빠르며, 수량에 있어서도 28% 증수되었다. After bottle culture of Pleurotus ostreatus, sawdust was taken out from the bottle and accumulated in the middle of March, and then composted. As the result, Y value was decreased rapidly 30 days after composting, and it was decreased slowly after 30 days. It is considered that 118 days is required for composting, however, it is possible to use for casing material after at least 48 days composting. The pH and total nitrogen content of sawdust based on composting period had tendency to increase as composting was processed. Total carbon and C/N rate had tendency to decrease as time went on. Based on the rate of 10, 30 and 50%, each sawdust was added to clay loam used as casing material for culturing A. bisporrus. Among various treatments, the mycelial growth of A. bisporus was more favorable in the treatment of 30% sawdust than in the single treatment of clay loam. Based on the date necessary for primodium formation of A. bisporus, the primodium formation in the treatment of 30% sawdust was reduced to about 5 days as compared with that of any other treatments When 30% sawdust was added to clay loam used as casing material for culturing A. bisporus, the yield of its fruiting body was increased to 28%.
Gyu-Sik Han 한국경영과학회 2013 Management Science and Financial Engineering Vol.19 No.2
This paper suggests a numerical method for valuation of European and American options under the two Levy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.
Gyu-Sik Han 한국경영과학회 2014 Management Science and Financial Engineering Vol.20 No.1
A lot of researches have been conducted to estimate the volatility smile effect shown in the option market. This paper proposes a method to approximate an implied volatility function, given noisy real market option data. To construct an implied volatility function, we use Gaussian Processes (GPs). Their output values are implied volatilities while moneyness values (the ratios of strike price to underlying asset price) and time to maturities are as their input values. To show the performances of our proposed method, we conduct experimental simulations with Korean Equity-Linked Warrant (ELW) market data as well as toy data.
Gyu-Sik Han(한규식) 한국경영과학회 2020 經營 科學 Vol.37 No.4
Well-known portfolio selection processes often employ either a mean-variance or expected utility framework. This paper deals with a portfolio selection process based on shortfall chance. Onerecent portfolio selection study based on shortfall chance used the nonparametric kernel method with Silverman’s bandwidth choice. This bandwidth choice assumes that the data distribution of interest is Gaussian. However, this bandwidth choice may be ineffective, as numerous empirical studies refer that financial asset returns are not Gaussian. Accordingly, an alternative method is proposed in this paper, based on the bandwidth choice with cross-validation criterion. In order to show the effectiveness of the proposed method, it is applied to simulated data from three non-Gaussian distributions and empirical data from three stock markets. The results of these experiments illustrate that the proposed method performs similarly or better than three conventional portfolio selection methods that respectively rely on Silverman’s bandwidth choice, Sharpe Ratio, and Stutzer’s PPI.
도달실패확률의 커널 확률 추정법을 이용한 2단계 포트폴리오 최적화 문제
한규식(Gyu-Sik Han),임태균(Tae Kyun Lim) 한국경영과학회 2018 韓國經營科學會誌 Vol.43 No.4
A popular portfolio optimization method has been based on mean-variance optimization or expected utility functions during the past decades. This paper studies an alternative and competing method based on shortfall probability, that is, the chance of realizing a return that is equal to or less than a target return value. The recent research on the shortfall-based method used simple nonparametric density estimation with Silverman’s rule-of-thumb. This simple method assumes that an unknown data distribution to estimate belongs to the family of Gaussian distributions. However, because it is well-known that financial assets never follow Gaussian distributions, the rule-of-thumb method is not as effective in terms of density estimation. Therefore, in order to sidestep the assumption, this paper proposes a modified two-stage portfolio optimization method, which shows similar or better performance with two experiments about toy data from three non-Gaussian distributions as well as empirical data from stocks in Korea Exchange than the simple estimation method and the two optimizations method with Sharpe Ratio and Stutzer’s PPI (Portfolio Performance Index).
이중 지수 점프확산 모형하에서의 마코브 체인을 이용한 아메리칸 옵션 가격 측정
한규식(Gyu-Sik Han) 대한산업공학회 2012 대한산업공학회지 Vol.38 No.4
This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).