http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options
Chih-Chen Hsu,Shih-Kuei Lin,Ting-Fu Chen 한국증권학회 2014 Asia-Pacific Journal of Financial Studies Vol.43 No.3
This study extends the mean-reversion dynamic framework of (Pilipovic, Energy risk: Valuingand managing energy derivatives, 1997) and (Schwartz, The stochastic behavior of commodityprices: Implications for pricing and hedging, Journal of Finance 52, 1997, 923) and focuses ondeveloping a variety of continuous-time commodity-pricing and hedging models by analyzingthe pricing and hedging errors found in an empirical investigation of options contracts onlight sweet crude oil traded on the New York Mercantile Exchange. Thus, this study contributesto furthering the applicability of the models developed. The inclusion of the benchmarkBlack-Scholes pricing model generates systematic biases that are consistent with (Bakshi, Caoand Chen, Handbook of Quantitative Finance and Risk Management, 2010). The mean-reversionjump-diffusion and seasonality option-pricing model best describes the extreme pricevolatility experienced during a financial collapse, but the mean-reversion and seasonalityoption-pricing model offers the best pricing and hedging capability for other periods. Theperformances of hedging models are generally consistent with pricing errors.
On Establishing a New Fee Schedule for General Surgical Procedure Using Fuzzy MCDM
Hung, Chih-Young,Huang, Yuan-Huei,Chang, Pei-Yeh,Wang, Kuei-Ing,Chang, King-Jen,Liu, Yi-Hsin Korean Institute of Industrial Engineers 2005 Industrial Engineeering & Management Systems Vol.4 No.2
In this research a model for establishing a new, rational fee schedule for general surgical procedures in a national health insurance program is developed. A fuzzy multiple criteria decision-making (FMCDM) model is proposed. The relative values of eleven surgical procedures were obtained through an empirical study based on the FMCDM model. Consequently, a new fee schedule obtained from the FMCDM model. This new fee schedule is more convincing than previous schedule and more persuasive to the references for the policy setting.
Individual and common inhibitors of coronavirus and picornavirus main proteases
Kuo, Chih-Jung,Liu, Hun-Ge,Lo, Yueh-Kuei,Seong, Churl-Min,Lee, Kee-In,Jung, Young-Sik,Liang, Po-Huang Elsevier 2009 FEBS letters Vol.583 No.3
<P><B>Abstract</B></P><P>Picornaviruses (PV) and coronaviruses (CoV) are positive-stranded RNA viruses which infect millions of people worldwide each year, resulting in a wide range of clinical outcomes. As reported in this study, using high throughput screening against ∼6800 small molecules, we have identified several novel inhibitors of SARS-CoV 3CL<SUP>pro</SUP> with IC<SUB>50</SUB> of low μM. Interestingly, one of them equally inhibited both 3C<SUP>pro</SUP> and 3CL<SUP>pro</SUP> from PV and CoV, respectively. Using computer modeling, the structural features of these compounds as individual and common protease inhibitors were elucidated to enhance our knowledge for developing anti-viral agents against PV and CoV.</P>
Dynamic Models and Design of Spindle-Bearing Systems of Machine Tools: A Review
Chi-Wei Lin,Chih-Hsing Chu,Yang-Kuei Lin 한국정밀공학회 2013 International Journal of Precision Engineering and Vol. No.
Machine tools are vital to modern industries. The performance of a machine tool is assessed according to the dimensional accuracy and surface finish of the machined work-pieces, which are closely related to the dynamic characteristics of the spindle-bearing system. The main purpose of this study is to review relevant studies on dynamic models and the design of spindle-bearing systems of machine tools. These studies related to dynamic models are categorized into two types according to the physical components: spindle shafts and bearings. The dynamic models in each category are comprehensively discussed and coordinated. Guidelines condensed from the sampled papers are provided, followed by an exploration of design-related papers. Finally, a conclusion on the analyzed works is drawn and future lines of research are identified.
Ta-Hsin Chou,Kuei-Yuan Cheng,Chih-Chieh Su,Tien-Li Chang,Chih-Wei Hsieh,Jen-Hui Tsai 한국정밀공학회 2010 International Journal of Precision Engineering and Vol.11 No.4
The transparent conducting oxide (TCO) film is a significant component in flat panel display industry, applied for flexible display, e-paper, and touch panel. The TCO materials have high refractive index, so the phenomenon of high reflectance is the major issue and needs solved in present and future market. In this study, the structure and process of new lower reflection TCO hybrid film is introduced. The laser interference lithography and UV nanoimprint are combined for fabrication of sub-wavelength structures on PET film, then the tin-doped indium oxide (ITO) deposited on structures. Finally, the best result of this hybrid film is reflectance reduced to 3.3% at wavelength 550nm, just 13% of the original film, and the resistance of ITO layer is 1.05x10-3 Ω-cm. This result is useful for the TCO film applied in low reflection demand products in the future.
Magnetic Properties and Microscopic Structures of Ultrathin Co/p3 × p3 − R30˚-Ag/Si(111) Films
Jyh-Shen Tsay,Tsu-Yi Fu,Chih-Kuei Kao,Xiao-Lan Huang,Jyh-Ron Shue,Wei-Hsiang Chen,Yeong-Der Yao,구현주 한국물리학회 2013 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.62 No.12
Combined scanning tunneling microscopy and surface magneto-optic Kerr effect studies were employedto study the relation between magnetic properties and the microscopic interfacial structuresof ultrathin Co/p3×p3−R30˚-Ag/Si(111) films. On the top of p3×p3−R30˚-Ag/Si(111), pureCo clusters formed without disrupting the p3 × p3 − R30˚ structure of the Ag buffer layer. Thegreat strain due to the large mismatch between Co and the substrate influenced the nucleation ofCo atoms to form large clusters. No magnetic hysteresis in the polar configuration was observed forfilms thinner than 10 monolayers. The easy axis of magnetization was in the surface plane. Cappingp3 × p3 − R30˚-Ag on top of the Si(111) surface before the deposition of the Co overlayerscan efficiently reduce the nonferromagnetic Co-Si compound to zero thickness. For Co coveragebetween 2.9 and 4.2 monolayers, a lower Curie temperature was observed in ultrathin films. Due tothe existence of a smooth interface between Co and the p3 × p3 − R30˚-Ag buffer, the coercivityfor Co/p3 × p3 − R30˚-Ag/Si(111) is smaller than that for Co/Si(111).
The development of Taiwan Fracture Liaison Service network
Lo-Yu Chang,Keh-Sung Tsai,Jen-Kuei Peng,Chung-Hwan Chen,Gau-Tyan Lin,Chin-Hsueh Lin,Shih-Te Tu,I-Chieh Mao,Yih-Lan Gau,Hsusan-Chih Liu,Chi-Chien Niu,Min-Hong Hsieh,Jui-Teng Chien,Wei-Chieh Hung,Rong-S 대한골다공증학회 2018 Osteoporosis and Sarcopenia Vol.4 No.2
Osteoporosis and its associated fragility fractures are becoming a severe burden in the healthcare system globally. In the Asian-Pacific (AP) region, the rapidly increasing in aging population is the main reason accounting for the burden. Moreover, the paucity of quality care for osteoporosis continues to be an ongoing challenge. The Fracture Liaison Service (FLS) is a program promoted by International Osteoporosis Foundation (IOF) with a goal to improve quality of postfracture care and prevention of secondary fractures. In this review article, we would like to introduce the Taiwan FLS network. The first 2 programs were initiated in 2014 at the National Taiwan University Hospital and its affiliated Bei-Hu branch. Since then, the Taiwan FLS program has continued to grow exponentially. Through FLS workshops promoted by the Taiwanese Osteoporosis Association (TOA), program mentors have been able to share their valuable knowledge and clinical experience in order to promote establishments of additional programs. With 22 FLS sites including 11 successfully accredited on the best practice map, Taiwan remains as one of the highest FLS coverage countries in the AP region, and was also granted the IOF Best Secondary Fracture Prevention Promotion award in 2017. Despite challenges faced by the TOA, we strive to promote more FLS sites in Taiwan with a main goal of ameliorating further health burden in managing osteoporotic patients.
The back contact modification in high-efficiency Cu₂ZnSn(S,Se)₄ solar cells by a thin MoO₃ layer
Septia KHOLIMATUSSADIAH,Cheng-Ying CHEN,Wei-Chao CHEN,Yi-Rung LIN,Shao-Hung LU,Meng-Chia HSIEH,Jan-Kai CHANG,Chih-I WU,Ruei-San CHEN,Kuei-Hsien CHEN,Li-Chyong CHEN 한국진공학회 2016 한국진공학회 학술발표회초록집 Vol.2016 No.8