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A Note on the History of the Gambler's Ruin Problem
Song, Seongjoo,Song, Jongwoo The Korean Statistical Society 2013 Communications for statistical applications and me Vol.20 No.2
This paper deals with the history of one of the well-known and historically important problems in probability, "Gambler's ruin". This problem was first solved by Pascal and Fermat and published by Huygens in 1657. It was studied and extended by many probabilists in early years and thus, it became an important problem in probability history, introducing many new concepts. We would like to introduce the problem in detail to readers and share the ideas on how new problems are developed, relating to old problems.
Seongjoo Lee,Jangwoo Lee,Mun-Kyo Lee,Sun-Phil Nah,Minkyu Song 대한전자공학회 2013 Journal of semiconductor technology and science Vol.13 No.5
A fractional folding analog-to-digital converter (ADC) with a novel arithmetic digital encoding technique is discussed. In order to reduce the asymmetry errors of the boundary conditions for the conventional folding ADC, a structure using an odd number of folding blocks and fractional folding rate is proposed. To implement the fractional technique, a new arithmetic digital encoding technique composed of a memory and an adder is described. Further, the coding errors generated by device mismatching and other external factors are minimized, since an iterating offset self-calibration technique is adopted with a digital error correction logic. A prototype 8-bit 1GS/s ADC has been fabricated using an 1.2V 0.13 um 1-poly 6-metal CMOS process. The effective chip area is 2.1 mm²(ADC core : 1.4 mm² , calibration engine : 0.7 mm²), and the power consumption is 88 mW. The measured SNDR is 46.22 dB at the conversion rate of 1 GS/s. Both values of INL and DNL are within 1 LSB.
A 45 nm 9-bit 1 GS/s High Precision CMOS Folding A/D Converter with an Odd Number of Folding Blocks
Lee, Seongjoo,Lee, Jangwoo,Song, Minkyu The Institute of Electronics and Information Engin 2014 Journal of semiconductor technology and science Vol.14 No.4
In this paper, a 9-bit 1GS/s high precision folding A/D converter with a 45 nm CMOS technology is proposed. In order to improve the asymmetrical boundary condition error of a conventional folding ADC, a novel scheme with an odd number of folding blocks is proposed. Further, a new digital encoding technique is described to implement the odd number of folding technique. The proposed ADC employs a digital error correction circuit to minimize device mismatch and external noise. The chip has been fabricated with 1.1V 45nm Samsung CMOS technology. The effective chip area is $2.99mm^2$ and the power dissipation is about 120 mW. The measured result of SNDR is 45.35 dB, when the input frequency is 150 MHz at the sampling frequency of 1 GHz. The measured INL is within +7 LSB/-3 LSB and DNL is within +1.5 LSB/-1 LSB.
Lee, Seongjoo,Lee, Jangwoo,Lee, Mun-Kyo,Nah, Sun-Phil,Song, Minkyu The Institute of Electronics and Information Engin 2013 Journal of semiconductor technology and science Vol.13 No.5
A fractional folding analog-to-digital converter (ADC) with a novel arithmetic digital encoding technique is discussed. In order to reduce the asymmetry errors of the boundary conditions for the conventional folding ADC, a structure using an odd number of folding blocks and fractional folding rate is proposed. To implement the fractional technique, a new arithmetic digital encoding technique composed of a memory and an adder is described. Further, the coding errors generated by device mismatching and other external factors are minimized, since an iterating offset self-calibration technique is adopted with a digital error correction logic. A prototype 8-bit 1GS/s ADC has been fabricated using an 1.2V 0.13 um 1-poly 6-metal CMOS process. The effective chip area is $2.1mm^2$(ADC core : $1.4mm^2$, calibration engine : $0.7mm^2$), and the power consumption is 88 mW. The measured SNDR is 46.22 dB at the conversion rate of 1 GS/s. Both values of INL and DNL are within 1 LSB.
Finite State Machine 과 Single-Slope ADC를 사용한 스마트 CMOS Image Sensor 설계
이성주(Seongjoo Lee),김수연(Sooyoun Kim),송민규(Minkyu Song) 대한전자공학회 2017 대한전자공학회 학술대회 Vol.2017 No.6
In this paper, CMOS image sensor(CIS) with hybrid single slope ADC is presented. To realize small size and high precision CIS, subranging technique is applied with no holding capacitor to reduce area. Proposed hybrid ADC operates subranging ADC(coarse) and Single Slope ADC(fine). Based on 1-Poly 5-Metal 90nm back side illuminated(BSI) CIS process, the chip satisfies 1920 × 1440 pixel resolution whose pitch is 1.4um and 1.75-Tr active pixel sensor(APS)
김성주(Seongjoo Kim),진종학(Jonghak Jin),정성준(Sungjune Chung),표종현(Jonghyun Pyo),송준규(Jungyu Song) 한국자동차공학회 2006 한국자동차공학회 춘 추계 학술대회 논문집 Vol.- No.-
Active Front Steering enhances vehicle performance by making optimal road wheel angle based on vehicle state information. This information includes steering wheel angle, vehicle speed, lateral acceleration and yaw rate. To generate optimized road wheel angle under various vehicle maneuver, several mechanisms are studied and developed by steering suppliers in the world and these mechanisms are commercialized by car makers. Linkage mechanism, harmonic gear, planetary gears are widely referred mechanism. Among them planetary mechanism is most commonly known actuator. In this paper planetary gear system is analyzed using dynamic simulation model and requirement in choosing appropriate electric motor is described.
Value at Risk of portfolios using copulas
Byun, Kiwoong,Song, Seongjoo The Korean Statistical Society 2021 Communications for statistical applications and me Vol.28 No.1
Value at Risk (VaR) is one of the most common risk management tools in finance. Since a portfolio of several assets, rather than one asset portfolio, is advantageous in the risk diversification for investment, VaR for a portfolio of two or more assets is often used. In such cases, multivariate distributions of asset returns are considered to calculate VaR of the corresponding portfolio. Copulas are one way of generating a multivariate distribution by identifying the dependence structure of asset returns while allowing many different marginal distributions. However, they are used mainly for bivariate distributions and are not widely used in modeling joint distributions for many variables in finance. In this study, we would like to examine the performance of various copulas for high dimensional data and several different dependence structures. This paper compares copulas such as elliptical, vine, and hierarchical copulas in computing the VaR of portfolios to find appropriate copula functions in various dependence structures among asset return distributions. In the simulation studies under various dependence structures and real data analysis, the hierarchical Clayton copula shows the best performance in the VaR calculation using four assets. For marginal distributions of single asset returns, normal inverse Gaussian distribution was used to model asset return distributions, which are generally high-peaked and heavy-tailed.
Cyber risk measurement via loss distribution approach and GARCH model
Sanghee Kim,Seongjoo Song 한국통계학회 2023 Communications for statistical applications and me Vol.30 No.1
The growing trend of cyber risk has put forward the importance of cyber risk management. Cyber risk is defined as an accidental or intentional risk related to information and technology assets. Although cyber risk is a subset of operational risk, it is reported to be handled differently from operational risk due to its different features of the loss distribution. In this study, we aim to detect the characteristics of cyber loss and find a suitable model by measuring value at risk (VaR). We use the loss distribution approach (LDA) and the time series model to describe cyber losses of financial and non-financial business sectors, provided in SAS® OpRisk Global Data. Peaks over threshold (POT) method is also incorporated to improve the risk measurement. For the financial sector, the LDA and GARCH model with POT perform better than those without POT, respectively. The same result is obtained for the non-financial sector, although the differences are not significant. We also build a two-dimensional model reflecting the dependence structure between financial and non-financial sectors through a bivariate copula and check the model adequacy through VaR.