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- 저자 : Shih-Kuei (검색결과 4 건)
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Design of a hydraulic anti-lock braking system (ABS) for a motorcycle
Chun-Kuei Huang,Ming-Chang Shih 대한기계학회 2010 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.24 No.5
This work presents a hydraulic anti-lock braking system (ABS) for a motorcycle. The ABS has a hydraulic modulator and an intelligent controller. The hydraulic modulator is analyzed, and then equipped on a scooter for road tests. The intelligent controller controls the hydraulic modulator by estimated vehicle velocity to calculate the slip ratio of the wheels in real time. The performance of the hydraulic modulator and intelligent controller are assessed by the hardware-in-the-loop (HIL) simulations and road tests. In HIL simulation, the ABS is tested for different initial braking velocities on roads with different adhesive coefficients. Furthermore, both HIL simulations and road tests are conducted on a one-phase pavement road and three-phase pavement road.
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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.
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An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks
Ren-Her Wang,Shih-Kuei Lin,Cheng-Der Fuh 한국증권학회 2009 Asia-Pacific Journal of Financial Studies Vol.38 No.5
Risk management is an important issue when there is a catastrophic event that affects asset price in the market such as a sub-prime financial crisis or other financial crisis. By adding a jump term in the geometric Brownian motion, the jump diffusion model can be used to describe abnormal changes in asset prices when there is a seri-ous event in the market. In this paper, we propose an importance sampling algorithm to compute the Value-at-Risk for linear and nonlinear assets under a multi-variate jump diffusion model. To be more precise, an efficient computational procedure is developed for estimating the portfolio loss probability for linear and nonlinear assets with jump risks. And the titling measure can be separated for the diffusion and the jump part under the assumption of independence. The simulation results show that the efficiency of importance sampling improves over the naive Monte Carlo simulation from 7 times to 285 times under various situations. We also show the robustness of the importance sampling algorithm by comparing it with the EVT-Copula method proposed by Oh and Moon (2006).
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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.
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