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A Numerical Study on a Rebalancing Portfolio Model with Nonlinear Transaction Costs
Sungsoo Na,Tao Pang 대한산업공학회 2009 대한산업공학회 추계학술대회논문집 Vol.2009 No.10
In this study, we extend the Markowitz mean-variance model to a rebalancing portfolio optimization problem incorporating realistic considerations such as transaction costs and a risk-free asset with short-selling allowed. We consider a bi-objective portfolio optimization model which we expect to yield portfolio equilibrium by combining the following two objectives: maximize the portfolio’s expected return and minimize its risk. To solve the realistic rebalancing portfolio problem, we propose an advanced, adaptive tabu search heuristic having an evolutionary neighborhood structure. For computational studies, we consider a risk-free asset and the number of risky assets to be 5, 10, 12, and 15.
Sungsoo Park,Joong-Min Park,Jin-Jo Kim,In-Seob Lee,Sang-Uk Han,Kyung Won Seo,Jin Won Kwon 대한소화기 기능성질환∙운동학회 2019 Journal of Neurogastroenterology and Motility (JNM Vol.25 No.3
Backgrounds/AimsThis multicenter study aims to evaluate the effect and feasibility of anti-reflux surgery compared with medical treatment forgastroesophageal reflux disease (GERD). MethodsPatients with GERD who were undergoing medical treatment with proton pump inhibitors for more than 8 weeks and those whowere scheduled to undergo anti-reflux surgery were enrolled. Efficacy of pre-operative medical treatment was evaluated retrospectivelyand effect of anti-reflux surgery was prospectively evaluated at 1 week and 3 months after surgery. Quality of life (QOL) was alsoinvestigated before and after surgery. ResultsBetween February and October 2018, 51 patients underwent laparoscopic Nissen fundoplication for treating GERD at 5 hospitalsin Korea. Thirty-four patients (66.7%) showed poor proton pump inhibitor response. At 3 months after surgery, heartburn wascompletely resolved in 87.9% patients and partially improved in 9.1%. Acid regurgitation was completely resolved in 82.9% andpartially improved in 11.4%. Atypical extraesophageal symptoms were completely controlled in 45.5% and partially controlled in36.4%. GERD-related QOL scores at 1 week after surgery significantly improved compared with pre-operative scores. There was nodifference in GERD-related QOL scores between 1 week and 3 months after surgery. General QOL measured with European QOL-5dimensions and health-related QOL instrument with 8 items significantly improved after anti-reflux surgery. Satisfaction with treatmentwas significantly higher after surgery than before surgery (72.5% vs 11.8%, P < 0.001). ConclusionAnti-reflux surgery improved GERD symptoms and QOL in patients. Anti-reflux surgery is an effective treatment option compared withmedical treatment for GERD patients selected for surgical treatment.
Sungsoo Park,Woohyun Seo,Sooyong Choi,Daesik Hong IEEE 2011 IEEE Transactions on Vehicular Technology VT Vol.60 No.4
<P>This paper examines a novel multichannel multi-antenna-based cross-tier interference coordination strategy for two-tier femtocell networks. To reduce the cross-tier interference and improve the aggregate throughput of two-tier femtocell networks without exchanging feedback information by backhauling, we propose a beamforming codebook restriction strategy. The beamforming codebook restriction strategy enables the femtocell users to select the best channel that is robust to cross-tier interference before the transmission by reducing the size of the macrocell beamforming codebook. Although restricting the beamforming codebook increases the quantization error for macrocell users, the opportunistic channel selection strategy and the proportional fair scheduler compensate for the increased quantization error by exploiting the channel selection diversity gain and the multiuser diversity gain. Both analytical and numerical results demonstrate that the proposed strategies collaboratively improve the aggregate throughput of two-tier femtocell networks.</P>
Selecting the Best Indicators of Grammatical Knowledge and Ability: Preliminary Results
Sungsoo Kim,배정옥 한국영어교육학회 2017 ENGLISH TEACHING(영어교육) Vol.72 No.3
Because English grammar consists of a long list of features, it is impractical to include all of them in a single grammar test. It would be useful to identify among all those features the best indicators of students’ grammatical knowledge and ability so that we could focus on what were the most representative knowledge and skills and simplify grammar assessment. This study is a preliminary, small-scale attempt to do just that. It surveyed 72 high school teachers and 129 Grade 12 students on their opinions of which features of grammar best represented grammatical knowledge and ability. They were asked to choose five indicators, including the best one, and provide reasons for thinking so. The relative pronoun was selected most frequently as the best indicator of grammatical knowledge and ability, followed by subject-verb agreement, the subjunctive, to-infinitives, and participles. This paper does not claim these five features to definitively represent the best indicators; further research should be conducted.