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김길주,안창호,황강진 융복합지식학회 2019 융복합지식학회논문지 Vol.7 No.4
버뮤다 옵션의 가격을 계산하기 위한, 좀더 엄밀하게 말하면 시장가격에 가장 근사하다고 의견의 일치를 보는 방법은 아직 없다. 버뮤다옵션의 가격결정은 동적 프로그래밍 원칙을 해결하는 것과 같으며, 특히 큰 차원에 있어서 주된 어려움은 지속 가치와 관련된 조건부 기대치들의 계산에서 비롯된다. 이러한 조건부 기대치들은 유한 차원 벡터 공간상에서 전형적인 회귀 기법에 의해 계산된다. 본 연구에서는 조건부 기대치들의 신경망근사치를 연구한다. 또한 표준 최소자승회귀분석을 신경망 근사치로 대체함으로써 잘 알려진Longstaff-Schwartz 알고리듬과 합치됨을 보인다. There is no consensus on Bermuda option pricing, more precisely, the closest approximation to market prices. The pricing of Bermuda options is like solving dynamic programming principles, and the main difficulty, especially on a larger scale, comes from the calculation of conditional expectations related to continuation value. These conditional expectations are computed by a typical regression technique on finite dimensional vector spaces. In this study, we study the neural network approximation of conditional expectations. It is also shown that it replaces the standard least squares regression with a neural network approximation, which is consistent with the well-known Longstaff-Schwartz algorithm.
서상범 ( Seo Sang Beom ),임준영 ( Im Jun Yeong ),이승훈 ( Lee Seung Hun ),장문건 ( Jang Mun Geon ),김현준 ( Kim Hyeon Jun ),강윤단 ( Kang Yun Dan ),서영훈 ( Seo Yeong Hun ),박충학 ( Park Chung Hag ) 대한산부인과학회 2003 Obstetrics & Gynecology Science Vol.46 No.10
Heterotopic pregnancy, simultaneous intrauterine and extrauterine gestations, is a relatively rare condition with an estimated incidence of 1 in 30,000 pregnancies. The incidence of heterotopic pregnancies have increased in recent years because of rising
정영환 ( Jeong Yeong Hwan ),장재혁 ( Jang Jae Hyeog ),문기숙 ( Mun Gi Sug ),정지윤 ( Jeong Ji Yun ),문종수 ( Mun Jong Su ),서수형 ( Seo Su Hyeong ),박양서 ( Park Yang Seo ) 대한산부인과학회 2003 Obstetrics & Gynecology Science Vol.46 No.10
Heterotopic pregnancy is that intrauterine pregnancy is accompanied by a coexisting ectopic pregnancy. The incidence of this disease was very rare, but it has been increased considerably with increasing cases of assisted reproductive technologies and tuba
Seo, Young Min,Mun, Gi Su,Park, Yong Gap,Ha, Man Yeong Pergamon Press 2017 International journal of heat and mass transfer Vol. No.
<P><B>Abstract</B></P> <P>Two-dimensional numerical simulations were conducted for the natural convection phenomena in a cold square enclosure containing four hot circular cylinders with Rayleigh number in the range of 10<SUP>3</SUP> ≤ <I>Ra</I> ≤10<SUP>6</SUP> and a Prandtl number of <I>Pr</I> =0.7. The immersed boundary method (IBM) was used to capture the virtual wall boundary of the cylinders based on the finite volume method (FVM). In the present study, the variation in the vertical position of the cylinders was compared with those in the diagonal and horizontal positions. The change in the flow and thermal structures and corresponding heat transfer characteristics were investigated in regard to the transition of the flow regime from the steady state to the unsteady state at a relatively high Rayleigh number. In addition, the effects of the cylinder positions of a rectangular array in the square enclosure on the heat transfer characteristics are highlighted.</P> <P><B>Highlights</B></P> <P> <UL> <LI> Two-dimensional numerical simulations were conducted for the natural convection. </LI> <LI> The Immersed Boundary Method was used, based on the Finite Volume Method. </LI> <LI> The vertical position of cylinder was compared with different positions. </LI> <LI> The transition of the flow regime was investigated at <I>Ra</I> =10<SUP>6</SUP> according to ε . </LI> <LI> The effects of cylinder positions on the heat transfer characteristics are highlighted. </LI> </UL> </P>
Mun, Gi Su,Seo, Young Min,Park, Yong Gap,Ha, Man Yeong Elsevier 2018 INTERNATIONAL JOURNAL OF HEAT AND MASS TRANSFER - Vol.120 No.-
<P><B>Abstract</B></P> <P>Two-dimensional numerical simulations were conducted to investigate the natural convection in an enclosure with four cylinders in a diamond array. The convection phenomena induced by the temperature difference between the hot surfaces of the cylinders and enclosure walls were investigated using different Rayleigh numbers (10<SUP>3</SUP> ≤ <I>Ra</I> ≤10<SUP>6</SUP>) and distances between neighboring cylinders (0.3≤ ε ≤0.7). The immersed boundary method (IBM) was used to capture the virtual boundary of the cylinders. Detailed analysis results were obtained using a visualization technique, including the distribution of streamlines and isotherms. The heat transfer characteristics were also investigated with regard to the primary frequency and transition of the flow regime from steady state to unsteady state at a relatively high Rayleigh number of <I>Ra</I> =10<SUP>6</SUP>.</P> <P><B>Highlight</B></P> <P> <UL> <LI> The immersed boundary method was used, based on the finite volume method. </LI> </UL> </P>
김영서(Yeong Seo Kim),이승문(Seung Mun Lee),김유석(Yu Seok Kim),유다혜(Da Hye Yoo),박석희(Suk-Hee Park) Korean Society for Precision Engineering 2021 한국정밀공학회지 Vol.38 No.5
Three-dimensional (3-D) printing, with its capability for producing arbitrary shapes, has shown great potential for usage in patient-specific tissue engineering. However, if artificial tissues are fabricated directly through typical 3-D printing processes, the mechanical properties, particularly for softness or flexibility, significantly differ from those of natural tissues, resulting in inappropriate side effects during surgeries using vascular grafts. However, this can be overcome through the indirect 3-D printing of templates created with a thin-film formation process, such as dip coating. Dip coating is performed in two steps, including dipping/withdrawing a target base template from a polymer solution, and then drying the solvent into a solid thin film on the template. However, it is difficult to form a uniform layer on the arbitrary template because the gravitational flow of the coated solution disturbs the uniformity of the template as the solvent is drying. Therefore, we minimized the flow around the template after dip coating by rapidly removing the solvent removal by dipping the solution-coated template into ethanol. This reduced the solvent removal time and increased the viscosity of the coated solution, thereby alleviating the gravitational flow of the coated solution, and allowing us to successfully fabricate flexible vascular grafts.