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A Delayed Stochastic Volatility Correction to the Constant Elasticity of Variance Model

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Acta Mathematicae Applicatae Sinica 2016年第3期32卷 611-622页

作者： Min-Ku LEE jeong-hoon KIM Department of Mathematics Kunsan National University Department of Mathematics Yonsei University

The Black-Scholes model does not account non-Markovian property and volatility smile or skew although asset price might depend on the past movement of the asset price and real market data can find a non-flat structure of the implied volatility surface. So, in this paper, we formulate an underlying asset model by adding a delayed structure to the constant elasticity of variance （CEV） model that is one of renowned alternative models resolving the geometric issue. However, it is still one factor volatility model which usually does not capture full dynamics of the volatility showing discrepancy between its predicted price and market price for certain range of options. Based on this observation we combine a stochastic volatility factor with the delayed CEV structure and develop a delayed hybrid model of stochastic and local volatilities. Using both a martingale approach and a singular perturbation method, we demonstrate the delayed CEV correction effects on the European vanilla option price under this hybrid volatility model as a direct extension of our previous work [12].

关键词： constant elasticity variance , delay stochastic volatility martingale option pricing

Influence of external loading and halocline on phosphorus release from sediment in an artificial tidal lake

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International Journal of Sediment Research 2020年第2期35卷 146-156页

作者： Yong-hoon jeong Dong-Heui Kwak Industry-Academia Collaboration Foundation Chonbuk National University Center for jeongeup Industry-Academy Cooperation Chonbuk National University

Many of the dams built in estuaries in the last century have difficulty with water quality *** factors have affected the estuary lake water,most importantly external loadings,tidal currents,and increases in the phosphorus(P) release from sediment,so that most water quality characteristics in the estuary are highly interactive and *** the current study,water quality measurements were made in the laboratory and field,and a series of phosphorus release experiments was done to understand the behavior of P in an estuary *** concentrations of chemical oxygen demand(COD),chlorophyll-a(Chl-a),and total P(TP) showed an increasing trend when the pollutant loading of the influent stream water was *** measurements showed increasing trends,which indicates the constituents are produced in the internal environment of the *** a large amount of freshwater flowed in from the upper watershed,density stratification was observed,which forms strongly because of the salinity of *** the period of stratification,a hypoxic layer formed,which can accelerate P *** the open and dosed conditions of the release experiments,the P release rate was much higher under the closed condition than under the open *** maximum P release rates from the sediment collected from the five main sites of the lake were more than 2.5 times the P loading from the inflowing streams in ***,the release rate was higher mid-reservoir than down-reservoir where a halocline was evident The pollutant load discharged from the tributary watershed was deposited on the bottom mid-reservoir,whereas it was washed out downreservoir because of the density stratification and strong tide in that *** sustainably manage water quality and decrease lake eutrophication in brackish environments formed by freshwater from streams mixing with seawater entering through sluice dikes,different measures than those applied in strictly freshwater environments ar

关键词： Estuary Halocline Phosphorus release Reservoir Sediment Stratification

SARS-CoV-2 mutations, vaccines, and immunity: implication of variants of concern

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Signal Transduction and Targeted Therapy 2021年第6期6卷 1638-1639页

作者： Ji Yun Noh Hye Won jeong eui-Cheol Shin Division of Infectious Diseases Department of Internal MedicineKorea University Guro HospitalKorea University College of MedicineSeoulRepublic of Korea Graduate School of Medical Science and Engineering Korea Advanced Institute of Science and Technology(KAIST)DaejeonRepublic of Korea Division of Infectious Diseases Department of Internal MedicineChungbuk National University College of MedicineCheongjuRepublic of Korea The Center for Epidemic Preparedness KAISTDaejeonRepublic of Korea

In a recent study published in Nature,Wang et al.1 investigated the neutralizing activities of antibodies elicited by COVID-19 mRNA vaccines and natural infection with SARS-CoV-2 against SARS-CoV-2 *** devastating impact of the ongoing COVID-19 pandemic on public health,the economy,and society has made vaccine development a top priority for global ***,vaccine development is progressing at an unprecedented pace as an urgent response to COVID-19.

关键词： immunity vaccines variants

Long-term performance of fiber-grid-reinforced asphalt overlay pavements: A case study of Korean national highways

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Journal of Traffic and Transportation Engineering(English Edition) 2019年第4期6卷 366-382页

作者： Jong-hoon Lee Seung-Beom Baek Kang-hoon Lee Jo-Soon Kim Jin-hoon jeong Department of Civil Engineering Inha UniversityIncheon 22212South Korea Civil&Environmental BG Doosan Engineering&ConstructionSeoul 06057South Korea Department of Infrastructure Safety Research Korea Institute of Civil Engineering and Building TechnologyGoyang-si 10223South Korea SN Construction Co. LtdDaejeon 34573South Korea

The objective of this study was to verify the effect of fiber grid reinforcement on the longterm performance of asphalt overlay pavements by performing field investigation, laboratory test, and finite element analysis. Crack, rutting, roughness, and other miscellaneous distresses of fiber-grid-reinforced overlay sections and ordinary overlay sections were compared. Pavement conditions of fiber grid overlay sections before and after the overlay were also compared. Cores were obtained from the fiber-grid-reinforced and ordinary sections to measure bonding shear strength between the intermediate and overlay *** energy, displacement after yield, and shear stiffness of the cores were also obtained by analyzing the test results. Finite element analysis was performed by using the test results to validate the effect of the fiber grid reinforcement on the long-term performance of asphalt overlay pavements. Rutting and fatigue cracking were predicted for three cases: 1) fiber grid was not used;2) glass fiber grid was used;and 3) carbon fiber grid was used. The cracking ratio of fiber-grid-reinforced sections was much smaller than that of ordinary sections. The results of field investigation, laboratory test, and finite element analysis showed that the fiber grid reinforcement improved the long-term performance of asphalt overlay pavements.

关键词： Asphalt pavement Fiber grid reinforcement Overlay pavement Finite element analysis Bonding shear strength

Finite element analysis using elasto-visco-plastic self-consistent polycrystal model for E-form Mg sheet subjected to bending

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Journal of Magnesium and Alloys 2023年第4期11卷 1393-1407页

作者： Bohye Jeon Min-Seong Kim Shi-hoon Choi Youngung jeong Department of Materials Convergence and System Engineering Changwon National UniversityChangwon-siGyeongnamRepublic of Korea Center for Energy Materials Research Korea Institute of Science and TechnologySeoulRepublic of Korea Department of Advanced Components and Materials Engineering Sunchon National UniversitySuncheon-siJeollanam-doRepublic of Korea School of Materials Science and Engineering Changwon National UniversityChangwon-siGyeongnamRepublic of Korea

The mechanical behavior of a magnesium alloy E-form under bending was investigated using the elasto-visco-plastic polycrystal model(ΔEVPSC) and its finite element(FE) implementation(ΔEVPSC-FE) developed in jeong et al. and jeong and Tomé. The crystallographic orientation distribution(COD) obtained from X-ray diffraction was used to represent the initial texture, and the Voce hardening parameters were calibrated by fitting the uniaxial tension and the compression flow stress curves. A quasi-static FE analysis of a miniaturized V-bending operation was conducted using the ΔEVPSC-FE model. The bending induced an inhomogeneous stress response along the through-thickness and the lateral directions, which was well captured by the model. Moreover, the predictive capability of the model was validated by comparing with various experimental results such as(1) force vs. displacement curves;(2) the through-thickness variations in the twin volume fraction;and(3) the changes in crystallographic texture as a function of displacement. Additional bending simulation was performed using an isotropic texture, the result of which suggests that the potential improvement in bendability of the magnesium alloy is attainable by weakening the initial texture. Moreover, the simulation results imply that the crystallographic texture, which may affect the twin activation across the thickness direction, plays a significant role in the shifting direction of the neutral layer.

关键词： FEM Texture V-bending Polycrystal Magnesium Elasto-visco-plasticity

Comparison of wrist motion classification methods using surface electromyogram

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Journal of Central South University 2013年第4期20卷 960-968页

作者： jeong eui-chul KIM Seo-jun SONG Young-rok LEE Sang-min Department of Electronic Engineering Inha University

The Gaussian mixture model (GMM), k-nearest neighbor (k-NN), quadratic discriminant analysis (QDA), and linear discriminant analysis (LDA) were compared to classify wrist motions using surface electromyogram (EMG). Effect of feature selection in EMG signal processing was also verified by comparing classification accuracy of each feature, and the enhancement of classification accuracy by normalization was confirmed. EMG signals were acquired from two electrodes placed on the forearm of twenty eight healthy subjects and used for recognition of wrist motion. Features were extracted from the obtained EMG signals in the time domain and were applied to classification methods. The difference absolute mean value (DAMV), difference absolute standard deviation value (DASDV), mean absolute value (MAV), root mean square (RMS) were used for composing 16 double features which were combined of two channels. In the classification methods, the highest accuracy of classification showed in the GMM. The most effective combination of classification method and double feature was (MAV, DAMV) of GMM and its classification accuracy was 96.85%. The results of normalization were better than those of non-normalization in GMM, k-NN, and LDA.

关键词： Gaussian mixture model k-nearest neighbor quadratic discriminant analysis linear discriminant analysis electromyogram (EMG) pattern classification feature extraction

Comparison of magnetic properties of DNA-cetyltrimethyl ammonium complex with those of natural DNA

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Science China Chemistry 2012年第5期55卷 814-821页

作者： KWON Young-Wan CHOI Dong hoon JIN Jung-Il LEE Chang hoon KOH eui Kwan GROTE James G. Department of Chemistry Korea University Seoul 136-701 Korea Department of Polymer Science & Engineering Chosun University Gwangju 501-759 Korea Korea Basic Science Institute-Seoul Branch Korea University Seoul 136-701 Korea US Air Force Research Laboratory Materials and Manufacturing Directorate AFRL/MLPS Wright-Patterson Air Force Base Ohio USA

We prepared the DNA-cetyltrimethyl ammonium complex, as well as the same complex intercalated with stable organic free radicals, and studied their magnetic properties by electron magnetic resonance (EMR) spectroscopy and by measuring the magnetization on a superconducting quantum interference device (SQUID). The UV-vis and CD spectra of DNA-quaternary alkyl ammonium complex (DNA--Q+) in organic solvent clearly demonstrated that it retained the double helical B-form conformation. The interhelical spacing of double strand DNA (dsDNA) increased when the counter ions (Na+) of phosphate groups of the natural DNA were replaced with the long alkyl quaternary ammonium groups. The inter-helical distance of DNA-cetyltrimethyl ammonium (CTMA) was 39.1  as confirmed by X-ray diffractometry. In general, the magnetization of the DNA-CTMA complex solid was found to be significantly lower than that of natural DNA. Moreover, intercalation of the complex with stable organic free radicals did not improve magnetization, which again was in marked contrast to natural DNA. EMR spectroscopic behavior of the complex in the solid state also was quite different from that of natural DNA: The unique broad EMR signal of natural DNA in the low field region with g-value greater than 10 disappeared in the DNA-CTMA complex.

关键词： natural DNA DNA-CTMA DNA-CTMA-PTMI magnetic property electron magnetic resonance (EMR) superconducting quantum interference device (SQUID)

Strong association of regulatory single nucleotide polymorphisms (SNPs) of the IFITM3 gene with influenza H1N1 2009 pandemic virus infection

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Cellular & Molecular Immunology 2020年第6期17卷 662-664页

作者： Yong-Chan Kim Min-Ju jeong Byung-hoon jeong Korea Zoonosis Research Institute Chonbuk National UniversityIksanJeonbuk 54531Republic of Korea Department of Bioactive Material Sciences Chonbuk National UniversityJeonjuJeonbuk 54896Republic of Korea

The IFITM3 gene is classified as a member of the small interferonstimulated genes(ISGs)and plays a paramount role in defense against enveloped viruses,including influenza A viruses.1–6 Previous studies have reported that the rs12252 SNP,which is located in the open reading frame(ORF)of the IFITM3 gene,impacts the splicing procedure of protein production,which makes a truncated form of the IFITM3 protein and lowers its antiviral capacity.7–9 In addition,the rs34481144 SNP genotype affects the transcriptional regulation of the IFITM3 gene and IFITM3-neighboring genes and has a potent association with the clinical results of the H1N1 influenza 2009 pandemic in three human cohorts.10 Because several studies have reported that polymorphism of the IFITM3 gene is crucial in the host immune response,fine mapping of and extracting disease-associated SNPs from the human IFITM3 gene are important baseline studies necessary to understand how the IFITM3 protein functions in innate immunity.

关键词： IFITM3 influenza H1N1

Unveiling anomalous lattice shrinkage induced by Pi-backbonding in Prussian blue analogues

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Journal of Energy Chemistry 2022年第7期31卷 121-128,I0004页

作者： Ju-Hyeon Lee Jin-Gyu Bae Hyeon jeong Lee Ji hoon Lee School of Materials Science and Engineering Kyungpook National UniversityDaegu 41566Republic of Korea Department of Materials University of OxfordOxford OX13PHUnited Kingdom

Transition-metal(TM)-based Prussian blue and its analogues(TM-PBAs) have attracted considerable attention as cathode materials owing to their versatile ion storage capability with tunable working voltages. TM-PBAs with different crystal structures, morphologies, and TM combinations can exhibit excellent electrochemical properties because of their unique and robust host frameworks with well-defined ionic diffusion channels. Nonetheless, there is still a lack of understanding regarding the performance dependence of TM-PBAs on structural changes during charging/discharging processes. In this study, in situ X-ray diffraction and X-ray absorption fine structure analyses elucidate the TMdependent structural changes in a series of TM-PBAs during the charging and discharging *** the discharging process, the lattice volume of Fe-PBA increased while those of Ni-and Cu-PBAs decreased. This discrepancy is attributed to the extent of size reduction of the cyanometallate complex([Fe(CN)_(6)]) via pi-backbonding from Fe to C due to redox flips of the low-spin Fe^(3+/2+) ion. This study presents a comprehensive understanding of how TM selection affects capacity acquisition and phase transition in TM-PBAs, a promising class of cathode materials.

关键词： Prussian blue analogues X-ray diffraction X-ray absorption fine structure Pi-backdonation Cyanides