Browsing by Author "Chen, SS"

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An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short- and long-run hedge ratios
(2004-04-01)
Chen, SS
;
Lee, CF
;
Shrestha, K
;
資訊管理與財務金融系註：原資管所+財金所
;
Department of Information Management and Finance
This article analyzes the effects of the length of hedging horizon on the optimal hedge ratio and hedging effectiveness using 9 different hedging horizons and 25 different commodities. We discuss the concept of short- and long-run hedge ratios and propose a technique to simultaneously estimate them. The empirical results indicate that the short-run hedge ratios are significantly less than 1 and increase with the length of hedging horizon. We also find that hedging effectiveness increases with the length of hedging horizon. However, the long-run hedge ratio is found to be close to the naive hedge ratio of unity. This implies that, if the hedging horizon is long, then the naive hedge ratio is close to the optimum hedge ratio. (C) 2004 Wiley Periodicals, Inc.
Asymptotic behaviors in a transiently chaotic neural network
(2004-04-01)
Chen, SS
;
Shih, CW
;
應用數學系
;
Department of Applied Mathematics
We are interested in the asymptotic behaviors of a discrete-time neural network. This network admits transiently chaotic behaviors which provide global searching ability in solving combinatorial optimization problems. As the system evolves, the variables corresponding to temperature in the annealing process decrease, and the chaotic behaviors vanish. We shall find sufficient conditions under which evolutions for the system converge to a fixed point of the system. Attracting sets and uniqueness of fixed point for the system are also addressed. Moreover, we extend the theory to the neural networks with cycle-symmetric coupling weights and other output functions. An application of this annealing process in solving travelling salesman problems is illustrated.
Asymptotic behaviors in a transiently chaotic neural network
(2003-04-01)
Chen, SS
;
Shih, CW
;
應用數學系
;
Department of Applied Mathematics
We are interested in the asymptotic behaviors of a discrete-time neural network. This network admits transiently chaotic behaviors which provide global searching ability in solving combinatorial optimization problems. As the system evolves, the variables corresponding to temperature in the annealing process decrease, and the chaotic behaviors vanish. We shall find sufficient conditions under which evolutions for the system converge to a fixed point of the system. Attracting sets and uniqueness of fixed point for the system are also addressed. Moreover, we extend the theory to the neural networks with cycle-symmetric coupling weights and other output functions. An application of this annealing process in solving travelling salesman problems is illustrated.
Calibrations of phase modulation amplitude of photoelastic modulator
(2004-02-01)
Wang, MW
;
Chao, YF
;
Leou, KC
;
Tsai, FH
;
Lin, TL
A multiple harmonic intensity ratio technique is proposed for calibrating the modulation amplitude (Delta(0)) of a photoelastic modulator (PEM). A data acquisition system is utilized to investigate the frequency response of this technique. Delta(0) determined by this technique is independent of frequency, which is proved using the reflection and transmission setups. In addition to confirm our calibration using the digitized oscilloscope waveform, we also obtain a set of ellipsometric parameters under various values of Delta(0) before and after calibration. We also introduce a correction factor to correct the effect caused by the shift of the modulation amplitude in the process of etching. An optical thick film is used to calibrate Delta(0) using PEM ellipsometry, and its refractive index and extinction coefficient are also obtained in etching. Finally, we suggest the use of the traces of the ellipsometric parameters under various thicknesses for monitoring instead of calculating the thickness in real time.
Characteristics of nonalloyed pseudomorphic high electron mobility transistors using InAs/InxGa1-xAs (x=-> 0) AlyGa1-yAs (y=0 -> 0.3) contact structures
(1997-06-01)
Chen, SS
;
Lin, CC
;
Lan, WH
;
Tu, SL
;
Peng, CK
A molecular beam epitaxy InAs/InxGa1-xAs (x = 1 --> 0)/AlyGa1-yAs (y = 0 --> 0.3) heterojunction was used as an ohmic contact structure to the GaAs-based pseudomorphic high electron mobility transistors (PHEMTs). This nonalloyed PHEMT had a specific contact resistance r(c) of 1.05 x 10(-7) Omega . cm(2) and an extrinsic transconductance g(me) of 272 mS/mm for devices with 1 mu m gate-length, microwave measurements shelved a current gain cut-off frequency f(t) of 22 GHz and a maximum oscillation frequency f(max) of 43 GHz. These results are comparable to our best conventional PHEMTs' alloyed at 450 degrees C and 2 min duration. Meanwhile, a small-signal equivalent circuit model of the nonalloyed PHEMT has also been demonstrated.
Characteristics of nonalloyed pseudomorphic high electron mobility transistors using InAs/InxGa1-xAs (x=-> 0) AlyGa1-yAs (y=0 -> 0.3) contact structures
(1997-06-01)
Chen, SS
;
Lin, CC
;
Lan, WH
;
Tu, SL
;
Peng, CK
A molecular beam epitaxy InAs/InxGa1-xAs (x = 1 --> 0)/AlyGa1-yAs (y = 0 --> 0.3) heterojunction was used as an ohmic contact structure to the GaAs-based pseudomorphic high electron mobility transistors (PHEMTs). This nonalloyed PHEMT had a specific contact resistance r(c) of 1.05 x 10(-7) Omega . cm(2) and an extrinsic transconductance g(me) of 272 mS/mm for devices with 1 mu m gate-length, microwave measurements shelved a current gain cut-off frequency f(t) of 22 GHz and a maximum oscillation frequency f(max) of 43 GHz. These results are comparable to our best conventional PHEMTs' alloyed at 450 degrees C and 2 min duration. Meanwhile, a small-signal equivalent circuit model of the nonalloyed PHEMT has also been demonstrated.
Compact layout rule extraction for latchup prevention in a 0.25-mu m shallow-trench-isolation silicided bulk CMOS process
(2001)
Ker, MD
;
Lo, WY
;
Chen, TY
;
Tang, H
;
Chen, SS
An experimental extraction to find the area-efficient compact layout rules to prevent latchup in bulk CMOS IC's is proposed. The layout rules are extracted from the test patterns with different layout spacings or distances. A new efficient latchup prevention design, by adding the additional internal guard rings between the I/O cells and the internal core circuits, has been successfully proven in a 0.25-mum shallow-trench-isolation (STI) silicided bulk CMOS process. Through detailed experimental verification including temperature effect, the proposed extraction method to define compact layout rules has been established to save the silicon area of CMOS IC's, but still to maintain high enough latchup immunity in bulk CMOS IC's.
Dynamics for discrete-time cellular neural networks
(2004-08-01)
Chen, SS
;
Shih, CW
;
應用數學系
;
Department of Applied Mathematics
This presentation investigates the dynamics of discrete-time cellular neural networks (DT-CNN). In contrast to classical neural networks that are mostly gradient-like systems, DT-CNN possesses both complete stability and chaotic behaviours as different parameters are considered. An energy-like function which decreases along orbits of DT-CNN as well as the existence of a globally attracting set are derived. Complete stability can then be concluded, with further analysis on the sets on which the energy function is constant. The formations of saturated stationary patterns for DT-CNN are shown to be analogous to the ones in continuous-time CNN. Thus, DT-CNN shares similar properties with continuous-time CNN. By confirming the existence of snap-back repellers, hence transversal homoclinic orbits, we also conclude that DT-CNN with certain parameters exhibits chaotic dynamics, according to the theorem by Marotto.
High performance non-alloyed pseudomorphic high electron mobility transistors
(1996-07-01)
Peng, CK
;
Lan, WH
;
Tu, SL
;
Yang, SJ
;
Chen, SS
We have studied the InAs/GaAs strained layer superlattice (SLS) structures as non-alloyed contacts applied to pseudomorphic high electron mobility transistors (PHEMTs) grown by the molecular beam epitaxy (MBE) system. Transmission line measurements with four point configurations showed that specific contact resistances between 6.6 x 10(-7) and 2.6 x 10(-6) Omega cm(2) were obtained for the as-grown devices, with a linear correlation coefficient of 0.997. D.c. measurements of the as-grown PHEMT with 1 mu m gate showed a transconductance of 240 ms mm(-1). Microwave measurements on the same device showed a cut-off frequency of 19 GHz and a maximum power gain frequency of 42 GHz. These results are comparable with those of devices with the conventional contact scheme. Meanwhile, since the non-alloying process maintains excellent surface morphology and sharp metal pad edges, AuGeNi type metals can be used in small dimension devices. In contrast, the conventionally alloyed devices showed rough surface morphology and zigzag edges, which may affect device processing and limit the usefulness of AuGeNi metal as the ohmic contact in small dimension devices.
Investigation on ESD robustness of CMOS devices in a 1.8-v 0.15-mu m partially-depleted SOI salicide CMOS technology
(2001)
Ker, MD
;
Hong, KK
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Chen, TY
;
Tang, H
;
Huang, SC
Electrostatic discharge (ESD) robustness of CMOS devices with four different layout structures fabricated in a 0.15-mum partially-depleted silicon-on-insulator (SOI) salicide CMOS process are verified by ESD tester. The second breakdown current (It2) of fabricated CMOS devices is also measured by the transmission line pulse generator (TLPG). The dependences of ESD robustness on the layout parameters of CMOS devices in this SOI CMOS process have been investigated to find the optimum layout rules for on-chip ESD protection design. The effectiveness of ESD clamp circuits designed with the gate-driven and substrate-triggered techniques are also compared in this SOI CMOS process.
Molecular beam epitaxy regrowth and device performance of GaAs-based pseudomorphic high electron mobility transistors using a thin indium passivation layer
(2000-08-01)
Chen, SS
;
Lin, CC
;
Peng, CK
;
Chan, YJ
;
材料科學與工程學系
Using the technique of molecular beam epitaxy, an indium passivation layer as thin as several tens of Angstrom was implemented to protect underlying III-V epilayers from carbon and oxygen contamination. After the subsequent desorption of the passivation layer, GaAs-based pseudomorphic high electron mobility transistors (PHEMTs) were regrown. Negligible residual carriers were detected at the interface between the regrown PHEMTs and the underlying layer, resulting in a superior performance. The regrown PHEMTs with a 1 x 100 mum(2) gate demonstrated an extrinsic transconductance g(me) as high as 330 mS mm(-) (1). Microwave measurements showed that the current gain cut-off frequency f(t) was 26.5 GHz and the maximum oscillation frequency f(max) was up to 48 GHz. A small-signal equivalent circuit model of the regrown PHEMTs was also evaluated. (C) 2000 Kluwer Academic Publishers.
New view generation from a video sequence
(1998)
Chen, SS
;
Hang, HM
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電子工程學系及電子研究所
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Department of Electronics Engineering and Institute of Electronics
The problem of three-dimensional (3-D) scene representation and view generation is a new subject in video signal processing. Our goal is to construct a new scene at a different viewing position based on a sequence of captured images. The method proposed here does not make use of a solid 3-D model of physical objects. We decompose the image into layers based upon the motion maps derived from consecutive frames of an image sequence, and then synthesize a new view by recomposing the layers. In this process, accurate motion information estimation and consistent layer data aggregation are two critical steps. Some results using a real image sequence are shown at the end.
Novel diode structures and ESD protection circuits in a 1.8-V 0.15-mu m partially-depleted SOI salicided CMOS process
(2001)
Ker, MD
;
Hung, KK
;
Tang, HTH
;
Huang, SC
;
Chen, SS
Transversal homoclinic orbits in a transiently chaotic neural network
(2002-09-01)
Chen, SS
;
Shih, CW
;
應用數學系
;
Department of Applied Mathematics
We study the existence of snap-back repellers, hence the existence of transversal homoclinic orbits in a discrete-time neural network. Chaotic behaviors for the network system in the sense of Li and Yorke or Marotto can then be concluded. The result is established by analyzing the structures of the system and allocating suitable parameters in constructing the fixed points and their pre-images for the system. The investigation provides a theoretical confirmation on the scenario of transient chaos for the system. All the parameter conditions for the theory can be examined numerically. The numerical ranges for the parameters which yield chaotic dynamics and convergent dynamics provide significant information in the annealing process in solving combinatorial optimization problems using this transiently chaotic neural network. (C) 2002 American Institute of Physics.