• Title/Summary/Keyword: $T_{10}/T$ 값

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Effect of the Angle of Ventricular Septal Wall on Left Anterior Oblique View in Multi-Gated Cardiac Blood Pool Scan (게이트 심장 혈액풀 스캔에서 심실중격 각도에 따른 좌전사위상 변화에 대한 연구)

  • You, Yeon Wook;Lee, Chung Wun;Seo, Yeong Deok;Choi, Ho Yong;Kim, Yun Cheol;Kim, Yong Geun;Won, Woo Jae;Bang, Ji-In;Lee, Soo Jin;Kim, Tae-Sung
    • The Korean Journal of Nuclear Medicine Technology
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    • v.20 no.1
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    • pp.13-19
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    • 2016
  • Purpose In order to calculate the left ventricular ejection fraction (LVEF) accurately, it is important to acquire the best septal view of left ventricle in the multi-gated cardiac blood pool scan (GBP). This study aims to acquire the best septal view by measuring angle of ventricular septal wall (${\theta}$) using enhanced CT scan and compare with conventional method using left anterior oblique (LAO) 45 view. Materials and Methods From March to July in 2015, we analyzed the 253 patients who underwent both enhanced chest CT and GBP scan in the department of nuclear medicine at National Cancer Center. Angle (${\theta}$) between ventricular septum and imaginary midline was measured in transverse image of enhanced chest CT scan, and the patients whose difference between the angle of ${\theta}$ and 45 degree was more than 10 degrees were included. GBP scan was acquired using both LAO 45 and LAO ${\theta}$ views, and LVEFs measured by automated and manual region of interest (Auto-ROI and Manual-ROI) modes respectively were analyzed. Results $Mean{\pm}SD$ of ${\theta}$ on total 253 patients was $37.0{\pm}8.5^{\circ}$. Among them, the patients whose difference between 45 and ${\theta}$ degrees were more than ${\pm}10$ degrees were 88 patients ($29.3{\pm}6.1^{\circ}$). In Auto-ROI mode, there was statistically significant difference between LAO 45 and LAO ${\theta}$ (LVEF $45=62.0{\pm}6.6%$ vs. LVEF ${\theta}=64.0{\pm}5.6%$; P = 0.001). In Manual-ROI mode, there was also statistically significant difference between LAO 45 and LAO ${\theta}$ (LVEF $45=66.7{\pm}7.2%$ vs. LVEF ${\theta}=69.0{\pm}6.4%$; P < 0.001). Intraclass correlation coefficients of both methods were more than 95%. In case of comparison between Auto-ROI and Manual ROI of each LAO 45 and LAO ${\theta}$, there was no significant difference statistically. Conclusion We could measure the angle of ventricular septal wall accurately by using transverse image of enhanced chest CT and applied to LAO acquisition in the GBP scan. It might be the alternative method to acquire the best septal view of LAO effectively. We could notify significant difference between conventional LAO 45 and LAO ${\theta}$ view.

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CComparative evaluation of the methods of producing planar image results by using Q-Metrix method of SPECT/CT in Lung Perfusion Scan (Lung Perfusion scan에서 SPECT-CT의 Q-Metrix방법과 평면영상 결과 산출방법에 대한 비교평가)

  • Ha, Tae Hwan;Lim, Jung Jin;Do, Yong Ho;Cho, Sung Wook;Noh, Gyeong Woon
    • The Korean Journal of Nuclear Medicine Technology
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    • v.22 no.1
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    • pp.90-97
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    • 2018
  • Purpose The lung segment ratio which is obtained through quantitative analyses of lung perfusion scan images is calculated to evaluate the lung function pre and post surgery. In this Study, the planar image production methods by using Q-Metrix (GE Healthcare, USA) program capable of not only quantitative analysis but also computation of the segment ratio after having performed SPECT/CT are comparatively evaluated. Materials and Methods Lung perfusion scan and SPECT/CT were performed on 50 lung cancer patients prior to surgery who visited our hospital from May 1, 2015 to September 13, 2016 by using Discovery 670(GE Healthcare, USA) equipment. AP(Anterior Posterior)method that uses planar image divided the frontal and rear images into three rectangular portions by means of ROI tool while PO(Posterior Oblique)method computed the segment ratio by dividing the right lobe into three parts and the left lobe into two parts on the oblique image. Segment ratio was computed by setting the ROI and VOI in the CT image by using Q-Metrix program and statistically analysis was performed with SPSS Ver. 23. Results Regarding the correlation concordance rate of Q-Metrix and AP methods, RUL(Right upper lobe), RML(Right middle lobe) and RLL(Right lower lobe) were 0.224, 0.035 and 0.447. LUL(Left upper lobe) and LLL(Left lower lobe) were found to be 0.643 and 0.456, respectively. In the PO method, the right lobe were 0.663, 0.623 and 0.702, respectively, while the left lobe were 0.754 and 0.823. When comparison was made by using the Paired sample T-test, Right lobe were $11.6{\pm}4.5$, $26.9{\pm}6.2$ and $17.8{\pm}4.2$, respectively in the AP method. Left lobe were $28.4{\pm}4.8$ and $15.4{\pm}5.6$. The right lobe of PO had values of $17.4{\pm}5.0$, $10.5{\pm}3.6$ and $27.3{\pm}6.0$, while the left lobe had values of $21.6{\pm}4.8$ and $23.1{\pm}6.6$, thereby having statistically significant difference in comparison to the Q-Metrix method for each of the lobes (P<0.05). However, there was no statistically significant difference in Right middle lobe (P>0.05). Conclusion The AP method showed low concordance rate in correlation with the Q-Metrix method. However, PO method displayed high concordance rate overall. although AP method had significant differences in all lobes, there was no significant difference in Right middle lobe of PO method. Therefore, at the time of production of lung perfusion scan results, utilization of Q-Metrix method of SPECT/CT would be useful in computation of accurate resultant values. Moreover, it is deemed possible to expect obtain more practical sectional computation result values by using PO method at the time of planar image acquisition.

Results of Total Body Irradiation in Allogeneic Bone Marrow Transplantation for Acute Non-Lymphocytic Leukemia (급성 골수성 백혈병에서 동종골수이식을 위한 전신 방사선 조사의 치료 결과)

  • Chung Su Mi;Choi Ihl Bohng;Kim In Ah;Kim Sung Hwan;Kang Ki Mun;Shinn Kyung Sub;Kim Choon Choo;Kim Dong Jip
    • Radiation Oncology Journal
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    • v.10 no.2
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    • pp.247-253
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    • 1992
  • Between August 1987 and July 1991, 22 patients with acute nonlymphocytic leukemia have received allogeneic bone marrow transplantation (BMT) with non-T-lymphocyte-depleted marrow obtained from matched sibling donors. Of these patients, 12 patients were in first complete remission (CR) and 10 patients in second CR or greater or in relapse. All patients were treated with a preparative regimen consisting of cyclophosphamide (CTX, 60 mg/kg) or combined drugs, and 850 cGy single-dose or $150\~200$ cGy fractionated total body irradiation (TBI) administered twice daily for a total dose of $1200\~1320$ cGy. Survivors have been followed from 8 to 64.5 months (median, 24 months). The overall 2 year survival rate, relapse rate and incidence of radiation pneumonitis and graft versus host disease (GVHD) have been evaluated by age, phase of disease, initial WBC count, modality of TBI or conditioning chemotherapy. Overall 2 year survival was $58{\%}$. The median survival was 31 months and mean survival was 23.2 months. Overall survival have significant impact in patients of age >19 years old (p=0.008), patients in first CR (p=0.09). Two year survival rate is significantly correlated with age ( >19 vs $\leqq$19, $79.4\%$ vs $14.3\%$, p=0.0008), regimen of chemotherapy (CTX vs combined drug, $76.9\%\;vs\;33.3\%$, p=0.04), phase of disease (1st CR vs \geqq2nd$ CR or relapse, $83.3\%\;vs\;30\%$, p=0.01) and method of TBI (fractionated vs single dose, $70.7\%\;vs\;37.5\%$, p=0.05). The influence of French-American-British (FAB) subtypes on relapse rate is not significant, but initial WBC count > 20000/$mm^3$ is associated with increased relapse rate. There is difference in the rate of radiation pneumonitis ($14.3\%\;vs\;25\%$), GVHD ($14.3\%\;vs\;50\%$) and relapse ($21.4\%\;vs\;50\%$) according to fractionated versus single-dose TBI. As mentioned above, fractionated TBI is compatible for the preparative regimen combined with chemotherapy En allogeneic BMT of first CR patients under 41 years of age with suitable donor. Those results from a retrospective, non-randomized study clearly need additional clinical data, ideally from a randomized study.

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The Effects of Environment-Friendly Agricultural Materials on Soil and the Quality of 'Niitaka' pear's Orchad (친환경농자재 처리가 배과수원 토양 및 과실품질에 미치는 영향)

  • Yoon, Seong-Tak;Xu, Zhen-Yu;Zhang, Qing-Yu;Kim, Tae-Ho;Nam, Jung-Chang;Park, Sang-Hun;Kwak, No-Il;Mun, Su-Hak;Lee, Hyuk-Jae;Choi, Jin-Ho
    • Korean Journal of Organic Agriculture
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    • v.18 no.4
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    • pp.613-626
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    • 2010
  • Coming with the well-being era, consumer's demand for safe agricultural products is increasing. It is urgent to develop an environment-friendly pear production system. Accordingly, this study was conducted to develop an environment-friendly pear production system by using several environment-friendly agricultural materials which is known to be effective in agricultural production. In the effects of environment-friendly agricultural materials on the soil chemical characteristics in pear orchard, the content of total carbon, organic matter, Ca and Mg increased a little respectively compared with those of 2008, and 2nd treatment showed the highest EC and Mg content in the soil among treatments. The content of leaf N, P and Ca in 2009 decreased compared with those of 2008, while Mg content showed no difference between 2008 and 2009 years. Average pear weight in 2009 was 31g higher than that of 2008 (682g) and 2nd treatment showed the highest pear weight (738g) among treatments. The average sugar content was higher in 2009 (12.6$^{\circ}Bx$) compared with that of 2008 (12.2$^{\circ}Bx$) and the plot of 2nd treatment highest sugar content (12.6$^{\circ}Bx$) among treatments. There were no difference in hunter value of L among treatments, but hunter value of a showed higher 1.62 in 2009 than that of 2008 (3.73). The highest of gumminess and cohesiveness of fruits were obtained from 1st treatment and adhesiveness and chewiness of fruits were obtained from 3rd and 1st treatment respectively. Firmness of fruit increased a little in 2009 compared with that of 2008, while the highest firmness was obtained from 3rd treatment with 1.63kg/5mm$\oint$ among treatments. Phosphate content in the peel of 'Niitaka' pear of fruit skin in 2009 (0.97g/kg) showed 0.06g/kg more content than that of 2008 (0.91g/kg), while the highest content was obtained from 3rd treatment (1.15g/kg). Potassium content in the peel of 'Niitaka' pear in 2009 was 8.20g/kg, which is 0.06g/kg more content than that of 2008 (7.82g/kg) and the highest content was obtained from 1st treatment (8.34g/kg) among treatments. The highest nitrogen content in the flesh of 'Niitaka' pear was obtained from 3rd treatment (4.32mg/g), while it was the lowest in control plot (3.10mg/g). Phosphate content in the flesh of 'Niitaka' pear in 2009 (8.20g/kg) showed 0.06g/kg more content than that of 2008 (7.82g/kg), while the highest content was obtained from 1st treatment (8.34g/kg). There were no difference of the potassium content in the fruit peel of 'Niitaka' pear between years, but 1st treatment showed the highest content (11.81g/kg) among treatments, while the lowest was obtained from the control plot (10.83g/kg).

The evaluation of the feasibility about prostate SBRT by analyzing interfraction errors of internal organs (분할치료간(Interfraction) 내부 장기 움직임 오류 분석을 통한 전립선암의 전신정위적방사선치료(SBRT) 가능성 평가)

  • Hong, soon gi;Son, sang joon;Moon, joon gi;Kim, bo kyum;Lee, je hee
    • The Journal of Korean Society for Radiation Therapy
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    • v.28 no.2
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    • pp.179-186
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    • 2016
  • Purpose : To figure out if the treatment plan for rectum, bladder and prostate that have a lot of interfraction errors satisfies dosimetric limits without adaptive plan by analyzing MR image. Materials and Methods : This study was based on 5 prostate cancer patients who had IMRT(total dose: 70Gy) Using ViewRay MRIdian System(ViewRay, ViewRay Inc., Cleveland, OH, USA) The treatment plans were made on the same CT images to compare with the plan quality according to adaptive plan, and the Eclipse(Ver 10.0.42, Varian, USA) was used. After registrate the 5 treatment MR images to the CT images for treatment plan to analyze the interfraction changes of organ, we measured the dose volume histogram and the changes of the absolute volume for each organ by appling the first treatment plan to each image. Over 5 fractions, the total dose for PTV was $V_{36.25}$ Gy $${\geq_-}$$ 95%. To confirm that the prescription dose satisfies the SBRT dose limit for prostate, we measured $V_{100%}$, $V_{95%}$, $V_{90%}$ for CTV and $V_{100%}$, $V_{90%}$, $V_{80%}$ $V_{50%}$ of rectum and bladder. Results : All dose average value of CTV, rectum and bladder satisfied dose limit, but there was a case that exceeded dose limit more than one after analyzing the each image of treatment. After measuring the changes of absolute volume comparing the MR image of the first treatment plan with the one of the interfraction treatment, the difference values were maximum 1.72 times at rectum and maximum 2.0 times at bladder. In case of rectum, the expected values were planned under the dose limit, on average, $V_{100%}=0.32%$, $V_{90%}=3.33%$, $V_{80%}=7.71%$, $V_{50%}=23.55%$ in the first treatment plan. In case of rectum, the average of absolute volume in first plan was 117.9 cc. However, the average of really treated volume was 79.2 cc. In case of CTV, the 100% prescription dose area didn't satisfy even though the margin for PTV was 5 mm because of the variation of rectal and bladder volume. Conclusion : There was no case that the value from average of five fractions is over the dosimetric limits. However, dosimetric errors of rectum and bladder in each fraction was significant. Therefore, the precise delivery is needed in case of prostate SBRT. The real-time tracking and adaptive plan is necessary to meet the precision delivery.

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Prognosis Factors of Tricuspid Regurgitation after the Operation for Left-sided Valvular Heart Disease (좌심실 판막질환 수술 후 동반된 삼첨판패쇄부전증의 경과에 영향을 미치는 요인)

  • Jin, Ung;Kim, Hwan-Wook;Lee, Jong-Ho;Kweon, Jong-Bum;Jo, Min-Seop;Yoon, Jeong-Seob;Moon, Seok-Whan;Sim, Sung-Bo;Park, Kuhn;Kim, Chi-Kyung;Cho, Keon-Hyun;Wang, Young-Pil;Lee, Sun-He;Kwack, Moon-Sub
    • Journal of Chest Surgery
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    • v.36 no.3
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    • pp.150-156
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    • 2003
  • Tricuspid regurgitation has been considered as a secondary lesion when it is combined with left valvular heart diseases. However, there have been some reports which show that tricuspid regurgitation keeps going and results in congestive heart failure even after a successful operation for left valvular heart disease. So far, there are no definite operation indications and predictive factors for the tricuspid re-gurgitation which is resulted from the left sided valvular heart disease. We designed this study to evaluate the effects of pulmonary artery pressure and left ventricular ejection fraction on the prognosis of tricuspid regurgitation, and to make an operation indication for the patients with secondary tricuspid regurgitation. Material and Method: We reviewed the medical records of patients who underwent surgery for the left sided valvular heart disease with tricuspid regurgitation and were followed for more than 1 year with echocardiograms. There was a total of 114 cases. We compared the grades of tricuspid regurgitations and pulmonary artery pressures and left ventricular ejection fractions on the basis of echocardiograms which were checked preoperatively and on the last follow up. Result: There were 43 cases of tricuspid an-nuloplasty. In these patients, the grades of tricuspid regurgitations were improved in 42 cases (97.7%). But in 71 cases without annuloplasty, 29 cases (41%) were improved, 32 cases (45%) had no change, and 29 cases (14%) were aggravated. This finding shows significant differences in the prognoses of tricuspid regur-gitations between the two groups (p<0.05). There was no difference in pulmonary artery pressures and ejection fractions between the patients who showed progression of tricuspid regurgitations and those who didn't (p > 0.05). The improvements of tricuspid regurgitations are not statistically related to the changes of pulmonary artery pressures or left ventricular ejection fractions. Conclusion: This study shows that it is impossible to predict the prognoses of tricuspid regurgitations with preoperative pulmonary artery pressures or left ventricular ejection fractions. Also, the excellent results of tricuspid annuloplasty is proven in controlling the secondary tricuspid regurgitations. Therefore, when tricuspid regurgitation is detected preoperatively, the procedures to correct the tricuspid regurgitation at the time of the operation for the left-sided valvular heart disease must be considered positively, regardless of the grades of tricuspid regurgitations, to prevent sig-nificant tricuspid regurgitation that may develop later.

Evaluation of Xerostomia Following Intensity Modulated Radiotherapy (IMRT) for Head and Neck Cancer Patients (세기조절방사선치료를 시행받은 두경부암 환자군에서 구강건조증지표 분석)

  • Lee, Seok-Ho;Kim, Tae-Hyun;Chie, Eui-Kyu;Im, Hyun-Shun;Im, En-Shil;Ryu, Jun-Sun;Jung, Yoo-Seok;Park, Sung-Yong;Kim, Joo-Young;Pyo, Hong-Ryull;Shin, Kyung-Hwan;Kim, Dae-Yong;Cho, Kwan-Ho
    • Radiation Oncology Journal
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    • v.22 no.2
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    • pp.106-114
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    • 2004
  • Purpose : This study was done to evaluate xerostomia fellowing intensity modulated radiotherapy for patients with head and neck cancer, and to analyze the correlation between the dosimetric parameters and xerostomia parameters. Materials and Methods : From February till October 2003, 13 patients with 3 months of follow-up were evaluated for xerostomia after being treated for head and neck cancer with IMRT. Their median age was 57 years(range: 43$\~$77). Xerostomia were assessed with a 4-question xerostomia questionnaire score (XQS) and a test for salivary flow rates (unstimulated and stimulated). The patients were also given a validated LENT SOMA scale (LSC) questionnaire. The evaluations were completed before radiation therapy (pre-RT) and at 1 and, 3 months after radiation therapy (RT). We evaluated xerostomia at pre-RT, 1 and, 3 months after RT. The association between the xerostomia parameters (XQS and LSC) and salivary flow rates (unstimulated and stimulated: USFR and SSFR) was assessed at 1 and 3 months after RT. Resrlts : All 13 patients showed no significant changes in XQS, LSC and Salivary Flow rates. As a result, we couldn't find out about xerostomia development. Based on the total mean parotid dose, 3,500 cGy, we divided these patients into two groups. The 8 patients (<3,500 cGy) showed no significant changes in XQS, LSC and Salivary Flow rates However, in 5 Patients ($\geq$3,500 cOGy), there was a significant increase in USFR and, SSFR at 3 months after RT, and for the XQS and, LSC at 1 and 3 months after RT. The correlation between XQS and, LSC, and USFR and, SSFR in ail patients (13) was significant at 3 months after RT. The correlation had a tendency to the decrease for USFR and, SSFR in proportion to the increase of XQS and, LSC. Conclusion : Based on the results of this study, IMRT seem to be an effective treatment to significantly decrease the xerostomia. XQS and, LSC seem to be a effective tool for predicting the xerostomia. A total parotid gland mean dose of <3,500 cGy should be a planning goal if substantial sparing of the gland function is desired. Furthermore, patients should be enrolled in a study to define a more accurate threshold dose for the parotid gland.

Four-year change and tracking of serum lipids in Korean adolescents (강화지역 청소년의 4년간 혈청 지질의 변화와 지속성)

  • Lee, Kang-Hee;Suh, Il;Jee, Sun-Ha;Nam, Chung-Mo;Kim, Sung-Soon;Shim, Won-Heum;Ha, Jong-Won;Kim, Suk-Il;Kang, Hyung-Gon
    • Journal of Preventive Medicine and Public Health
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    • v.30 no.1 s.56
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    • pp.45-59
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    • 1997
  • It has been known that there is a tracking phenomenon in the level of serum lipids. However, no study has been performed to examine the change and tracking of serum lipids in Korean adolescents. The purpose of this study is to examine the changes of serum lipids in Korean adolescents from 12 to 16 years of age, and to examine whether or not there is a tracking phenomenon in serum lipids level during the period. In 1992 serum lipids(total cholesterol(TC), triglyceride(TG), LDL cholesterol(LDL-C), HDL cholesterol(HDL-C)) were measured in 318 males, 365 females who were 12 years of age in Kangwha county, Korea. These participants have been followed up to 1996 and serum lipids level were examined in 1994 and 1996. Among the participants 162 males and 147 females completed all three examinations in fasting state. To examine the effect of eliminating adolescents with incomplete data, we compared serum lipids, blood pressure and anthropometric measures at baseline between adolescents with complete follow-up and adolescents who were withdrawn. To examine the change of serum lipids we compared mean values of serum lipids according to age in males and females. Repeated analysis of variance was used to test the change according to age. We used three methods to examine the existence of tracking. First, we analyzed the trends in serum lipids over 4-year period within quartile groups formed on the basis of the first-year serum lipids level to see whether or not the relative ranking of the mean serum lipids among the quartile groups remained in the same group for 4-year period. Second, we quantified the degree of tracking by calculating Spearman's rank correlation coefficient between every tests. Third, the persistence extreme quartile method was used. This method divides the population into quartile groups according to the initial level of blood lipids and then calculates the percent of the subjects who stayed in the same group at follow-up measurement. The decreases in levels were noted during 4 years for TC, LDL-C, primarily for boys. The level of HDL-C decreased between baseline and first follow-up for both sexes. Tracking, as measured by both correlation coefficients and persistence extreme quartiles, was evident for all of the lipids. The correlation coefficients of TC between baseline and 4 years later in boys and girls were 0.55 and 0.68, respectively. And the corresponding values for HDL-C were 0.58 and 0.69. More than 50% of adolescents who belonged to the highest quartile group in TC, HDL-C and LDL-C at the baseline were remained at the same group at the examination performed 2 years later for both sexes. The probabilities of remaining at the same group were more than 35% when examined 4 years later. The tracking phenomenon of TG was less evident compared with the other lipids. Percents of girls who stayed at the same group 2 years later and 4 years later were 42.9% and 25.7%, respectively. It was evident that serum lipid levels tracked in Korean adolescents. Researches with longer follow-up would be needed in the future to investigate the long-term change of lipids from adolescents to adults.

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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Design and Implementation of MongoDB-based Unstructured Log Processing System over Cloud Computing Environment (클라우드 환경에서 MongoDB 기반의 비정형 로그 처리 시스템 설계 및 구현)

  • Kim, Myoungjin;Han, Seungho;Cui, Yun;Lee, Hanku
    • Journal of Internet Computing and Services
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    • v.14 no.6
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    • pp.71-84
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    • 2013
  • Log data, which record the multitude of information created when operating computer systems, are utilized in many processes, from carrying out computer system inspection and process optimization to providing customized user optimization. In this paper, we propose a MongoDB-based unstructured log processing system in a cloud environment for processing the massive amount of log data of banks. Most of the log data generated during banking operations come from handling a client's business. Therefore, in order to gather, store, categorize, and analyze the log data generated while processing the client's business, a separate log data processing system needs to be established. However, the realization of flexible storage expansion functions for processing a massive amount of unstructured log data and executing a considerable number of functions to categorize and analyze the stored unstructured log data is difficult in existing computer environments. Thus, in this study, we use cloud computing technology to realize a cloud-based log data processing system for processing unstructured log data that are difficult to process using the existing computing infrastructure's analysis tools and management system. The proposed system uses the IaaS (Infrastructure as a Service) cloud environment to provide a flexible expansion of computing resources and includes the ability to flexibly expand resources such as storage space and memory under conditions such as extended storage or rapid increase in log data. Moreover, to overcome the processing limits of the existing analysis tool when a real-time analysis of the aggregated unstructured log data is required, the proposed system includes a Hadoop-based analysis module for quick and reliable parallel-distributed processing of the massive amount of log data. Furthermore, because the HDFS (Hadoop Distributed File System) stores data by generating copies of the block units of the aggregated log data, the proposed system offers automatic restore functions for the system to continually operate after it recovers from a malfunction. Finally, by establishing a distributed database using the NoSQL-based Mongo DB, the proposed system provides methods of effectively processing unstructured log data. Relational databases such as the MySQL databases have complex schemas that are inappropriate for processing unstructured log data. Further, strict schemas like those of relational databases cannot expand nodes in the case wherein the stored data are distributed to various nodes when the amount of data rapidly increases. NoSQL does not provide the complex computations that relational databases may provide but can easily expand the database through node dispersion when the amount of data increases rapidly; it is a non-relational database with an appropriate structure for processing unstructured data. The data models of the NoSQL are usually classified as Key-Value, column-oriented, and document-oriented types. Of these, the representative document-oriented data model, MongoDB, which has a free schema structure, is used in the proposed system. MongoDB is introduced to the proposed system because it makes it easy to process unstructured log data through a flexible schema structure, facilitates flexible node expansion when the amount of data is rapidly increasing, and provides an Auto-Sharding function that automatically expands storage. The proposed system is composed of a log collector module, a log graph generator module, a MongoDB module, a Hadoop-based analysis module, and a MySQL module. When the log data generated over the entire client business process of each bank are sent to the cloud server, the log collector module collects and classifies data according to the type of log data and distributes it to the MongoDB module and the MySQL module. The log graph generator module generates the results of the log analysis of the MongoDB module, Hadoop-based analysis module, and the MySQL module per analysis time and type of the aggregated log data, and provides them to the user through a web interface. Log data that require a real-time log data analysis are stored in the MySQL module and provided real-time by the log graph generator module. The aggregated log data per unit time are stored in the MongoDB module and plotted in a graph according to the user's various analysis conditions. The aggregated log data in the MongoDB module are parallel-distributed and processed by the Hadoop-based analysis module. A comparative evaluation is carried out against a log data processing system that uses only MySQL for inserting log data and estimating query performance; this evaluation proves the proposed system's superiority. Moreover, an optimal chunk size is confirmed through the log data insert performance evaluation of MongoDB for various chunk sizes.