• 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.

• Journal of Korean Society of Forest Science
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• v.45 no.1
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• pp.11-25
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• 1979

There was much mass movement at many different mountain side of Peong Chang area in Kwangwon province by the influence of heavy rainfall through August/4 5, 1979. This study have done with the fact observed through the field survey and the information of the former researchers. The results are as follows; 1. Heavy rainfall area with more than 200mm per day and more than 60mm per hour as maximum rainfall during past 6 years, are distributed in the western side of the connecting line through Hoeng Seong, Weonju, Yeongdong, Muju, Namweon and Suncheon, and of the southern sea side of KeongsangNam-do. The heavy rain fan reason in the above area seems to be influenced by the mouktam range and moving direction of depression. 2. Peak point of heavy rainfall distribution always happen during the night time and seems to cause directly mass movement and serious damage. 3. Soil mass movement in Peongchang break out from the course sandy loam soil of granite group and the clay soil of lime stone and shale. Earth have moved along the surface of both bedrock or also the hardpan in case of the lime stone area. 4. Infiltration seems to be rapid on the both bedrock soil, the former is by the soil texture and the latter is by the crumb structure, high humus content and dense root system in surface soil. 5. Topographic pattern of mass movement spot is mostly the concave slope at the valley head or at the upper part of middle slope which run-off can easily come together from the surrounding slope. Soil profile of mass movement spot has wet soil in the lime stone area and loose or deep soil in the granite area. 6. Dominant slope degree of the soil mass movement site has steep slope, mostly, more than 25 degree and slope position that start mass movement is mostly in the range of the middle slope line to ridge line. 7. Vegetation status of soil mass movement area are mostly fire field agriculture area, it's abandoned grass land, young plantation made on the fire field poor forest of the erosion control site and non forest land composed mainly grass and shrubs. Very rare earth sliding can be found in the big tree stands but mostly from the thin soil site on the un-weatherd bed rock. 8. Dangerous condition of soil mass movement and land sliding seems to be estimated by the several environmental factors, namely, vegetation cover, slope degree, slope shape and position, bed rock and soil profile characteristics etc. 9. House break down are mostly happen on the following site, namely, colluvial cone and fan, talus, foot area of concave slope and small terrace or colluvial soil between valley and at the small river side Dangerous house from mass movement could be interpreted by the aerial photo with reference of the surrounding site condition of house and village in the mountain area 10. As a counter plan for the prevention of mass movement damage the technics of it's risk diagnosis and the field survey should be done, and the mass movement control of prevention should be started with the goverment support as soon as possible. The precautionary measures of house and village protection from mass movement damage should be made and executed and considered the protecting forest making around the house and village. 11. Dangerous or safety of house and village from mass movement and flood damage will be indentified and informed to the village people of mountain area through the forest extension work. 12. Clear cutting activity on the steep granite site, fire field making on the steep slope, house or village construction on the dangerous site and fuel collection in the eroded forest or the steep forest land should be surely prohibited When making the management plan the mass movement, soil erosion and flood problem will be concidered and also included the prevention method of disaster.

• Journal of the Korean Wood Science and Technology
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• v.2 no.2
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• pp.8-12
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• 1974

1. If one unity is given to the prongs whose ends touch each other for estimating the internal stresses occuring in it, the internal stresses which are developed in the open prongs can be evaluated by the ratio to the unity. In accordance with the above statement, an equation was derived as follows. For employing this equation, the prongs should be made as shown in Fig. I, and be measured A and B' as indicated in Fig. l. A more precise value will result as the angle (J becomes smaller. $CH=\frac{(A-B') (4W+A) (4W-A)}{2A[(2W+(A-B')][2W-(A-B')]}{\times}100%$ where A is thickness of the prong, B' is the distance between the two prongs shown in Fig. 1 and CH is the value of internal stress expressed by percentage. It precision is not required, the equation can be simplified as follows. $CH=\frac{A-B'}{A}{\times}200%$ 2. Under scheduled drying condition III the kiln, when the weight of a sample board is constant, the moisture content of the shell of a sample board in the case of a normal casehardening is lower than that of the equilibrium moisture content which is indicated by the Forest Products Laboratory, U. S. Department of Agriculture. This result is usually true, especially in a thin sample board. A thick unseasoned or reverse casehardened sample does not follow in the above statement. 3. The results in the comparison of drying rate with five different kinds of wood given in Table 1 show that the these drying rates, i.e., the quantity of water evaporated from the surface area of I centimeter square per hour, are graded by the order of their magnitude as follows. (1) Ginkgo biloba Linne (2) Diospyros Kaki Thumberg. (3) Pinus densiflora Sieb. et Zucc. (4) Larix kaempheri Sargent (5) Castanea crenata Sieb. et Zucc. It is shown, for example, that at the moisture content of 20 percent the highest value revealed by the Ginkgo biloba is in the order of 3.8 times as great as that for Castanea crenata Sieb. & Zucc. which has the lowest value. Especially below the moisture content of 26 percent, the drying rate, i.e., the function of moisture content in percentage, is represented by the linear equation. All of these linear equations are highly significant in testing the confficient of X i. e., moisture content in percentage. In the Table 2, the symbols are expressed as follows; Y is the quantity of water evaporated from the surface area of 1 centimeter square per hour, and X is the moisture content of the percentage. The drying rate is plotted against the moisture content of the percentage as in Fig. 2. 4. One hundred times the ratio(P%) of the number of samples occuring in the CH 4 class (from 76 to 100% of CH ratio) within the total number of saplmes tested to those of the total which underlie the given SR ratio is measured in Table 3. (The 9% indicated above is assumed as the danger probability in percentage). In summarizing above results, the conclusion is in Table 4. NOTE: In Table 4, the column numbers such as 1. 2 and 3 imply as follows, respectively. 1) The minimum SR ratio which does not reveal the CH 4, class is indicated as in the column 1. 2) The extent of SR ratio which is confined in the safety allowance of 30 percent is shown in the column 2. 3) The lowest limitation of SR ratio which gives the most danger probability of 100 percent is shown in column 3. In analyzing above results, it is clear that chestnut and larch easly form internal stress in comparison with persimmon and pine. However, in considering the fact that the revers, casehardening occured in fir and ginkgo, under the same drying condition with the others, it is deduced that fir and ginkgo form normal casehardening with difficulty in comparison with the other species tested. 5. All kinds of drying defects except casehardening are developed when the internal stresses are in excess of the ultimate strength of material in the case of long-lime loading. Under the drying condition at temperature of $170^{\circ}F$ and the lower humidity. the drying defects are not so severe. However, under the same conditions at $200^{\circ}F$, the lower humidity and not end coated, all sample boards develop severe drying defects. Especially the chestnut was very prone to form the drying defects such as casehardening and splitting.

• Journal of Korean Society of Disaster and Security
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• v.6 no.1
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• pp.65-72
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• 2013

In this study, the early suicide prevention program was applied to the elementary school students and compared the prior & post effect of the program, and verified the status of psychology change like emotional status, or temptation to take a suicide, and presented the possibility as a suicide prevention program. The period of adolescence is the very unstable period in the process of growth being cognitively immature, emotionally impulsive period. It is the period emotionally unstable and unpredictable possible to select the method of suicide as an extreme method to escape the reality, or impulsive problem solving against small conflict or dispute situation. Many stress of the student such as recent nuclear family, expectation of parents to their children, education problem, socio-environmental elements, individual psychological factor lead students to the extreme activity of suicide in recent days. In this study, the scope of stress experienced in the elementary school as well as idea and degree of temptation regarding suicide by the suicide prevention program were identified, and through prevention program such as meditation training, breath training and through experience of anger control, emotion-expression, self overcome and establish positive self-identity and make understanding Self-control, Self-esteem & preciousness of life based on which the effect to suicide prevention was analyzed. The study was made targeting 51 students of 2 classes of 6th grade of elementary school of Goyang-si and processed 30 minutes every morning focused on through experience & activity of the principle & method of brain science. The data was collected for 20 times before starting morning class by using Suicide Probability Scale(herein SPS-A) designed to predict effectively suicide Probability, suicide risk prediction scale, surveyed by 7 areas such as Positive outlook, Within the family closeness, Impulsivity, Interpersonal hostility, Hopelessness, Hopelessness syndrome, suicide accident. Analytical methods and validation was used the Wilcoxon's signed rank test using SPSS Program. Though the process of program in short period, but there was a effective and positive results in the 7 areas in the average comparison. But in the t-test result, there was a different outcome. It indicated changes in the 3 questionnaires (No.7, No.14, No.19) out of 31 SPS-A questionnaires, and there was a no change to the rest item. It also indicated more changes of the students in the class A than class B. And in case of the class A students, psychological changes were verified in the areas of Hopelessness syndrome, suicide accident among 7 areas after the program was processed. Through this study, it could be verified that different results could be derived depending on the Student tendency, program professional(teacher in charge, processing lecturer). The suicide prevention program presented in this article can be a help in learning and suicide prevention with consistent systematization, activation through emotion and impulse control based on emotional stress relief and positive self-identity recovery, stabilization of brain waves, and let the short period program not to be died out but to be continued connecting from childhood to adolescence capable to make surrounding environment for spiritual, physical healthy growth for which this could be an effective program for suicide prevention of the social problem.

• Journal of the Korean Society of Food Science and Nutrition
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• v.44 no.12
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• pp.1895-1904
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• 2015

Foodborne illness associated with food service establishments is an important food safety issue in Korea. In this study, foodborne pathogens (Bacillus cereus, Clostridium perfringens, Escherichia coli, pathogenic Escherichia coli, Listeria monocytogenes, Salmonella spp., Staphylococcus aureus, and Vibrio parahaemolyticus) and hygiene indicator organisms [total viable cell counts (TVC), coliforms] were analyzed for food and environmental samples from foodservice establishments at schools in Gyeonggi province. Virulence factors and antimicrobial resistance of detected foodborne pathogens were also characterized. A total of 179 samples, including food (n=66), utensil (n=68), and environmental samples (n=45), were collected from eight food service establishments at schools in Gyeonggi province. Average contamination levels of TVC for foods (including raw materials) and environmental samples were 4.7 and 4.0 log CFU/g, respectively. Average contamination levels of coliforms were 2.7 and 4.0 log CFU/g for foods and environmental swab samples, respectively. B. cereus contamination was detected in food samples with an average of 2.1 log CFU/g. E. coli was detected only in raw materials, and S. aureus was positive in raw materials as well as environmental swab samples. Other foodborne pathogens were not detected in all samples. The entire B. cereus isolates possessed at least one of the diarrheal toxin genes (hblACD, nheABC, entFM, and cytK enterotoxin gene). However, ces gene encoding emetic toxin was not detected in B. cereus isolates. S. aureus isolates (n=16) contained at least one or more of the tested enterotoxin genes, except for tst gene. For E. coli and S. aureus, 92.7% and 37.5% of the isolates were susceptible against 16 and 19 antimicrobials, respectively. The analyzed microbial hazards could provide useful information for quantitative microbial risk assessment and food safety management system to control foodborne illness outbreaks in food service establishments.

• Journal of Genetic Medicine
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• v.7 no.2
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• pp.125-132
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• 2010

Purpose: Preimplantation genetic diagnosis (PGD), also known as embryo screening, is a pre-pregnancy technique used to identify genetic defects in embryos created through in vitro fertilization. PGD is considered a means of prenatal diagnosis of genetic abnormalities. PGD is used when one or both genetic parents has a known genetic abnormality; testing is performed on an embryo to determine if it also carries the genetic abnormality. The main advantage of PGD is the avoidance of selective pregnancy termination as it imparts a high likelihood that the baby will be free of the disease under consideration. The application of PGD to genetic practices, reproductive medicine, and genetic counseling is becoming the key component of fertility practice because of the need to develop a custom PGD design for each couple. Materials and Methods: In this study, a survey on the contents of genetic counseling in PGD was carried out via direct contact or e-mail with the patients and specialists who had experienced PGD during the three months from February to April 2010. Results: A total of 91 persons including 60 patients, 49 of whom had a chromosomal disorder and 11 of whom had a single gene disorder, and 31 PGD specialists responded to the survey. Analysis of the survey results revealed that all respondents were well aware of the importance of genetic counseling in all steps of PGD including planning, operation, and follow-up. The patient group responded that the possibility of unexpected results (51.7%), genetic risk assessment and recurrence risk (46.7%), the reproduction options (46.7%), the procedure and limitation of PGD (43.3%) and the information of PGD technology (35.0%) should be included as a genetic counseling information. In detail, 51.7% of patients wanted to be counseled for the possibility of unexpected results and the recurrence risk, while 46.7% wanted to know their reproduction options (46.7%). Approximately 96.7% of specialists replied that a non-M.D. genetic counselor is necessary for effective and systematic genetic counseling in PGD because it is difficult for physicians to offer satisfying information to patients due to lack of counseling time and specific knowledge of the disorders. Conclusions: The information from the survey provides important insight into the overall present situation of genetic counseling for PGD in Korea. The survey results demonstrated that there is a general awareness that genetic counseling is essential for PGD, suggesting that appropriate genetic counseling may play a important role in the success of PGD. The establishment of genetic counseling guidelines for PGD may contribute to better planning and management strategies for PGD.

• Journal of Intelligence and Information Systems
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• v.24 no.4
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• pp.137-154
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• 2018

Animal infectious diseases, such as avian influenza and foot and mouth disease, occur almost every year and cause huge economic and social damage to the country. In order to prevent this, the anti-quarantine authorities have tried various human and material endeavors, but the infectious diseases have continued to occur. Avian influenza is known to be developed in 1878 and it rose as a national issue due to its high lethality. Food and mouth disease is considered as most critical animal infectious disease internationally. In a nation where this disease has not been spread, food and mouth disease is recognized as economic disease or political disease because it restricts international trade by making it complex to import processed and non-processed live stock, and also quarantine is costly. In a society where whole nation is connected by zone of life, there is no way to prevent the spread of infectious disease fully. Hence, there is a need to be aware of occurrence of the disease and to take action before it is distributed. Epidemiological investigation on definite diagnosis target is implemented and measures are taken to prevent the spread of disease according to the investigation results, simultaneously with the confirmation of both human infectious disease and animal infectious disease. The foundation of epidemiological investigation is figuring out to where one has been, and whom he or she has met. In a data perspective, this can be defined as an action taken to predict the cause of disease outbreak, outbreak location, and future infection, by collecting and analyzing geographic data and relation data. Recently, an attempt has been made to develop a prediction model of infectious disease by using Big Data and deep learning technology, but there is no active research on model building studies and case reports. KT and the Ministry of Science and ICT have been carrying out big data projects since 2014 as part of national R &D projects to analyze and predict the route of livestock related vehicles. To prevent animal infectious diseases, the researchers first developed a prediction model based on a regression analysis using vehicle movement data. After that, more accurate prediction model was constructed using machine learning algorithms such as Logistic Regression, Lasso, Support Vector Machine and Random Forest. In particular, the prediction model for 2017 added the risk of diffusion to the facilities, and the performance of the model was improved by considering the hyper-parameters of the modeling in various ways. Confusion Matrix and ROC Curve show that the model constructed in 2017 is superior to the machine learning model. The difference between the2016 model and the 2017 model is that visiting information on facilities such as feed factory and slaughter house, and information on bird livestock, which was limited to chicken and duck but now expanded to goose and quail, has been used for analysis in the later model. In addition, an explanation of the results was added to help the authorities in making decisions and to establish a basis for persuading stakeholders in 2017. This study reports an animal infectious disease prevention system which is constructed on the basis of hazardous vehicle movement, farm and environment Big Data. The significance of this study is that it describes the evolution process of the prediction model using Big Data which is used in the field and the model is expected to be more complete if the form of viruses is put into consideration. This will contribute to data utilization and analysis model development in related field. In addition, we expect that the system constructed in this study will provide more preventive and effective prevention.

• Journal of Nutrition and Health
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• v.42 no.1
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• pp.23-37
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• 2009

The purpose of this study was to investigate the health status of preschool children using the questionnaires about dietary behaviors and anthropometric indices. And also nutritional status was investigated using questionnaires for 24-hr recall method. The study was conducted in 145 children aged 3 to 6 years and questionnaires for dietary behaviors and dietary intakes were performed by mothers of children in Ulsan. Just nine percent of children were graded as good in terms of having healthy eating habits, this means that the nutrition education for the dietary behaviors should be more focused on preschool children. With regard to the frequency of food intake, children consumed green & yellow vegetables less frequently, meanwhile consumed high protein source food (meat, egg and bean) and milk and its product more frequently. Children almost never consumed fried foods as often as 1-2 times a weak. In assessment of the health status, children have the highest prevalence of colds and allergy, but lower prevalence of clinical symptoms due to the nutritional deficiency. The mean height was $103.6\;{\pm}\;6.4\;cm$ and significantly different among age (p < 0.05), but was not significantly different between sex. The mean weight was $17.8\;{\pm}\;3.0\;kg$ and significantly different in 5, 6years old among age. By the WLI criteria, 11.1% of children were underweight and 17.4% of children were overweight or obese. By the Rohrer index criteria, any children were not underweight and 86.8% of children were overweight or obese. By the Kaup index criteria, 2.8% of children were underweight and 29.2% of children were overweight or obese. And Obesity Index criteria, 2.1% of children were underweight and 20.8% of children were overweight or obese. The results of obesity rate by all criteria except Rohrer index indicated similar level, were significantly high in age 3 with all criteria, and decreased with age increased. The energy intake of children was lower than EER (Estimated Energy Requirements) of Dietary Reference Intakes for Koreans (KDRIs) by as much as 85.7%. Acceptable Macronutrient Distribution Ranges (AMDR) was 62.6:21.5:15.7 as carbohydrate:protein:lipid, so children consumed protein more, but consumed lipid less compared with those of KDRIs. Vitamin A intake was 133% of recommended intakes (RI) and calcium intake which was identified as the nutrient most likely to be lacking in diets was 98.9% of RI. The intakes of all minerals and vitamins except folate were higher than KDRIs. 33.3% of children were distributed in insufficiency of energy intake, 42.7% of children were distributed in insufficiency of lipid intake. These results indicate that the need of developing of nutrition education program and further concern of a public health center, university and children care center about dietary life for preschool children.

• The Korean Journal of Food And Nutrition
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• v.11 no.3
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• pp.323-328
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• 1998

This study was to investigate regularity of breakfast and food habits of commuting local college students. The regularly breakfast eating rate was found to be 32.9% in man and 26.5% in woman. The mean score of food habits was pretty low, 36.7 out of minimum possible score 12 and maximum 60. The mean score of nutrition attitude was 58.1 out of minimum possible score 18 and maximum 90. This survey showed that skipping breakfast or irregularity of breakfast led to overeating, high fat diet, lot of alcohol and imbalanced diet. It was known that breakfast was the most important among three meals. But having balanced breakfast daily was very difficult according to loss of appetite and busy schedule early in the morning. I suggested carbohydrate food, protein food, and vitamin & mineral food items desirable for nutritionally balanced, easily digestible, tasteful, quick and easily cooking breakfast menu. It was recommended to choose on item out of each of three food categories considering calory(1/3 of daily recommended calory intake for breakfast).

• Clinical and Experimental Pediatrics
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• v.51 no.2
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• pp.134-144
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• 2008

Purpose : This study aimed to investigate body shape perception, weight control behaviors and eating habits of adolescent girls in urban, suburban and rural areas of Korea to obtain basis for establishing adequate weight control program for adolescent. Methods : From May 2002 to November 2002, a cross-sectional questionnaire survey and physical examination were conducted to examine body shape perception, weight control behaviors, eating habits and health status of 2,891 adolescent girls and 891 boys in Seoul, Ansan and Paju. Results : The proportion of underweight adolescent girl was decreased in rural area than in urban area. 46.3% of girls considered themselves to be somehow or very obese. Notably 3.2% of underweight girls considered themselves obese. 57.9% were unsatisfied with their own body shape. The proportion of dissatisfaction increased with age and body mass index (BMI), but there were no differences among area. The experiences of weight control increased by age, BMI and dissatisfaction of own body shape. The eating attitudes test-26 (EAT-26) score of girls was significantly higher than that of boys. The girls with high risk of eating disorder were 10.9%. And risk factors of eating disorder were living in urban area, severe stress for weight control excessive expenditure for appearance and think themselves unhealthy. Conclusion : The findings of this study demonstrate that there were serious impairment of body shape perception of adolescent girls and unhealthy, inadequate weight control behaviors were widely done. Therefore adequate weight control program for adolescent girl should be established promptly.