• Journal of Korean Society of Forest Science
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• v.32 no.1
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• pp.21-28
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• 1976

This paper reports on seasonal variation of tannin, catechol tannin, pyrogallol tannin, sugar, starch and protein contained in new shoots of four races of Castanea crenata in relation to their resistance to gall-wasps. The four races were Ginyose, Shimokatsugi, Taisyo-wase and Tsuguba. 1. Tannin contents showed the lowest level during June and September, and they gradually increased afterwards. Generally tannin contents were higher in gall-wasp resistant races than in its susceptible races. Mean annual tannin contents were 0.73%, 0.845%, 0.507%, and 0.520%, respectively, in Tsuguba, Ginyose, Shimokatsugi and Taisyo-wase. 2. Catechol tannin contents did not change from February to October, however, increased after that period. Catechol tannin contents in gall-wasp resistant races (Tsuguba and Ginyose) more than doubled those in the susceptible races (Shimokatsugi and Taisyo-wase) all the year round, indicating that there may be a correlation between quantitative differences in catechol tannin and the resistance to gall-wasps. 3. Pyrogallol tannin contents were rather lower in the gall-wasp resistant races than in the susceptible races on the contrary to the above results. 4. Seasonal variation of sugar contents showed similar tendency with catechol tannin. Gall-wasp resistant races contained higher sugar contents than those susceptible races. 5. Starch contents were significantly higher during dormant period. Gall-wasp susceptible races showed higher starch contents than the resistant races did, however, this tendency varied with season. 6. There were not significant differences in protein between races but there was a tendency of higher protein in gall-wasp susceptible races. The seasonal change of protein was similar to that of starch. 7. From the above results it seems that seasonal variation of contents of tannin, catechol and pyrogallol tannin, sugar, starch and protein in new shoots of chestnut trees have some relation to their resistance to gall-wasp.

• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.71-91
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• 2005

The object or this paper is to analyze the rollover effect on KOSPI 200 index option prices. Especially we analyze the implied volatilities of the options that became the near maturity options as the old one expired. For this analysis, a panel data of KOSPI 200 Index Option Prices from year 1999 to year 2001 were used, and following results were obtained. First, after controlling for the underlying index returns, strike prices and other pricing factors, the call option prices tend to decrease while the put option prices tend to increase during the week of expiry. Second, if one concentrates on the daily price changes, call option prices tend to go up on Thursday (as the old options expire), and then experience a price decrease on the following day, while the reverse is true for the put options. These results imply that the option prices are affected by some of the market micro-structure effects such as whether the option is the near maturity option. We conjecture that the reason for this is related to the undervaluation of KOSPI 200 futures. The results from this paper have implications on the timing of option trades. If one wants to buy put options, and/or sell call options, he has better off by executing his intended trades before the old options expire. On the other hand, if one wants to buy call options, and/or sell put options, hi has better off by executing his intended trades after the expiry.

• Korean Journal of Environmental Biology
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• v.31 no.4
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• pp.275-287
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• 2013

The Japanese anchovy Engraulis japonicus is a widespread species in the western North Pacific and major fishery resource. To understand the spatio-temporal variation of anchovy prey items in the coastal waters of southern Korea, the stomach contents of anchovy and the structure of the zooplankton community were analysed at three sites (Jindo, Yeosu and Tong-yeong) from July 2011 to February 2012. The main prey items in Yeosu and Jindo were cyprid stage of barnacle (>35%) and copepod Calanus sinicus (>22%) in July, respectively, while, predominant ones in Tongyeong were small copepods, Paracalanus parvus s.l. (41%) and Corycaeus affinis (22%). During this period, the dominant zooplankton were cladoceran Evadne tergestina (39%) in Yeosu, small copepod, P. parvus s.l. (28%) in Jindo and cladoceran E. tergestina (14%) in Tongyeong. The dominant prey items were barnacle larvae and copepods in summer, phytoplankton and Pseudodiaptomus marinus in autumn and P. parvus s.l. and cold water copepod, Centropages abdominalis in winter. Anchovy prefer the prey item C. sinicus (3%) over E. tergestina (39%), which was a dominant species in the catching site in summer. P. marinus (0.5%) and C. abdominalis (0.9%) were preferred over P. parvus s.l. (30%, 21%) in autumn and winter, respectively. Prey items varied with area and season in the coastal waters of southern Korea. These results suggest that the prey selectivity of anchovy showed high flexibility and adaptability in the study waters.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

• Clinical and Experimental Pediatrics
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• v.46 no.4
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• pp.376-381
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• 2003

Purpose : This study aimed to demonstrate the possible pathogenesis of granulopoiesis in patients of Kawasaki disease(KD) using quantitative analysis of G-CSF, GM-CSF and their CSFr. Methods : The plasma levels of G-CSF, GM-CSF, G-CSFr and GM-CSFr were studied in 14 patients in the acute phase of KD; 13 children with normal peripheral white blood cell counts were used as the normal control group. The plasma concentration of G-CSF, GM-CSF were analyzed by ELISA. The G-CSFr and GM-CSFr on the peripheral granulocytes were analyzed by a quantitative flow cytometric assay and QuantiBRITE, and the quantitative changes of receptors which did not combine with G-CSF and GM-CSF were measured. Results : The total number of leukocytes in KD was similar to normal control group, but the leukocytes increased according to the number of neutrophils. The plasma concentration of G-CSF were decreased similar to normal control group(P=0.133), but that of GM-CSF decreased more than the normal control group(P=0.227). The quantity of G-CSFr, GM-CSFr were revealed to be no less than the normal control(P=0.721, P=0.912). After incubation with excessive G-CSF, the expressed G-CSFr on the neutrophils were decreased in both groups(P=0.554). The quantities of expressions of GM-CSFr on the neutrophil after incubation with the excessive GM-CSF were always increased in both groups(P=0.255). The amount of GM-CSFr of neutrophils are in proportion to total white blood cells (r=0.788, P=0.035), but it wasn't in the case of KD(P=0.644). Conclusion : The leukocytosis in KD that mediated by increasing neutrophil was not correlated with the plasma concentrations of G-CSF and GM-CSF, and the amount of expression of G-CSFr and GM-CSFr on granulocyte. It is possible that the reduction of concentration of GM-CSF results by increasing the active GM-CSFr.

• Korean Journal of Environmental Agriculture
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• v.32 no.1
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• pp.70-77
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• 2013

BACKGROUND: Nitroxoline is an antibiotic agent. It is used for the treatment of the second bacterial infection by the colibacillosis, salmonellosis and viral disease of the poultry. When the nitroxoline is indiscreetly used, the problem about the abuse of the antibiotics can occur. Therefore, this study presented the residue analytical method of nitroxoline in food for the safety management of animal farming products. METHODS AND RESULTS: A simple, sensitive and specific method for nitroxoline in chicken muscle by high performance liquid chromatograph with PDA was developed. Sample extraction with acetonitrile, purification with SPE cartridge (MCX) were applied, then quantitation by HPLC with C18 column under the gradient condition with 0.1 % tetrabutylammonium hydroxide-phosphoric acid and methanol was performed. Standard calibration curve presented linearity with the correlation coefficient ($r^2$) > 0.999, analysed from 0.02 to 0.5 mg/L concentration. Limit of quantitation in chicken muscle showed 0.02 mg/kg, and average recoveries ranged from 72.9 to 88.1 % in chicken muscle. The repeatability of measurements expressed as coefficient of variation (CV %) was less than 12 % in 0.02 and 0.04 mg/kg. CONCLUSION(S): Newly developed method for nitroxoline in chicken muscle was applicable to food inspection with the acceptable level of sensitivity, repeatability and reproducibility.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.19 no.1
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• pp.76-87
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• 2014

Chlorophyll a in seawater which is an indicator of phytoplankton biomass and primary production is determined by High Performance Liquid Chromatography (HPLC), Fluorometry and Spectrophotometry. In this study, various methods for chlorophyll a determination in seawater are compared using in situ seawater samples from Korean seas. Three inter-laboratory comparison campaigns were carried out using chlorophyll a standard samples (R0) and in situ seawater samples, collected from the East China Sea (R1) and the East Sea (R2). 6 laboratories by HPLC methods, 4 laboratories by fluorometry, and 3 laboratories by spectrophotometry participated. Precisions, defined as the coefficient of variation (CV) were within 9% in standard samples, 0.8~20% (average: 6.1%) in R1, 4~21% (average: 13.2%) in R2. Discrepancy in three methods was approximately 20% within the range of the sample homogeneity intended the laboratory precision (R1: 8%, R2: 15%). The discrepancy in laboratories was greater than the discrepancy in methods. The chlorophyll a concentrations can be produced within 20% discrepancy in spite of using different methods. It is recommended to consider this 20% discrepancy when using the chlorophyll a data produced by different laboratories and different methods.

• Journal of Korean Society of Occupational and Environmental Hygiene
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• v.5 no.1
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• pp.59-67
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• 1995

Blood lead assay by $D_2$ lamp background correction method of atomic absorption spectrophotometer(AAS) with wavelength of 283.3 nm is most popular in occupational health practice in Korea. On the other hand, $D_2$ lamp background correction method with wavelength of 217.0 nm is also often used in general chemical analysis for lead assay in general purpose. But both methods have some weakness of background correction which brought direct effect on the results of analysis. Recently blood lead assay with polarized Zeeman effect of AAS was introduced and is now preferred in many laboratory than $D_2$ correction method in blood lead analysis. But still AAS with $D_2$ lamp are widely used in the field of occupational health in Korea. This study compared blood lead assay data with $D_2$ correction methods(283.3 and 217.0 nm) and with that of polarized Zeeman effect correction method to evaluate the validity of 02 correction methods. The results obtained were as follows; 1. Taking the value of polarized Zeeman effect method as reference value of 1.00, the mean relative value of $D_2$ correction method with wavelength of 217.0 nm was 0.92 and that with wavelength of 283.3 nm was 0.90 respectively in the analysis of blood lead whose value were below $20.0{\mu}g/dl$(p<0.001). Both mean values were statistically smaller than polarized Zeeman effect correction method. But in the analysis of blood whose value were between 20.0 to $20.0{\mu}g/dl$, the mean relative value of $D_2$ correction method was 0.96 in both wavelength and did not differ from polarized Zeeman effect method(p<0.001). There was no difference of blood lead between $D_2$ correction method and polarized Zeeman effect method in the analysis of blood lead whose value were over $40.0{\mu}g/dl$. 2. The variations of background correction value in polarized Zeeman effect method were not changed by increase of blood lead, but those in $D_2$ correction methods were increased by the increase of blood lead. While then relative standard deviation(RSD) of data measured by Zeeman effect method were decreased by the increase of blood lead, those by $D_2$ methods were nol differed by the increase of blood lead.

• Journal of Radiation Protection and Research
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• v.27 no.1
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• pp.37-49
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• 2002

The accuracy of radiation dose delivery to target volume is one of the most important factors for good local control and less treatment complication. In vivo dosimetry is an essential QA procedure to confirm the radiation dose delivered to the patients. Transmission dose measurement is a useful method of in vivo dosimetry and it's advantages are non-invasiveness, simplicity and no additional efforts needed for dosimetry. In our department, in vivo dosimetry system using measurement of transmission dose was manufactured and algorithms for estimation of transmission dose were developed and tested with phantom in various conditions successfully. This system was applied in clinic to test stability, reproducibility and applicability to daily treatment and the accuracy of the algorithm. Transmission dose measurement was performed over three weeks. To test the reproducibility of this system, X-tay output was measured before daily treatment and then every hour during treatment time in reference condition(field size; $10 cm{\times} 10 cm$, 100 MU). Data of 11 patients whose pelvis were treated more than three times were analyzed. The reproducibility of the dosimetry system was acceptable with variations of measurement during each day and over 3 week period within ${\pm}2.0%$. On anterior- posterior and posterior fields, mean errors were between -5.20% and +2.20% without bone correction and between -0.62% and +3.32% with bone correction. On right and left lateral fields, mean errors were between -10.80% and +3.46% without bone correction and between -0.55% and +3.50% with bone correction. As the results, we could confirm the reproducibility and stability of our dosimetry system and its applicability in daily radiation treatment. We could also find that inhomogeneity correction for bone is essential and the estimated transmission doses are relatively accurate.

• Korean Journal of Agricultural and Forest Meteorology
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• v.14 no.4
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• pp.207-221
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• 2012

Air temperature in Korea has increased by $1.5^{\circ}C$ over the last 100 years, which is nearly twice the global average rate during the same period. Moreover, it is projected that such change in temperature will continue in the 21st century. The objective of this study was to evaluate the potential impacts of future climate change on the rice production and adaptation methods in Korea. Climate data for the baseline (1971~2000) and the three future climate (2011~2040, 2041~2070, and 2071~2100) at fifty six sites in South Korea under IPCC SRES A1B scenario were used as the input to the rice crop model ORYZA2000. Six experimental schemes were carried out to evaluate the combined effects of climatic warming, $CO_2$ fertilization, and cropping season on rice production. We found that the average production in 2071~2100 would decrease by 23%, 27%, and 29% for early, middle, and middle-late rice maturing type, respectively, when cropping seasons were fixed. In contrast, predicted yield reduction was ~0%, 6%, and 7%, for early, middle, and middle-late rice maturing type, respectively, when cropping seasons were changed. Analysis of variation suggested that climatic warming, $CO_2$ fertilization, cropping season, and rice maturing type contributed 60, 10, 12, and 2% of rice yield, respectively. In addition, regression analysis suggested 14~46 and 53~86% of variations in rice yield were explained by grain number and filled grain ratio, respectively, when cropping season was fixed. On the other hand, 46~78 and 22~53% of variations were explained respectively with changing cropping season. It was projected that sterility caused by high temperature would have no effect on rice yield. As a result, rice yield reduction in the future climate in Korea would resulted from low filled grain ratio due to high growing temperature during grain-filling period because the $CO_2$ fertilization was insufficient to negate the negative effect of climatic warming. However, adjusting cropping seasons to future climate change may alleviate the rice production reduction by minimizing negative effect of climatic warming without altering positive effect of $CO_2$ fertilization, which improves weather condition during the grain-filling period.