• Title/Summary/Keyword: 비대칭 구조

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Characterization of an Ion Channel Prepared from Tomato Roots and Inhibitory Effects by Heavy Metal Ions (토마토 뿌리조직에서 분리한 이온채널의 중금속에 의한 저해)

  • Shin, Dae-Seop;Han, Min-Woo;Kim, Young-Kee
    • Applied Biological Chemistry
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    • v.47 no.4
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    • pp.390-395
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    • 2004
  • In order to characterize ion channels present in tomato roots, microsomes were incorporated into an artificial lipid bilayer arranged for electrophysiological analysis. Of the five different ion channels that could be found, a channel of 450 pS conductance was found most frequently. This channel displayed subconductance states of 450, 257 and 105 pS. All subconductance states showed linear current-voltage relationships. At positive holding potentials, high frequency of transient channel openings was observed; however, at negative potentials, the open times were long and open probability high. Po was 0.83 at -40 mV. When an additional 50 mM $K^+\;or\;Na^+$ was added to the cis side of bilayer, the reversal potentials shifted in the negative direction to near -10 mV. Thus, the 450 pS cation channel selects poorly between $K^+\;and\;Na^+$. In the presence of $100\;{\mu}M$ metal ions, the channel activity was severely inhibited by $La^{3+},\;Ba^{2+},\;and\;Zn^{2+}$, and Po was decreased to 0.2 or even less. However, $Al^{3+}\;and\;Cd^{2+}$ decreased the activity by only 20%. Interestingly, each metal ion showed different kinetics of channel inhibition. While $500\;{\mu}M\;La^{3+}$ inhibited the activities of all subconductance state, 1 mM $Zn^{2+}$ inhibited all except the 105 pS state. $Cd^{2+}$ changed the gating of the channel from a long-opening state to brief transient openings even at negative holding potentials. These data represent that the metal ions may have different binding sites on the channel protein and could be useful modulators and probes to investigate structural characteristics as well as the functional roles of the 450 pS channel on the root physiology.

Formation and Evolution of the Miocene Ipcheon Subbasin in Yangbuk-myeon, Gyeongju, SE Korea (한반도 남동부 경주시 양북면 마이오세 입천소분지의 형성과 발달사)

  • Seong, Changhun;Cheon, Youngbeom;Son, Moon;Sohn, Young Kwan;Kim, Jin-Seop
    • The Journal of the Petrological Society of Korea
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    • v.22 no.1
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    • pp.19-34
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    • 2013
  • The Ipcheon Subbasin is an isolated Miocene basin in SE Korea, which has the geometry of an asymmetric graben elongated in the NE-SW direction. It is in contact with basement rocks by faults and separated from adjacent Waup and Eoil basins by the basement. The strata of the basin fills have an overall homoclinal structure, dipping toward NW or WNW. The basin fills consist of Early Miocene sediments rich in dacitic volcanic and volcaniclastic deposits and Middle Miocene non-volcanic and nonmarine conglomerates intercalated with sand layers, which are distributed in the northeastern and southwestern parts of the basin, respectively. Kinematic analysis of syndepositional conjugate faults in the basin fills indicates WNW-ESE extension of the basin. These features are very similar to those of the adjacent Waup and Eoil basins, indicating that the basin extension was governed by the NE-trending northwestern border faults and that the basin experienced a propagating rifting from NE to SW. Basaltic materials, which occur abundantly in the Eoil Basin, are totally absent in the Ipcheon Subbasin. The observations of the dacitic tuff and tuffaceous mudstone in the subbasin, on slabs and under microscope, suggest that they have lithologies very similar to those of the Yondongri Tuff in the Waup Basin. The Middle Miocene non-volcanic sediments of the Waup and Eoil basins and the Ipcheon Subbasin are distributed consistently in the southwestern part of each basin. It is thus concluded that the extension of the Ipcheon Subbasin began at about 22 Ma together with the Waup Basin and was lulled during the main extension period of the Eoil Basin between 20-18 Ma. At about 17 Ma, the subbasin was re-extended due to the activation of the Yeonil Tectonic Line associated with the propagating rifting toward SW. This event is interpreted to have provided new sedimentation space for the Middle Miocene sediments in the southwestern parts of the Waup and Eoil basins and the Ipcheon Subbasin as well.

THREE DIMENSIONAL ANALYSIS OF MAXILLOFACIAL STRUCTURE BY FRONTAL AND LATERAL CEPHALOGRAM (두부 방사선 규격사진을 이용한 악안면 구조의 3차원적 분석법)

  • Kwon, Kui-Young;Lee, Sang-Han;Kwon, Tae-Geon
    • Maxillofacial Plastic and Reconstructive Surgery
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    • v.21 no.2
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    • pp.174-188
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    • 1999
  • The purpose of this study is to evaluate the precision and accuracy of a three dimensional cephalogram constructed by using the frontal and lateral cephalogram of twelve human dry skulls. After achieving the three dimensional image reconstruction program, we tried to apply this program to two dentofacial deformity patients. 1. Conventional nasion relator in cephalostat was used to reproduce the same head position for the same dry skull. The mean difference of the three dimensional cephalogram for the same dry skull was $0.34{\pm}0.33mm$. Closeness of repeated measures to each skull reveals the precision of this method for the three dimensional cephalogram. 2. Concerning the accuracy, the mean difference between the three dimensional reconstruction data and actual lineal measurements was $1.47{\pm}1.45mm$ and the mean magnification ratio was $100.24{\pm}4.68%$. This Diffrerence is attributed mainly to the ill defined cephalometric landmarks, not to the positional change of the dry skull. 3. Cephalometric measurement of lateral and frontal radiographs had no consecutive magnification ratio because of the different focus-object distance. The mean difference between the frontal and lateral cephalogram to the actual lineal measurements was $4.72{\pm}2.01mm$ and $-5.22{\pm}3.36mm$. Vertical measurements were slightly more accurate than horizontal measurements. 4. Applying to the actual patient analysis, it is recommendable to use this program for analyzing the asymmetry or spatial change after operation. The orthodontic bracket would be a favorable cephalometric landmark for constructing the three dimensional images.

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A Study of the Current State of the Garden and Restoration Proposal for the Original Garden of Yi Cheon-bo's Historic House in Gapyeong (가평 이천보(李天輔) 고가(古家)의 정원 현황과 원형 복원을 위한 제안)

  • Rho, Jaehyun;Choi, Seunghee;Jang, Hyeyoung
    • Korean Journal of Heritage: History & Science
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    • v.53 no.4
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    • pp.118-135
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    • 2020
  • It is not uncommon in Korea to see the structure and function of a garden remain intact as well as its form. Yi Cheon-bo's Historic House (Gyeonggi-do Cultural Heritage Item No. 55), located in Sang-myeon, Gapyeong-gun, Gyeonggi-do, is considered an example of very valuable garden heritage, although its family history, location, and remaining buildings and natural cultural assets are not fully intact. Along with Yi Cheon-bo's Historic House, this study attempted to explore the possibility of restoration of the forest houses and gardens by highlighting the high value of Yi Cheon-bo's Historic House through research into the typical layout of private households in northern Gyeonggi Province and Gapyeong County, comparative review of aerial photographs from 1954, and interviews with those involved. The results of the study are as follows: In this study, the presence of Banggye-dongmun and Bansukam in the Banggyecheon area, where the location of the garden was well-preserved, was examined across the landscape of the outer garden, while the location of Yi Cheon-bo's Historic House, the appearance of feng shui, and the viewing axis were considered. Also, the appearance of the lost main house was inferred from the arrangement and shape of the Sarangchae and Haengrangchae that remain in the original garden, and the asymmetry of the Sarangchae Numaru and the hapgak shape on the side of the roof. In addition, the three tablets (Pyeonaeks) of Sanggodang (尙古堂), Bangyejeongsa (磻溪精舍), and Okgyeongsanbang (玉聲山房) were used to infer the landscape, use, and symbolism of the men's quarters. Also, a survey was conducted on the trees that existed or existed in the high prices. Incidentally, it was confirmed that information on boards and cultural properties of Yeonha-ri juniper (Gyeonggi-do Monument No. 61) was recorded to a much lesser extent than the actual required standard, and the juniper trees remaining in the front of Haengrangchae should also be re-evaluated after speculation. On the other hand, as a result of estimating the original shape as a way of pursuing completeness of the garden through restoration of the lost women's quarters and shrine, it is estimated that the main house was placed in the form of a '口' or a 'be warped 口' on the right (north) side of the men's quarters. By synthesizing these results, a restoration alternative for Yi Cheon-bo's Historic House was suggested.

A Method of Utilizing ESG Evaluation by Small and Medium Enterprises: Focusing on the relationship between ESG Performance measure and Corporate Value (중소기업의 ESG 평가지표 활용 방안: ESG 평가지표와 기업가치의 관계를 중심으로)

  • Park Jae Hyun;Han Hyang Won
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.18 no.6
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    • pp.87-104
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    • 2023
  • Recently, concerns are growing over small and medium-sized companies holding out on debt as domestic loan interest rates have risen sharply due to the prolonged impact of COVID-19 and soaring raw material prices. In addition, loans from small and medium-sized enterprises, which are difficult in the business environment, are increasingly being rejected due to high loan interest rates and excessive submission documents and financial statements-oriented screening of loans by the financial sector. Therefore, since it is necessary to discuss ways to promote financing and investment by SMEs, this study intends to suggest ways to promote investment through the use of SMEs' ESG systems. The purpose of this study is to suggest that the use of ESG evaluation indicators used as non-financial indicators helps predict the corporate value of SMEs and the importance of SMEs actively participating in ESG information disclosure. This study suggests the necessity of introducing and practicing ESG by SMEs where financing is important, and aims to analyze as an empirical result that the use of non-financial indicators helps predict corporate value. As a result of the study, the ESG performance and corporate value of SMEs showed a positive (+) relationship. It can be seen that both the grades and corporate value of SMEs by ESG sector have a positive (+) influence relationship. The total ESG rating was confirmed to have a positive effect on corporate value, and it was confirmed that SMEs with higher ESG environment, social, and governance ratings were evaluated higher. According to the research results, it is suggested that SMEs also need to use ESG evaluation indicators, and in order to promote the growth of SMEs, it is suggested that research on ways to re-examine the corporate value of SMEs is necessary. Therefore, this study suggests that the use of ESG should be actively recommended and implemented as a way to establish a management strategy for SMEs, and that efforts to disclose ESG information can soon help SMEs solve information asymmetry. In addition, SMEs want to understand the investment mechanism that the introduction and practice of ESG can lead to the improvement of the value of SMEs and suggest the necessity of SME-type ESG policies in the future.

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A Study on the Clustering Method of Row and Multiplex Housing in Seoul Using K-Means Clustering Algorithm and Hedonic Model (K-Means Clustering 알고리즘과 헤도닉 모형을 활용한 서울시 연립·다세대 군집분류 방법에 관한 연구)

  • Kwon, Soonjae;Kim, Seonghyeon;Tak, Onsik;Jeong, Hyeonhee
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.95-118
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    • 2017
  • Recent centrally the downtown area, the transaction between the row housing and multiplex housing is activated and platform services such as Zigbang and Dabang are growing. The row housing and multiplex housing is a blind spot for real estate information. Because there is a social problem, due to the change in market size and information asymmetry due to changes in demand. Also, the 5 or 25 districts used by the Seoul Metropolitan Government or the Korean Appraisal Board(hereafter, KAB) were established within the administrative boundaries and used in existing real estate studies. This is not a district classification for real estate researches because it is zoned urban planning. Based on the existing study, this study found that the city needs to reset the Seoul Metropolitan Government's spatial structure in estimating future housing prices. So, This study attempted to classify the area without spatial heterogeneity by the reflected the property price characteristics of row housing and Multiplex housing. In other words, There has been a problem that an inefficient side has arisen due to the simple division by the existing administrative district. Therefore, this study aims to cluster Seoul as a new area for more efficient real estate analysis. This study was applied to the hedonic model based on the real transactions price data of row housing and multiplex housing. And the K-Means Clustering algorithm was used to cluster the spatial structure of Seoul. In this study, data onto real transactions price of the Seoul Row housing and Multiplex Housing from January 2014 to December 2016, and the official land value of 2016 was used and it provided by Ministry of Land, Infrastructure and Transport(hereafter, MOLIT). Data preprocessing was followed by the following processing procedures: Removal of underground transaction, Price standardization per area, Removal of Real transaction case(above 5 and below -5). In this study, we analyzed data from 132,707 cases to 126,759 data through data preprocessing. The data analysis tool used the R program. After data preprocessing, data model was constructed. Priority, the K-means Clustering was performed. In addition, a regression analysis was conducted using Hedonic model and it was conducted a cosine similarity analysis. Based on the constructed data model, we clustered on the basis of the longitude and latitude of Seoul and conducted comparative analysis of existing area. The results of this study indicated that the goodness of fit of the model was above 75 % and the variables used for the Hedonic model were significant. In other words, 5 or 25 districts that is the area of the existing administrative area are divided into 16 districts. So, this study derived a clustering method of row housing and multiplex housing in Seoul using K-Means Clustering algorithm and hedonic model by the reflected the property price characteristics. Moreover, they presented academic and practical implications and presented the limitations of this study and the direction of future research. Academic implication has clustered by reflecting the property price characteristics in order to improve the problems of the areas used in the Seoul Metropolitan Government, KAB, and Existing Real Estate Research. Another academic implications are that apartments were the main study of existing real estate research, and has proposed a method of classifying area in Seoul using public information(i.e., real-data of MOLIT) of government 3.0. Practical implication is that it can be used as a basic data for real estate related research on row housing and multiplex housing. Another practical implications are that is expected the activation of row housing and multiplex housing research and, that is expected to increase the accuracy of the model of the actual transaction. The future research direction of this study involves conducting various analyses to overcome the limitations of the threshold and indicates the need for deeper research.

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.