• Title/Summary/Keyword: 사회성 지수

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A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • 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.

Effects of Sen Tangle (Laminaria japonica) Extract and Fucoidan Components on Lipid Metabolism of Stressed Mouse (스트레스 부하 마우스의 지질대사에 미치는 다시마(Laminaria japonica)와 후코이단 성분의 영향)

  • CHOI Jin-Ho;KIM Dae-Ik;PARK Soo-Hyun;KIM Dong-Woo;KIM Chang-Mok;KOO Jae-Geun
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.33 no.2
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    • pp.124-128
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    • 2000
  • This study was designed to investigate the effects of sea tangle(Laminaria japonica) extract (Dasi-Ex group: dry base $4.0{\%}$) and fucoidan-added (Fuco-I, II, III group: fucoidan of $1.0{\%}, 2.0{\%}, 3.0{\%}$ added to Dasi-EX) drinks on lipid metabolism of stressed mice. ICR male mice ($20 {\pm} 2 g$) were fed experimental diets and given free through water bottle filled with these beverages instead of water for 18 days including sociopsychological stress of 4 days. Dasi-Ex and Fuco-I, II, III groups resulted in slight decreases $3{\$}$ in body weight gain and $6{\~}12{\%}$ in feed and gross efficiencies compared with control groups. Serum protein contents were slightly increased $1{\~}5{\%}$ by administrations of these beverages compared with control group, reflecting inhibitory effect of sociopsychological stress by increase of protein levels. Significant differences in serum cholesterol contents of Dasi-Ex and Fuco-I groups could not be obtained, but Fuco-II and III groups resulted in marked decreases ($13{\~}17{\%}$) in serum cholesterol contents compared with control group. LDL-cholesterol contents resulted in marked decreases ($about 20 and 25{\%}$, respectively) in Fuco-II and III groups, whereas HDL-cholesterol content was significantly increases ($about 16{\%}$) in Fuco-III group compared with control group. Fuco-I, II and III groups resulted in a marked decreases ($15{\%}, 20{\%} and 40{\%}$, respectively) in atherogenic index (AI) compared with control group. Significant differences in serum lipid peroxide (LPO) contents of Dasi-Ex and Fuco-I groups could not be obtained, but Fuco-II and III groups resulted in a significant decrease about $10{\%}$ in serum LPO contents compared with control group. These results suggested that fucoidan drinks added sea tangle could significantly inhibited chronic degenerative diseases by improvement of effective lipid metabolism or fucoidan component.

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A Study of Food Attitudes at the Community Level (지역집단(地域集團)의 식품태도(食品態度)에 관(關)한 연구(硏究))

  • Kim, In-Sun;Tchai, Bum-Suk
    • Journal of Nutrition and Health
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    • v.9 no.1
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    • pp.76-83
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    • 1976
  • The aims of this study are, 1) to describe the attitudes of the community towards each food item and 2) to provide the information necessary for the solution of nutritional problems due to the different food intake of the community. This study is based on the Food Consumption Survey conducted by the Ministry of Health and Social Affairs in a series of National Nutrition Survey in August, 1973. The sample included 8 communities, in which 160 households were selected at random for this study. The procedures and methods used in this study to compute the acceptability index were adopted from the study of H. Toyokawa, University of Tokyo. Food attitudes of the sample communities are clear in terms of the mean acceptability index which is presented in Table 3. The following order is indicative of the relative strength of acceptability of the respective food items: 1. Seasonings (-1.20) 2. Oils and fats (-1.12) 3. Pulses(- .60) 4. Processed vegetables (- .45) 5. Seaweeds (- .32) 6. Sugars (- .19) 7. Fresh vegetables (- .15) 8. Rice (- .13) 9. Cereals and grain products (- .07) 10. Starchy roots (- .06) 11. Fresh fish and shells (.44) 12. Processed fish and shells (.56) 13. Eggs (1.06) 14. Fruits (1.26) 15. Meats and poultry (1.33) 16. Milk and milk products (2.87) There are highly significant difference in the acceptability index between food items and the mean intake of rice, cereals and grain products, pulses, starchy roots, processed vegetables, fruits, sugars, seaweeds, seasonings, meats and poultry, eggs, fresh and shells, and oils and fats between the communities at the .01 level of significance.

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Effects of the difference between actual body condition and body image perception on nutrient intake, weight control and mental health in Korean adults: Based on the 5th Korea National Health and Nutrition Examination Survey (한국 성인의 체질량 지수에 따른 비만도와 주관적 체형인식 간의 차이가 영양소 섭취와 체중조절 및 정신건강에 미치는 영향 : 제 5기 국민건강영양조사 자료를 이용하여)

  • Seo, Jihyun;Ma, Hyesun;Kim, Sunghee;Kim, Jiyoung;Shin, Minseo;Yang, Yoon Jung
    • Journal of Nutrition and Health
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    • v.49 no.3
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    • pp.153-164
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    • 2016
  • Purpose: The objective of this study was to examine the effect of the body shape discordance, the difference between true body type based on body mass index (BMI) and self-recognized body image, on nutrient intake, weight control attempt, and mental health in Korean adults. Methods: Subjects were persons aged 19~64 years (4,382 men and 6,226 women) who participated in the 2010~2012 Korea National Health and Nutrition Examination Survey. Subjects were categorized as RL (Group recognized as lighter than BMI criteria), RA (Group with agreement between BMI criteria and self-recognized body image), and RH (Group recognized as heavier than BMI criteria) according to the difference between actual body type based on BMI and self-recognized body image. Results: Means of BMI in RH groups were lower than or equal to that of RA groups in all groups. No significant differences in total energy intake were observed among the three groups in men, but total energy intake was higher in the RL group than in the RH group in 30~49 year old women. Proportion of carbohydrate was the highest in the RL group among 30~49 year old women. RH groups paid more attention to weight control and had less weight gain than other groups. Higher proportions of depressive symptoms were reported in the RH group in 19~29 year old men, while a higher proportion of depressive symptoms were reported in the RL group in 50~64 year old men. Conclusion: The current findings suggest an association of perceiving body shape with energy intake, weight control attempt, or depressed mood in some age groups. Body image perception can influence eating, weight control attempt, and depressed mood, therefore proper body image perception should be established in Korean adults.

A Study on Effects of Subjective Perception to Nutrient Intake and Mental Health of Korean Adolescents: Using the Korea National Health and Nutrition Examination Survey (청소년들의 체형인식에 따른 영양소 섭취실태 및 정신건강 - 국민건강영양조사 자료를 이용하여 -)

  • Shin, Sanghee;Shin, Woo-kyoung;Kim, Yookyung
    • Journal of Korean Home Economics Education Association
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    • v.29 no.1
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    • pp.93-109
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    • 2017
  • The objective of this study was to investigate the effects of the subjective perception to the nutrient intake and mental health of Korean adolescents by the residual method. This study was based on data from the 5th and 6th Korea National Health and Nutrition Examination Survey (2010-2014) of the 2,961 total subjects(male 1,548, female 1,413, aged 12 to 19 years). The nutrient intake was collected by using the 24 hr recall method and mental health and BMI were collected by the health interview survey and physical examination research. An analysis of the relationship between the subjective perception and BMI showed that the proportion of those with a distorted perception of their body type was the highest among adolescents with normal weight(p for trend, <.001). Especially, regarding the subjective body type, the proportion of adolescents who perceived themselves overweight was significantly higher among females as compared to that among males (p for trend, <.001). An analysis of nutrient intake status against the subjective perception showed that the group of adolescents who perceived themselves overweight had the lowest scores on the index of nutritional quality (INQ), nutritional adequacy ratio (NAR) and mean adequacy ratio (MAR) (p for trend, <.001). With respect to the daily intake of major nutrients, adolescents who perceived themselves overweight consumed the lowest amounts of total energy (p for trend, <.01) and carbohydrate (p for trend,<.001). An analysis of the mental health status of the adolescents showed that those who perceived themselves overweight had the highest levels of stress recognition and depression (p<0.01). In conclusion, the adolescents' subjective perception is associated with their nutrient intake and mental health. Therefore, some educational programs are desirable to help the adolescents to have their desirable subjective perception and to increase their satisfaction with their body type.

A Study on the Conditions of Dental Caries on the First Molar in the Elementary School Students in H City (H시 초등학교 학동의 제 1대구치 치아우식 실태조사 연구)

  • Kim, Eung-Gwon;Im, Sun-Hwan
    • Journal of dental hygiene science
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    • v.2 no.2
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    • pp.89-94
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    • 2002
  • The present study attempts to find the ways to efficiently manage dental caries, one of the major causes of tooth loss, and to cope with oral diseases that deteriorate oral health. For this purpose, this study seeks to obtain fundamental data needed in planning the oral health projects. The study was conducted to the first-grade elementary school students in Hwa-Seong city, Gyeonggi-do, from April 1 - 30, 2002. The result was as follows: 1) Among a total of 2,710 subjects, 598 (274 boys and 324 girls) have more than 1 permanent tooth with a caries legion whether it was treated or not. 2) The number of permanent teeth examined is 6,029, in which girls' teeth are more (3,165) than boys' (2,864). 3) Out of a total of 6,029 teeth examined, 1,106 permanent teeth (508 boys' and 598 girls') have caries legions. 4) Out of 1,106 permanent teeth with caries legions, 170 (15.4%) were treated - 67 teeth for boys (13.2%) and 103 teeth for girls (17.2%). 5) 22.1% of the children have experienced dental caries in their permanent teeth. Among them, 20.1% are boys and 24.1% are girls. 6) The rate of the permanent teeth that once had, or now have caries legions are 21.2%, among which the rate for boy's teeth is 20.1% and that for girl's teeth is 22.1%. 7) The number of the permanent teeth that had caries legions is 0.5 for all the subjects. A boy has 0.4 and a girl has 0.5 teeth with caries legions regardless of whether it was treated or not. 8) The rate of the permanent teeth with caries legions is 86.7% for overall subjects - 88.3% for boys and 85.3% for girls. 9) The rate of treated permanent teeth is 13.3% for all the subjects - 11.7% for boys and 14.7% for girls. Based on the above result, the study draws a conclusion that in order to prevent dental caries in young students and to perform an early treatment for the dental caries that already occurred an oral health office should be installed at all the elementary schools so that elementary school students don't experience a loss of time and effort for learning and suffer nutritional imbalance or disorder. Besides, the oral health education concerning the importance of dental care should be conducted to the citizens, especially to the young people, in the community as an essential project of oral health centers in the community health offices, the public medical institutions.

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The Factors Affecting the Population Outflow from Busan to the Seoul Metropolitan Area (지역별 수도권으로의 인구유출에 영향을 미치는 요인 연구: 부산시 사례를 중심으로)

  • LIM, Jaebin;Jeong, Kiseong
    • Land and Housing Review
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    • v.12 no.2
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    • pp.47-59
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    • 2021
  • This study aims to review the trends of the population outflows in the metropolitan area of Busan and to investigate the factors that affect population out-migration to the Seoul metropolitan area. The following variables are considered for analysis: traditional population movement variables and quality of life variables, such as population, society, employment, housing, culture, safety, medical care, greenery, education, and childcare. The 'domestic population movement data', provided by the MDIS of the National Statistical Office, was used for this research. Out of the total of 57 million population movement data in the period 2012 - 2017, population outmigration from Busan to the Seoul metropolitan area was extracted. Independent variables were drawn from public data sources in accordance with the temporal and spatial settings of the study. The multiple linear regression model was specified based on the dataset, and the fit of the model was measured by the p-value, and the values of Adjusted R2, Durbin-Watson analysis, and F-statistics. The results of the analysis showed that the variables that have a significant effect on population movement from Busan to the Seoul metropolitan area were as follows: 'single-person households', 'the elderly population', 'the total birth rate', 'the number of companies', 'the number of employees', 'the housing sales price index', 'cultural facilities', and 'the number of students per teacher'. More positive (+) influences of the population out-movement were observed in areas with higher numbers of single-person households, lowers proportions of the elderly, lower numbers of businesses, higher numbers of employees, higher numbers of housing sales, lower numbers of cultural facilities, and lower numbers of students. The findings suggest that policies should enhance the environments such as quality jobs, culture, and welfare that can retain young people within Busan. Improvements in the quality of life and job creation are critical factors that can mitigate the outflows of the Busan residents to the Seoul metropolitan area.

A Study on the Selection of Base Port and Establishment of International Cooperation System for Seafarer Rotation In case of Emergency - Focusing on the Service Network of HMM - (비상 시 선원교대를 위한 거점항만 선정과 국제협력 방안 - HMM 정기선을 중심으로 -)

  • Kim, Bo-ram;Lee, Hye-jin
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.2
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    • pp.275-285
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    • 2021
  • COVID-19 is threatening the safety of ships and seafarers by delaying seafarer rotation. Shipping companies and governments have a blindspot in case of the onboard environment of seafarers. An effective, alternative plan should be devised to eliminate the possibility of human accidents in an emergency that threatens the safety of seafarers. According to the survey of former and current seafarers, the most important factor in boarding life was safety, and the most necessary thing during emergencies was to secure smooth seafarer rotation rather than improve wages and welfare. By analyzing the major routes of national shipping companies by continent, ports with a large number of calls and a high Air Connectivity Index were selected as the base port. In addition, the route was designed for effective, domestic seafarer rotation during international shipping. Other countries must be consulted to establish a travel route linking ships, ports, and airports for the safe return of sailors to their home countries during an emergency. In addition, it is necessary to work together for the seafarers who are in trouble of seafarer rotation through cooperation with the International Maritime Organization(IMO). Starting with this, the government should have a monitoring system for the return and non-return routes as well as the number of seafarers on board. If such a system is established, it will be able to determine the response direction of our country's policy in case of an emergency. Along with the shipping company's ef orts to improve the treatment of seafarers, national and social attention will be needed to review domestic laws and improve awareness about seafarers.

Popularization of Marathon through Social Network Big Data Analysis : Focusing on JTBC Marathon (소셜 네트워크 빅데이터 분석을 통한 마라톤 대중화 : JTBC 마라톤대회를 중심으로)

  • Lee, Ji-Su;Kim, Chi-Young
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.3
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    • pp.27-40
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    • 2020
  • The marathon has long been established as a representative lifestyle for all ages. With the recent expansion of the Work and Life Balance trend across the society, marathon with a relatively low barrier to entry is gaining popularity among young people in their 20s and 30s. By analyzing the issues and related words of the marathon event, we will analyze the spottainment elements of the marathon event that is popular among young people through keywords, and suggest a development plan for the differentiated event. In order to analyze keywords and related words, blogs, cafes and news provided by Naver and Daum were selected as analysis channels, and 'JTBC Marathon' and 'Culture' were extracted as key words for data search. The data analysis period was limited to a three-month period from August 13, 2019 to November 13, 2019, when the application for participation in the 2019 JTBC Marathon was started. For data collection and analysis, frequency and matrix data were extracted through social matrix program Textom. In addition, the degree of the relationship was quantified by analyzing the connection structure and the centrality of the degree of connection between the words. Although the marathon is a personal movement, young people share a common denominator of "running" and form a new cultural group called "running crew" with other young people. Through this, it was found that a marathon competition culture was formed as a festival venue where people could train together, participate together, and escape from the image of a marathon run alone and fight with themselves.

Analysis of the diet of obese elementary school students using various dietary intake survey methods (다양한 식사섭취 조사방법을 활용한 비만 초등학생의 식생활 실태 분석)

  • Hye Bin Yoon;Jin Seon Song;Youngshin Han;Kyung A Lee
    • Journal of Nutrition and Health
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    • v.56 no.1
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    • pp.97-111
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    • 2023
  • Purpose: Childhood obesity has become a social problem due to the social distancing necessitated by the coronavirus disease 2019 pandemic. This study aimed to identify the dietary problems of obese children through various dietary assessment methods and to confirm the usefulness of each method. Methods: The subjects were 88 students in the 4th to 6th grade of elementary school who participated in the nutrition camp organised by the Busan Metropolitan Office of Education, 2020. To evaluate dietary problems and assess diet quality, 24-hour meal records, monthly food intake frequency, and Dietary Screening Test (DST) data were analyzed. Results: Of the subjects, 15.7%, 30.3%, and 53.9% were normal weight, overweight, and obese, respectively. The average age was 11.77 ± 0.77 years and the average body mass index was 23.96 ± 3.01 kg/m2. It was observed from the 24-hour meal record method that the overweight and obese subject groups consumed fewer green vegetables (p < 0.001) and white vegetables (p < 0.01) than the normal weight group. In the monthly food intake frequency method, the consumption of ramen (p < 0.01), snacks (p < 0.05), and sausages (p < 0.05) were high in the obese group, and that of anchovies, broccoli, and sweet pumpkin was high in the normal group (p < 0.05). The comparative data from the DST revealed that the overweight and obese groups had less vegetable intake than the normal weight group (p < 0.01) and had higher intakes of dairy products, fast food, and sweet snacks (p < 0.05). Conclusion: The usefulness of each method in the dietary evaluation of obese children was confirmed. To address the problem of obesity, it is necessary to evaluate the dietary problem and approach it with a customized solution tailor-made for the individual subject.