• Title/Summary/Keyword: 위험 속도

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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.

Effect of Trace Elements in Alcohol Beverages on the Type of Radiation-induced Cell Death (인체 임파구세포에서 X-선 조사에 의한 세포사의 형태에 주정성분이 미치는 영향)

  • Sohn, Jong-Gi
    • Journal of Radiation Protection and Research
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    • v.35 no.2
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    • pp.49-56
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    • 2010
  • Developments of radioprotective agents are important issues for minimizing the troubles and the effective treatments in radiotherapy. But few agents are useful in clinical and practical fields. It was shown that trace elements in alcohol beverages might have radioprotective effect. In this study, the types of cell death of lymphocytes according to the commercial alcohol beverage was investigated. Normal healthy volunteers ingested distilled water, beer or soju containing $81.5mg{\cdot}dl^{-1}$ ethyl ahcohol, respectively. After 2 hours, their blood were sampled with their consents. Fraction of lymphocytes was isolated by density gradient method with Histopaque-1077 (Sigma) and irradiated with dose from 0.5 to 5 Gy. After 60 hour incubation, the cells were harvested and analysed by flow cytometry. Cell viability was decreased by dose dependent manner. Cell viability of beer group was reduced about 15% compared with control group. Apoptosis in soju group was reduced about 20% compared with control group. Apoptosis of beer and control groups are similar. Necrosis of soju group significantly increased about 35% compared with control group. Early apoptosis of beer group was increased compared with control group. Early apoptosis of soju group was decreased about 25% compared with control group. Late apoptosis of beer and control group was increased by dose dependent manner. Late apoptosis of soju group was increased about 20-30% compared with control group. Late apoptosis of soju was increased and the radioprotective effect of soju was minimal because late apoptosis induced the cell necrosis. In case of soju trace elements, total cell apoptosis was decreased about 20% and early cell apoptosis was remarkably low. In this case, mitotic cells death may be dominant mechanism. Therefore, trace elements in soju may not be effective radioprotective agents.

Correlation between Peripheral Neuropathy and Cognitive Factors in Type 2 Diabetic Patients (제2형 당뇨병환자에서 말초신경병증과 인지기능항목의 상관관계)

  • Yang, Wonyul;Kim, Jong Kuk;Park, Kyung Won;Suh, Sunghwan;Lee, Hye-Jeong;Park, Mi-Kyoung
    • Journal of Life Science
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    • v.30 no.3
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    • pp.250-259
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    • 2020
  • Diabetes is a well-known risk factor for dementia and cognitive impairment. Diabetic polyneuropathy (DPN) is the most prevalent microvascular complication in type 2 diabetes mellitus (T2DM) patients. The purpose of this study was to evaluate the relation between diabetic peripheral polyneuropathy and cognitive factors in T2DM patients. Retrospective chart review of type 2 diabetic patients with results of a nerve conduction study (NCS) and a neurocognitive study. A total of 19 patients were included. DPN was defined using data from a nerve conduction study: a score of less than 24 in the Korean version of the Mini-Mental State Examination (K-MMSE) was considered as an indicator of cognitive impairment (CI). The mean age of the 19 patients was 71.6±5.0 years. The mean duration of diabetes was 8.4±9.1 years, and the mean HbA1c level was 8.1±1.8%. DPN was present in 7 of the 19 patients. Based on the K-MMSE score, CI was diagnosed in eight patients. The mean K-MMSE scores and the prevalence of CI was not different between the groups with and without DPN. There was no significant difference in DPN prevalence between the groups with and without CI. Education was significantly correlated with cognitive factors. Only the digit span-forward among the cognitive factors showed a significant negative correlation with nerve conduction velocity. In conclusion, the longer education period was associated with higher cognitive function and no significant correlation was observed between diabetic peripheral neuropathy and cognitive dysfunction in type 2 diabetic patients. Further prospective research is needed in the future.

Determination of Types and Element on Parking Ramp (주차장 램프 형식 결정 및 제원 산정에 관한 연구)

  • Kwon, Sung-Dae;Kim, Yoon-Mi;Nam, Chang-Kyu;Ha, Tae-Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.5
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    • pp.2021-2031
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    • 2013
  • Due to the rapid economic growth within the nation, the quality of life of individuals have improved dramatically. The scope of living activities of individuals have also extended, resulting in a rapidly increasing demand for automobiles. The number of vehicles registered in Korea is rapidly increasing and will reach 188.71 million as of December 2012. Compared to the registered residents of 50.94 million provided by the Ministry of Public Administration and Security, the registered population reflects about 4 people per every automobile. Due to the high demands for vehicles, the demands for parking lots in collective housing and businesses are also increasing. In reality, the current state of expansion of parking lots are underground, due to the limited available space on ground level. Specifically, the slope of a parking lot cannot exceed 17% linear slope and 14% curved slope according to the 'parking lot laws', however studies show that the driver feels at risk for safety when stopped on the parking ramp while driving in the parking lot. This study seeks to examine the suitability of parking lot ramps, concerning the safety aspects of the driver. First, the ramp type was categorized as linear or curved, then test drives were performed based on variations of slopes, slant distances, directions and points. A survey was administered to the driver after the completion of the test drive, in order to element design for an ideal ramp. In the case of curved ramp, the results of the estimate suggests a counterclockwise, slope at a maximum of 12% incline. The maximum slope for a linear ramp was analyzed to be between 13~14%, suggesting that slope greater than 15% need to be eliminated. In conclusion, it is anticipated that the element design parking ramp reported in this study will help to serve as a reference for future parking lot related guidelines, and provide cost effective traffic safety mechanisms in future parking lot businesses to follow.

Effect of Different Wind-break Net on Reducing Damage of Cold Sea Wind (수도 풍해경감을 위한 방풍강 강목의 효과)

  • 이승필;김상경;이광석;최대웅;김칠용
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.35 no.4
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    • pp.352-361
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    • 1990
  • The reducing effect of wind injury was investigated using several wind-break nets in Youngdeok province where cold-wind damage is often occurred during rice growing season. The white-head damage of rice have been often occurred by typhoon during the period between August 15 to September 10 in the cold wind area of the eastern coastal during the last 11 years (1979-1989). This may suggest that the critical period for heading will be by August 15 in the regions. High evaporation coefficient, more than 250 due to typhoon passage over the regions resulted high injury of white head. Generally, the wind injury have been caused by warm and dry westerlies through Fohn apperance in Taebaeg mountains and by cool-humid wind which blows from coast to inland. The frequency of occurrence of the two types of typhoons were 25, 20%, respectively during rice cultivation. The instalation of wind-break net significantly reduced the wind blowing speed, depending on the net mesher with the higher effect in dence net. The distances between the net and cropping area also affect the wind speed: 23% reduction at 1m distance. 34% at 10m and 28% at 20m, respectively. The reducing effect was also observed even at 10 times height of the wind-break net. The instalation of wind-break net gave several effects on climate factor, showing that temperature increased by 0.8$^{\circ}C$(maximum), 0.7$^{\circ}C$(minimum), 0.6$^{\circ}C$(average) : water temperatures increased by 0.5$^{\circ}C$(maximum), 0.6$^{\circ}C$(minimum), 0.5$^{\circ}C$(average) : soil temperature increased 0.4$^{\circ}C$. The earlier heading and increasing growth rate, use of light, culm length, panicle number per hill, spikelet number per panicle, fertility and 1,000 grain weight were observed in the fields with the wind-break nets resulting in 10-15% increase in rice yield using 0.5${\times}$0.5cm nets. The increasing seedlings per hill gave higher grain yield by 13% in the cold wind damage regions of eastern coastals. and the wind-break was more significant in the field without the wind-break net. Wind injury of rice plant in the cold wind regions of eastern coastals in korea could be reduced by selection of tolerant varieties to wind injury, adjustment of transplanting time, and establishment of wind-break nets.

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Comparison of Growth Characteristics, Forage Productivity and Quality between Italian Ryegrass and Synthetics Derived from Interspecific and Intergeneric Hybrids and Ecotypes (이탈리안 라이그라스와 종.속간 잡종 및 생태형 유래 합성종간의 생육특성, 수량성 및 사료가치 비교)

  • Choi, G.J.;Lim, Y.W.;Lim, Y.C.;Sung, B.R.;Kim, M.J.;Kim, K.Y.;Park, G.J.;Kim, S.R.
    • Journal of The Korean Society of Grassland and Forage Science
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    • v.22 no.4
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    • pp.265-272
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    • 2002
  • Forage breeding laboratory of National Livestock Research Institute, R.D.A. has made interspecific hybrids of Lolium multiflorum $\times$ L. pratensis and intergeneric hybrids of Lolium $\times$ Festuca since 1984, and has collected ecotypes of Italian ryegrass since 1991. Growth characteristics of these hybrids and ecotypes were researched, and then these clone lines were named. Among these clone lines, the several clones that have polen fertility, high cold-tolerance, and similar heading time were used for making synthetics, Naehan 6, 7, 8, 9, with polycrossing method in 1997. Field experiments were carried out to compare the mophological and agronomical characteristics and forage productivity and quality of the synthetics with those of Italian ryegrass varieties, Barmultra and Hwasan 101. in Suwon and Yonchun from 1999 to 2000. Heading time of the synthetics were 22th to 24th May that belong to late-mature types to be similar to that of Barmultra and Hwasan 101 in Suwon. The synthetics were 101 to 106 c3n in plant length, medium or thick in thickness of stem, dark peen in leaf color, broad and long in flag leaf, strong in lodging resistance, and excellent in regrowth. Winter survivals of the synthetics were no different from that of Barmultra or Hwasan 101 in Suwon, but better than that of Barmultra or Hwasan 101 in Yonchun where was -10 to -12$^{\circ}C$ of minimum average air temperature in January or February. Dry matter(DM) yields of the synthetics were similar to DM 8,238kg per ha of Barmultra in Suwon, but in Yonchun, were more 7 to 13% than DM 7,291kg per ha of Barmultra. Forage qualities, IVDMD, ADF, NDF and TDN of the synthetics were lower than those of Hwasan 101, but higher than those of Barmultra.

MHC Class II Allele Association in Korean Children With IgA Nephropathy and its Role as a Prognostic Factor (한국인 IgA 신병증 환아에서 MHC Class II유전자형과 예후와의 관계 분석)

  • Kim Pyung Kil;Yook Jinwon;Kim Ji Hong;Jang Yoon Soo;Shin Jeon-Soo;Choi In-Hong
    • Childhood Kidney Diseases
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    • v.4 no.1
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    • pp.33-39
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    • 2000
  • Purpose: Our study was designed to investigate the association of MHC Class II (DR, DQ) allele with IgA nephropathy and its significance as a prognostic factor for progression to ESRD Material and Methods: 69 children with IgA nephropathy with normal renal function(serum creatinine $\leq$ 1.5mg/dL) was classified as group A and 70 patients who received renal transplantation due to IgA nephropathy were selected as group B. The HLA-DQB1 and HLA-DRB1 alleles were studied by polymerase chain reaction using sequence specific primers. We have compared the difference in alleles between these two groups and with normal control and also examined any possible effect of the MHC class II genes on the histopathological severity and prognosis of IgAN. Results: Mean age was $8.8{\pm}2.9$ years in group A and $35.0{\pm}15.5$ years in group B. Male to female ratio was 2.8:1 in group A and 2.5:1 in group B. There was a significantly higher frequency of HLA-$DQB1^*03\;and\;DQB1^*05$ in Group B. The frequency of HLA-$DQB1^*0302\;and\;^*05031$ allele had increasing tendency in Group B(P<0.05). HLA-$DRB1^*03\;and\;^*05$ were more common in Group B(P<0.05). HLA-$DRB1^*04$ allele was the most common DR alleles in both group, but there was no statistical significance. There were no significant correlation with MHC class 13 genes on the hjstopathological severity in Group A. Conclusion: In conclusion, $HLA-DQB1^*0302\;and\;HLA-DQB1^*05031 $ allele seemed to be more common in transplanted patients compared to group with normal renal function suggesting that this allele is associated with poor prognosis in IgAN. However larger studies and follow up are required to confirm this due to uncharacterized heterogeneity in etiopathogenesis of IgA nephropathy and possibly one or more than one gene may exert influence in determining susceptibility to the diseases.

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Experimental Study on Helical Turbine Efficiency for Tidal Current Power Plant (조류 발전용 헬리컬 수차의 효율에 대한 실험적 연구)

  • Han, Sang-Hun;Lee, Kwang-Soo;Yum, Ki-Dai;Park, Woo-Sun;Park, Jin-Soon;Yi, Jin-Hak
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.530-534
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    • 2006
  • 조류발전은 조류 유속이 빠른 곳에 수차발전기를 설치하여 해수의 운동에너지로부터 전기를 생산하는 발전방식이다. 2001년부터 해양연구원에서는 울돌목의 우수한 조류발전 개발 여건을 바탕으로 조류에너지 실용화 기술을 개발하고 있다. 본 연구에서는 조류발전 시스템에 사용되는 헬리컬 수차의 효율을 현장실험을 바탕으로 판단하고자 하였다. 현장실험을 위하여 지름 2.2 m, 높이 2.5 m의 수차를 제작하고, 울돌목 협수로의 한 쪽 면에 쟈켓구조물을 설치하여 수차를 거치한다. 수차가 회전함에 따라 회전봉에 일정 마찰을 주어 토크와 RPM을 측정하고, 함께 측정된 유속자료를 이용하여 수차를 효율을 산정한다. 유속-수차효율, TSR(수차의 날개속도와 유속의 비)-수차효율의 상관관계로 실험결과를 고찰하였다. 1중 날개 수차인 경우에 유속 1.4에서 2.6 m/s 사이에서 최대효율이 30 - 35 % 정도였고, 2중 날개 수차에 대한 실험에서는 유속 1.4에서 2.6 m/s 사이에서 최대수차효율이 25 - 35 % 사이임을 알 수 있었다. TSR과 최대수차효율의 상관관계는 실험 case별로 조금씩 다르다. 전체적으로 1중 날개의 경우가 최대수차효율에서 2중 날개보다 TSR 값이 조금 큰 경향을 나타냄을 알 수 있다. 이것은 1중 날개가 2중 날개보다 가벼워 좀 더 큰 RPM을 발생시켜서 나타난 현상으로 생각된다. 현재의 실험결과들을 이용하여 TSR과 최대수차효율을 상관관계를 나타내는 모델식을 도출하였다. 현장시험결과를 종합하면, 현장조류발전 시설이 최소 600 kW의 전력이 생산되기 위해서는 지름 3 m, 높이 3.6 m 인 수차 3개가 하나의 축에 설치되어야하는 것으로 계산되었다. 정격유속이 4.8 m/s이고 수차의 지름이 3m 라면, 최적 전력발생시의 RPM은 1중 날개의 경우 79이고 2중 날개의 경우는 63정도임을 추정할 수 있었다.촬영하여 실시간으로 전송하기 때문에 홍수시 하천 상황에 대한 모니터링 목적으로 사용될 수 있다. 영상수위계는 우물통 등을 이용하는 기존 방법과 비교하여 구조물이 필요 없어 설치 비용이 저렴하고, 영상에 의한 하천 모니터링 기능을 자체적으로 가지고 있기 때문에 효율적이라고 할 수 있다.따른 4개의 평가기준과 26개의 평가속성으로 이루어진 2단계 기술가치평가 모형을 구축하였으며 2개의 개별기술에 대한 시범적용을 실행하였다.하는 것으로 추정되었다.면으로의 월류량을 산정하고 유입된 지표유량에 대해서 배수시스템에서의 흐름해석을 수행하였다. 그리고, 침수해석을 위해서는 2차원 침수해석을 위한 DEM기반 침수해석모형을 개발하였고, 건물의 영향을 고려할 수 있도록 구성하였다. 본 연구결과 지표류 유출 해석의 물리적 특성을 잘 반영하며, 도시지역의 복잡한 배수시스템 해석모형과 지표범람 모형을 통합한 모형 개발로 인해 더욱 정교한 도시지역에서의 홍수 범람 해석을 실시할 수 있을 것으로 판단된다. 본 모형의 개발로 침수상황의 시간별 진행과정을 분석함으로써 도시홍수에 대한 침수위험 지점 파악 및 주민대피지도 구축 등에 활용될 수 있을 것으로 판단된다. 있을 것으로 판단되었다.4일간의 기상변화가 자발성 기흉 발생에 영향을 미친다고 추론할 수 있었다. 향후 본 연구에서 추론된 기상변화와 기흉 발생과의 인과관계를 확인하고 좀 더 구체화하기 위한 연구가 필요할 것이다.게 이루어질 수 있을 것으로 기대된다.는 초과수익률이 상승하지만, 이후로는 감소하므로, 반전거래전략을 활용하는 경우 주식투자기간은 24개월이하의 중단기가 적합함을 발견하였다. 이상의 행태적 측면과 투자성과측면의 실증결과를 통하여 한국주식시장에 있어서 시장수익률을 평균적으로 초과할 수 있는 거래전략은 존재하므로 이러한 전략을 개발 및 활용할 수 있으며, 특히, 한국주식시장에 적합한 거래전략은 반전거래전

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A comparison of health related habits, nutrition knowledge, dietary habits, and blood composition according to gender and weight status of college students in Ulsan (울산지역 대학생의 성별과 체중상태에 따른 건강관련 생활습관, 영양지식, 식습관 및 혈액성분의 비교)

  • Kim, Hye-Kyung;Kim, Jin-Hee;Jung, Hyun-Kyung
    • Journal of Nutrition and Health
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    • v.45 no.4
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    • pp.336-346
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    • 2012
  • This study was carried out to obtain information related to life styles, nutrition knowledge, and dietary habits according to gender and weight status of college students in Ulsan. The subjects were 324 college students (144 males, 180 females), and they were divided into three groups based on BMI. The average BMI was $21.0kg/m^2$, and the BMI of underweight, normal, and overweight students were 15.4%, 63.0%, and 21.6%, respectively. Among the male students, 0.1% and 34.0%, and among the female subjects, 27.2% and 11.7%, were included in the underweight and overweight groups, respectively. For dietary habits, the rate of skipping breakfast (34.9%) was considerably higher than those skipping lunch and dinner. Overall, the nutrition knowledge score, which was assessed by 15 questions, was somewhat low (44.9/100), yet, it was higher in females than in male students. There were significant differences among gender and weight status in several items of dietary habits such as the speed of eating meals, consuming breakfast on a regular basis, and sleeping hours. 40% of the subjects had appropriate knowledge about high calorie foods with low nutritional value. In the blood analysis of the subjects, males had higher hemoglobin levels than females. Further, more females were included in the risk group of Hb, total cholesterol, and LDL. These results suggest that in order to develop nutrition education programs for college students, differences between gender and weight status, dietary habits, and nutrition knowledge level should be considered.

A Study on the Impact of Competency of Technology: Based Startups on Performance Using ETRI Technology (ETRI 기술을 활용한 기술창업기업의 역량이 경영성과에 미치는 영향에 관한 연구)

  • Bae, Hongbeom;Song, Minkyung;Kim, Seokyun
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.13 no.1
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    • pp.61-72
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    • 2018
  • In a rapidly changing environment, such as globalization, technology-based startups are attracting attention as a new growth engine that creates jobs and added value and promotes national competitiveness. At present, countries around the world recognize the development of technology-based start-up companies as a major policy task and strive to make policy efforts to revitalize start-ups and strengthen innovation capabilities of companies. Especially, in order to secure superiority in the fierce market competition, it is becoming more and more important for the growth and development of technological start-up companies that pioneer new markets and energize the economy based on original and innovative technologies. Therefore, it is necessary to study systematically and plan for survival and growth of technology start-up companies. The purpose of this study is to investigate the entrepreneurial spirit of Innovation, Entrepreneurship, Risk Sensibility and Technology Innovation Capacity, R&D ability, Technology Accumulation Capacity, Technology Innovation System, The results of this study are as follows. the effects of marketing ability on technical performance and financial performance are examined. First, the CEO 's entrepreneurial spirit has an effect on the technical performance and financial performance of the management performance. Second, the technology accumulation ability and the R & D capability have a positive effect on the technical performance. Finally, it was found that the ability to commercialize the technology commercialization capacity affects both technical performance and financial performance. The policy implications that can be gained through this are as follows. First, by strengthening cooperation between universities and research institutes, related technology entrepreneurship education programs should be upgraded so that technology entrepreneurs or preliminary entrepreneurs can capture business opportunities and secure market price competitiveness. Secondly, R & D for the purpose of start-up should be developed and marketable technology should be developed and linked to direct start-up. Third, it is necessary to activate the program to match the company with the honorary retirement manpower of large enterprises and SMEs, which have more experience in field experience than the founders.