• Title/Summary/Keyword: 잔존종

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Estimation of KOSPI200 Index option volatility using Artificial Intelligence (이기종 머신러닝기법을 활용한 KOSPI200 옵션변동성 예측)

  • Shin, Sohee;Oh, Hayoung;Kim, Jang Hyun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.10
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    • pp.1423-1431
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    • 2022
  • Volatility is one of the variables that the Black-Scholes model requires for option pricing. It is an unknown variable at the present time, however, since the option price can be observed in the market, implied volatility can be derived from the price of an option at any given point in time and can represent the market's expectation of future volatility. Although volatility in the Black-Scholes model is constant, when calculating implied volatility, it is common to observe a volatility smile which shows that the implied volatility is different depending on the strike prices. We implement supervised learning to target implied volatility by adding V-KOSPI to ease volatility smile. We examine the estimation performance of KOSPI200 index options' implied volatility using various Machine Learning algorithms such as Linear Regression, Tree, Support Vector Machine, KNN and Deep Neural Network. The training accuracy was the highest(99.9%) in Decision Tree model and test accuracy was the highest(96.9%) in Random Forest model.

Varietal Variation of Pigmentation and Some Nutritive Characteristics in Colored Rices (유색미 색도 및 영양특성의 품종간 변이)

  • Koh, Hee-Jong;Won, Yong-Jae;Wan, Geon-Wan;Heu, Mun-Hue
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.41 no.5
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    • pp.600-607
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    • 1996
  • Colored rices have been used for specific purposes by rice consumers due to the color and nutritive values empirically recognized. In this study, varietal variations of pigmentation and nutritive values were investigated in brown, red, purple and black rices. Pigments were localized in seed coat to pericarp region in all varieties tested. Pigments were slightly residued on the surface of milled rice. Anthocyanin content per g brown rice was 1.63~17.62 $\mu\textrm{g}$ in brown and reddish-brown rices, 3.56~11.10 $\mu\textrm{g}$ in red rices, 28.11~401.22 $\mu\textrm{g}$ in purple rices, and 3, 665.98 $\mu\textrm{g}$ in a black rice. A vatiety DZ 78 showed the highest protein content out of colored rices analyzed for protein. Normal and colored rices were found to have the similiar composition of amino acids, and so was in between brown rice without embryo and milled rice. Colored rices, L $K_1$B-4-12-1-1 and DK 1, showed higher content of vitamin $B_1$ compared with Hwacheongbyeo, a check variety of no specific color, and L $K_1$B-2-1-1 and L $K_1$B-4-12-1-1 showed much higher content of vitamin B2 in brown rice without embryo. Cation contents such as $K^{+}$, $Mg^{2+}$, $Ca^{2+}$ and F $e^{2+}$ were significantly increased in most of the colored rices tested implying that the increase might be associated with color pigmentation.ation.

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Collection and Evaluation of Korean Red Rices II. Yield Component, Clum and Panicle Length (한국 재래 적미 수집 및 특성 검정 II. 수량구성요소, 간장 및 수장)

  • Suh, Hak-Soo;Ha, Woon-Goo;Song, You-Chun
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.37 no.5
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    • pp.431-435
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    • 1992
  • This experiment was carried out to evaluate Korean red rices as useful genetic resource. Semi-wild red rices were collected from farmer's field of the Korean peninsula from 1988 to 1991. The collected red rices were classified into two groups according to length /width ratio of paddy rice and ecological characters. One was long grain red rice and the other was short grain red rice. Those were evaluated in yield components, culm length and panicle length. Mean number of panicles per hill of collected long grain red rices was 21.5 and that of short grain was 11.8. Number of spikelets per panicile of the long and short grain red rices were 86.1 and 108.7, respectively. 1000 grains weight of long grain was 20.1g and that of short grain was 20.2g. Spikelet fertility of long and short grain were 80.4% and 79.4%, respectively. Culm length of long grain was 103.6cm and that of short grain was 94.8cm. Panicle length of long and short grain were 22.1cm and 21.3cm, respectively. Number of panicles per hill, number of spikelets per panicle and culm length were significantly different between the two groups, however no differences, in panicle, length and seed fertility were found between the two groups.

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Bactericidal Activity of Strongly Acidic Electrolyzed Water on Various Vegetables and Kitchen Apparatus (채소 및 주방기구에 대한 강산성전해수의 살균효과)

  • Kim, Yun-Jung;Choi, Kyoo-Duck;Shin, Il-Shik
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.39 no.5
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    • pp.776-781
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    • 2010
  • The properties and bactericidal activities of strongly acidic electrolyzed water (SEW) against food-borne pathogenic bacteria, vegetables and kitchen apparatuses were investigated. The available chlorine concentration, pH and oxidation reduction potential (ORP) of SEW were $35{\pm}1.2\;ppm$, $2.3{\pm}0.2$, and $1,140{\pm}20.4\;mV$, respectively. Five strains of food-borne bacteria with initial cell number of 7.00 log CFU/mL were not detected except Bacillus cereus after treatment with SEW for 60 sec. The numbers of Bacillus cereus were reduced to 2.08{\pm}1.00 log CFU/mL at the same condition. In vegetables, SEW treatment after washing strongly in alkalic electrolyzed water (AEW) showed better bactericidal effects than SEW only. The viable cell on stainless steel bowl ($3.86{\pm}2.49\;\log\;CFU/100\;cm^2$) and cup for water ($2.40{\pm}1.80\;\log\;CFU/100\;cm^2$) were not detected by SEW treatment (35 ppm of available chlorine concentration) for 30 sec, but survival of more than 1.00 log CFU/$100\;cm^2$ of viable cell was shown by washing of sodium hypochlorite solution at the same condition. On the other hand, the coliform group bacteria ($5.08{\pm}4.00\;CFU/100\;cm^2$) were detected on rubber globe only, and more than 2.00 log CFU/$100\;cm^2$ of viable cell and coliform group bacteria on it survived, though it was washed with flowing SEW for 30 sec.

A Study of Cleaning Technology for Zirconium Scrap Recycling in the Nuclear Industry (원자력산업에서 지르코늄 스크랩 재활용을 위한 세정기술에 관한 연구)

  • Lee, Ji-Eun;Cho, Nam-Chan;An, Chang-Mo;Noh, Jae-Soo;Moon, Jong-Han
    • Clean Technology
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    • v.19 no.3
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    • pp.264-271
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    • 2013
  • In this study, we optimized the removal condition of contaminants attached on the scrap surface to recycle the scrap generated from the Zr alloy tube manufacturing process back to the nuclear grade. The main contaminant is remnant of watersoluble cooling lubricant that is used in the pilgering manufacture during the tube production, and it is assumed to be compressed and carbonized on the surface of tube. Zirlo alloy tube of ${\phi}9.50mm$, which has high occurrence frequency of scrap, was selected as the object to be cleaned, and cleaning abilities of reagents were evaluated by measuring the characteristics of contaminants remained and by analyzing the surface of the tube after cleaning process. For evaluation of each cleaning agent, we selected two types of sodium hydroxide series and three types of potassium hydroxide series. Furthermore, to confirm dependence on tempe-rature and ultrasonic intensities, cleaning at the room temperature, $40^{\circ}C$, and $60^{\circ}C$ was conducted, and results showed that higher the cleaning temperature and higher the ultrasonic intensity, better the cleaning effect. As a result of the bare-eye inspection, while the use of sodium hydroxide provided satisfactory condition on the tube surface, the use of potassium hydroxide series provided satisfactory condition on the tube surface only when the ultrasonic intensity was over 120 W. In the cleaning effect analysis using the gravimetric method, cleaning efficiency of sodium hydroxide series was as high as 97.6% ($60^{\circ}C$, 120 W), but since the tube surface condition was poor after the use of potassium hydroxide, the gravimetric method was not appropriate. In the analytical result of surface contaminants on the tube surface, C, O, Ca, and Zr were detected, and mainly C and O dominated the proportion of contaminants. It was also found that the degree of cleaning on the tube affected the componential ratio of C and O; if the degree of cleaning is high, or if cleaning is well-conducted, the proportion of C is decreased, and the proportion of O is increased. Based on these results, optimal cleaning for application in the industry can be expected by categorizing cleaning process into three steps of Alkali cleaning, Rinsing, and Drying and by adjusting cleaning parameters in each step.

Conservation Scientific Diagnosis and Evaluation of Bird Track Sites from the Haman Formation at Yongsanri in Haman, Korea (함안 용산리 함안층 새발자국 화석산지의 보존과학적 진단 및 평가)

  • Lee, Gyu Hye;Park, Jun Hyoung;Lee, Chan Hee
    • Korean Journal of Heritage: History & Science
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    • v.52 no.3
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    • pp.74-93
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    • 2019
  • The Bird Track Site in the Haman Formation in Yongsanri (Natural Monument No. 222) was reported on the named Koreanaornis hamanensis and Jindongornipes kimi sauropod footprint Brontopodus and ichnospecies Ochlichnus formed by Nematoda. This site has outstanding academic value because it is where the second-highest number of bird tracks have been reported in the world. However, only 25% of the site remains after being designated a natural monument in 1969. This is due to artificial damage caused by worldwide fame and quarrying for flat stone used in Korean floor heating systems. The Haman Formation, including this fossil site, has lithofacies showing reddish-grey siltstone and black shale, alternately. The boundary of the two rocks is progressive, and sedimentary structures like ripple marks and sun cracks can clearly be found. This site was divided into seven formations according to sedimentary sequences and structures. The results of a nondestructive deterioration evaluation showed that chemical and biological damage rates were very low for all formations. Also, physical damage displayed low rates with 0.49% on exfoliation, 0.04% on blistering, 0.28% on break-out; however, the joint crack index was high, 6.20. Additionally, efflorescence was observed on outcrops at the backside and the northwestern side. Physical properties measured by an indirect ultrasonic analysis were found to be moderately weathered (MW). Above all, the southeastern side was much fresher, though some areas around the column of protection facility appeared more weathered. Furthermore, five kinds of discontinuity surface can be found at this site, with the bedding plane showing the higher share. There is the possibility of toppling failure occurring at this site but stable on plane and wedge failure by means of stereographic projection. We concluded that the overall level of deterioration and stability were relatively fine. However, continuous monitoring and conservation treatment and management should be performed as situations such as the physicochemical weathering of the fossil layer, and the efflorescence of the mortar adjoining the protection facility's column appear to be challenging to control.

Immediate Reoperation for Failed Mitral Valve Repair (승모판막성형술 실패 직후에 시행한 재수술)

  • Baek, Man-Jong;Na, Chan-Young;Oh, Sam-Se;Kim, Woong-Han;Whang, Sung-Wook;Lee, Cheol;Chang, Yun-Hee;Jo, Won-Min;Kim, Jae-Hyun;Seo, Hong-Ju;Kim, Wook-Sung;Lee, Young-Tak;Park, Young-Kwan;Kim, Chong-Whan
    • Journal of Chest Surgery
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    • v.36 no.12
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    • pp.929-936
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    • 2003
  • We analysed the surgical outcomes of immediate reoperations after mitral valve repair. Material and Method: Eighteen patients who underwent immediate reoperation for failed mitral valve repair from April 1995 through July 2001 were reviewed retrospectively. There were 13 female patients. The mitral valve disease was regurgitation (MR) in 12 patients, stenosis (MS) in 3, and mixed lesion in 3. The etiologies of the valve disease were rheumatic in 9 patients, degenerative in 8, and endocarditis in 1. The causes of reoperation was residual MR in 13 patients, residual MS in 4, and rupture of left ventricle in 1. Fourteen patients had rerepair for residual mitral lesions (77.8%) and four underwent replacement. Result: There was no early death. After mean follow-vp of 33 months, there was one late death. Echocardiography revealed no or grade 1 of MR (64.3%) in 9 patients and no or mild MS in 11 patients (78,6%). Reoperation was done in one patient. The cumulative survival and freedom from valve-related reoperation at 6 years were 94% and 90%, respectively. The cumulative freedom from recurrent MR and MS at 4 years were 56% and 44%, respectively. Conclusion: This study suggests that immediate reoperation for failed mitral valve repair offers good early and intermediate survival, and mitral valve rerepair can be successfully performed in most of patients. However, because mitral rerepair have high failure rate, especially in rheumatic valve disease, adequate selections of valvuloplasty technique and indication are important to reduce the failure rate of mitral rerepair.

Studies on the Quality of Korean Rice (한국쌀의 품질에 관한 연구)

  • Kim, Z.U.;Lee, K.H.;Kim, D.Y.
    • Applied Biological Chemistry
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    • v.15 no.1
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    • pp.65-75
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    • 1972
  • The rice qualities including cooking and eating qualities were studied using recommended Korean rice varieties (20 of japonica and 3 of indies type; IR 667) which were grown at Suwon, Korea in 1971. As the result, followings were obtained. 1. Amylose contents of white rice were varied with the varieties 21.1 to 25.5% and the average was 23.0%. Three indica type varieties (IR 667) showed higher amylose contents than the other japonica type varieties except Mankyung. Among japonica type varieties, Palkum, Mankyung composed the group of the highest amyloes content and Kimmaje was the lowest. 2. Blue values were distributed in the range of 0.38 to 0.48 and the average was 0.42 IR 667 varieties showed the highest blue value among them. Among japonica type varieties, Jaegun showd the highest blue value and Sooseung, Shirogane showed successively lower values, Shin #2, Nongbaik, Palkweng, Suwon #82, Mankyung, Nonglim #25 and Nongkwang relatively lower blue values. 3. Alkali numbers were in the range of 6.0 to 7.4 and the average was 6.8. Much difference was not shown in alkali number between IR 667 group and the japonica varieties group. 4. Gelatinization temperature were ranged from 59.5 to 64.0 IR 667 varieties showed relatively higher gelatinization temperature than japonica type varieties. 5. Water uptake ratios were measured in the range of 2.67 to 2.92 and the average was 2.79. IR 667 varieties were belonged to the group of highest water uptake ratio. Among japonica type varieties Kimmaje, Suwon #82, Nonglim #29, Deungpan #5, Jaegun, Jinhung, were belonged to the group of relatively high water uptake ratio and Palkweng, Palkeum and Paldal to the relatively low water uptake ratio. 6. Expaned volums were ranged from 29.8 to 33.7 and the average was 31.8. IR 667 varieties showed higher expanded volumes than japonica type varieties. 7. Intensities of starch-iodine blue value of residual liquid indicated 0.35 to 0.58. Among them IR 667 varieties showed relatively high intensities. 8. The range of total solids in residual liquids was 0.605 to 0.810 and the average was 0.700 Much difference was not shown in total solids in residual liquid between IR 667 varieties and japonica varieties. 9. pH values of residual liquids were in the range of 6.3 to 7.3 and the average was 6.95. IR 667 varieties showed lower pH than japonira type varieties.

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Environmental Changes after Timber Harvesting in (Mt.) Paekunsan (백운산(白雲山) 성숙활엽수림(成熟闊葉樹林) 개벌수확지(皆伐收穫地)에서 벌출직후(伐出直後)의 환경변화(環境變化))

  • Park, Jae-Hyeon
    • Journal of Korean Society of Forest Science
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    • v.84 no.4
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    • pp.465-478
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    • 1995
  • The objective of this study was to investigate the impacts of large-scale timber harvesting on the environment of a mature hardwood forest. To achieve the objective, the effects of harvesting on forest environmental factors were analyzed quantitatively using the field data measured in the study sites of Seoul National University Research Forests [(Mt.) Paekunsan] for two years(1993-1994) following timber harvesting. The field data include information on vegetation, soil mesofauna, physicochemical characteristics of soil, surface water runoff, water quality in the stream, and hillslope erosion. For comparison, field data for each environmental factor were collected in forest areas disturbed by logging and undisturbed, separately. The results of this study were as follows : The diversity of vegetational species increased in the harvested sites. However, the similarity index value of species between harvested and non-harvested sites was close to each other. Soil bulk density and soil hardness were increased after timber harvesting, respectively. The level of organic matter, total-N, avail $P_2O_5$, CEC($K^+$, $Na^+$, $Ca^{{+}{+}}$, $Mg^{{+}{+}}$) in the harvested area were found decreased. While the population of Colembola spp., and Acari spp. among soil mesofauna in harvested sites increased by two to seven times compared to those of non-harvested sites during the first year, the rates of increment decreased in the second year. However, those members of soil mesofauna in harvested sites were still higher than those of non-harvested sites in the second year. The results of statistical analysis using the stepwise regression method indicated that the diversity of soil mesofauna were significantly affected by soil moisture, soil bulk density, $Mg^{{+}{+}}$, CEC, and soil temperature at soil depth of 5(0~10)cm in the order of importance. The amount of surface water runoff on harvested sites was larger than that of non-harvested sites by 28% in the first year and 24.5% in the second year after timber harvesting. The level of BOD, COD, and pH in the stream water on the harvested sites reached at the level of the domestic use for drinking in the first and second year after timber harvesting. Such heavy metals as Cd, Pb, Cu, and organic P were not found. Moreover, the level of eight factors of domestic use for drinking water designated by the Ministry of Health and Welfare of Korea were within the level of the first class in the quality of drinking water standard. The study also showed that the amount of hillslope erosion in harvested sites was 4.77 ton/ha/yr in the first year after timber harvesting. In the second year, the amount decreased rapidly to 1.0 ton/ha/yr. The impact of logging on hillslope erosion in the harvested sites was larger than that in non-harvested sites by seven times in the first year and two times in the second year. The above results indicate that the large-scale timber harvesting cause significant changes in the environmental factors. However, the results are based on only two-year field observation. We should take more field observation and analyses to increase understandings on the impacts of timber harvesting on environmental changes. With the understandings, we might be able to improve the technology of timber harvesting operations to reduce the environmental impacts of large-scale timber harvesting.

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A SOC Coefficient Factor Calibration Method to improve accuracy Of The Lithium Battery Equivalence Model (리튬 배터리 등가모델의 정확도 개선을 위한 SOC 계수 보정법)

  • Lee, Dae-Gun;Jung, Won-Jae;Jang, Jong-Eun;Park, Jun-Seok
    • Journal of the Institute of Electronics and Information Engineers
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    • v.54 no.4
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    • pp.99-107
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    • 2017
  • This paper proposes a battery model coefficient correction method for improving the accuracy of existing lithium battery equivalent models. BMS(battery management system) has been researched and developed to minimize shortening of battery life by keeping SOC(state of charge) and state of charge of lithium battery used in various industrial fields such as EV. However, the cell balancing operation based on the battery cell voltage can not follow the SOC change due to the internal resistance and the capacitor. Various battery equivalent models have been studied for estimation of battery SOC according to the internal resistance of the battery and capacitors. However, it is difficult to apply the same to all the batteries, and it tis difficult to estimate the battery state in the transient state. The existing battery electrical equivalent model study simulates charging and discharging dynamic characteristics of one kind of battery with error rate of 5~10% and it is not suitable to apply to actual battery having different electric characteristics. Therefore, this paper proposes a battery model coefficient correction algorithm that is suitable for real battery operating environments with different models and capacities, and can simulate dynamic characteristics with an error rate of less than 5%. To verify proposed battery model coefficient calibration method, a lithium battery of 3.7V rated voltage, 280 mAh, 1600 mAh capacity used, and a two stage RC tank model was used as an electrical equivalent model of a lithium battery. The battery charge/discharge test and model verification were performed using four C-rate of 0.25C, 0.5C, 0.75C, and 1C. The proposed battery model coefficient correction algorithm was applied to two battery models, The error rate of the discharge characteristics and the transient state characteristics is 2.13% at the maximum.