• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.123-138
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• 2017

Since the stock market is driven by the expectation of traders, studies have been conducted to predict stock price movements through analysis of various sources of text data. In order to predict stock price movements, research has been conducted not only on the relationship between text data and fluctuations in stock prices, but also on the trading stocks based on news articles and social media responses. Studies that predict the movements of stock prices have also applied classification algorithms with constructing term-document matrix in the same way as other text mining approaches. Because the document contains a lot of words, it is better to select words that contribute more for building a term-document matrix. Based on the frequency of words, words that show too little frequency or importance are removed. It also selects words according to their contribution by measuring the degree to which a word contributes to correctly classifying a document. The basic idea of constructing a term-document matrix was to collect all the documents to be analyzed and to select and use the words that have an influence on the classification. In this study, we analyze the documents for each individual item and select the words that are irrelevant for all categories as neutral words. We extract the words around the selected neutral word and use it to generate the term-document matrix. The neutral word itself starts with the idea that the stock movement is less related to the existence of the neutral words, and that the surrounding words of the neutral word are more likely to affect the stock price movements. And apply it to the algorithm that classifies the stock price fluctuations with the generated term-document matrix. In this study, we firstly removed stop words and selected neutral words for each stock. And we used a method to exclude words that are included in news articles for other stocks among the selected words. Through the online news portal, we collected four months of news articles on the top 10 market cap stocks. We split the news articles into 3 month news data as training data and apply the remaining one month news articles to the model to predict the stock price movements of the next day. We used SVM, Boosting and Random Forest for building models and predicting the movements of stock prices. The stock market opened for four months (2016/02/01 ~ 2016/05/31) for a total of 80 days, using the initial 60 days as a training set and the remaining 20 days as a test set. The proposed word - based algorithm in this study showed better classification performance than the word selection method based on sparsity. This study predicted stock price volatility by collecting and analyzing news articles of the top 10 stocks in market cap. We used the term - document matrix based classification model to estimate the stock price fluctuations and compared the performance of the existing sparse - based word extraction method and the suggested method of removing words from the term - document matrix. The suggested method differs from the word extraction method in that it uses not only the news articles for the corresponding stock but also other news items to determine the words to extract. In other words, it removed not only the words that appeared in all the increase and decrease but also the words that appeared common in the news for other stocks. When the prediction accuracy was compared, the suggested method showed higher accuracy. The limitation of this study is that the stock price prediction was set up to classify the rise and fall, and the experiment was conducted only for the top ten stocks. The 10 stocks used in the experiment do not represent the entire stock market. In addition, it is difficult to show the investment performance because stock price fluctuation and profit rate may be different. Therefore, it is necessary to study the research using more stocks and the yield prediction through trading simulation.

• Korean Journal of Environmental Agriculture
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• v.18 no.2
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• pp.126-134
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• 1999

To provide the basic information for the water improvement and control of water resource in Nakdong river districts, the physico-chemical characteristics of water in four main streams and three branch streams of the river were investigated through 36 times totally, one time per each month from January in 1995 to November in 1997. The pH values of each sites in main or branch stream of Nakdong river was pH $6.3{\sim}9.3$ range, pH range of Jukpo and Namji area at spring and fall was almost over pH 8.5, which was exceeded the water quality standard for agriculture. DO values of Nakdong river was almost $8.0{\sim}13mg/l$, except for Kangchang area in downstream of Kumho river. BOD values in Dasa area where was prior to mixing of Kumho river was $1.5{\sim}4.8mg/l$, which was under the water quality standard for agriculture(8mg/l), but BOD values followed mixing of Kumho river was over the permit standard of agricultural water as $3.8{\sim}8.9mg/l$ in Koryung, $3.4{\sim}8.4mg/l$ in Jukpo and $3.3{\sim}7.8mg/l$ in Namji according to time or season. Especially, BOD values at Gangchang area in Kumho river were $7.6{\sim}18.5mg/l$, which was over the water quality standard for agriculture and so Kumho river was a main pollutant: source of Nakdong river. COD values of main stream of Nakdong river was over the permit standard of agriculture(8mg/l) as $5.2{\sim}13.5mg/l$ in Koryvng, $5.0{\sim}12.7mg/l$ in Jukpo and $5.0{\sim}12.2mg/l$ in Namji according to time or season. And COD values was much high rather than BOD values and its gap of concentration was increased along with downstream. $NH_4-N$ of main stream of Nakdong river followed mixing of Kumho river($0.5{\sim}13.1mg/l$) was the highest affected in Koryung($0.18{\sim}5.0mg/l$) and detected much more in winter than in summer. T-N in Koryung($4.96{\sim}12.06mg/l$) followed mixing of Kumho river was significantly high rather than $2.86{\sim}4.86mg/l$ in Dasa, $4.20{\sim}8.20mg/l$ in Jukpo and $3.18{\sim}8.64mg/l$ in Namji, which was almost over the permit standard of agricultural water(1.0mg/l). T-P in Koryung($0.10{\sim}0.58mg/l$) also was significantly high rather than those $0.07{\sim}0.36mg/l$ in Jukpo and $0.08{\sim}0.4mg/l$ in Namji as over the standard of agricultural water(0.1mg/l). The concentration of T-N or T-P in Nakdong districts was trended of increasing in every year.

• The Journal of the Korean Society for Microbiology
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• v.7 no.1
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• pp.9-15
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• 1972

The authors identified 45 Shigella cultures among 63 suspectable cultures obtained from the cases showing dysentery or the like symptoms in various parts of the country during the period from February to September, 1971. Of 45 cultures, 36 cultures belonged to Subgroup B, 7 cultures to Subgroup C and 2 cultures to Subgroup D. There was none of cultures belonging to Subgroup A in 1971, although the authors detected one culture of that among 41 identified Shigella in 1967. Of 36 cultures belonging to Subgroup B, 27 cultures were $B_{2a}$ and 3 cultures of each $B_{3c},\;B_{4a}$ and $B_y$ were serotyped, respectively. Of 7 cultures beloning to Subgroup C, one was $C_{11}$ and other six cultures were $C_{15}$ and all S. boydii were isolated in Seoul area. It might be possible to suggest that there was a tendency of decreasing prevalence of S. dysenteriae and of increasing prevalence of S. boydii in Korea, although the number of cultures. tested were very much limited to conclude, if it was compared with the results obtained by the authors in 1967 that the fourty-one identified Shigella were composed of one culture of S. dysenteriae, 36 cultures of S. flexneri, 4 cultures of S. sonnei and none of S. boydii. According to the results obtained from the biochemical tests, the positive ratio of Indol tests in Subgroup B was 31/36, which could be higher than 9/36 observed in 1961, but which was nearly correlated with the result published by Ewing and his colleagues in U.S.A. The positive rates of both sorbitol and raffinose were lower than that observed by Ewing and his colleagues in S. flexneri. Regarding with the sensitivity of Shigella cultures to the antibiotics being widely used in the country, 46.2% were sensitive to chloramphenicol, which was very much higher than that observed by Park, and 85.8% were sensitive to ampicillin, which would be the drug of choice according to the results from the In Vitro tests.

• Journal of Nutrition and Health
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• v.48 no.1
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• pp.46-57
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• 2015

Purpose: The aim of this study was to determine an appropriate energy level of breakfast with less risk of chronic disease for Korean adults. Methods: Using data from the 2007~2009 Korean National Health & Nutrition Examination Survey, from a total of 12,238 adults aged 19~64, the final 7,769 subjects were analyzed except subjects who were undergoing treatment for cancer or metabolic disorder. According to the percent of breakfast energy intake versus their estimated energy requirement (EER), the subjects were divided into four groups: < 10% (very low, VL), 10~20% (low, L), 20~30% (moderate, M), ${\geq}30%$ (sufficient, S). All data were analyzed on the metabolic risk and nutritional state after application of weighted value and adjustment of sex, age, residential area, income, education, job or jobless, and energy intake using a general linear model or logistic regression. Results: The subjects of group S were 16.9% of total subjects, group M 39.2%, group L 37.6%, and group VL 6.3%. The VL group included more male subjects, younger-aged (19 to 40 years), urban residents, higher income, higher education, and fewer breakfasts eaters together with family members. Among the 4 groups, the VL group showed the highest waist circumference, while the S group showed the lowest waist circumference, body mass index, and serum total cholesterol. The groups of VL and L with lower intake of breakfast energy showed high percent of energy from protein and fat, and low percent of energy from carbohydrate. With the increase of breakfast energy level, intake of energy, most nutrients and food groups increased, and the percentage of subjects consuming nutrients below EAR decreased. The VL group showed relatively higher intake of snacks, sugar, meat and eggs, oil, and seasonings, and the lowest intake of vegetable. Risk of obesity by waist circumference was highest in the VL group by 1.90 times of the S group and the same trend was shown in obesity by BMI. Risk of dyslipidemia by serum total cholesterol was 1.84 times higher in the VL group compared to the S group. Risk of diabetes by Glu-FBS (fasting blood sugar) was 1.57 times higher in the VL group compared to the S group. Conclusion: The results indicate that higher breakfast energy level is positively related to lower metabolic risk and more desirable nutritional state in Korean adults. Therefore, breakfast energy intake more than 30% of their own EER would be highly recommended for Korean adults.

• The Korean Journal of Pharmacology
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• v.32 no.3
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• pp.323-334
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• 1996

Male Mongolian gerbils $(60{\sim}80g)$ were given DL-difluoromethylornithine (DFMO; 250mg/kg, ip) and methylglyoxal bis(guanylhydrazone) (MGBG; 50 mg/k, ip), respectively, 1 h prior to transient (7 min) occlusion of bilateral common carotid arteries (OBC7) and a daily dose of one of them for 6 days after recirculation, and the polyamine contents, activities of ornithine and S-adenosylmethionine decarboxylases (ODC and SAM-DC), and light microscopic findings of the hippocampus were evaluated. The hippocampal putrescine (PT) levels of the control gerbils treated with saline (STGr), markedly increased after OBC7, showing a peak level at 24 h after recirculation. The peak PT level was reduced in DFMO treated gerbils (DTCr) and in MGBG treated gerbils (MTGr). And 7 days after recirculation, the PT level of DTGr was decreased to about 75% of the PT level in the sham operated group (nonTGr) and to about 55% of the STGr level, respectively. The hippocampal spermidine (SD) level of STGr tended to decline, showing the lowest value at 8 h after recirculation. But the spermidine (SD) level of DTGr was somewhat higher at 8 h after OBC7 than those of STGr and MTGr The hippocampal spermine (SM) levels of all the experimental groups were little changed for 7 days after OBC. OBC7 markedly increased the hippocampal ODC activity. reaching a maximum (about 3 times higher than preischemic level) at 8 h and rapidly recovered to the control value by 24 h in STGr gerbils, and the OBC7-induced increase of ODC activity was significantly attenuated by DFMO or MGBG treatment. Whereas OBC7 induced a rapid decrease of the hippocampal SAMDC activity follwed by gradual recovery to the preischemic level, and the decrease of the SAMDC activity was slightly attenuated by DFMO or MGBG treatment. 7 Days after OBC7 the histological finding of the hippocampal complex stained with cresyl violet showed an extensive delayed neuronal damage in the CA1 region and to a lesser extent, in the dentate gyrus, sparing the CA3 region. And the neuronal death was aggevated by DFMO but significantly attenuated by MGBG. The immunochemical reactivity of hippocampus to anti-GFAP antibody was significantly increased in the CA1 region and to a lesser extent, in the dentate gyrus 7 days after OBC7, but was little changed in the CA3. And the increase of the anti-GFAP immunoreactivity was moderately enhanced by DFMO and significantly suppressed by MGBG. These results suggest that the polyamine metabolism may play a modulatory role in the ischemic brain damage.

• Journal of the Korean Society of Food Culture
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• v.14 no.4
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• pp.371-383
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• 1999

This report gave analysis of food demand both in Korea and Japan through introducing the concept of cohort analysis to the conventional demand model. This research was done to clarify the factors which determine food demand of the household. The traits of the new model for demand analysis are to consider and quantify those effects on food demand not only of economic factors such as expenditure and price but also of non-economic factors such as the age and birth cohort of the householder. The results of the analysis can be summarized as follows: 1) The comparison of the item-wise elasticities of food demand demonstrates that the expenditure elasticity is higher in Korea than in Japan and that the expenditure elasticity is -0.1 for cereal and more than 1 for eating-out in both countries. In respect to price elasticity, the absolute values of all the items except alcohol and cooked food are higher in the Korea than in Japan, and especially the price elasticities of beverages, dairy products and fruit are predominantly higher in Japan. In this way, both expenditure and price elasticities of a large number of items are higher in Korea than in Japan, which may be explained from the fact that the level of expenditure is higher in Japan than in Korea. 2) In both of Korea and Japan, as the householder grows older, the expenditure for each item increases and the composition of expenditure changes in such a way that these moves may be regarded as due to the age effect. However, there are both similarities and differences in the details of such moves between Korea and Japan. Those two countries have this trait in common that the young age groups of the householder spend more on dairy products and middle age groups spend more on cake than other age groups. In the Korea, however, there can be seen a certain trend that higher age groups spend more on a large number of items, reflecting the fact that there are more two-generation families in higher age groups. Japan differs from Korea in that expenditure in Japan is diversified, depending upon the age group. For example, in Japan, middle age groups spend more on cake, cereal, high-caloric food like meat and eating-out while older age groups spend more for Japanese-style food like fish/shellfish and vegetable/seaweed, and cooked food. 3) The effect of the birth cohort effect was also demonstrated. The birth cohort effect was introduced under the supposition that the food circumstances under which the householder was born and brought up would determine the current expenditure. Thus, the following was made clear: older generations in both countries placed more emphasis upon stable food in their composition of food consumption; the share of livestock products, oil/fats and externalized food was higher in the food composition of younger generation; differences in food composition among generations were extremely large in Korea while they were relatively small in Japan; and Westernization and externalization of diet made rapid increases simultaneously with generation changes in Korea while they made any gradual increases in Japan during the same time period. 4) The four major factors which impact the long-term change of food demand of the household are expenditure, price, the age of the householder, and the birth cohort of the householder. Investigations were made as to which factor had the largest impact. As a result, it was found that the price effect was the smallest in both countries, and that the relative importance of the factor-by-factor effects differed among the two countries: in Korea the expenditure effect was greater than the effects of age and birth cohort while in Japan the effects of non-economic factors such as the age and birth cohort of householder were greater than those of economic factors such as expenditures.

• 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.

• Journal of Oral Medicine and Pain
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• v.32 no.4
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• pp.441-447
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• 2007

Internal derangement of the temporomandibular joint(TMJ) is defined as an abnormal relationship of the articular disc to the condyle. Mandibular manipulation is one of the conservative treatments to be considered first to manage the patients with anterior disc displacement without reduction. Mandibular manipulation is used to increase articular mobility and to restore the displaced disc into an anatomically normal position. While Farrar's technique has been popularly used, Minagi et al., Mongini and Suarez introduced the manipulation technique conducted by the patients themselves. But there is no study on the efficacy of self-manipulation technique, comparing with conventional one. The aim of this study was to investigate the efficacy of the conventional and self-manipulation technique, which was modified to complement the previously described technique by Minagi et al., in the treatment of patients with anterior disc displacement without reduction. TMD patients, who visited Department of Oral Medicine of Seoul National University Dental Hospital from December, 2002 to November, 2004 and were diagnosed as anterior disc displacement without reduction by TMJ magnetic resonance imaging (MRI) were enrolled. Conservative treatments including physical therapy, exercise, behavioral therapy, stabilization splint therapy, and manipulation therapy were done to every single patient until the symptomsimproved enough to discharge the patient. The charts were reviewed retrospectively according to the type of manipulation. In the results, patients whose maximum mouth opening was more than 40 mm was higher in the self-manipulation group(69.9%) than in the conventional manipulation group(42.9%). But difference between two groups was not significant. According to the fact that we decided to discharge the patients whentheir mouth opening increased to more than 40 mm and subjective symptoms such as pain and discomfort were improved as well, treatment period of discharged patients was significantly shorter in the self-manipulation group($29.2{\pm}12.3$ weeks) than in the conventional manipulation group ($61.0{\pm}38.0$ weeks) (p<0.01). In conclusion, in the treatment of TMD patients with anterior disc displacement without reduction, the self-manipulation technique which is performed by patients themselves is an effective treatment modality for increasing the range of mouth opening and shortening the total treatment period.

• Korean Journal of Organic Agriculture
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• v.20 no.4
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• pp.619-630
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• 2012

Miscellaneous grain crops has been appeared as a well-being food and the demand of them are increasing recently. It is urgent to study especially about the functional materials of foxtail millet, common millet and sorghum. This experiment was conducted to evaluation and comparison several functional materials of fatty acids, anthocyanin content, total phenol content and DPPH assay of rice, and foxtail millet, common millet and sorghum produced organically so that these results would provide as a basic information for developing functional products by using miscellaneous grain crops. Total content of fatty acids was in order of foxtail millet (0.649%) and common millet (0.33%), sorghum (0.172%) and rice (0.111%) respectively. The content of unsaturated fatty acid was also in order of foxtail millet (0.511%) and common millet (0.269%), sorghum (0.122%) and rice (0.069%) respectively. Although there was no detection of anthocyanin content in rice, foxtail millet and common millet, sorghum showed high content of anthocyanin content. Sorghum of Mongdangsusu showed the highest anthocyanin content (137.5mg/g). In the total phenol content of rice, foxtail millet, common millet and sorghum, rice of Chucheongbyeo had high content ($13.70{\mu}g/g$) whereas Daeanbyeo was the lowest content ($10.07{\mu}g/g$). Foxtail millet of Hinchajo, common millet of Byeorukgijang and sorghum of Chalsusu showed the highest total phenol content of $25.8{\mu}g/g$, $69.4{\mu}g/g$ and $682.2{\mu}g/g$ respectively. In the average of total phenol content among rice, foxtail millet, common millet and sorghum, foxtail millet, common millet and sorghum showed $12.25{\mu}g/g$, $16.95{\mu}g/g$, $51.01{\mu}g/g$ and $447.4{\mu}g/g$ of total phenol content respectively. The average of total phenol content of sorghum was $26.3{\mu}g/g$. It is 36.3 and 26.3 times higher compared with rice and foxtail millet respectively. In the antioxidant activity of seeds by DPPH(1,1-diphenyl-2-picrylhydrazyl) assay for rice, foxtail millet, common millet and sorghum, rice of Chucheongbyeo, foxtail millet of Ganghywajo and common millet of Geumeungijang showed the highest antioxidant activity with 3.6%, 4.78% and 13.4% respectively. Antioxidant activity of sorghum ranged from 88.47 to 90.11%. The average of antioxidant activity among four crops, the highest antioxidant activity was obtained from sorghum (89.50%) and the next was common millet (6.13%), foxtail millet (2.43%), and rice (1.60%) in their order of antioxidant activity. The average of antioxidant activity of sorghum showed 55.9, 37.0 and 15times higher compared with rice, common millet and foxtail millet respectively.

• Journal of the Korean Society of Food Science and Nutrition
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• v.40 no.9
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• pp.1244-1255
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• 2011

The purpose of this study was to compare the perception of meals and nutrition knowledge among high school students in Seoul. A survey was carried out on 548 male/female students in general and vocational high schools. The general high school students showed higher frequency of breakfast than the vocational high school students (p<0.001). As for the reasons for eating alone, the general high school students showed high frequency of 'busy', whereas the vocational high school students revealed high frequency of 'irregular meal times' (p<0.001). Concerning the habit of eating alone, 'irregular meal times (25.0%)', 'unbalanced diet (22.4%)', and 'instant food (16.6%)' were observed in that order (p<0.01). The percentage of high school students who regarded family meals as meals eaten with every member of their family was 70.6% (p<0.05). The percentage of general high school students who ate family meals was 61.8% and that of vocational high school students was 50.0% (p<0.01). When agreement with attitudes, environment, and participation in family meals was evaluated using a Likert scale (strongly agree 5 points, strongly disagree 1 point), the general high school students showed a higher level of agreement than the vocational high school students, and the results showed a significantly higher level of agreement as the frequency of family meals increased. Likewise, the groups who scored a higher level of nutrition knowledge had positive attitudes, environment, and participation in family meals with significant differences.