• 제목/요약/키워드: Cell Averages

검색결과 18건 처리시간 0.03초

An Improved Binomial Method using Cell Averages for Option Pricing

  • Moon, Kyoung-Sook;Kim, Hong-Joong
    • Industrial Engineering and Management Systems
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    • 제10권2호
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    • pp.170-177
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    • 2011
  • We present an improved binomial method for pricing financial deriva-tives by using cell averages. After non-overlapping cells are introduced around each node in the binomial tree, the proposed method calculates cell averages of payoffs at expiry and then performs the backward valuation process. The price of the derivative and its hedging parameters such as Greeks on the valuation date are then computed using the compact scheme and Richardson extrapolation. The simulation results for European and American barrier options show that the pro-posed method gives much more accurate price and Greeks than other recent lattice methods with less computational effort.

정상 성인남자에 있어서 기도청력역치와 혈액점도와의 연관성에 관한 연구 (Association between air conduction hearing threshold and blood viscosity in normal adult males)

  • 김상우;이종영;박완섭;우극현
    • Journal of Preventive Medicine and Public Health
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    • 제30권3호
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    • pp.623-629
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    • 1997
  • 본 연구는 이질환과 소음에 폭로되지 않은 정상 성인 남자들을 대상으로 연령과 적혈구 일반검사 즉 혈구용적치, 적혈구수, 혈색소 및 기도청력역치의 산술평균과의 관계를 살펴본 단면조사연구이다. 적혈구 일반검사중 혈구용적치의 경우 혈액의 점도와 관계있다고 알려져 있으며 이를 중점적으로 살펴보았다. 연령과 적혈구 일반검사 결과와의 관계에서 혈구용 적치, 적혈구수, 혈색소가 연령이 증가할수록 낮았고 통계적으로 유의하였다. 연령과 청력역치 검사에서는 500Hz를 제외한 나머지 주파수대 및 산술평균값에서 연령이 증가할수록 청력역치가 높음을 볼 수 있었고 통계적으로 유의하였다(p<0.01). 청력역치를 산술평균한 3분법에 기초하여 10, 10dB 미만, $10.0\sim19.9dB$, 20.0dB 이상으로 임의로 3등급한 분류에서 연령대 별로 보여준 적혈구 일반검사의 결과와는 반대로 혈구용적치와 적혈구수가 청력저하가 클수록 증가하는 경향을 보였고, 일반 분산분석시 혈구용적치(p<0.01)의 경우 적혈구수(p<0.05)보다 통계적으로 더 유의한 결과를 보았으며, 연령을 보정한 공분산분석에서 혈구용적치 및 적혈구수 모두 통계적으로도 더욱 유의하였다(p<0.01). 앞으로의 과제는 이를 토대로 산업장의 소음성난청과 혈액의 점도와의 연구가 활발하게 이루어져야 하겠으며 혈구용적치 외 서론에서 언급한 혈액의 점도와 관련된 다른 요인들과 혈압, 고지혈증, 흡연과 같은 심혈관 위험요인들에 대한 연구가 함께 이루어져야 하겠다. 나아가 이런 연구들이 진행되어 산업장에서 소음부서 근로자들에 대한 건강관리에서 기도 청력역치검사와 혈액검사에서 혈구용적치 및 기타 혈액검사의 활용여부 등이 잘 검토되어 소음성난청에 대한 건강관리에 적용되어져야 하겠다고 본다.

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일 최저기온 공간내삽을 위한 지형기후학적 최적 공간규모 (An Optimum Scale for Topoclimatic Interpolation of Daily Minimum Temperature in Complex Terrain)

  • 정유란;서희철;윤진일;이광회
    • 한국농림기상학회지
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    • 제5권4호
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    • pp.261-265
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    • 2003
  • 복잡지형상의 일 최저기온 공간내삽 과정에서 유용한 설명변수로 등장한 찬 공기 유입량은 적용면적, 즉 공간규모에 따라 그 값이 크게 변하므로, 지형기후학적 최저기온 내삽모형의 실용화를 위해서는 최적규모를 파악해야 한다. 본 연구에서는 동질적인 중규모 기후구역을 대표하는 기준 관측값에 대한, 같은 구역 내 여러 지점의 기온편차를 계산하고, 이를 다양한 반경의 주변지역 찬 공기 유입량에 회귀시켜 일 최저기온에 미치는 지형의 최적 영향권을 도출하고자 하였다. 경남 하동의 배 과원지대에 1 ${\times}$ 1 km 구역을 설정하고 8개 지점에서 2002년 9월부터 2003년 2월까지 10분 간격으로 기온을 측정하였다. 동일 구역 내 기상청 자동기상관측자료를 기준으로 삼아 복사냉각일의 최저기온 편차를 8개 지점별로 얻었다. 연구지역의 고도를 10 m 해상도의 수치고도모형으로 표현하고 이를 토대로 8개 지점의 냉기 유입량을 계산하였다. 이 때 10 m 단위로 100 m까지 반경을 증가시키면서 유입량의 평활화 평균값을 계산하여 최저기온 편차를 회귀시켰다. 그 결과 복사냉각일의 국지적인 최저기온 결정에는 반경 50 m 범위 (약 1 ha) 주변지역 지형이 가장 유효함을 알 수 있었다.

Single-molecule fluorescence in situ hybridization: Quantitative imaging of single RNA molecules

  • Kwon, Sunjong
    • BMB Reports
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    • 제46권2호
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    • pp.65-72
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    • 2013
  • In situ detection of RNAs is becoming increasingly important for analysis of gene expression within and between intact cells in tissues. International genomics efforts are now cataloging patterns of RNA transcription that play roles in cell function, differentiation, and disease formation, and they are demon-strating the importance of coding and noncoding RNA transcripts in these processes. However, these techniques typically provide ensemble averages of transcription across many cells. In situ hybridization-based analysis methods complement these studies by providing information about how expression levels change between cells within normal and diseased tissues, and they provide information about the localization of transcripts within cells, which is important in understanding mechanisms of gene regulation. Multi-color, single-molecule fluorescence in situ hybridization (smFISH) is particularly useful since it enables analysis of several different transcripts simultaneously. Combining smFISH with immunofluorescent protein detection provides additional information about the association between transcription level, cellular localization, and protein expression in individual cells.

포항지역에서 산출되는 스멕타이트의 층전하 특성 (Layer Charge Characteristics of Smectite from the Pohang Area)

  • 이규호;고재홍;문희수
    • 자원환경지질
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    • 제28권4호
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    • pp.315-326
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    • 1995
  • The layer charge characteristics of smectites from the Tertiary basins in the Pohang area have been studied in detail using the alkyl-ammonium method. On the basis of layer charges, the smectite in the Pobang area can be classed as normal and high-charge (hc) smectite. The layer charge of the normal smectite averages 0.3, and ranges from 0.25 to 0.38/half unit cell. The hc-smectite collapses on K-saturation to become illite-like material and shows $10{\AA}$-series reflections on X-ray diffraction. The layer charge of the he-smectite ranges from 0.5 to 1. The layer cbarges of the Pohang smectite are in general heterogeneous. The layer charges distribute between 0.21 and 0.45, and the most frequent layer charge is 0.30~0.32. The layer charge and the layer charge distribution do not appear to be related to stratification or basins of occurrence. Thus, the layer charge may not have developed as a result of burial. Rather, it may have developed due to heat and hydrothermal solutions associated with volcanic activities. Volcanic sills and dykes are ubiquitous in the region.

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Observed Quasi-steady Kinetics of Yeast Cell Growth and Ethanol Formation under Very High Gravity Fermentation Condition

  • Chen Li-Jie;Xu Ya-Li;Bai Feng-Wu;Anderson William A.;Murray Moo-Young
    • Biotechnology and Bioprocess Engineering:BBE
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    • 제10권2호
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    • pp.115-121
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    • 2005
  • Using a general Saccharomyces cerevisiae as a model strain, continuous ethanol fermentation was carried out in a stirred tank bioreactor with a working volume of 1,500 mL. Three different gravity media containing glucose of 120, 200 and 280 g/L, respectively, supplemented with 5 g/L yeast extract and 3 g/L peptone, were fed into the fermentor at different dilution rates. Although complete steady states developed for low gravity medium containing 120 g/L glucose, quasi-steady states and oscillations of the fermented parameters, including residual glucose, ethanol and biomass were observed when high gravity medium containing 200 g/L glucose and very high gravity medium containing 280 g/L glucose were fed at the designated dilution rate of $0.027\;h^{-1}$. The observed quasi-steady states that incorporated these steady states, quasi-steady states and oscillations were proposed as these oscillations were of relatively short periods of time and their averages fluctuated up and down almost symmetrically. The continuous kinetic models that combined both the substrate and product inhibitions were developed and correlated for these observed quasi-steady states.

천연 소재 BF-7의 어린이 장.단기 기억력 향상 효과 (The Improvement of Short- and Long-term Memory of Young Children by BF-7)

  • 김도희;김옥현;여주홍;이광길;박금덕;김대진;정윤희;김경용;이원복;윤영철;정윤화;이상형;현주석
    • 한국식품영양과학회지
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    • 제39권3호
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    • pp.376-382
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    • 2010
  • 본 연구는 BF-7이 어린이의 장기 및 단기 기억을 현저하게 촉진시킴을 보여주었다. 기존 임상 시험 결과를 통해 입증된 바와 같이 천연 소재인 BF-7의 안전성을 고려할 때, BF-7은 어린이 장기 및 단기 기억력, 기억유지도 및 기억의 효과적 활용 등 전반적인 기억 수행 능력 향상에 도움을 주는 매우 안전하면서 효과가 탁월한 천연소재임을 확인하였다.

Selection and Classification of Bacterial Strains Using Standardization and Cluster Analysis

  • Lee, Sang Moo;Kim, Kyoung Hoon;Kim, Eun Joong
    • Journal of Animal Science and Technology
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    • 제54권6호
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    • pp.463-469
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    • 2012
  • This study utilized a standardization and cluster analysis technique for the selection and classification of beneficial bacteria. A set of synthetic data consisting of 100 individual variables with three characteristics was created for analysis. The three characteristics assigned to each independent variable were designated to have different numeric scales, averages, and standard deviations. The variables were bacterial isolates at random, and the three characteristics were fermentation products, including cell yield, antioxidant activity of culture, and enzyme production. A standardization method utilizing a standard normal distribution equation to record fermentation yields of each isolate was employed to weight their different numeric scales and deviations. Following transformation, the data set was analyzed by cluster analysis. The Manhattan method for dissimilarity matrix construction along with complete linkage technique, an agglomerative method for hierarchical cluster analysis, was employed using statistical computing program R. A total of 100 isolates were classified into groups A, B, and C. In a comparison of the characteristics of each group, all characteristics in groups A and C were higher than those of group B. Isolates displaying higher cell yield were classified as group A, whereas those isolates showing high antioxidant activity and enzyme production were assigned to group C. The results of the cluster analysis can be useful for the classification of numerous isolates and the preparation of an isolation pool using numerical or statistical tools. The present study suggests that a simple technique can be applied to screen and select beneficial microbes using the freely downloadable statistical computing program R.

Mammary Gland Indices at the End of Lactation in Javanese Thin-tail Ewes with Different Litter Sizes

  • Manalu, W.;Sumaryadi, M.Y.
    • Asian-Australasian Journal of Animal Sciences
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    • 제11권6호
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    • pp.648-654
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    • 1998
  • Twenty-four Javanese thin-tail ewes (11, 9, and 4 ewes giving birth to 1, 2, and 3 lambs, respectively) with similar body weight and age at breeding were used to study serum progesterone concentrations during pregnancy, milk production during lactation, and mammary gland indices at the end of lactation (3 months postpartum). The results of the experiment showed that averages serum progesterone concentrations during pregnancy in the ewes giving birth to twin and triplet lambs were higher (p < 0.01) than those giving birth to a single lamb. Ewes giving birth to 3 lambs had higher (p < 0.01) mammary dry fat-free tissue (DFFT) (by 31 and 34%), DNA concentration (by 25 and 16%) and RNA concentration (by 29 and 16%) at the end of lactation than those giving birth to 1 and 2 lambs. There was no difference in mammary collagen, protein and glycogen concentrations at the end of lactation among litter sizes. Ewes giving birth to 3 lambs had higher (p < 0.01) total mammary DNA content (by 64 and 61%) and RNA content (by 69 and 53%) at the end of lactation than those giving birth to 1 and 2 lambs. There was no difference in total mammary collagen, protein and glycogen contents at the end of lactation among litter sizes. Even though ewes with higher litter size had numerically higher milk production, there was no significant difference in milk production per 4 h among litter sizes. The results of the experiment indicated that ewes having higher litter size had greater mammary cell number and synthetic activities at the end of lactation. The results suggested that ewes with higher progesterone concentrations and better developed mammary glands during pregnancy could maintain higher cell number and activities throughout lactation.

Assessment of 8-isoprostane (8-isoPGF2α) in Urine of Non-Small Cell Lung Cancer (NSCLC) Patients Undergoing Chemotherapy

  • Johns, Nutjaree Pratheepawanit;Johns, Jeffrey Roy
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권3호
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    • pp.775-780
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    • 2012
  • 8-isoprostane (8-$isoPGF_{2{\alpha}}$) is a reliable marker and considered a gold standard for lipid peroxidation. There are very few reports of 8-isoprostane levels in cancer patients, and in patients undergoing chemotherapy. Oxidative stress is however expected and has been observed in patients with cancer. This study measured 8-isoprostane levels in urine by ELISA of 25 patients undergoing chemotherapy for advanced non-small cell lung cancer, at cycles 1, 2, and 3 of treatment. It considers the creatinine clearance of the patients, and correction of 8-isoprostane levels by creatinine clearance, and overnight urine volume methods. The average 8-isoprostane levels in urine increased more than 6 to 12 fold on chemotherapy treatment, from $532{\pm}587$ pg/mL at cycle $1,6181{\pm}4334$ at cycle 2, and $5511{\pm}2055$ at cycle 3. Similar results were obtained if 8-isoprostane levels were corrected for overnight urine volume, giving averages of $285{\pm}244{\mu}g$ at cycle $1,4122{\pm}3349$ at cycle 2, and $3266{\pm}1200$ at cycle 3. No significant difference was seen in average total overnight urine volume or number of urinations between chemotherapy cycles except for a large variation in urine volume between cycle 2 and 3. Creatinine levels were significantly different only between cycles 1 and 2 (p=0.016). In conclusion, cisplatin therapy has been shown to induce high levels of lipid peroxidation in lung cancer patients and can be assessed from the 8-isoprostane marker in overnight urine, with or without urine volume correction.