• Title/Summary/Keyword: Cumulative Risk

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Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping (해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교)

  • Jung, Deuk-Kyo;Lee, Se-Hun;Kang, Jae-Mo
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.5
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    • pp.697-703
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    • 2022
  • Due to the recent economic downturn caused by Covid-19 and the unstable international situation, many investors are choosing the derivatives market as a means of investment. However, the derivatives market has a greater risk than the stock market, and research on the market of market participants is insufficient. Recently, with the development of artificial intelligence, machine learning has been widely used in the derivatives market. In this paper, reinforcement learning, one of the machine learning techniques, is applied to analyze the scalping technique that trades futures in minutes. The data set consists of 21 attributes using the closing price, moving average line, and Bollinger band indicators of 1 minute and 3 minute data for 6 months by selecting 4 products among futures products traded at trading firm. In the experiment, DNN artificial neural network model and three reinforcement learning algorithms, namely, DQN (Deep Q-Network), A2C (Advantage Actor Critic), and A3C (Asynchronous A2C) were used, and they were trained and verified through learning data set and test data set. For scalping, the agent chooses one of the actions of buying and selling, and the ratio of the portfolio value according to the action result is rewarded. Experiment results show that the energy sector products such as Heating Oil and Crude Oil yield relatively high cumulative returns compared to the index sector products such as Mini Russell 2000 and Hang Seng Index.

A 10-year retrospective study on the risk factors affecting the success rate of internal connection implants after prosthetic restoration (내부연결 임플란트의 보철 수복 후 성공률에 미치는 위험요소에 관한 10년간의 후향적 연구)

  • Seoin Lee;Min-Jeong Kim
    • The Journal of Korean Academy of Prosthodontics
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    • v.61 no.2
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    • pp.113-124
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    • 2023
  • Purpose. The purpose of this study is to help increase the success rate by analyzing the types and characteristics of implant prosthesis and the survival rate. Materials and methods. Among implants placed between 2011 and 2020 at Sanbon Dental Hospital, College of Dentistry, Wonkwang University, a case restored by a prosthetic surgeon was investigated for the characteristics and correlation of failure. The causes of failure were classified as failure of osseointegration, peri-implantitis, fixture fracture, abutment fracture, screw fracture, screw loosening, prosthesis fracture, and loss of prosthesis retention. Prosthetic method, cantilever presence, placement location, etc. were analyzed for their correlation with implant failure. Results analysis was derived through Chi-square test and Kaplan-Meier survival analysis using SPSS ver 25.0 (IBM, Chicago, IL, USA). Results. A total of 2587 implants were placed, of which 1141 implants were restored with Single Crown and 1446 implants with Fixed Partial Denture, and the cumulative survival rate was 88.1%. The success rate of SC was 86.2% (984) and the success rate of FPD was 89.6% (1295), showing statistically significant differences, among which factors that had significant differences were abutment fracture, screw fracture, and screw loosening (P < .05). Conclusion. As a result of the 10-year follow-up, more failures occurred due to biomechanical factors than biological factors. Further studies on the success of implants will be needed in the future.

Radiofrequency Ablation of Hepatocellular Carcinoma (≤ 5 cm) with Saline-Perfused Electrodes: Factors Affecting Local Tumor Progression (5 cm 이하의 간암에서 식염수 주입방식 전극을 이용한 고주파 소작술: 국소 재발에 영향을 미치는 인자)

  • Dong Ho Kim;Dong Jin Chung;Se Hyun Cho;Joon-Yeol Han
    • Journal of the Korean Society of Radiology
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    • v.81 no.3
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    • pp.620-631
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    • 2020
  • Purpose We aimed to assess local tumor progression (LTP) rate and associated prognostic factors in 92 patients who underwent radiofrequency ablation (RFA) using saline-perfused electrodes to treat hepatocellular carcinoma (HCC) (≤ 5 cm). Materials and Methods Total 92 patients with 148 HCCs were treated with RFA using saline-perfused electrodes, from 2009 to 2015. We retrospectively evaluated technical success, technique efficacy, and LTP rates. Potential prognostic factors for LTP were perivascular tumor, subphrenic tumor, artificial ascites, tumor size (≥ 2 cm), and previous treatment of transarterial chemoembolization. Analysis was performed by lesion, rather than by person. Results During follow-up period from 1 to 97.4 months, total cumulative LTP rates were 7.9%, 11.4%, and 14.6% at 1, 3, and 5 years, respectively. These values were significantly higher in the perivascular (35.1%; p = 0.009) and subphrenic group (38.9%; p = 0.002) at 5-year. We did not observe any significant difference in LTP according to other prognostic factors (p > 0.05). Conclusion RFA with saline-perfused electrode is a safe and effective treatment modality for HCC (≤ 5 cm), with lower LTP rates. Nevertheless, perivascular and subphrenic HCCs demonstrated higher LTP rate than other sites. It is imperative to note that perivascular and subphrenic location of HCC are associated with a high risk of local recurrence, despite the use of saline-perfused electrodes.

Risk Factors for Hearing Loss in Very Low Birth Weight Infants: Results of Hearing Test in Infants <1,500 g (극소 저체중 출생아에서 청력 손상에 영향을 미치는 요인: 1,500 g미만의 청력 검사 결과)

  • Sung, Min-Jung;Han, Young-Mi;Park, Kyung-Hee;Lee, Il-Woo;Byun, Shin-Yun
    • Neonatal Medicine
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    • v.18 no.2
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    • pp.328-336
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    • 2011
  • Purpose: An association between very low birth weight infants(VLBWI) and hearing loss has long been recognized. Early identification and intervention for hearing loss benefits language and speech/cognitive development. We investigated the risk factors and clinical outcomes of hearing loss among VLBWI. Methods: We analyzed the results of auditory brainstem response (ABR) testing of VLBWI. These infants were admitted to the neonatal intensive care unit (NICU) of Pusan National University Yangsan Hospital between December 2008 and February 2011. A follow-up was conducted subsequently. Results: ABR evaluations were performed on 65 infants, and 31 showed abnormal results (47.7%). Among the 31 infants, 10 were classified with moderate/severe/profound hearing loss (15.4%). The infants with abnormal ABR had a higher incidence of low birth weight, prolonged ventilator care, cumulative dose of furosemide, and the lowest $PaO_2$ (P<0.05). Those with moderate/severe/profound hearing loss had a higher incidence of low Apgar scores at 5 minutes (odds ratio[OR],0.34; 95% confidence interval[CI],0.13-0.89), prolonged ventilator care (OR,1.06; 95% CI,1.01-1.12), and mild hearing loss compared to those without profound hearing loss. Follow-up evaluations on eight infants with ABR reveled improvements 5.6${\pm}$3.9 months later. One infant, who had profound hearing loss in both ears, used a hearing aid. Conclusion: Factors influencing hearing loss at the first VLBWI hearing screening test included lower Apgar scores at 5 min and prolonged use of a ventilator. Most VLBWI with hearing losses were expected to recover after several months of follow-up.

Prediction of the risk of skin cancer caused by UVB radiation exposure using a method of meta-analysis (Meta-analysis를 이용한 UVB 조사량에 따른 피부암 발생 위해도의 예측 연구)

  • Shin, D.C.;Lee, J.T.;Yang, J.Y.
    • Journal of Preventive Medicine and Public Health
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    • v.31 no.1 s.60
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    • pp.91-103
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    • 1998
  • Under experimental conditions, UVB radiation, a type of ultra violet radiation, has shown to .elate with the occurrence of skin erythema (sun-burn) in human and skin cancer in experimental animal. Cumulative exposure to UVB is also believed to be at least partly responsible for the 'aging' process of the skin in human. It has also been observed to have an effect of altering DNA (deoxyribonucleic acid). UVB radiation is both an initiator and a promoter of non-melanoma skin cancer. Meta-analysis is a new discipline that critically reviews and statistically combines the results of previous researches. A recent review of meta-analysis in the field of public health emphasized its growing importance. Using a meta-analysis in this study, we explored more reliable dose-response relationships between UVB radiation and skin cancer incidence. We estimated skin cancer incidence using measured UVB radiation dose at a local area of Seoul (Shin chou-dong). The studies showing the dose-response relationships between UVB radiation and non-melanoma skin cancer incidence were searched and selected for a meta-analysis. The data for 7 reported epidemiological studies of three counties (USA, England, Australia) were pooled to estimated the risk. We estimated rate of incidence change of skin cancer using pooled data by meta-analysis method, and exponential and power models. Using either model, the regression coefficients for UVB did not differ significantly by gender and age. In each analysis of variance, non-melanoma skin cancer incidence after removing the gender and age and UVB effects was significant (p>0.01). The coefficients for UVB dose were estimated $2.07\times10^{-6}$ by the exponential model and 2.49 by the power model. At a local area of Seoul (Shinchon-Dong), BAF value were estimated 1.90 and 2.51 by the exponential and power model, respectively. The estimated BAP value were increased statistical power than that of primary studies that using a meta-analysis method.

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Spontaneous Resolution Rate and Predictive Factors of Resolution in Children with Primary Vesicoureteral Reflux (소아에서 일차성 방광요관역류의 자연소실율 및 관련 인자)

  • Kang, Eun-Young;Kim, Min-Sun;Kwon, Keun-Sang;Park, Eun-Hye;Lee, Dae-Yeol
    • Childhood Kidney Diseases
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    • v.11 no.1
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    • pp.74-82
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    • 2007
  • Purpose : To analyze the clinical characteristics, spontaneous resolution rate and predictive factors of resolution in children with primary vesicoureteral reflux(VUR). Methods : Between October 1991 and July 2003, 149 children diagnosed with primary VUR at Chonbuk National University Hospital were reviewed retrospectively. All of the patients were maintained on low-dose antibiotic prophylaxis and underwent radionuclide cystograms at 1 year intervals over 3 years after the initial diagnosis of VUR by voiding cystourethrogram was made. Results : The median time to resolution of VUR was 24 months and the total 3 year-cumulative resolution rate of VUR was 61.7%. The following variables were associated with resolution of VUR according to univariate analysis-; age<1 year, male gender, mild grade of reflux, unilateral reflux, congenital hydronephrosis as clinical presentation at time of diagnosis of VUR, absence of focal defects in the renal scan at diagnosis, absence of recurrent UTI, renal scars and small kidney during follow-up. After adjustment by Cox regression model, five variables remained as independent predictors of VUR resolution; age<1 yew, relative risk 1.77(P<0.05), VUR grade I+II 2.98(P<0.05), absence of renal scars 2.23(P<0.05), and absence of small kidney 5.20(P<0.01) during follow-up. Conclusion : In this study, spontaneous resolution rate of VUR, even high grade reflux, is high in infants during medical management, and it was related to age, reflux grade at diagnosis, absence of renal scars and small kidney during follow-up. Therefore early surgical intervention should be avoided and reserved for the selected groups.

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Lecompte Procedure in Complex Congenital Heart Diseases (선천성 복잡 심기형에서의 Lecompte 술식의 유용성 및 임상적용에 관한 연구)

  • Kim, Yong-Jin;Kim, Kyung-Hwan;Lee, Suk-Jae;Song, Hyun;Oh, Sam-Se;Lee, Jeong-Ryul;Rho, Joon-Ryang;Suh, Kyung-Phill
    • Journal of Chest Surgery
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    • v.31 no.7
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    • pp.660-667
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    • 1998
  • Background: This study is to evaluate the effectiveness and application of Lecompte procedure as a treatment for various complex cardiac anomalies with pulmonary outflow tract obstruction. Methods: Between July 1988 and December 1997, 44 patients underwent Lecompte procedure in Seoul National University Children's Hospital. The male to female ratio was 24 to 20 and the mean age was 29.2 months(range, 3 to 83). Of these patients, 28(63.6%) had transposition of great arteries with ventricular septal defect and pulmonary stenosis(or pulmonary atresia), 14(31.8%) had double outlet right ventricle with pulmonary stenosis(or pulmonary atresia), and so on. The principles of the technique are 1) extension of the ventricular septal defect or conal resection, 2) construction of a intracardiac tunnel connecting the left ventricle to the aorta, and 3) direct connection, without a prosthetic conduit, of the pulmonary trunk to the right ventricle. Results: There were 3 in-hospital deaths and their causes were sustained hypoxia, myocardial failure, and sepsis, respectively. There was 1 late death due to sepsis. Reoperations were performed in 6 patients who had pulmonary outflow tract obstructions(4 cases), residual muscular ventricular septal defect(1 case), and recurrent septic vegetation(1 case). The cumulative survival rates by the Kaplan-Meier method were 92.7%, 92.7%, and 92.7% at 1, 2, and over 4 years. The reoperation free survival rates were 92.7%, 92.7%, and 70.2% at 1, 3, and over 5 years. Among the risk factors for the operative death, aortic cross clamping time had statistical significance(p<0.05) and all the risk factors for the recurrent pulmonary stenosis such as age, pulmonary artery index, and materials used for the pulmonary outflow tract reconstruction had no statistical significance(p>0.05). Conclusions: Our review suggests that Lecompte procedure is an effective treatment modality for various complex cardiac anomalies with pulmonary outflow tract obstruction. Repair in early age is possible and the rates of mortality and morbidity are also acceptable.

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Surgical Experience of Aortic Root Replacement (대동맥근부치환술의 임상경험)

  • Kim, Hyun-jo;Ahn, Hyuk
    • Journal of Chest Surgery
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    • v.30 no.12
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    • pp.1197-1204
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    • 1997
  • Between April 1981 and June 1996, 65 patients had aortic root replacement at our institution. Disease entities were pure aortic annuloectasia in 31 patients(47.7%), Stanford type A aortic dissection with annuloectasia in 8(43.1%), atherosclerotic aneurysm with aortic regurgitation in 4(6.2%), and paravalvular leakage after aortic valve replacement in 2(3.1 %). 34 patients(52.3%) had the clinical stigmata of the Marfan syndrome. The operative procedures were Bentall operation in 61 patients(93.8%); 3 of conventional procedure and 58 of Cabrol's modification, aortic valve-sparing operation in 2(3.1 %), and root replacement with homograft in 2(3.1%). Hospital deaths occurred in 3 patients(4.8%) because of uncontrolled bleeding(1) and bypass weaning failure due to low cardiac output(2), and all had emergency operation with Cabrol's procedure. Postoperative complications developed in 19(29.2%) patients and most of them were transient. Surviving 62 patients have been followed up to cumulative total 315.0 patient-years(mean 60.2 $\pm$42.4 months). Late deaths occurred in 7 patients(11.3%), aneurysmal changes of remaining aorta were detected in 12 patients(19.4%). Actuarial survival rate at 10 years was 72.0 $\pm$ 9.7%, and the subsequent aortic operation-free rate at 10 years was 68.0$\pm$ 8.9% In a multivariate analysis, Marfan syndrome, emergency operation, preoperative dissection, combined arch replacement, and total circulatory arrest emerged as significant risk factors for hospital death or subsequent aortic operation. Over 60 years of age was the only risk factor for late death. Our 16 years'cummulative experience shows that aortic root replacement, mainly by means of Cabrol's procedure, can be applied successfully to variety of aortic root disease. However, long-term follow up will be needed to determine the late result of aortic valve-saving operation and root replacement with homograft. When dissection is present or the distal native aorta is diseased in'Marfan patients, close follow-up is necessary because of the subsequent aneurysmal change of remaining aorta.

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Therapeutic Efficacy of Alendronate for Glucocorticoid Induced Metabolic Bone Disease in Children with Nephrotic Syndrome (신증후군 환아에서 스테로이드 유발 대사성 골질환에 대한 Alendronate의 치료 효과)

  • Lee Ji-Eun;Lee Hyun-Ok;Paik Kyung-Hoon;Lee Suk-Hyang;Jin Dong-Kyu
    • Childhood Kidney Diseases
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    • v.8 no.1
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    • pp.33-42
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    • 2004
  • Purpose : Children with nephrotic syndrome(NS) are under high risk for metabolic bone disease(MBD) as a complication of long-term glucocorticoid therapy. We prospectively evaluated the effect of oral bisphosphonate(alendronate) therapy in children with NS, which has proven efficacy in adult patients with glucocorticoid induced MBD. Methods : Among 58 children with NS, aged 5 to 8 years and haying a disease duration of more than 2 years, 30(51.7%) were enrolled to meet the selection criteria, less than -1.0 Z-scores of lumbar spine bone mineral density(BMD) by dual energy X-ray absorptiometry (DEXA). These 30 children were divided into three groups and each were assigned to receive alendronate, calcitriol, and no-medication, respectively for one year. Lumbar spine BMD was followed up every 6 months and the biochemical indexes were measured before and 1 year after the treatment. There were no significant difference among groups with respect to the average age, the initial BMD, and the cumulative steroid doses. Analysis of the treatment efficacy was done by the % change of BMD and by the changes in Z-scores of lumbar spine BMD. Results : Mean age and disease duration of patients at the initial lumbar spine BMD evaluation was $7.4{\pm}1.7$ years and $2.2{\pm}1.2$ years, respectively. Twenty-three of 30 children(76%) had osteopenia, and seven(23%) had osteoporosis. There was no difference in the biochemical values among the groups, before and 1 year after the treatment(P<0.05). Twenty two children(73.3%) with frequent relapsing or steroid dependant NS had more frequent MBD, compared to the 8 children(26.6%) with infrequent relapsing NS. The one year % changes of BMD were 8.56 in alendronate group, 5.79 in calcitriol group, and 1.9 in no-medication group. The changes in Z-score of lumbar spine BMD increased in the alendronate group and the calcitriol group, but not in the no-medication group. One year % changes of BMD were different among groups(P=0.0002). Significant differences were found between the alendronate and the no-medication group, and between the calcitriol and the no-medication group(P<0.05). There was no difference between the alendronate and the calcitriol group. No serious adverse effect was observed in the alendronate group. Conclusion : Children with NS receiving high dose steroids are under the high risk of BMD and should undergo regular BMD evaluation. Z-score of lumbar spine BMD was a useful parameter in diagnosing low bone mass in children. Alendronate weekly oral therapy was effective and relatively safe in increasing the lumbar spine BMD in children with NS having steroid induced MBD.

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Postoperative Radiotherapy in the Treatment of Soft Tissue Sarcomas (연조직육종에서의 수술후 방사선치료)

  • Kim, Won-Dong;Oh, Do-Hoon;Ha, Sung-Whan
    • Radiation Oncology Journal
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    • v.13 no.1
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    • pp.69-78
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    • 1995
  • Seventy four patients with soft tissue sarcomas treated by postoperative radiotherapy in the Department of Therapeutic Radiology, Seoul National University Hospital between August 1979 and September 1990 were analyzed. The follow-up Period ranged from 3 to 145 months with a median of 51 months. Liposarcoma and malignant fibrous histiocytoma(MFH) constituted $54\%$ of the cases and the histologic grades of tumors are as follows: grade I, 23 cases; grade II, 17 cases; grade III, 24 cases: unknown grade, 10 cases. The patients were treated by marginal(17 cases), wide(55 cases) or compartmental(2 cases) excision followed by Postoperative radiotherapy. The total radiation doses were 4200-8820 cGy (median 6000 cGy), 180-200 cGy daily. 5 times per week. Of 74 Patients, 35 ultimately failed. The local control was $62.2\%$ at 5 years and cumulative risk of distant metastasis was $22,3\%$ at 5 years. The overall survival and disease free survival were $72.3\%$, and $53.3\%$ at 5 years, respectively. Survival after appearance of metastasis was $15.1\%$ at 3 years. Patients with liposarcoma experienced better local control than those with other histologic type and tumor grade and surgical resection margin significantly correlated with local recurrence, distant metastasis and overall survival on univariate analysis. In conclusion, re-excision is needed for patients with positive surgical resection margin to improve local control and further therapeutic measures using effective chemotherapy should be explored in the hope of improving overall survival.

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