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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Assessment of Bone Metastasis using Nuclear Medicine Imaging in Breast Cancer : Comparison between PET/CT and Bone Scan (유방암 환자에서 골전이에 대한 핵의학적 평가)

  • Cho, Dae-Hyoun;Ahn, Byeong-Cheol;Kang, Sung-Min;Seo, Ji-Hyoung;Bae, Jin-Ho;Lee, Sang-Woo;Jeong, Jin-Hyang;Yoo, Jeong-Soo;Park, Ho-Young;Lee, Jae-Tae
    • Nuclear Medicine and Molecular Imaging
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    • v.41 no.1
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    • pp.30-41
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    • 2007
  • Purpose: Bone metastasis in breast cancer patients are usually assessed by conventional Tc-99m methylene diphosphonate whole-body bone scan, which has a high sensitivity but a poor specificity. However, positron emission tomography with $^{18}F-2-deoxyglucose$ (FDG-PET) can offer superior spatial resolution and improved specificity. FDG-PET/CT can offer more information to assess bone metastasis than PET alone, by giving a anatomical information of non-enhanced CT image. We attempted to evaluate the usefulness of FDG-PET/CT for detecting bone metastasis in breast cancer and to compare FDG-PET/CT results with bone scan findings. Materials and Methods: The study group comprised 157 women patients (range: $28{\sim}78$ years old, $mean{\pm}SD=49.5{\pm}8.5$) with biopsy-proven breast cancer who underwent bone scan and FDG-PET/CT within 1 week interval. The final diagnosis of bone metastasis was established by histopathological findings, radiological correlation, or clinical follow-up. Bone scan was acquired over 4 hours after administration of 740 MBq Tc-99m MDP. Bone scan image was interpreted as normal, low, intermediate or high probability for osseous metastasis. FDG PET/CT was performed after 6 hours fasting. 370 MBq F-18 FDG was administered intravenously 1 hour before imaging. PET data was obtained by 3D mode and CT data, used as transmission correction database, was acquired during shallow respiration. PET images were evaluated by visual interpretation, and quantification of FDG accumulation in bone lesion was performed by maximal SUV(SUVmax) and relative SUV(SUVrel). Results: Six patients(4.4%) showed metastatic bone lesions. Four(66.6%) of 6 patients with osseous metastasis was detected by bone scan and all 6 patients(100%) were detected by PET/CT. A total of 135 bone lesions found on either FDG-PET or bone scan were consist of 108 osseous metastatic lesion and 27 benign bone lesions. Osseous metastatic lesion had higher SUVmax and SUVrel compared to benign bone lesion($4.79{\pm}3.32$ vs $1.45{\pm}0.44$, p=0.000, $3.08{\pm}2.85$ vs $0.30{\pm}0.43$, p=0.000). Among 108 osseous metastatic lesions, 76 lesions showed as abnormal uptake on bone scan, and 76 lesions also showed as increased FDG uptake on PET/CT scan. There was good agreement between FDG uptake and abnormal bone scan finding (Kendall tau-b : 0.689, p=0.000). Lesion showed increased bone tracer uptake had higher SUVmax and SUVrel compared to lesion showed no abnormal bone scan finding ($6.03{\pm}3.12$ vs $1.09{\pm}1.49$, p=0.000, $4.76{\pm}3.31$ vs $1.29{\pm}0.92$, p=0.000). The order of frequency of osseous metastatic site was vertebra, pelvis, rib, skull, sternum, scapula, femur, clavicle, and humerus. Metastatic lesion on skull had highest SUVmax and metastatic lesion on rib had highest SUVrel. Osteosclerotic metastatic lesion had lowest SUVmax and SUVrel. Conclusion: These results suggest that FDG-PET/CT is more sensitive to detect breast cancer patients with osseous metastasis. CT scan must be reviewed cautiously skeleton with bone window, because osteosclerotic metastatic lesion did not showed abnormal FDG accumulation frequently.

Modeling of Estimating Soil Moisture, Evapotranspiration and Yield of Chinese Cabbages from Meteorological Data at Different Growth Stages (기상자료(氣象資料)에 의(依)한 배추 생육시기별(生育時期別) 토양수분(土壤水分), 증발산량(蒸發散量) 및 수량(收量)의 추정모형(推定模型))

  • Im, Jeong-Nam;Yoo, Soon-Ho
    • Korean Journal of Soil Science and Fertilizer
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    • v.21 no.4
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    • pp.386-408
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    • 1988
  • A study was conducted to develop a model for estimating evapotranspiration and yield of Chinese cabbages from meteorological factors from 1981 to 1986 in Suweon, Korea. Lysimeters with water table maintained at 50cm depth were used to measure the potential evapotranspiration and the maximum evapotranspiration in situ. The actual evapotranspiration and the yield were measured in the field plots irrigated with different soil moisture regimes of -0.2, -0.5, and -1.0 bars, respectively. The soil water content throughout the profile was monitored by a neutron moisture depth gauge and the soil water potentials were measured using gypsum block and tensiometer. The fresh weight of Chinese cabbages at harvest was measured as yield. The data collected in situ were analyzed to obtain parameters related to modeling. The results were summarized as followings: 1. The 5-year mean of potential evapotranspiration (PET) gradually increased from 2.38 mm/day in early April to 3.98 mm/day in mid-June, and thereafter, decreased to 1.06 mm/day in mid-November. The estimated PET by Penman, Radiation or Blanney-Criddle methods were overestimated in comparison with the measured PET, while those by Pan-evaporation method were underestimated. The correlation between the estimated and the measured PET, however, showed high significance except for July and August by Blanney-Criddle method, which implied that the coefficients should be adjusted to the Korean conditions. 2. The meteorological factors which showed hgih correlation with the measured PET were temperature, vapour pressure deficit, sunshine hours, solar radiation and pan-evaporation. Several multiple regression equations using meteorological factors were formulated to estimate PET. The equation with pan-evaporation (Eo) was the simplest but highly accurate. PET = 0.712 + 0.705Eo 3. The crop coefficient of Chinese cabbages (Kc), the ratio of the maximum evapotranspiration (ETm) to PET, ranged from 0.5 to 0.7 at early growth stage and from 0.9 to 1.2 at mid and late growth stages. The regression equation with respect to the growth progress degree (G), ranging from 0.0 at transplanting day to 1.0 at the harvesting day, were: $$Kc=0.598+0.959G-0.501G^2$$ for spring cabbages $$Kc=0.402+1.887G-1.432G^2$$ for autumn cabbages 4. The soil factor (Kf), the ratio of the actual evapotranspiration to the maximum evapotranspiration, showed 1.0 when the available soil water fraction (f) was higher than a threshold value (fp) and decreased linearly with decreasing f below fp. The relationships were: Kf=1.0 for $$f{\geq}fp$$ Kf=a+bf for f$$I{\leq}Esm$$ Es = Esm for I > Esm 6. The model for estimating actual evapotranspiration (ETa) was based on the water balance neglecting capillary rise as: ETa=PET. Kc. Kf+Es 7. The model for estimating relative yield (Y/Ym) was selected among the regression equations with the measured ETa as: Y/Ym=a+bln(ETa) The coefficients and b were 0.07 and 0.73 for spring Chinese cabbages and 0.37 and 0.66 for autumn Chinese cabbages, respectively. 8. The estimated ETa and Y/Ym were compared with the measured values to verify the model established above. The estimated ETa showed disparities within 0.29mm/day for spring Chinese cabbages and 0.19mm/day for autumn Chinese cabbages. The average deviation of the estimated relative yield were 0.14 and 0.09, respectively. 9. The deviations between the estimated values by the model and the actual values obtained from three cropping field experiments after the completion of the model calibration were within reasonable confidence range. Therefore, this model was validated to be used in practical purpose.

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The Attitude of the Bereaved Family Attending a Bereavement Memorial Service (사별가족모임과 관련된 사별가족 태도 연구)

  • Jung, In-Soon;Shim, Byoung-Yong;Kim, Young-Seon;Lee, Ok-Kyung;Han, Sun-Ae;Shin, Ju-Hyun;Lee, Jong-Ku;Hwang, Su-Hyun;Ok, Jong-Sun;Kim, Hoon-Kyo
    • Journal of Hospice and Palliative Care
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    • v.8 no.2
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    • pp.143-151
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    • 2005
  • Purpose: Bereavement Memorial Service has been held every year by the hospice team at St. Vincent's Hospital for the purpose of supporting the bereaved family who feel grief and mourning. The purpose of this study is to find out the attitude of the bereaved attending at bereavement memorial service (BMS) and to find out the areas needing improvements to set up better memorial service. Methods: Hospice team sent invitation card to 180 families of patients who admitted and passed away at hospice ward Nov., 2003${\sim}$Oct., 2004. Among them 22 families attended the BMS meeting, which was held on 26th Nov., 2004. The researcher collected data from 22 families with 'Questionnaire' survey. Except identifying data and 2 dichotomy questions, we used open-ended questionnaire. 1 researcher conducted a telephone interview survey in 18 families who couldn't attend at BMS meeting. Results: The median age was 56 (range $16{\sim}19$) and there were 37 females and 3 males. They were patient's wife (22), mother (4), husband (5), daughter (4), mother-in-law (1), siblings (1), brothers wife (1). Duration after bereavement, $1{\sim}3$ months (17) was the highest frequency. 36 families agreed 'the dead experienced the death with dignity'. The reason of agreement to the death with dignity was 'the patient died in preparation' (16). 'the patient died in well-being condition spiritually' (9), 'the patient died in comfort physically (7). 4. persons thought the dead died with indignity. The bereaved defined 'the death with dignity' as follows: 'acceptance of death & death in spiritual well-being' (9), 'death in physical comfort condition' (7), 'the death in psycho-social well-being' (3), non-respondents (10). Most families (21) were still in difficulty to overcome bereavement grief. The answer regarding the method to overcome the difficulty was 'with spiritual sublimation' (13), 'with devotion of oneself in daily life' (10), 'with devotion to mourning as it is' (3). With regard to their attitude to invitation, 'having joy and thanks from hospice team' (21), 'grief' (4), 'suffering' (4). Toward the existence of hesitation about attendance at BMS meeting, the result as follows. Nonexistence of hesitation respondent (34), existence respondent (6), the reason for hesitation was various; 'the meeting reminds me of the suffering times', 'the meeting makes me to recall, and it will be likely to cry', and so on. The needs and feelings to memorial service meeting were various; 'it was meaningful time', 'it was good to recall about the dead', 'more meeting annually' and so on. In respect of the most difficulty after bereavement, in attendant family, 'depression' (10) was the highest frequency, whereas, in non-attendant family, the most difficult thing was 'financial problem/role difficulty (6). Conclusion: This study shows the rate of attendance was high in bereaved whose bereavement duration $1{\sim}3$ month. Most of bereaved were still suffering from bereavement grief within 1 year. Although most families didn't hesitate and felt positive mood to invitation, the rate of attendance was low. Comparing with two groups between attendant family and non-attendant, the latter felt more difficulty in 'financial problem/role difficulty, on the other hand, the former felt difficulty in 'depression'. Hereafter, the additional study about the factor relating to these attitude and needs of the bereaved relating to memorial service will be necessary.

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Estimation of Productivity for Quercus variabilis Stand by Forest Environmental Factors (삼림환경인자(森林環境因子)에 의한 굴참나무임분(林分)의 생산력추정(生産力推定))

  • Lee, Dong Sup;Chung, Young Gwan
    • Journal of Korean Society of Forest Science
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    • v.75 no.1
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    • pp.1-18
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    • 1986
  • This study was initiated to estimate productivity of Quercus variabilis stand. However the practical objective of this study was to provide some information to establish the basis of selecting the suitable site for Quercus variabilis. The productivity measured in terms of DBH, height, basal area and stem volume was hypothesized, respectively, to be a function of a group of factors. This study considered 32 factors, 20 of which were related to the forest environmental factors such as tree age, latitude, percent slope, etc. and the rest of which were related to soil factors such as soil moisture, total nitrogen, available $P_2O_5$, etc. The data on 4 productivity measurements of Quercus variabilis growth and related factors cited were collected from 99 sample plots in Kyeongbook and chungbook provinces. Some factors considered were, in nature, discrete variables and the others continuous variables. Each kind of factor was classified into 3 or 4 categories and total numbers of such categories were eventually amounted to 110. Then each category was treated as an independent variable. This is amounted to saying that individual variable was treated a dummy variable and assigned a value 1 or 0. However the first category of each factor was deleted from the normal equation for statistical consideration. First of all, each of 4 productivity measurements of Quercus variabilis growth was regressed and, at the same time, those 110 categories. Secondly, the partial correlation coefficients were measured between each pair of 4 productivity measurements and 32 individual foctors. Finally, the relative scores were estimated in order to derive the category ranges. The result of these statistical analyses could be summarized as follows: 1) Growth measurement in terms of height seems to be a more significant criterion for estimation of productivity of Quercus variabilis. 2) Productivity of forest on stocked land may better be estimated in terms of forest environmental factors, on the other hand, that of unstocked land may be estimated in terms of physio-chemical factors of soil. 3) The factors that a strongly positive relation to all growth factors of tree are age group, effective soil, soil moisture, etc. This implies that these factors might effectively be used for criteria for selecting the suitable site for Quercus variabilis. 4) Parent rock, latitude, total nitrogen, age group, effective soil depth, soil moisture, organic matter, etc., had more significant category range for tree growth. Therefore, the suitable site for Quercus variabilis may be selected, based on this information. In conclusion, the above results obtained by the multivariable analysis can be not only the important criteria for estimating the growth of Quercus variabilis but also the useful guidance for selecting the suitable sites and performing the rational of Quercus variabilis forest.

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Relation between the Heat Budget and the Cold Water in the Yellow Sea in Winter (동계의 열수지 황해냉수와의 관계)

  • Han, Young-Ho
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.14 no.1
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    • pp.1-14
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    • 1978
  • To study the fluctuation of cold water in the East China Sea in summer heat budget of the Yellow Sea in winter was analysed based on the oceanographic and meteorological data compiled from 1951 to 1974. The maintain value of insolation was observed in December($160{\sim}190ly/day$), while the maximum in February ($250{\sim}260ly/day$). The range of the annual variation was found to be less than 50 ly/day. The value of the radiation term ($Q_s-Q_r-Q_h$) was remarkably small (mean 20 ly/day) in winter. It was negative value in December and January, and a positive value in February. The minimum total heat exchange from the sea ($Q_({h+c}$) was found value (471 ly/day) in February 1962, and the maximum (882 ly/day) in January 1963. The annual total heat exchange was minimum (588 ly/day) in 1962, and maximum (716 ly/day) in 1968. If the average deviation of mean water temperature at 50m depth layer were assumed to be the horizontal index ($C_h$) of colder water, $C_h$ is $C_h=\frac{{\Sigma}\limit_i\;A_i\;T_i}{{\Sigma}\limit_i\;A_i}$ where $A_i$ denotes the area of isothermal region and $T_i$ the value of deviation from mean sea water temperature. The vertical index ($C_v$) of cold water can be expressed similarly. Consequently the total index (C) of cold water equals to the sum of the two components, i.e. $C=C_h$$C_v$. Taking the deviation of mean sea surface temperature(T'w) in the third ten-day of Novembers in the Yellow Sea as the value of the initial condition, the following expressions are deduced : $C-T'w=32.06 - 0.049$ $\;Q_T$ $C_h-T'w/2=12.20-0.019\;Q_T$ $C_v-T'w/2=18.07-0.027\;Q_T$ where $Q_T$ denotes the total heat exchange of the sea. The correlation coefficients of these regression equations were found to be greater than 0.9. Heat budget was 588 ly/day in winter, and minimum water temperature of cold water was $18^{\circ}C$ in summer of 1962. The isotherm of $23^{\circ}C$ extended narrowly to southward up to $29^{\circ}N$ in summer. However, heat budget was 716 ly/day, and minimum water temperature of cold water was $12^{\circ}C$ in summer of 1968. The isotherm of $23^{\circ}C$ extended widely to southward up to $28^{\circ}30'N$ in summer. As a result of the present study, it may be concluded that the fluctuation of cold water of the East China Sea in summer can be predicted by the calculation of heat budget of the Yellow Sea in winter.

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The Effects of Gastrodiae Rhizoma Powder on Plasma Lipid Profiles in the Elderly with Cardiovascular Disease (천마분말 복용이 심혈관계 질환 노인들의 혈중 지질 양상 변화에 미치는 영향)

  • Yang, Kyung-Mi
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.37 no.7
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    • pp.858-868
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    • 2008
  • This study was carried out to investigate the effects of Gastrodiae Rhizoma powder on plasma lipid profiles in elderly volunteers with hyperlipidemia, hypertension, diabetes or heart disease. 32 elderly people, 11 males and 21 females aged $60{\sim}77$ years, were given Gastrodiae Rhizoma powder 15 g twice daily for 6 months. We investigated the antheropometric data, general characteristics and dietary habit by using questionnaires. Fasting blood samples were collected from the subjects before and after this 6 months intervention study. Blood pressure, glucose, hemoglobin and lipid levels of plasma, atherogenic index (AI) and cardiac risk factors (CRF, LHR, HTR) were determined before and after consumption of Gastrodiae Rhizoma powder. The mean body mass index (BMI) of the male and female subjects were 22.4 and 23.6, respectively. The percent of ideal body weight (PIBW) of males and females were 105.6% and 122.3%, respectively. The subjects had decreased intake frequency of fish and meat in their dietary habit. After consumption of Gastrodiae Rhizoma powder, there were no significant differences in blood pressure; however, the blood glucose significantly decreased with Gastrodiae Rhizoma intake in the males. In the subjects, the levels of plasma total cholesterol, triglyceride, and LDL-cholesterol were decreased by the consumption of Gastrodiae Rhizoma powder; while the levels of plasma LDL-cholesterol was significantly decreased in female. Blood pressure and biochemical assessment (blood glucose, hemoglobin, triglyceride, total cholesterol, LDL and HDL-cholesterol) of the subjects were within the normal range. It was found that AI, CRF and LHR were significantly decreased by Gastrodiae Rhizoma intake. The present results indicate that dietary supplementation of Gastrodiae Rhizoma improved lipid metabolism and cardiac risk factor in cardiovascular disease.

Cardioprotective Effect of Calcium Preconditioning and Its Relation to Protein Kinase C in Isolated Perfused Rabbit Heart (적출관류 토끼 심장에서 칼슘 전처치에 의한 심근보호 효과와 Protein Kinase C와의 관계)

  • 김용한;손동섭;조대윤;양기민;김호덕
    • Journal of Chest Surgery
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    • v.32 no.7
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    • pp.603-612
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    • 1999
  • Background : It has been documented that brief repetitive periods of ischemia and reperfusion (ischemic preconditioning, IP) enhances the recovery of post-ischemic contractile function and reduces infarct size after a longer period of ischemia. Many mechanisms have been proposed to explain this process. Recent studies have suggested that transient increase in the intracellular calcium may have triggered the activation of protein kinase C(PKC); however, there are still many controversies. Accordingly, the author performed the present study to test the hypothesis that preconditioning with high concentration of calcium before sustained subsequent ischemia(calcium preconditioning) mimics IP by PKC activation. Material and Method : The isolated hearts from the New Zealand White rabbits(1.5∼2.0 kg body weight) Method: The isolated hearts from the New Zealand White rabbits(1.5∼2.0 kg body weight) were perfused with Tyrode solution by Langendorff technique. After stabilization of baseline hemodynamics, the hearts were subjected to 45-minute global ischemia followed by a 120-minute reperfusion with IP(IP group, n=13) or without IP(ischemic control, n=10). IP was induced by single episode of 5-minute global ischemia and 10-minute reperfusion. In the Ca2+ preconditioned group, perfusate containing 10(n=10) or 20 mM(n=11) CaCl2 was perfused for 10 minutes after 5-minute ischemia followed by a 45-minute global ischemia and a 120-minute reperfusion. Baseline PKC was measured after 50-minute perfusion without any treatment(n=5). Left ventricular function including developed pressure(LVDP), dP/dt, heart rate, left ventricular end-diastolic pressure(LVEDP) and coronary flow(CF) was measured. Myo car ial cytosolic and membrane PKC activities were measured by 32P-${\gamma}$-ATP incorporation into PKC-specific pepetide. The infarct size was determined using the TTC (tetrazolium salt) staining and planimetry. Data were analyzed using one-way analysis of variance(ANOVA) variance(ANOVA) and Tukey's post-hoc test. Result: IP increased the functional recovery including LVDP, dP/dt and CF(p<0.05) and lowered the ascending range of LVEDP(p<0.05); it also reduced the infarct size from 38% to 20%(p<0.05). In both of the Ca2+ preconditioned group, functional recovery was not significantly different in comparison with the ischemic control, however, the infarct size was reduced to 19∼23%(p<0.05). In comparison with the baseline(7.31 0.31 nmol/g tissue), the activities of the cytosolic PKC tended to decrease in both the IP and Ca2+ preconditioned groups, particularly in the 10 mM Ca2+ preconditioned group(4.19 0.39 nmol/g tissue, p<0.01); the activity of membrane PKC was significantly increased in both IP and 10 mM Ca2+ preconditioned group (p<0.05; 1.84 0.21, 4.00 0.14, and 4.02 0.70 nmol/g tissue in the baseline, IP, and 10 mM Ca2+ preconditioned group, respectively). However, the activity of both PKC fractions were not significantly different between the baseline and the ischemic control. Conclusion: These results indicate that in isolated Langendorff-perfused rabbit heart model, calcium preconditioning with high concentration of calcium does not improve post-ischemic functional recovery. However, it does have an effect of limiting(reducing) the infart size by ischemic preconditioning, and this cardioprotective effect, at least in part, may have resulted from the activation of PKC by calcium which acts as a messenger(or trigger) to activate membrane PKC.

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A Study on the Economical Nutrition Supplement of Cereal Food for Improvement in our National Eating Habits (국민식생활(國民食生活) 향상(向上)을 위(爲)한 곡류제품(穀類製品)의 경제적( 經濟的) 영향강화(營養强化)에 관(關)한 연구(硏究))

  • Ju, Jin-Soon;Yu, Jong-Yull;Kim, Sook-He;Lee, Ki-Yull;Han, In-Kyu
    • Journal of Nutrition and Health
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    • v.6 no.1
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    • pp.1-9
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    • 1973
  • I. Subject of the Study: Studies on the economical nutrition supplement of cereal foods for the improvement in our notional eating habits. II. Purpose and Importance of the Study: 1. Our nation is confronted with the situation that the rice, a principal food, short of some essential amino acids, lysine and threonine, leads to imbalanced meals insufficient in the nutrient of protein, to bring many difficulties in the elevation of our national physique. 2. The shortage of even the rice imperfect in the nutrient of protein makes the import of lots of foreign rice inevitable. It is considered that the protein supplement and decrease in the consumption amount, of rice, is a serious key to the solution of our food difficulty, and then a way of the proetin supplement of rice through the addition of essential amino acid is to be rarely applied in the view of the our present finance and situation. 3. In the present experiment, therefore, it aims to the suggestion of an aspect of the improvement in our national eating habits guiding in the nutrition elevation which our nation can afford economically through the development of first, a way of the protein supplement by the mixture of cereals producted plentifully in our country, and second, a way of the decrease in the consumption amount and the improvement in the nutrition of rice through the substitution of the other cereals for rice. III. Contents of Scope of the Study: 1. Objects of the study: Objects of the study are the following three items; a) The nutrition supplement of rice through the mixture of cereals. Our nation makes mainly rice as a principal food, but practically many kinds of cereal are produced in our country. They contain different levels and qualities of each nutrient and they are different from one another in the kinds of essential amino acid consisting protein. For that reason, the mutual complement efficeincy of insufficient nutrients is observed through the mixture of cereals. b) The nutrition supplement of rice through the addition of superior protein sources to rice, a principal food. The development of rice as superior foods in the sense of nutrition is conducted through the risement in protein quality by the addition of protein sources in good quality, for example, fish flour (anchovy flour), egg powder, milk powder, and so on, and through the supplement of vitamins and minerals. c) The decrease in the consumption amount of rice through the substitution of the other cereals for rice, as a principal food. The compensation for the short amount of rice is made by the reduction in the consumption of rice through the discovery of a way of substitution of the other cereals for rice, as a principal food and of the settlement of problems in nutrition and finance subsequent to this. 2. Contents of the study: a) An ideal mixture-ratio of cereals is established for rats by feeding mixed foods(rice-barely or rice-wheat) containing 5%, 15%, 25%, 35% and 45% level of either barely or wheat. b) The nutritive value is determined in the whole subsititution of other foods for rice, and then, a way of the complement of over and under nutrients is devised. c) The ideal combination is investigated for rats through feeding mixed foods of main food, rice and supplement foods of protein sources, soy bean, fish flour, egg powder and milk Powder. d) According to results from the above three experiments, the concise functional test for men and the examination of economical property are made. 3. Scope of the study: a) The observation of the effect of each diet on the growth rate for rats. The growth rate of rats was observed for 15 groups of mixed foods of a main food, rice, and wheat flour, barley powder or soy bean powder, respectively, and 12 groups of wheat flour diets supplemented with $1{\sim}3%$ milk powder, and rice or wheat flour diets supplemented with 5% of milk powder, egg powder, fish flour or soy bean powder, respectively. b) The determination of food consumption. The food consumption was determined at weekly intervals for 27 kinds of diet described in a) item. c) The determination of food efficiency rate. The food efficiency rate for each diet was determined by calculation from the gained body weight and the food consumption amount at the same intervals described in b) item. d) The determination of protein efficiency rate. The protein efficiency rate for each diet was determined by calculation form gained body weight and the protein amount of the food consumption amount at the same intervals described c) item. e) The determination of the body component. The hematocrite and hemoglobin levels in the blood, total nitrogen in the serum, blood sugar, and lipids and glycogen in the liver were determined. f) The observation of nitrogen balance. As a means of the observation of nitrogen balance, the total nitrogen in the urine was determined. g) The analysis of economical property. The economical property was analyzed as the gained body weight to the amount equivalent to one won through the conversion of the food consumption amount into money. h) The functional test for men. The concise functional test for men was made in order to establish if the best diet for experimental animals can be applied to men. IV. Results of the Study: The national food product plan, nationwide nutritive enlightment and the improvement activities in our country eating habits, especially, mixed and powder food problems are to be significantly referred, and the following results must be applied. a) In the mixed foods of cereals, the mixed food of the rice-barley containing $5{\sim}15%$ level of barley is best in terms of nutrition. b) The addition of superior protein sources, egg, Bilk, soy bean, or fish, respectively to either rice or wheat flour makes a great risement in the nutritive value. c) The animal protein is more effective in the elevation of nutritive value of cereals. d) Rice takes the most nutritive operation and has the highest preference, among rice, wheat flour and barley. e) Wheat flour is more economical than rice in evaluation of the gained body weight to the regular money, and the addition of fish or soy bean is more economical than that of any other supplement food. But the above results are true of the range of nutrition and economical property. f) The study on the nutrition composition and barley will lead to the improvement in our national eating habits as mixed food of the rice-barley containing $5{\sim}15%$ level of barley is more nutritive. g) This study on the nutrition only for the growing animal can not be considered as a perfect and entire evaluation. Consequently, the perfect data for our national nutrition can be obtained from the experiment similar to this for the much longer period examining, in details, the growth rate, change of physical strength, mental and bodily change, average life span, and resistance ability to infectious diseases.

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Study on PM10, PM2.5 Reduction Effects and Measurement Method of Vegetation Bio-Filters System in Multi-Use Facility (다중이용시설 내 식생바이오필터 시스템의 PM10, PM2.5 저감효과 및 측정방법에 대한 연구)

  • Kim, Tae-Han;Choi, Boo-Hun
    • Journal of the Korean Institute of Landscape Architecture
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    • v.48 no.5
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    • pp.80-88
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    • 2020
  • With the issuance of one-week fine dust emergency reduction measures in March 2019, the public's anxiety about fine dust is increasingly growing. In order to assess the application of air purifying plant-based bio-filters to public facilities, this study presented a method for measuring pollutant reduction effects by creating an indoor environment for continuous discharge of particle pollutants and conducted basic studies to verify whether indoor air quality has improved through the system. In this study conducted in a lecture room in spring, the background concentration was created by using mosquito repellent incense as a pollutant one hour before monitoring. Then, according to the schedule, the fine dust reduction capacity was monitored by irrigating for two hours and venting air for one hour. PM10, PM2.5, and temperature & humidity sensors were installed two meters front of the bio-filters, and velocity probes were installed at the center of the three air vents to conduct time-series monitoring. The average face velocity of three air vents set up in the bio-filter was 0.38±0.16 m/s. Total air-conditioning air volume was calculated at 776.89±320.16㎥/h by applying an air vent area of 0.29m×0.65m after deducing damper area. With the system in operation, average temperature and average relative humidity were maintained at 21.5-22.3℃, and 63.79-73.6%, respectively, which indicates that it satisfies temperature and humidity range of various conditions of preceding studies. When the effects of raising relatively humidity rapidly by operating system's air-conditioning function are used efficiently, it would be possible to reduce indoor fine dust and maintain appropriate relative humidity seasonally. Concentration of fine dust increased the same in all cycles before operating the bio-filter system. After operating the system, in cycle 1 blast section (C-1, β=-3.83, β=-2.45), particulate matters (PM10) were lowered by up to 28.8% or 560.3㎍/㎥ and fine particulate matters (PM2.5) were reduced by up to 28.0% or 350.0㎍/㎥. Then, the concentration of find dust (PM10, PM2.5) was reduced by up to 32.6% or 647.0㎍/㎥ and 32.4% or 401.3㎍/㎥ respectively through reduction in cycle 2 blast section (C-2, β=-5.50, β=-3.30) and up to 30.8% or 732.7㎍/㎥ and 31.0% or 459.3㎍/㎥ respectively through reduction in cycle 3 blast section (C-3, β=5.48, β=-3.51). By referring to standards and regulations related to the installation of vegetation bio-filters in public facilities, this study provided plans on how to set up objective performance evaluation environment. By doing so, it was possible to create monitoring infrastructure more objective than a regular lecture room environment and secure relatively reliable data.