• Title/Summary/Keyword: Derivative analysis

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Quantitative Analysis of Carbohydrate, Protein, and Oil Contents of Korean Foods Using Near-Infrared Reflectance Spectroscopy (근적외 분광분석법을 이용한 국내 유통 식품 함유 탄수화물, 단백질 및 지방의 정량 분석)

  • Song, Lee-Seul;Kim, Young-Hak;Kim, Gi-Ppeum;Ahn, Kyung-Geun;Hwang, Young-Sun;Kang, In-Kyu;Yoon, Sung-Won;Lee, Junsoo;Shin, Ki-Yong;Lee, Woo-Young;Cho, Young Sook;Choung, Myoung-Gun
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.43 no.3
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    • pp.425-430
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    • 2014
  • Foods contain various nutrients such as carbohydrates, protein, oil, vitamins, and minerals. Among them, carbohydrates, protein, and oil are the main constituents of foods. Usually, these constituents are analyzed by the Kjeldahl and Soxhlet method and so on. However, these analytical methods are complex, costly, and time-consuming. Thus, this study aimed to rapidly and effectively analyze carbohydrate, protein, and oil contents with near-infrared reflectance spectroscopy (NIRS). A total of 517 food samples were measured within the wavelength range of 400 to 2,500 nm. Exactly 412 food calibration samples and 162 validation samples were used for NIRS equation development and validation, respectively. In the NIRS equation of carbohydrates, the most accurate equation was obtained under 1, 4, 5, 1 (1st derivative, 4 nm gap, 5 points smoothing, and 1 point second smoothing) math treatment conditions using the weighted MSC (multiplicative scatter correction) scatter correction method with MPLS (modified partial least square) regression. In the case of protein and oil, the best equation were obtained under 2, 5, 5, 3 and 1, 1, 1, 1 conditions, respectively, using standard MSC and standard normal variate only scatter correction methods with MPLS regression. Calibrations of these NIRS equations showed a very high coefficient of determination in calibration ($R^2$: carbohydrates, 0.971; protein, 0.974; oil, 0.937) and low standard error of calibration (carbohydrates, 4.066; protein, 1.080; oil, 1.890). Optimal equation conditions were applied to a validation set of 162 samples. Validation results of these NIRS equations showed a very high coefficient of determination in prediction ($r^2$: carbohydrates, 0.987; protein, 0.970; oil, 0.947) and low standard error of prediction (carbohydrates, 2.515; protein, 1.144; oil, 1.370). Therefore, these NIRS equations can be applicable for determination of carbohydrates, proteins, and oil contents in various foods.

Clinical Efficacy of Erdosteine in Patients with Acute or Chronic Bronchitis -A Randomized, Double Blind, Comparative Study vs. Ambroxol- (급.만성 기관지염 환자에서 엘도스$^{(R)}$(Erdosteine)의 임상효과 -염산 암브록솔과의 무작위 이중맹검 비교시험-)

  • Kim, Seok-Chan;Lee, Sang-Hoak;Song, So-Hyang;Kim, Young-Kyoon;Moon, Hwa-Sik;Song, Jeong-Sup;Park, Sung-Hak
    • Tuberculosis and Respiratory Diseases
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    • v.44 no.6
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    • pp.1296-1307
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    • 1997
  • Background : Erdosteine is a thiol derivative developed for the treatement of chronic obstructive bronchitis, including acute infective exacerbation of chronic bronchitis. Erdosteine has mucomodulating and antioxidant properties and especially exhibits excellent gastrointestinal tolerability. Methods : The study was conducted as a prospective evaluation, with 2 comparative groups orally treated with erdosteine 300mg (bid.) or ambroxol 30mg (b.i.d.) for 7 days and the design of trial was double-blind. The treatments have been assigned randomly to patients (n=80) with acute or chronic bronchitis. The primary end-point used to determine efficacy in this study was subjective symptoms including expectorating frequence, expectoration volume, expectorating difficulty, expectoration viscosity, cough intensity and dyspnea. The secondary end-points of efficacy was the result of arterial blood gas analysis and pulmonary function test. Safety was evaluated with adverse drug reactions and laboratory tests monitoring. 61 patients was included in the efficacy analysis, due to the fact that 19 patients drop-out for different reasons. The obtained values have been analyzed with paired Hest., ANOVA test., multivariate $t^2$-test, repeated measures analysis of covariance, two sample t-test, loglinear-logit model analysis, Fisher's exact test. Results : 1) There was no significant difference on demographic data and vital signs between erdosteine and ambroxol treated groups. 2) The comparison between erdosteine and ambroxol treated groups showed no significant difference in improvement of each symptom in spite of the more favorable efficacy obtained with erdosteine. No difference on the contrary was observed for arterial blood gas analysis and pulmonary function test. 3) As safety is concerned, no clinical significant changes in laboratory test and symptom were induced in erdosteine and ambroxol treated group and two patients in ambroxol treated group drop-out for adverse reactions in symptom. 4) In the evaluation of final clinical efficacy, erdosteine improved more effectively patient's overall symptoms {very good effect (11/31), good effect (12/31), moderate effect (6/31), no effect (2/31), aggravation (0/31)} than ambroxol {very good effect (6/30), good effect (14/30), moderate effect (5/30), no effect (4/30), aggravation (2/30)}. And the probability of symptomatic improvement by erdosteine compared to ambroxol was 2.5 times. (p<0.05). Conclusion : This study showed that erdosteine was clinically effective and safe drug for treatment of acute and chronic bronchitis.

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An Examination of Knowledge Sourcing Strategies Effects on Corporate Performance in Small Enterprises (소규모 기업에 있어서 지식소싱 전략이 기업성과에 미치는 영향 고찰)

  • Choi, Byoung-Gu
    • Asia pacific journal of information systems
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    • v.18 no.4
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    • pp.57-81
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    • 2008
  • Knowledge is an essential strategic weapon for sustaining competitive advantage and is the key determinant for organizational growth. When knowledge is shared and disseminated throughout the organization, it increases an organization's value by providing the ability to respond to new and unusual situations. The growing importance of knowledge as a critical resource has forced executives to pay attention to their organizational knowledge. Organizations are increasingly undertaking knowledge management initiatives and making significant investments. Knowledge sourcing is considered as the first important step in effective knowledge management. Most firms continue to make an effort to realize the benefits of knowledge management by using various knowledge sources effectively. Appropriate knowledge sourcing strategies enable organizations to create, acquire, and access knowledge in a timely manner by reducing search and transfer costs, which result in better firm performance. In response, the knowledge management literature has devoted substantial attention to the analysis of knowledge sourcing strategies. Many studies have categorized knowledge sourcing strategies into intemal- and external-oriented. Internal-oriented sourcing strategy attempts to increase firm performance by integrating knowledge within the boundary of the firm. On the contrary, external-oriented strategy attempts to bring knowledge in from outside sources via either acquisition or imitation, and then to transfer that knowledge across to the organization. However, the extant literature on knowledge sourcing strategies focuses primarily on large organizations. Although many studies have clearly highlighted major differences between large and small firms and the need to adopt different strategies for different firm sizes, scant attention has been given to analyzing how knowledge sourcing strategies affect firm performance in small firms and what are the differences between small and large firms in the patterns of knowledge sourcing strategies adoption. This study attempts to advance the current literature by examining the impact of knowledge sourcing strategies on small firm performance from a holistic perspective. By drawing on knowledge based theory from organization science and complementarity theory from the economics literature, this paper is motivated by the following questions: (1) what are the adoption patterns of different knowledge sourcing strategies in small firms (i,e., what sourcing strategies should be adopted and which sourcing strategies work well together in small firms)?; and (2) what are the performance implications of these adoption patterns? In order to answer the questions, this study developed three hypotheses. First hypothesis based on knowledge based theory is that internal-oriented knowledge sourcing is positively associated with small firm performance. Second hypothesis developed on the basis of knowledge based theory is that external-oriented knowledge sourcing is positively associated with small firm performance. The third one based on complementarity theory is that pursuing both internal- and external-oriented knowledge sourcing simultaneously is negatively or less positively associated with small firm performance. As a sampling frame, 700 firms were identified from the Annual Corporation Report in Korea. Survey questionnaires were mailed to owners or executives who were most erudite about the firm s knowledge sourcing strategies and performance. A total of 188 companies replied, yielding a response rate of 26.8%. Due to incomplete data, 12 responses were eliminated, leaving 176 responses for the final analysis. Since all independent variables were measured using continuous variables, supermodularity function was used to test the hypotheses based on the cross partial derivative of payoff function. The results indicated no significant impact of internal-oriented sourcing strategies while positive impact of external-oriented sourcing strategy on small firm performance. This intriguing result could be explained on the basis of various resource and capital constraints of small firms. Small firms typically have restricted financial and human resources. They do not have enough assets to always develop knowledge internally. Another possible explanation is competency traps or core rigidities. Building up a knowledge base based on internal knowledge creates core competences, but at the same time, excessive internal focused knowledge exploration leads to behaviors blind to other knowledge. Interestingly, this study found that Internal- and external-oriented knowledge sourcing strategies had a substitutive relationship, which was inconsistent with previous studies that suggested complementary relationship between them. This result might be explained using organizational identification theory. Internal organizational members may perceive external knowledge as a threat, and tend to ignore knowledge from external sources because they prefer to maintain their own knowledge, legitimacy, and homogeneous attitudes. Therefore, integrating knowledge from internal and external sources might not be effective, resulting in failure of improvements of firm performance. Another possible explanation is small firms resource and capital constraints and lack of management expertise and absorptive capacity. Although the integration of different knowledge sources is critical, high levels of knowledge sourcing in many areas are quite expensive and so are often unrealistic for small enterprises. This study provides several implications for research as well as practice. First this study extends the existing knowledge by examining the substitutability (and complementarity) of knowledge sourcing strategies. Most prior studies have tended to investigate the independent effects of these strategies on performance without considering their combined impacts. Furthermore, this study tests complementarity based on the productivity approach that has been considered as a definitive test method for complementarity. Second, this study sheds new light on knowledge management research by identifying the relationship between knowledge sourcing strategies and small firm performance. Most current literature has insisted complementary relationship between knowledge sourcing strategies on the basis of data from large firms. Contrary to the conventional wisdom, this study identifies substitutive relationship between knowledge sourcing strategies using data from small firms. Third, implications for practice highlight that managers of small firms should focus on knowledge sourcing from external-oriented strategies. Moreover, adoption of both sourcing strategies simultaneousiy impedes small firm performance.

Isolation and Identification of a Photosensitizer from Pueraria thunbergiana Leaves that Induces Apoptosis in SK-HEP-1 Cells (P. thunbergiana 잎으로부터 SK-HEP-1세포에 대한 apoptosis를 유도하는 광과민성물질의 분리 및 구조동정)

  • Lee, Jun Young;Kim, Mi Kyeong;Ha, Jun Young;Kim, Yong Gyun;Hong, Chang Oh;Kim, So Young;Kim, Chung-Hwan;Kim, Keun Ki
    • Journal of Life Science
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    • v.24 no.3
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    • pp.242-251
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    • 2014
  • The objective of this study was to isolate a photosensitizer from Pueraria thunbergiana leaves that induces apoptosis in SK-HEP-1 cells. Column chromatography and thin layer chromatography were used to isolate active compounds from extracts of P. thunbergiana leaves. The structures of the isolated compounds were determined by 1D-NMR, 2D-NMR, and FAB-mass spectroscopy. A substance, named M4-3, was purified from the leaves of P. thunbergiana using various chromatography methods, and the absorbance of the substance was measured. The absorbance was highest at 410 nm, suggesting that the M4-3 substance was a different compound from chlorophyll a and b, which absorb at 410, 502, 533, and 607 nm. Further analyses revealed that the M4-3 compound was a $13^2$-hydoxy pheophorbide, a methyl ester with a molecular weight of 662. M4-3 was identified as a derivative compound of pheophorbide, with a structure that magnesium comes away from the porphyrin ring. The results of the analysis of the cytotoxicity of the M4-3 substance against the SK-HEP-1 cells revealed that it inhibited rates of cell growth by 40% and 80% at a concentration of 0.04 ${\mu}M$ and 0.08 ${\mu}M$, respectively. The M4-3 compound was found to be a photosensitizer for cytotoxicity because it was appeared only in light condition as examining activity in different irradiation conditions (light condition and nonlight condition) under the same concentration. Analysis of morphological changes in the cells following cell death induced by exposure to the M4-3 substance reveled representative phenomena of apoptosis (nuclear condensation, vesicle formation, and fragmentation of DNA). The induction of apoptosis was attributed to the compound's photodynamic activity.

Metabolizing analysis according to the sawdust media of Pleurotus ostreatus (산겨릅나무와 옻나무 톱밥배지에서 재배한 느타리버섯의 함유성분 분석)

  • Shin, Yu-Su;Yang, Bo-Hyun;Kang, Bo-Yeon;Kim, Hyun-Soo;Lee, Ji-Hyun;Hong, Yoon-Pyo;Lee, Sang-Won;Lee, Chan-Jung;Kim, Seung-Yoo
    • Journal of Mushroom
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    • v.9 no.4
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    • pp.194-197
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    • 2011
  • The transitivity of Chemical constituents by Pleurotus ostreatus cultivated in different raw sawdusts, which are Acer tegmentosum MAX, Rhus verniciflura, was investigated. The HPLC chromatography patterns on the chemical constituents of P. ostreatus showed the similar chromatography patterns in the different raw sawdusts and control sawdust. The unknown chemical constituents of P. ostreatus cultivated in the mixed medium added 10 %, 20% raw sawdusts, respectively, were increased. But the significance results in the mixed medium added 50% raw sawdusts were not showed. The chromatography patterns of mycelia grown in media added the 80% MeOH extracts of A. tegmentosum and R. verniciflura showed the similar patterns in comparison with control mycelia. In the results, the secondary metabolites of functional media were not degrade and changed to other derivatives compounds by P. ostreatus.

Estimation of Heritability and Genetic Parameter for Growth and Body Traits of Pig (종돈의 성장 및 체형 형질에 대한 유전력 및 유전모수 추정에 관한 연구)

  • Kang, Hyun-Sung;Nam, Ki-Chang;Kim, Kyung-Tai;Na, Chong-Sam;Seo, Kang-Seok
    • Journal of Animal Science and Technology
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    • v.54 no.2
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    • pp.83-87
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    • 2012
  • The purpose of this study was to estimate genetic parameters for productive traits in swine. Productive traits were considered on average daily gain (ADG), body height (BH) and body length (BL). Genetic analysis was consisted of 18,668 heads for productive traits which were based on on-farm performance tested from May, 2007 to Apr, 2011. For estimating genetic parameters on productive traits, single best model was fitted after finding source of variance on fixed and random effects and estimated with a multiple trait animal model by using DF-REML (Derivative-Free Restricted Maximum Likelihood). The estimated heritabilities of Duroc, Berkshire, Landrace and Yorkshire 0.22-0.58 for the average daily gain, 0.34-0.41 for the body height and 0.4-0.52 for the body length, respectively. Phenotypic correlations of average daily gain with body height and body length for the four breeds were 0.42-0.48, 0.53-0.58, 0.34-0.46 and 0.47-0.56, respectively. Phenotypic correlations of body height with body length were 0.41, 0.57, 0.52, 0.59, respectively. The estimated genetic correlation coefficients of average daily gain with body height and body length estimated for the four breeds were 0.34-0.47, 0.70-0.75, 0.17-0.38 and 0.50-0.53, respectively. The estimated genetic correlation coefficients of body height with body length were 0.57, 0.69, 0.61 and 0.71, respectively.

Development of molecular markers for varietal identification of Brassica juncea on the basis of the polymorphic sequence of ITS regions and MITE families (갓 (Brassica juncea) 품종구분을 위한 ITS 영역 및 MITE Family 정보를 이용한 분자표지 개발)

  • Yang, Kiwoung;Yi, Go-eun;Robin, Arif Hasan Khan;Jeong, Namhee;Lee, Yong-Hyuk;Park, Jongin;Kim, Hoyteak;Chung, Mi-Young;Nou, Ill-Sup
    • Horticultural Science & Technology
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    • v.34 no.2
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    • pp.305-313
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    • 2016
  • Brassica juncea (2n = 4x = 36, AABB genome, 1,068 Mb) is a U's triangle species and an amphidiploid derivative of B. rapa and B. nigra. Fifteen varieties were used to study the ITS (internal transcribed spacer) regions of ribosomal DNA and MITEs (miniature inverted-repeat transposable elements) with a view of developing specific molecular markers. ITSs and MITEs are an excellent resource for developing DNA markers for genomics and evolutionary studies because most of them are stably inherited and present in high copy numbers. The ITS (ITS1 and ITS2) sequence was compared with the consensus sequence of B. rapa and B. nigra. Variation in ITS1 created two separate groups among 15 varieties, with 10 varieties in one group and 5 in the other. Phylogenetic analysis revealed two major clusters for those 10 and 5 varieties. Among the 160 different MITE primers used to evaluate the selected 15 varieties of B. juncea, 70 were related to the Stowaway, 79 to the Tourist, 6 to the hAT, and 5 to the Mutator super-families of MITEs. Of 160 markers examined, 32 were found to be polymorphic when fifteen different varieties of B. juncea were evaluated. The variety 'Blackgat' was different from the other mustard varieties with respect to both phenotype and genotype. The diversity of 47 additional accessions could be verified using eight selected molecular markers derived from MITE family sequences. The polymorphic markers identified in this study can be used for varietal classification, variety protection, and other breeding purposes.

Detecting Phenology Using MODIS Vegetation Indices and Forest Type Map in South Korea (MODIS 식생지수와 임상도를 활용한 산림 식물계절 분석)

  • Lee, Bora;Kim, Eunsook;Lee, Jisun;Chung, Jae-Min;Lim, Jong-Hwan
    • Korean Journal of Remote Sensing
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    • v.34 no.2_1
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    • pp.267-282
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    • 2018
  • Despite the continuous development of phenology detection studies using satellite imagery, verification through comparison with the field observed data is insufficient. Especially, in the case of Korean forests patching in various forms, it is difficult to estimate the start of season (SOS) by using only satellite images due to resolution difference. To improve the accuracy of vegetation phenology estimation, this study reconstructed the large scaled forest type map (1:5,000) with MODIS pixel resolution and produced time series vegetation phenology curves from Normalized Difference Vegetation Index (NDVI) and Enhanced Vegetation Index (EVI) derived from MODIS images. Based on the field observed data, extraction methods for the vegetation indices and SOS for Korean forests were compared and evaluated. We also analyzed the correlation between the composition ratio of forest types in each pixel and phenology extraction from the vegetation indices. When we compared NDVI and EVI with the field observed SOS data from the Korea National Arboretum, EVI was more accurate for Korean forests, and the first derivative was most suitable for extracting SOS in the phenology curve from the vegetation index. When the eight pixels neighboring the pixels of 7 broadleaved trees with field SOS data (center pixel) were compared to field SOS, the forest types of the best pixels with the highest correlation with the field data were deciduous forest by 67.9%, coniferous forest by 14.3%, and mixed forest by 7.7%, and the mean coefficient of determination ($R^2$) was 0.64. The average national SOS extracted from MODIS EVI were DOY 112.9 in 2014 at the earliest and DOY 129.1 in 2010 at the latest, which is about 0.16 days faster since 2003. In future research, it is necessary to expand the analysis of deciduous and mixed forests' SOS into the extraction of coniferous forest's SOS in order to understand the various climate and geomorphic factors. As such, comprehensive study should be carried out considering the diversity of forest ecosystems in Korea.

A Study on the Semiotic Discourse of Color Expression in Impressionism Paintings -Focus on Works of Impressionism - (인상주의 회화에서 색채 표현의 기호적 담론 연구 -인상주의 작품 분석을 중심으로 -)

  • Ryu, Joo-Hyun
    • Cartoon and Animation Studies
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    • s.40
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    • pp.521-549
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    • 2015
  • We recognize all objects by seeing. However, we are not sure that the things we see through our eyes are their essence. Here comes my question: What does it mean that humans see and recognize things? The things we see are images and so I consider recognizing an object as semiosis via our visual sensation and brain. That is because objects are defined not by their essence but as symbols we recognize. In the era of post-modernism art is a voluntary creative activity that creates a kind of spiritual value and plays an important role for appreciators who realize the fact to enjoy the life value. This paper focused on the art putting aesthetic value on humans' recognition and explored works of art in a visually perceptible way through semiosis. That is because art, an act of creating things, is symbolic and closely linked to semiotic system. Furthermore, derivative visual signs can be considered to be in line with the viewers' visual perception. If we interpreted by recognizing the works of art along with symbol, we can enjoy the works in depth through recognizing their color or shape. Therefore, I intended to discourse on color perception focusing on colors in order to analyze the relationship between art and symbol in the process of recognizing works of art. This paper looked into background of color recognition, status of colors and ways of expression for impressionist who painted with various colors and examined colors as a sensory language. In the process of interpreting art works by communication between the artist and viewers, the role of color is considered as visual symbol through the artist's experience, consciousness, emotions, and their senses. It can be interpreted the visual language through signification of the symbols when the colors are formed in works of art as a recognizable space. Therefore we expect to study in the Visual arts to be the colors symbolic analysis is extended to more effective communication tool.