• The Korean Journal of Applied Statistics
• /
• v.25 no.5
• /
• pp.757-773
• /
• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Journal of Physiology & Pathology in Korean Medicine
• /
• v.26 no.5
• /
• pp.665-671
• /
• 2012

The purpose of this study is to examine the effect of Vigna angularis ethanol extract (VA-E) on papain induced arthritis in C57BL/10 mice. The C57BL/10 mice were injected with papain and oral administration of Vigna angularis ethanol extract (VA-E) at different doses (100 and 200 mg/kg) once a day for 42 days and compared with untreated mice. Histological examination and the measurement of inflammatory cytokine release were performed. The results showed that comparing with untreated mice, the treatment with Vigna angularis ethanol extract (VA-E) decreased the pathological changes of knee joint tissue. The level of inflammatory cytokine secreted from the tissues, such as IL-$1{\beta}$ (interleukin-$1{\beta}$), IL-6 (interleukin-6), TNF-${\alpha}$ (Tumor Necrosis Factor-${\alpha}$), were decreased. These results were confirmed by the quantification of cartilage volume using micro CT scanning. Consequently, Vigna angularis ethanol extract (VA-E) has a therapeutic potential in inflammatory joint diseases such as osteoarthritis.

• Proceedings of the KIEE Conference
• /
• 1998.07a
• /
• pp.232-234
• /
• 1998

Race-track type superconducting coils are used for wiggler magnets of accelerators and field coils of superconducting generators(S.C.G) and so on. The shape is different from ordinary solenoidal type magnet, so the manufacturing situation and conditions become different and moreover according to these results the output characteristics of magnet also becomes different. In this paper we are dealing with race-track type coil design that is inserted into 30(kVA) S.C.G which will be manufactured before we make l(MVA) S.C.G plant. The design procedure is based on two dimensional electromagnetic analysis including laplace equations in cylindrical coordinate.

• Proceedings of the KIEE Conference
• /
• 1999.07a
• /
• pp.232-234
• /
• 1999

A 30kVA superconducting generator (S.G.) has been designed, developed and successfully tested in KERI before the end of last year. The design is based on 2-dimensional electromagnetic field analysis of cylindrical coordinate. The field winding of rotor has been wound with superconducting wire of Nb-Ti alloy and tested after assembled with other rotor components. The stator has air-gap type armature windings which allow higher terminal voltage and more sinusoidal voltage waveform than conventional iron cored machines. Steady-state open & short-circuit test and lamp load test have been conducted also. The results of tests are given in this paper and compared with design quantities. Moreover the cooling scheme and characteristics of test system is included.

• Proceedings of the KIEE Conference
• /
• 1999.07a
• /
• pp.229-231
• /
• 1999

For the first time in Korea, a 30kVA superconducting generator has been designed, developed and successfully tested recently. This is the forerunner of a 1MVA superconducting generator which is currently under development. The paper discusses the structure and manufacturing of a superconducting generator. Helium transfer coupling has 3 passages of the recovered Helium gas and a gas flow control system.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
• /
• v.15 no.1
• /
• pp.118-124
• /
• 2001

To guide the esti-on of electric d e d and energy saving, this proposed the Power Laaddensity, Elechic pwer consumption and the installed state of Power facility. For this purp~se, it wasconducted a questionnaire survey of the consumption-cattern of Electric power in 1W a p a r t t housings.As a 1-esult it is found that (i) the d m u m value of Power Load density is 7.70[~A/m"l, (ii) the avtragevalue of Power Load dens'||'&'||' is ~ . ~ A / mm' dl (iiijthe average load rate is Ed[%]. Also, the consumptionof electricity one year at tlie whole a m n t s of couniry is 14,0X[GWyearl, it was equivalent to 7[%1 ofthe total-consunmhon of electricity one year at the whole of co1mtnr. co1mtnr.

• Progress in Superconductivity and Cryogenics
• /
• v.10 no.1
• /
• pp.24-27
• /
• 2008

For the development of superconducting fault current limiters(SFCLs) having large current capacity, we fabricated an SFCL element that consists of Bi-2212 superconductor and Cu-Ni alloy tubes. First, Ag was plated on the surface of the Bi-2212 for the enhancement of soldering process. On the Ag-plated Bi-2212 tube, a Cu-Ni alloy tube was soldered using optimized solders and soldering conditions. The BSCCO/Cu-Ni composite was processed mechanically to have a helical shape for the improvement of the SFCL characteristics. The total current path of the SFCL element was 1330 mm long with 12 turns, and had critical current of 340 A at 77 K. Finally, we carried out the fault test using the fabricated SFCL element. It showed successful current limiting performance under the fault condition of 50 $V_{rms}$ and 5.5 kA. From the results, the rated voltage of the SFCL element was decided to be 0.4 V/cm, and the power capacity was 12 kVA at 77 K. The fabrication process of the SFCL and the fault test results will be presented.

• Proceedings of the KIEE Conference
• /
• 1998.07a
• /
• pp.85-87
• /
• 1998

In general, we apply the 2 dimensional method to analyze the characteristic of electric machinery. But it is very difficult to analyze the air-cored machine like as superconducting generator, because it have 3 dimensional flux distribution. In this paper, we compare the analysis r between 2D and 3D. 3D Finite Element Meth applied to the superconducting generator at n condition. And we studied the characteristic acc to the axial length of magnetic shield.

• Biomolecules & Therapeutics
• /
• v.6 no.4
• /
• pp.351-357
• /
• 1998

In order to understand the mechanism of the regulation of CYPIAI gene expression and ethoxy-resorufin deethylase (EROD) activity in ex vivo system, we have studied the action of TCDD and 3MC in theisolated perfused male rat liver. CYPIAI myNA level and EROD activity were measured in rat liver that wasisolated and perfused with va.ious chemicals such as 2,3,7,8-tet.achlorodibenzo-p-dioxin (TCDD), 3-methyl-cholanthrene (3MC), $17{\beta}$-est.adios ($E_2$), morin. TCDD or 3MC alone perfusion into male rat liver resulted in increase of CYPIAI mRNA level and the magnitude of stimulation was one and half times higher with TCDD treatment than 3MC treatment. However $E_2$ perfusion into male rat liver showed slight stimulation of CYPIAI mRNA level. When $10_{-8}$ M $E_2$ was perfused concomitantly with either $10_{-9}$ M TCDD or $10_{-9}$ M 3MC, stimulated CYPIAI mRNA by either TCDD or 3MC was inhibited. Morin was examined for its effects on CYPIAI mRNA level and result was similar to that was observed with estrogen except that morin alone did not change the level of CYPIAI mRNA. EROD activity was also stimulated with either TCDD or 3MC perfusion, and the magnitude of EROD stiumlation was similar to that of CYPIAI mRNA stimulation in response to TCDD or 3MC perfusion. This data is different from the data that we have obtained with female rat liver. Concomitant perfusion either $E_2$ or morin with TCDD or 3MC inhibited 3MC perFusion or TCDD perfusion stimulated EROD activity. These data confirm the hypothesis that TCDD and 3MC might act through the same mechanism of action on the regulation of CYPIAI gene expression in male rat liver.

• Preventive Nutrition and Food Science
• /
• v.2 no.1
• /
• pp.1-5
• /
• 1997

Solution Properties of polyelectrolytic biopolymers such as chitosen, pectin, alginate and etc. are significantly influenced by molecular weight and salt concentrations. The effect of NaCI concentration on the hydrodynamic properties of chitosan in dilute region was investigated for chitosans of varying molecular weight. Intrinsic vicosity([η]) of citosans with 5 different molecular weight was determined by glass capillary viscometer, and the viscosity average molecular weight was calculated using Mark-Houwink equation. Intrinsic viscosity decreased with increasing NaCI concentration for all chitosan samples, and it was proportional to the logarithmic NaCI concentration, i.e.,[η]∝log{TEX}$(C_{NaCl})^{$\alpha$}${/TEX}. Decreasing trend of[η] with NaCI concentration became more pronounced with increasing molecular weight. It was also found that the a values, indicating {TEX}$C_{NaCl}${/TEX} dependence of[η], were linearly correlated with the logarithmic molecular weight({TEX}$R^{2}${/TEX}=0.980). The chain stiffness parameters(B) were calculated by B=S./{TEX}$([η]_{0.1})^{1.32}${/TEX}, in which S was obtained from slope of [η] va {TEX}$I^{-1/2}${/TEX}. The B values of chitosan samples were determined to be 0.113~0071 with a average of 0.09.