• Title/Summary/Keyword: GBP1

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Evaluation of interest rate-linked DLSs

  • Kim, Manduk;Song, Seongjoo
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.85-101
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    • 2022
  • Derivative-linked securities (DLS) is a type of derivatives that offer an agreed return when the underlying asset price moves within a specified range by the maturity date. The underlying assets of DLS are diverse such as interest rates, exchange rates, crude oil, or gold. A German 10-year bond rate-linked DLS and a USD-GBP CMS rate-linked DLS have recently become a social issue in Korea due to a huge loss to investors. In this regard, this paper accounts for the payoff structure of these products and evaluates their prices and fair coupon rates as well as risk measures such as Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR). We would like to examine how risky these products were and whether or not their coupon rates were appropriate. We use Hull-White Model as the stochastic model for the underlying assets and Monte Carlo (MC) methods to obtain numerical results. The no-arbitrage prices of the German 10-year bond rate-linked DLS and the USD-GBP CMS rate-linked DLS at the center of the social issue turned out to be 0.9662% and 0.9355% of the original investment, respectively. Considering that Korea government bond rate for 2018 is about 2%, these values are quite low. The fair coupon rates that make the prices of DLS equal to the original investment are computed as 4.76% for the German 10-year bond rate-linked DLS and 7% for the USD-GBP CMS rate-linked DLS. Their actual coupon rates were 1.4% and 3.5%. The 95% VaR and TVaR of the loss for German 10-year bond rate-linked DLS are 37.30% and 64.45%, and those of the loss for USD-GBP CMS rate-linked DLS are 73.98% and 87.43% of the initial investment. Summing up the numerical results obtained, we could see that the DLS products of our interest were indeed quite unfavorable to individual investors.

Evaluating Usefulness of Deep Learning Based Left Ventricle Segmentation in Cardiac Gated Blood Pool Scan (게이트심장혈액풀검사에서 딥러닝 기반 좌심실 영역 분할방법의 유용성 평가)

  • Oh, Joo-Young;Jeong, Eui-Hwan;Lee, Joo-Young;Park, Hoon-Hee
    • Journal of radiological science and technology
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    • v.45 no.2
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    • pp.151-158
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    • 2022
  • The Cardiac Gated Blood Pool (GBP) scintigram, a nuclear medicine imaging, calculates the left ventricular Ejection Fraction (EF) by segmenting the left ventricle from the heart. However, in order to accurately segment the substructure of the heart, specialized knowledge of cardiac anatomy is required, and depending on the expert's processing, there may be a problem in which the left ventricular EF is calculated differently. In this study, using the DeepLabV3 architecture, GBP images were trained on 93 training data with a ResNet-50 backbone. Afterwards, the trained model was applied to 23 separate test sets of GBP to evaluate the reproducibility of the region of interest and left ventricular EF. Pixel accuracy, dice coefficient, and IoU for the region of interest were 99.32±0.20, 94.65±1.45, 89.89±2.62(%) at the diastolic phase, and 99.26±0.34, 90.16±4.19, and 82.33±6.69(%) at the systolic phase, respectively. Left ventricular EF was calculated to be an average of 60.37±7.32% in the ROI set by humans and 58.68±7.22% in the ROI set by the deep learning segmentation model. (p<0.05) The automated segmentation method using deep learning presented in this study similarly predicts the average human-set ROI and left ventricular EF when a random GBP image is an input. If the automatic segmentation method is developed and applied to the functional examination method that needs to set ROI in the field of cardiac scintigram in nuclear medicine in the future, it is expected to greatly contribute to improving the efficiency and accuracy of processing and analysis by nuclear medicine specialists.

Pregabalin and gabapentin in neuropathic pain management after spinal cord injury: a systematic review and meta-analysis

  • Davari, Majid;Amani, Bahman;Amani, Behnam;Khanijahani, Ahmad;Akbarzadeh, Arash;Shabestan, Rouhollah
    • The Korean Journal of Pain
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    • v.33 no.1
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    • pp.3-12
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    • 2020
  • Neuropathic pain after spinal cord injury (SCI) has a significant negative impact on the patients' quality of life. The objective of this systematic review is to examine the safety and efficacy of pregabalin (PGB) and gabapentin (GBP) in the treatment of neuropathic pain due to SCI. PubMed, the Cochrane Library, Embase, Scopus, and the Web of Science were searched up to December 2018. The reference lists of key and review studies were reviewed for additional citations. The quality of the studies was evaluated using the Cochrane Collaboration's tools for assessing the risk of bias. A meta-analysis was performed for primary and secondary outcomes. Eight studies were eligible for inclusion. Meta-analysis of PGB vs. placebo showed that PGB was effective for neuropathic pain (standardized mean difference [SMD] = -0.40; 95% confidence interval [CI]: -0.78, -0.01), anxiety (MD = -0.68; 95% CI: -0.77, -0.59), depression (mean difference [MD] = -0.99; 95% CI: -1.08, -0.89), and sleep interference (MD = -1.08; 95% CI: -1.13, -1.02). Also, GBP was more effective than a placebo for reducing pain. No significant difference was observed between the efficacy of the two drugs (MD = -0.37; 95% CI: -1.67, 0.93). There was no significant difference between the two drugs for discontinuation due to adverse events (risk ratio = 3.00; 95% CI: 0.81, 11.15). PGB and GBP were effective vs. placebos in decreasing neuropathic pain after SCI. Also, there was no significant difference between the two drugs for decreasing pain and adverse events.

Immunogenicity and safety of a 12-valent pneumococcal conjugate vaccine in infants aged 6-10 weeks: a randomized double-blind active-controlled trial

  • Shin, Jonghoon;Teeratakulpisarn, Jamaree;Puthanakit, Thanyawee;Theerawit, Tuangtip;Ryu, Ji Hwa;Shin, Jinhwan;Lee, Seulgi;Lee, Hayoung;An, Kyungjun;Kim, Hun
    • Clinical and Experimental Pediatrics
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    • v.63 no.7
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    • pp.265-271
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    • 2020
  • Background: Pneumococcal diseases among children aged <5 years worldwide are associated with high annual mortality rates. Purpose: This study aimed to evaluate the immunogenicity and safety of GBP411, a 12-valent pneumococcal conjugant vaccine, with a dosing schedule of 2 primary doses plus 1 booster dose (2p+1) in healthy infants. Methods: This randomized active-controlled (Prevnar 13) double-blind phase 2 trial enrolled healthy subjects aged 6-10 weeks. Three serum concentrations of pneumococcal serotype-specific immunoglobulin G (IgG) were evaluated using the pneumococcal serotype-specific pneumonia polysaccharide enzyme-linked immunosorbent assay at 1 month after the primary doses and before and 1 month after the booster dose. The pneumococcal serotype-specific IgG titer was evaluated using a multiplex opsonophagocytic assay in a subset of 15 subjects per group. Results: After administration of the primary doses, the proportion of subjects who achieved pneumococcal serotype-specific IgG concentrations of >0.35 ㎍/mL was lower for some serotypes in the GBP411 group than in the comparator group (6B: 20.83% vs. 39.22%, P=0.047 and 19A: 58.33% vs. 90.20%, P<0.001). However, after administration of the booster dose, >97% of the subjects in each group achieved IgG concentrations of ≥0.35 ㎍/mL for all 12 serotypes. Increased immunogenicity was observed for some serotypes that showed significant intergroup differences after administration of the primary doses but not after the booster dose. We also found no significant intergroup difference in the overall incidence of solicited local adverse events. Furthermore, the overall incidence of solicited systemic adverse events was significantly lower in the GBP411 group than in the comparator vaccine group (79.59% vs. 98.04%; P=0.003). Conclusion: The GBP411 vaccine with a dosing schedule of 2p+1 may be immunogenic and safe for healthy infants.

Effect of the Angle of Ventricular Septal Wall on Left Anterior Oblique View in Multi-Gated Cardiac Blood Pool Scan (게이트 심장 혈액풀 스캔에서 심실중격 각도에 따른 좌전사위상 변화에 대한 연구)

  • You, Yeon Wook;Lee, Chung Wun;Seo, Yeong Deok;Choi, Ho Yong;Kim, Yun Cheol;Kim, Yong Geun;Won, Woo Jae;Bang, Ji-In;Lee, Soo Jin;Kim, Tae-Sung
    • The Korean Journal of Nuclear Medicine Technology
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    • v.20 no.1
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    • pp.13-19
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    • 2016
  • Purpose In order to calculate the left ventricular ejection fraction (LVEF) accurately, it is important to acquire the best septal view of left ventricle in the multi-gated cardiac blood pool scan (GBP). This study aims to acquire the best septal view by measuring angle of ventricular septal wall (${\theta}$) using enhanced CT scan and compare with conventional method using left anterior oblique (LAO) 45 view. Materials and Methods From March to July in 2015, we analyzed the 253 patients who underwent both enhanced chest CT and GBP scan in the department of nuclear medicine at National Cancer Center. Angle (${\theta}$) between ventricular septum and imaginary midline was measured in transverse image of enhanced chest CT scan, and the patients whose difference between the angle of ${\theta}$ and 45 degree was more than 10 degrees were included. GBP scan was acquired using both LAO 45 and LAO ${\theta}$ views, and LVEFs measured by automated and manual region of interest (Auto-ROI and Manual-ROI) modes respectively were analyzed. Results $Mean{\pm}SD$ of ${\theta}$ on total 253 patients was $37.0{\pm}8.5^{\circ}$. Among them, the patients whose difference between 45 and ${\theta}$ degrees were more than ${\pm}10$ degrees were 88 patients ($29.3{\pm}6.1^{\circ}$). In Auto-ROI mode, there was statistically significant difference between LAO 45 and LAO ${\theta}$ (LVEF $45=62.0{\pm}6.6%$ vs. LVEF ${\theta}=64.0{\pm}5.6%$; P = 0.001). In Manual-ROI mode, there was also statistically significant difference between LAO 45 and LAO ${\theta}$ (LVEF $45=66.7{\pm}7.2%$ vs. LVEF ${\theta}=69.0{\pm}6.4%$; P < 0.001). Intraclass correlation coefficients of both methods were more than 95%. In case of comparison between Auto-ROI and Manual ROI of each LAO 45 and LAO ${\theta}$, there was no significant difference statistically. Conclusion We could measure the angle of ventricular septal wall accurately by using transverse image of enhanced chest CT and applied to LAO acquisition in the GBP scan. It might be the alternative method to acquire the best septal view of LAO effectively. We could notify significant difference between conventional LAO 45 and LAO ${\theta}$ view.

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인텔 1${\times}$P28${\times}$0 네트워크 프로세서 및 응용

  • 민경주;권택근
    • The Magazine of the IEIE
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    • v.31 no.8
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    • pp.44-51
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    • 2004
  • 최근 SoC (System on Chip) 기술의 발전으로 최대 10 Gbps의 처리율을 갖는 네트워크 프로세서가 개발되고 있다. 네트워크 프로세서는 기존의 ASIC (Application Specific Integrated circuit)또는 FPGA (Field Programmable Gate Array) 등 하드웨어가 수행하던 고속의 패킷 처리 기능을 소프트웨어 기반으로 처리하도록 함으로써 다양한 기능의 패킷 처리를 저비용으로 단시간 내에 개발 할 수 있는 장점을 갖고 있다.(중략)

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V+Tech 전기-광PCB 기술 - 전기-광PCB 기술이 고속.고화질 전송 시대를 연다

  • 전자부품연구원
    • Venture DIGEST
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    • no.1 s.126
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    • pp.16-18
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    • 2009
  • 구리는 가라. 빛을 통한 신호 전송이 PCB에서도 구현된다.' 구리가 아닌 광 회로를 통해 신호를 전달할 수 있는 광PCB 기술이 한창 개발되고 있다. 광PCB의 전송속도인 2.5Gbps보다 수십 배 빠른 속도를 구현함으로써 고속 데이터 전송 및 처리를 필요로 하는 컴퓨터, 휴대폰, 게임기 등 각종 첨단 분야에 폭넓게 응용되고 있다. 초고속 스피드 시대를 열어 갈 전기-광PCB 기술을 소개한다.

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Hardware Design with Efficient Pipelining for High-throughput AES (높은 처리량을 가지는 AES를 위한 효율적인 파이프라인을 적용한 하드웨어 설계)

  • Antwi, Alexander O.A;Ryoo, Kwangki
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2017.10a
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    • pp.578-580
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    • 2017
  • IoT technology poses a lot of security threats. Various algorithms are thus employed in ensuring security of transactions between IoT devices. Advanced Encryption Standard (AES) has gained huge popularity among many other symmetric key algorithms due to its robustness till date. This paper presents a hardware based implementation of the AES algorithm. We present a four-stage pipelined architecture of the encryption and key generation. This method allowed a total plain text size of 512 bits to be encrypted in 46 cycles. The proposed hardware design achieved a maximum frequency of 1.18GHz yielding a throughput of 13Gbps and 800MHz yielding a throughput of 8.9Gbps on the 65nm and 180nm processes respectively.

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이더넷 스위치 칩셋 기술

  • 안진수;김도완;이철기;정덕균
    • The Magazine of the IEIE
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    • v.31 no.8
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    • pp.32-43
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    • 2004
  • 이더넷(Ethernet)([1])은 현재 가장 널리 쓰이는 통신망용 프로토콜로써, 70년대말 10Mbps급의 속도를 제공하던 이더넷은 100Mbps, 1Gbps를 거쳐 현재는 10Gbps 제품들이 시장에 나오고 있다. 세계적으로 수억대 이상의 컴퓨터에서 이더넷 제품이 살이고 있으며, 이미 확립된 기반과 그에 따른 유지관리의 용이함 등에 힘입어 아직도 막대한 숫자로 채택되어 쓰이고 있고 앞으로 10/100Mbps 이더넷 제품들이 자연스럽게 1/10Gbps 제품군으로 업그레이드될 것으로 보인다.(중략)

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The Study on Ejection Fraction Change According to Patient Position Difference in Gated Blood Pool Scan (게이트심장혈액풀 스캔에서 환자의 자세 변화에 따른 심박출계수의 변화 연구)

  • Choi, Ho-Yong;Kim, Da-Eun;Jeong, Jae-Hun;Yun, Sang-Hyeok;Kim, Yeong-Seok;Won, Woo-Jae
    • The Korean Journal of Nuclear Medicine Technology
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    • v.16 no.1
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    • pp.91-95
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    • 2012
  • Purpose: In this study, we evaluated the ejection fraction (EF) according to the difference of patient position in Gated Blood Pool (GBP) scan. Material and Methods: The analysis was performed to 80 patients ($51.2{\pm}17.4$ years old) who examined GBP scan in Department of nuclear medicine, National Cancer Center from March 2011 to August 2011. We divided the patients into two groups; one group received conventional position (raise left arm up supine) and supine position (group 1) and the other group received conventional position and left arm back down supine position (group 2). To observe the change EF according to patient position difference, the image was reconstructed and analyzed by Xeleris (GE, USA). We measured body mass index (BMI) of patients. Result: In group 1, EF error less than 3% occurred at a rate of 72.5% (29 of the 40 patients). In group 2, EF error less than 3% occurred at a rate of 79% (32 of the 40 patients). The patient's BMI did not affect ejection fraction. Conclusion: The EF error of left arm back down supine position closer to conventional position than in supine position shows the results.

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