• Title/Summary/Keyword: Gamma regression

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Patent Keyword Analysis using Gamma Regression Model and Visualization

  • Jun, Sunghae
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.8
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    • pp.143-149
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    • 2022
  • Since patent documents contain detailed results of research and development technologies, many studies on various patent analysis methods for effective technology analysis have been conducted. In particular, research on quantitative patent analysis by statistics and machine learning algorithms has been actively conducted recently. The most used patent data in quantitative patent analysis is technology keywords. Most of the existing methods for analyzing the keyword data were models based on the Gaussian probability distribution with random variable on real space from negative infinity to positive infinity. In this paper, we propose a model using gamma probability distribution to analyze the frequency data of patent keywords that can theoretically have values from zero to positive infinity. In addition, in order to determine the regression equation of the gamma-based regression model, two-mode network is constructed to visualize the technological association between keywords. Practical patent data is collected and analyzed for performance evaluation between the proposed method and the existing Gaussian-based analysis models.

Comparison of methods of approximating option prices with Variance gamma processes (Variance gamma 확률과정에서 근사적 옵션가격 결정방법의 비교)

  • Lee, Jaejoong;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.181-192
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    • 2016
  • We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

Use of bivariate gamma function to reconstruct dynamic behavior of laminated composite plates containing embedded delamination under impact loads

  • Lee, Sang-Youl;Jeon, Jong-Su
    • Structural Engineering and Mechanics
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    • v.70 no.1
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    • pp.1-11
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    • 2019
  • This study deals with a method based on the modified bivariate gamma function for reconstructions of dynamic behavior of delaminated composite plates subjected to impact loads. The proposed bivariate gamma function is associated with micro-genetic algorithms, which is capable of solving inverse problems to determine the stiffness reduction associated with delamination. From computing the unknown parameters, it is possible for the entire dynamic response data to develop a prediction model of the dynamic response through a regression analysis based on the measurement data. The validity of the proposed method was verified by comparing with results employing a higher-order finite element model. Parametric results revealed that the proposed method can reconstruct dynamic responses and the stiffness reduction of delaminated composite plates can be investigated for different measurements and loading locations.

Lack of Effects of Peroxisome Proliferator-Activated Receptor Gamma Genetic Polymorphisms on Breast Cancer Risk: a Case-Control Study and Pooled Analysis

  • Park, Boyoung;Shin, Aesun;Kim, Kyee-Zu;Lee, Yeon-Su;Hwang, Jung-Ah;Kim, Yeonju;Sung, Joohon;Yoo, Keun-Young;Lee, Eun-Sook
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.21
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    • pp.9093-9099
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    • 2014
  • A growing body of evidence suggests that the peroxisome proliferator-activated receptor-gamma ($PPAR{\gamma}$) gene may harbor targets for the chemoprevention of breast cancer. However, it is unclear whether polymorphisms in the $PPAR{\gamma}$ gene are associated with the susceptibility of breast cancer. We performed a candidate gene association study between $PPAR{\gamma}$ polymorphisms and breast cancer and a meta-analysis on the association of breast cancer with selected $PPAR{\gamma}$ variants. Six single nucleotide polymorphisms (SNPs) in the $PPAR{\gamma}$ gene were analyzed among 456 breast cancer patients and 461 controls from the National Cancer Center in Korea. Association between the polymorphisms and breast cancer risk were assessed using the Cochrane-Armitage test for trend and a multivariate logistic regression model. Two SNPs, rs3856806 and rs1801282, had been previously analyzed, thus enabling us to perform pooled analyses on their associations with breast cancer susceptibility. Our findings from the candidate gene association study showed no association between the $PPAR{\gamma}$ gene polymorphisms and breast cancer risk. A meta-analysis combining existing studies and our current study also refuted an association of the $PPAR{\gamma}$ gene with breast cancer. Our findings suggest that the $PPAR{\gamma}$ gene may not harbor variants that alter breast cancer susceptibility, although a moderate sample size might have precluded a decisive conclusion.

A Cross-Sectional Study on ${\gamma}-GTP$ and its Related Factors in Male Workers (일부 남성근로자에서 ${\gamma}-GTP$와 관련된 요인에 대한 단면연구)

  • Kim, Keon-Yeop;Lee, Jong-Hyun;Ha, Young-Ae;Lee, Kyung-Eun;Kam, Sin
    • Journal of Preventive Medicine and Public Health
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    • v.35 no.2
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    • pp.169-174
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    • 2002
  • Objective : To investigate gamma-Glutamyltransferase (${\gamma}-GTP$) and its related factors in male industrial workers. Method : Five hundred and tony male workers without heart disease, diabetes mellitus, renal disease, hepatitis, and other liver diseases were surveyed in October 1998. Blood samples were collected to test for ${\gamma}-GTP$, total-cholesterol and fasting blood glucose. A self-administered questionnaire survey on life style was also done. Results : The total geometric mean value of ${\gamma}-GTP$ was 30.6 U/L. According to a univariate analysis: age, BMI(body mass index, $kg/m^2$), alcohol consumption, current smoking, stress, diastolic blood pressure, and blood total cholesterol were significantly associated with ${\gamma}-GTP$(p<0.05). From a multiple regression analysis: BMI, alcohol consumption, current smoking, diastolic blood pressure and total-cholesterol were significantly related to ${\gamma}-GTP$(p<0.05). Coffee consumption was negatively related to ${\gamma}-GTP$, but not significantly. Conclusion : We recommend that a change in health behavior (i.e. reducing alcohol intake, controlling BMI and not smoking) is necessary to decrease ${\gamma}-GTP$ in male workers.

Predicting claim size in the auto insurance with relative error: a panel data approach (상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구)

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

OXIDES OF NITROGEN SPECIES MEASUREMENTS AND ANALYSIS IN THE CENTRAL PIEDMONT OF NORTH CAROLINA, U.S.A.

  • Kim, Deug-Soo;Viney P. Aneja
    • Journal of Korean Society for Atmospheric Environment
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    • v.10 no.E
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    • pp.311-324
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    • 1994
  • The quantitative knowledge of N $O_{\gamma}$ (=N $O_{x}$ +HN $O_3$+/PAN+N $O_3$$N_2$ $O_{5}$ +HN $O_2$+N $O_3$$^{-10}$ +organic nitrates+......)distribution is essential in tropospheric chemistry, especially, especially that related to understanding the processes leading to ozone production. Ambient concentrations of NO, N $O_2$, HN $O_3$ and PAN as well as total N $O_{\gamma}$ were measured during June and early July 1992 at a rural site(Candor, NC), in the central Piedmont region of NC. The measurements of N $O_{\gamma}$ species were made in an effort to provide a comprehensive understanding of nitrogen chemistry and to investigate the total nitrogen budget at the site. N $O_{\gamma}$, N $O_2$, and NO showed diurnal variations with maxima in the morning. The maximum N $O_{\gamma}$ concentration reached was 14.5 ppbv, and the maximum concentrations of NO and N $O_2$ were 5.4 and 7.8 PPbv, respectively. The mean N $O_{\gamma}$ concentration as found to be 2.88$\pm$1.58 ppbv(n=743). The mean concentrations of NO and N $O_2$, were found to be 0.15 $\pm$ 0.29 ppbv(n=785) and 1.31 $\pm$ 0.99 ppbv(n=769). Products of photochemical oxidants, (N <$O_{\gamma}$-N $O_{x}$ ), such as HN $O_3$ and PAN, as well as ozone showed diurnal variation with maxima in the afternoon and minima at night The fractions of individual reactive nitrogen species to total N $O_{\gamma}$ were investigated and contrasted to the results from remote marine site and rural continental sites. N $O_{x}$ was the major species to total N $O_{\gamma}$(45%). NO concentrations appeared to be nearly constant whether the Prevailing winds were from continental areas or from oceanic areas. Linear regression of $O_3$ with (N $O_{\gamma}$- N $O_{x}$ )/N $O_{\gamma}$ (i.e. percent N $O_{x}$ converted to the photochemical products of N $O_{\gamma}$) yielded ( $O_3$) =25.8 〔 N $O_{\gamma}$-N $O_{x}$ 〕/(N $O_{\gamma}$) +27, ( $r^{2}$=0.58). The regression intercept is interpreted as the ozone back ground (intercept=27ppbv) and the slope suggests that 8.6 molecules of ozone are formed per molecule of N $O_{x}$ oxidized products (when the average N $O_{\gamma}$ concentration, about 3 ppbv at the site, is used). The N $O_{x}$ N $O_{\gamma}$ ratio was used as an indicator of the chemical age of airmasses and the ratio showed strong positive correlations with HN $O_3$( $r^{2}$=0.58), PAN ( $r^{2}$=0.46) and $O_3$( $r^{2}$=0.62). Larger N $O_{\gamma}$ and N $O_{x}$ N $O_{\gamma}$ ratio were found when winds came from continental sides. It may suggest that synoptic meteorological conditions and transport of N $O_{x}$ are important in the distribution of N $O_{\gamma}$ and its relationship with photochemical oxidants at the site.

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Combination of Poly-Gamma-Glutamate and Cyclophosphamide Enhanced Antitumor Efficacy Against Tumor Growth and Metastasis in a Murine Melanoma Model

  • Kim, Doo-Jin;Kim, Eun-Jin;Lee, Tae-Young;Won, Ji-Na;Sung, Moon-Hee;Poo, Haryoung
    • Journal of Microbiology and Biotechnology
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    • v.23 no.9
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    • pp.1339-1346
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    • 2013
  • Conventional chemotherapeutic regimens often accompany severe side effects and fail to induce complete regression of chemoresistant or relapsing metastatic cancers. The need for establishing more efficacious anticancer strategies led to the development of a combined modality treatment of chemotherapy in conjunction with immunotherapy or radiotherapy. It has been reported that poly-gamma-glutamate (${\gamma}$-PGA), a natural polymer composed of glutamic acids, increases antitumor activity by activating antigen-presenting cells and natural killer (NK) cells. Here, we investigated the antitumor effect of ${\gamma}$-PGA in combination with cyclophosphamide in a murine melanoma model. Whereas cyclophosphamide alone directly triggered apoptosis of tumor cells in vitro, ${\gamma}$-PGA did not show cytotoxicity in tumor cells. Instead, it activated macrophages, as reflected by the upregulation of surface activation markers and the secretion of proinflammatory factors, such as nitric oxide and tumor necrosis factor ${\alpha}$. When the antitumor effects were examined in a mouse model, combined treatment with cyclophosphamide and ${\gamma}$-PGA markedly suppressed tumor growth and metastasis. Notably, ${\gamma}$-PGA treatment dramatically increased the NK cell population in lung tissues, coinciding with decreased metastasis and increased survival. These data collectively suggest that ${\gamma}$-PGA can act as an immunotherapeutic agent that exhibits a synergistic antitumor effect in combination with conventional chemotherapy.

A Study of Option Pricing Using Variance Gamma Process (Variance Gamma 과정을 이용한 옵션 가격의 결정 연구)

  • Lee, Hyun-Eui;Song, Seong-Joo
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.55-66
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    • 2012
  • Option pricing models using L$\acute{e}$evy processes are suggested as an alternative to the Black-Scholes model since empirical studies showed that the Black-Sholes model could not reflect the movement of underlying assets. In this paper, we investigate whether the Variance Gamma model can reflect the movement of underlying assets in the Korean stock market better than the Black-Scholes model. For this purpose, we estimate parameters and perform likelihood ratio tests using KOSPI 200 data based on the density for the log return and the option pricing formula proposed in Madan et al. (1998). We also calculate some statistics to compare the models and examine if the volatility smile is corrected through regression analysis. The results show that the option price estimated under the Variance Gamma process is closer to the market price than the Black-Scholes price; however, the Variance Gamma model still cannot solve the volatility smile phenomenon.

The Concentration Distribution and Temperature Dependence of Hexachlorocyclohexane in Rural Atmosphere (교외지역에서 대기 중 Hexachlorocyclohexane의 농도분포 및 온도 의존성)

  • 최민규;여현구;김태욱;천만영;선우영
    • Journal of Korean Society for Atmospheric Environment
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    • v.18 no.3
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    • pp.183-192
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    • 2002
  • Concentrations of $\alpha$- and ${\gamma}$-hexachlorocyclohexane (HCH) were measured in ambient air samples at a two week intervals between July 1999 and February 2000 at Ansung, Kyonggi province. Their concentration levels averaged at 78 ($\alpha$-HCH) and 18 pg/m$^3$(${\gamma}$-HCH). Although the use of HCHs was ceased in South Korea since 1979, their residues are still present in air even after nearly 20 years. Given the composition of the two main HCH pesticide formulation (technical HCH antral lindane), the $\alpha$/${\gamma}$-HCH ratio in air is a useful indicator on the regional scale. The moderately low $\alpha$/${\gamma}$-HCH ration in this study indicates previous usage of both technical HCH and lindane. The relationship of temperature with gas-phase partial pressures was also examined using the Clausius-Clapeyron equation. Slopes generated by linear regression analysis between partial pressure (In P) and 1/T were considerably steep thor HCHs. It is thus suggested that their concentrations are controlled by re-volatilization processes from surfaces in the local surroundings of the sampling site.