• Journal of Intelligence and Information Systems
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• v.20 no.2
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• pp.59-71
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• 2014

System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

• Resources Recycling
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• v.5 no.4
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• pp.32-41
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• 1996

The objective of this study was to investigate the facton affecting the property of CaCO, farmed from CaClz-Na,CO,-HiOsystem. The effcct of the concentmtlon of reaclants, impurity, the pH of reaction, the addition of sccd crystal, and injectingvelocity af reaclant solution an thc yield oI CaCO; polymorphs. parlide size and whiteness of CaCO, were investigated. Thcmqor resulls are ;o fallows; I The optimum concentratinn of reildilnts for forming vaterlte and aragonite is the range of 0.1-1.0 mol/l, when the yicld of vittcrite and araga~nles howed 7542% and XU-90%. respedively. 2. Among thc composition of impunticscontained h limestone, Fe' decrease the wh~tcness nf CaCO;. md Mg" increase the yield of aragonite. 3. The pHrange of vaterite and aragonite are formed with high yield is 8-11, and Calcite is famed in pH 6-8 with big particle size of 1over and in pH 11-13 with small particle size of I under. 4. The yicld of calcite and aragonite was increased by addingthc seed cryst.al nf itself.d cryst.al nf itself.

• KSBB Journal
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• v.24 no.4
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• pp.377-382
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• 2009

The culture condition of growing Chlorella minutissima was optimized to produce biodiesel for fed-batch cultivation. First, under heterotrophic cultivation, the optimum level of glucose was determined to be 10 g/L for 20 days. After, three cultivation conditions were operated: autotrophic, heterotrophic, and mixotrophic growth. The lipid level and the maximum cell concentration from the fed-batch heterotrophic process were 32.0 (%, v/v) and 15.0 (g-dry wt./L) in 20 L flask, respectively. In addition, since the relatively constant specific lipid production rate was observed as 0.040 (% lipid/g-dry wt./day) at the latter period of cultivation time, the fed-batch process could maintain continuous lipid production. Fed-batch process is higher than those values from the batch process. The lipids from the fed-batch process contained over 38% of $C_{18}$, known as the suitable composition for the biodiesel application. For mixotrophic and heterotrophic growth under fed-batch condition, glucose was proved to be an appropriate carbon source for a large scale outdoor cultivation. For fed-batch cultivation, the feeding rate of seawater medium containing glucose was decided to be 0.5 L/day. The mixotrophic cultivation maintained maximum cell concentration of 24 (g-dry wt./L) and the lipid level of 43 (%, w/w). The lipid composition from this process was also proved to be suitable for the biodiesel production. The fatty acids from the mixotrophic growth contains 18% of $C_{17}$ and 49% of $C_{18}$, implying It also tells that C. minutissima is a suitable resource of biodiesel. Especially, the mixotrophic cultivation with fed-batch process might be useful for the large scale cultivation for the biodiesel production.

• Korean Journal of Construction Engineering and Management
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• v.18 no.3
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• pp.12-21
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• 2017

From 1960, the government decided to build apartment houses on a large scale in order to resolve the rising housing problems. However, the maintenance issues that have arisen from the deterioration of housing has not received adequate attention. The policy focuses only on the supply of housing. By passing new laws, the durable period during which buildings allowed reconstruction was increased, and long term maintenance plans were treated as important issues. The government was then obligated to establish certain long term maintenance plans and costs by legislating a Housing Act and requiring it be adjusted every three years. However, when planning long-term repair costs, doing so without considering the time value of money would become a problem. In addition, if differences between the planned repair costs and actual costs occur, it becomes necessary to adjust the long-term repair costs but, as of yet, the criteria to adjust such things does not exist. For these reasons, if there is lack of money to execute large-scale repair work, a building is unlikely to respond to deterioration of housing; on the other hand, an unnecessary reserve or pool of money can lead to conflict among residents. Therefore, this paper will propose estimation and adjustment models considering the time value of money for long term maintenance costs of apartment houses.

• Convergence Security Journal
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• v.11 no.2
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• pp.13-24
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• 2011

Policemen judge the situations rationally and use their equipment such as handcuffs and rope within the purview, finding them needed to arrest criminals in the act who commit crimes which conforms to death penalty, life imprisonment or long imprisonment for over 3 years in accordance with Clause 10-2, Article 1 of the Police Mandate Law and prevent fleeing from them, defend their and others' lives and bodies, or if there are probable causes to be recognized that using equipment is necessary to restrain the interference with government officials in the execution of their duties. However, as the cases which the criminals run away in handcuffs or with both hands tied occur, it results in the waste of police force, distrust and enormous trouble in the pursuit of their duties. Therefore, if the way to perceive fleeing of criminals who have already worn the police equipment by some simple assistive devices without developing other new equipment, it will be very effective for police duties. This study is about the combination apparatus for fugitive prevention attached to the existing handcuffs and rope whose alert sounds let the staffs working inside the office perceive the fleeing of wanted criminals and examined suspects who wear the handcuffs or are tied up with rope, providing that they go through the exit where a transmitter and a receiver were set. The combination apparatus for fugitive prevention which the study introduces contains the connecting parts which connect a flexible tube(cognition tags inside of the tube) of connector equipped with the police equipment with the ends of the tube and the part where these two meet and which connect them inside of the tube. The connecting parts are easy to be attached to the police equipment such as handcuffs and rope, but hard to be dismantled by the people tied up with the equipment. It enables watchers to perceive the fleeing of wanted criminals and examined suspects who wear the handcuffs or are tied up with rope, providing that they go through the exit where a transmitter and a receiver were set. Plus, if it is combined together with the portable receiver, it can be installed on the patrol cars and easily adopted to supervise illegally accessing of evidences. It is also avaliable to be adjunctively utilized for the handcuffs provided and the cost is so reasonable. Owing to its snap-on way to the cuffs, it can clear up any invasion of privacy and it can not be used as a self-injury tool because of the soft tube. Using AM Tag minimizes the lack of malfunction.

• Korean Journal of Environment and Ecology
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• v.15 no.4
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• pp.361-368
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• 2002

The valley forests located at the east-facing slope and the west facing slope in Hambaeksan area were studied to investigate forest structure in relation to aspect and altitude of the slope. There was little difference in density. mean DBH and basal area of the tree layer between east-facing slope and west-facing slope. The importance percentages of Tilia amurensis and Betula costata in west-facing slope were higher than those in east-facing slope. However, the importance percentages of Quercus mongilica and Fraxinus rhynchophylla in the west facing slope were lower than those in east-facing slope. Species diversity of the west-facing slope was 1.415 and that of the east-facing slope was 1.328. Elevation trends were also found for forest structure. As elevation Increased basal area and mean height of the tree layer decreased in both of east-facing slope and west-facing slope. There was a tendency that number of species, species diversity and evenness decreased with increasing elevation. The importance percentage of Quercus mongolica increased with increasing elevation while those of Betula costata and Maackia amurensis decreased. The result of cluster analysis for the tree and subtree layer indicated that the studied forests were classified into the mixed forest community of broad-leaved tree species at west-facing slope and the low and middle elevation belts of east-facing slope and Quercus mongolica community at the high elevation belt of east-facing slope. Quercus mongolica was significantly and positively correlated with Symplocos chinensis for. pilosa, Acer tschonoskii var. rubripes and deutzia glabrata. Betula costata was significantly and negatively correlated with Quercus mongolica and Acer pseudo-sieboldianum.

• Korean journal of applied entomology
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• v.54 no.3
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• pp.151-158
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• 2015

Chlorine dioxide ($ClO_2$) can be used as a fumigant to kill insects. However, some insects can exhibit an evasive behavior from chlorine dioxide. This evasive behavior decreases the efficiency of the insecticidal activity of chlorine dioxide. This study tested a hypothesis that heat treatment suppresses the evasive behavior and synergizes the control efficacy of chlorine dioxide. Chlorine dioxide fumigation killed the red flour beetle, Tribolium castaneum, under direct exposure condition to the chemical for 12 h with median lethal concentrations of 383.67 ppm (153.63 - 955.78 ppm: 95% confidence interval) for larvae and 397.75 ppm (354.46 - 446.13 ppm: 95% confidence interval) for adults. However, when they were treated with enough diet flour, they exhibited an evasive behavior by entering the diet, which significantly decreased the control efficacy of the fumigant. To clarify the evasive behavior, the choice test of the adults were performed in Y tube arena. The test adults significantly avoided the diet treated with chlorine dioxide, while the antennatectomized adults lost the avoidance behavior. Heat treatment using $46^{\circ}C$ for 6 h killed only 10% or less of T. castaneum. Interestingly, most adults were observed to come out of the diet under the heat treatment. Chlorine dioxide treatment even at 400 ppm for 6 h did not kill any T. castaneum. However, the combined treatment of chlorine dioxide with the heat treatment for 6 h resulted in 95% mortality. These results indicated that heat treatment suppressed the evasive behavior of T. castaneum and synergized the control efficacy of the chlorine dioxide fumigant.

• Korean journal of applied entomology
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• v.47 no.2
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• pp.163-168
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• 2008

Temperature dependent development of Tetranychus. urticae Koch was studied on the leaf of eggplant at 17, 22, 27, 32 and $37^{\circ}C$. T. urticae showed a minimum mortality at $27^{\circ}C$ and it increased at higher or lower temperatures than $27^{\circ}C$. The hatchability was low at 17 and $37^{\circ}C$. The duration of development decreased with increasing temperatures i.e., 5.3d at $37^{\circ}C$ and 25.8d at $17^{\circ}C$. Linear regression analysis of temperature vs. rate of development yielded the higher $r^2{\geq}0.88$ resulting in a good fit of the estimated line in the range of $17{\sim}37^{\circ}C$. Developmental zero temperature was $12.5^{\circ}C$ for the entire immature stage of female and $12.8^{\circ}C$ for that of male. Thermal constants were 80.5 and 74.7 degree days for those of female and male, respectively. Adult life span and oviposition period decreased with increasing temperatures. The number of eggs laid per female peaked at 141.0 eggs at $27^{\circ}C$, while that was a minimum 78.0 eggs at $37^{\circ}C$. Rate of hatchability, ratio of female, and $R_o$ were increased up to $27^{\circ}C$, and than declined thereafter. Intrinsic rate of natural increase (Rm) increased with rising temperatures and showed a maximum 0.5652 at $37^{\circ}C$. Also, ${\lambda}$ increased with increasing temperature. Doubling time (Dt) and generation time (T) decreased with increasing temperature.

• Korean journal of applied entomology
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• v.59 no.3
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• pp.217-231
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• 2020

In 2019, the sex pheromones of Spodoptera frugiperda were used to examine moth trapping in cornfields in Gochang, Korea. Four types of traps were prepared, two funnel-types and two delta-types, each baited with 300 or 1000 ㎍ of a two-component (2C) blend of synthetic sex pheromones [100% (Z)-9-tetradecenyl acetate (Z9-14Ac) and 2% (Z)-7-dodecenyl acetate (Z7-12Ac)]. The greatest number of S. frugiperda were captured in the 300 ㎍ funnel-type trap (first catch: August 6). Large numbers of Mythimna loreyi (a non-target) were also caught in the funnel-type traps. Two wing-type traps were baited with 1000 ㎍ of the 2C blend or a four-component (4C) blend [100% (Z)-9-tetradecenyl acetate, 8% (Z)-11-hexadecenyl acetate (Z11-16Ac), 2% (Z)-7-dodecenyl acetate, and 1% (Z)-9-dodecenyl acetate (Z9-12Ac)] and the capture efficiency was assessed. Low numbers of S. frugiperda were captured regardless of the blend, and more M. loreyi were captured using the 4C blend. The two intraspecies groups clustered separately in a phylogenetic tree constructed using partial sequences (1004 bp) of cytochrome c oxidase subunit 1 (CO1). Of the 70 S. frugiperda captured in the pheromone traps, 66 belonged to CO1-RS (CO1 rice-strain) and 4 to CO1-CS (CO1 corn-strain). Twelve consistent single nucleotide polymorphisms (SNPs) were identified in CO1 between the CO1-RS and CO1-CS groups of S. frugiperda. Of the 73 S. frugiperda, 4 had the same SNP pattern as the CO1-CS group (including the corn strain) and 69 had the same SNP pattern as the CO1-RS group (including the rice strain).

• Korean journal of applied entomology
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• v.59 no.3
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• pp.265-275
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• 2020

In this study, we analyzed the nutritional ingredients of drone pupae (16^th to 20^th instar old) to evaluate the value of bee products and provide basic data for product diversification, and the extracts prepared using these pupae were tested for physiological activity. According to the analysis of the general ingredients of the freeze-dried powder of these bee pupae, the moisture, crude protein, crude fat, and crude ash was 1.69 ± 0.07%, 48.52 ± 0.20%, 23.41 ± 0.14%, and 4.05 ± 0.02%, respectively. Vitamin C and vitamin E were 14.92 ± 0.52 mg/100 g and 6.06 ± 0.11 mg α-TE/100 g, respectively. Regarding minerals, the highest content of K (1349.13 ± 34.57 mg/100 g) and P (1323.55 ± 43.85 mg/100 g) was observed and Ca and Fe were 55.43 ± 1.51 mg/100 g and 5.49 ± 0.19 mg/100 g, respectively. The fatty acids of the water extracted freeze-dried pupae powder accounted for approximately 59.62 of saturated fatty acids and 40.38 of unsaturated fatty acids, and high-quality fatty acids such as palmitic acid (C16:0) was 35.49 ± 0.08 and oleic acid (C18:1, n-9) was 35.91 ± 0.22 (g/100 g total fatty acids). The total amino acid content was 38.99 ± 2.63 g/100 g and the free amino acid was a total of 5129.04 mg/100 g, of which 1257.68 mg/100 g was proline and 759.12 mg/100 g glutamic acid. The DPPH (1,1-diphenyl-2-picrylhydrazyl) radical scavenging activity of the drone pupae extract showed values of 0.8 for distilled water extract, 3.2 for 50% EtOH extract, 6.4 for 70% EtOH extract, and approximately 90% for 32 ㎍/mL for 100% EtOH extract. These results suggest that the main compound contributing to the antioxidant activity is a polar compound, and it is highly likely to be a low-molecular protein or a free amino acid. In conclusion, the honey bee drone pupa is excellent as a food resource and can be utilized as a new functional material for food and functional food.