• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.157-177
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• 2022

Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

• Journal of Bio-Environment Control
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• v.31 no.4
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• pp.504-512
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• 2022

To examine the distribution of internal solar radiation within various locations in multi-span greenhouses, the solar radiation, light transmittance, and accumulated radiation at the central and lateral sections were analyzed by dividing 8:30 to 12:30 in the morning and 12:35 to 16:30 in the afternoon. The growth and yield of tomatoes within these sections were also compared. In the morning, the solar radiation of the central section and the side section was 275.2 W·m^-2 and 314.9 W·m^-2, while in the afternoon, it was 314.9 W·m^-2 and 313.9 W·m^-2, respectively. The light transmittance and accumulated radiation were also low, confirming the low distribution of solar radiation in the central (connecting) section of the multi-span greenhouses. The growth survey revealed no significant difference. The final yield of tomatoes per plant was 4,828 g in the central section and 4,851 g in the lateral section, but there was no significant difference in the central section compared to the lateral section by 0.5%. However, the amount of solar radiation as per time in the central section is higher than the light compensation point, 60 W·m^-2, and slightly lower than the light saturation point of tomatoes, i.e., 281 W·m^-2. The results of this study can help in greenhouse design based on the insolation environment.

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.119-133
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• 2020

Fama asserted that in an efficient market, we can't make a trading rule that consistently outperforms the average stock market returns. This study aims to suggest a machine learning algorithm to improve the trading performance of an intraday short volatility strategy applying asymmetric volatility spillover effect, and analyze its trading performance improvement. Generally stock market volatility has a negative relation with stock market return and the Korean stock market volatility is influenced by the US stock market volatility. This volatility spillover effect is asymmetric. The asymmetric volatility spillover effect refers to the phenomenon that the US stock market volatility up and down differently influence the next day's volatility of the Korean stock market. We collected the S&P 500 index, VIX, KOSPI 200 index, and V-KOSPI 200 from 2008 to 2018. We found the negative relation between the S&P 500 and VIX, and the KOSPI 200 and V-KOSPI 200. We also documented the strong volatility spillover effect from the VIX to the V-KOSPI 200. Interestingly, the asymmetric volatility spillover was also found. Whereas the VIX up is fully reflected in the opening volatility of the V-KOSPI 200, the VIX down influences partially in the opening volatility and its influence lasts to the Korean market close. If the stock market is efficient, there is no reason why there exists the asymmetric volatility spillover effect. It is a counter example of the efficient market hypothesis. To utilize this type of anomalous volatility spillover pattern, we analyzed the intraday volatility selling strategy. This strategy sells short the Korean volatility market in the morning after the US stock market volatility closes down and takes no position in the volatility market after the VIX closes up. It produced profit every year between 2008 and 2018 and the percent profitable is 68%. The trading performance showed the higher average annual return of 129% relative to the benchmark average annual return of 33%. The maximum draw down, MDD, is -41%, which is lower than that of benchmark -101%. The Sharpe ratio 0.32 of SVS strategy is much greater than the Sharpe ratio 0.08 of the Benchmark strategy. The Sharpe ratio simultaneously considers return and risk and is calculated as return divided by risk. Therefore, high Sharpe ratio means high performance when comparing different strategies with different risk and return structure. Real world trading gives rise to the trading costs including brokerage cost and slippage cost. When the trading cost is considered, the performance difference between 76% and -10% average annual returns becomes clear. To improve the performance of the suggested volatility trading strategy, we used the well-known SVM algorithm. Input variables include the VIX close to close return at day t-1, the VIX open to close return at day t-1, the VK open return at day t, and output is the up and down classification of the VK open to close return at day t. The training period is from 2008 to 2014 and the testing period is from 2015 to 2018. The kernel functions are linear function, radial basis function, and polynomial function. We suggested the modified-short volatility strategy that sells the VK in the morning when the SVM output is Down and takes no position when the SVM output is Up. The trading performance was remarkably improved. The 5-year testing period trading results of the m-SVS strategy showed very high profit and low risk relative to the benchmark SVS strategy. The annual return of the m-SVS strategy is 123% and it is higher than that of SVS strategy. The risk factor, MDD, was also significantly improved from -41% to -29%.

• Journal of Korean Society of Disaster and Security
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• v.6 no.1
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• pp.65-72
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• 2013

In this study, the early suicide prevention program was applied to the elementary school students and compared the prior & post effect of the program, and verified the status of psychology change like emotional status, or temptation to take a suicide, and presented the possibility as a suicide prevention program. The period of adolescence is the very unstable period in the process of growth being cognitively immature, emotionally impulsive period. It is the period emotionally unstable and unpredictable possible to select the method of suicide as an extreme method to escape the reality, or impulsive problem solving against small conflict or dispute situation. Many stress of the student such as recent nuclear family, expectation of parents to their children, education problem, socio-environmental elements, individual psychological factor lead students to the extreme activity of suicide in recent days. In this study, the scope of stress experienced in the elementary school as well as idea and degree of temptation regarding suicide by the suicide prevention program were identified, and through prevention program such as meditation training, breath training and through experience of anger control, emotion-expression, self overcome and establish positive self-identity and make understanding Self-control, Self-esteem & preciousness of life based on which the effect to suicide prevention was analyzed. The study was made targeting 51 students of 2 classes of 6th grade of elementary school of Goyang-si and processed 30 minutes every morning focused on through experience & activity of the principle & method of brain science. The data was collected for 20 times before starting morning class by using Suicide Probability Scale(herein SPS-A) designed to predict effectively suicide Probability, suicide risk prediction scale, surveyed by 7 areas such as Positive outlook, Within the family closeness, Impulsivity, Interpersonal hostility, Hopelessness, Hopelessness syndrome, suicide accident. Analytical methods and validation was used the Wilcoxon's signed rank test using SPSS Program. Though the process of program in short period, but there was a effective and positive results in the 7 areas in the average comparison. But in the t-test result, there was a different outcome. It indicated changes in the 3 questionnaires (No.7, No.14, No.19) out of 31 SPS-A questionnaires, and there was a no change to the rest item. It also indicated more changes of the students in the class A than class B. And in case of the class A students, psychological changes were verified in the areas of Hopelessness syndrome, suicide accident among 7 areas after the program was processed. Through this study, it could be verified that different results could be derived depending on the Student tendency, program professional(teacher in charge, processing lecturer). The suicide prevention program presented in this article can be a help in learning and suicide prevention with consistent systematization, activation through emotion and impulse control based on emotional stress relief and positive self-identity recovery, stabilization of brain waves, and let the short period program not to be died out but to be continued connecting from childhood to adolescence capable to make surrounding environment for spiritual, physical healthy growth for which this could be an effective program for suicide prevention of the social problem.

• Journal of the Korean Institute of Landscape Architecture
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• v.41 no.6
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• pp.20-28
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• 2013

The purpose of this study was to compare the ultra-violet(UV) radiation under the landscaping shade facilities and tree with natural solar UV of the outdoor space at summer middays. The UVA+B and UVB were recorded every minute from the $20^{th}$ of June to the $26^{th}$ of September 2012 at a height of 1.1m above in the four different shading conditions, with fours same measuring system consisting of two couple of analog UVA+B sensor(220~370nm, Genicom's GUVA-T21GH) and UVB sensor(220~320nm, Genicom's GUVA-T21GH) and data acquisition systems(Comfile Tech.'s Moacon). Four different shading conditions were under an wooden shelter($W4.2m{\times}L4.2m{\times}H2.5m$), a polyester membrane structure ($W4.9m{\times}L4.9m{\times}H2.6m$), a Salix koreensis($H11{\times}B30$), and a brick-paved plot without any shading material. Based on the 648 records of 17 sunny days, the time serial difference of natural solar UVA+B and UVB for midday periods were analysed and compared, and statistical analysis about the difference between the four shading conditions was done based on the 2,052 records of daytime period from 10 A.M. to 4 P.M.. The major findings were as follows; 1. The average UVA+B under the wooden shelter, the membrane and the tree were $39{\mu}W/cm^2$(3.4%), $74{\mu}W/cm^2$(6.4%), $87{\mu}W/cm^2$(7.6%) respectively, while the solar UVA+B was $1.148{\mu}W/cm^2$. Which means those facilities and tree screened at least 93% of solar UV+B. 2. The average UVB under the wooden shelter, the membrane and the tree were $12{\mu}W/cm^2$(5.8%), $26{\mu}W/cm^2$(13%), $17{\mu}W/cm^2$(8.2%) respectively, while the solar UVB was $207{\mu}W/cm^2$. The membrane showed the highest level and the wooden shelter lowest. 3. According to the results of time serial analysis, the difference between the three shaded conditions around noon was very small, but the differences of early morning and late afternoon were apparently big. Which seems caused by the matter of the formal and structural characteristics of the shading facilities and tree, not by the shading materials itself. In summary, the performance of the four landscaping shade facilities and tree were very good at screening the solar UV at outdoor of summer middays, but poor at screening the lateral UV during early morning and late afternoon. Therefore, it can be apparently said that the more delicate design of shading facilities and big tree or forest to block the additional lateral UV, the more effective in conditioning the outdoor space reducing the useless or even harmful radiation for human activities.

• Journal of the East Asian Society of Dietary Life
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• v.20 no.5
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• pp.668-679
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• 2010

The purpose of this study was to analyze the relations of children's skipping meals after researching eating habits and lifestyle, parents' appreciation in nutrition behavior and dietary intake, throughout the research based on 4th to 6th grade students, total of 362 children at an elementary school in Inchoen. There were 104 students in skipping meals group and 258 students in eating meals group, with the average ages of 10.9, and 10.8, respectively. The average height and weight were 144.5 cm, 38.6 kg for skipping meals group, and 145.7 cm, 39.3 kg for eating meals group. Parents' appreciation of importance in breakfast showed a significant difference in whether children skip the meals or not (p<0.01). 43.7% of parents in skipping meals group answered that they serve breakfast everyday, compared to eating meals group with the percentage of 94.9%, showing significant difference in frequency of serving breakfast for their children (p<0.001). The skipping meals group answered that the reason they do not have breakfast is because they do not have time, which showed the highest percentage of 41.2%. For the eating meals group, 40.5% of students answered that they do not have appetite, which also showed difference (p<0.001). The skipping meals group tended to wake up later than those who have breakfast in the morning(p<0.01). The breakfast time for skipping meals group was later than the eating meals group, and according to whether they have breakfast of not, it showed a difference as well(p<0.01). Total score of nutrition attitude in skipping meals group and eating meals group were 30.8 and 32.1, showing that eating meals group showed more good in nutrition attitude (p<0.05). Daily intakes of energy (p<0.01) and protein (p<0.01) in skipping meals group were significantly lower than those in eating meals group. Skipping meals group bad lower rates in INQs of protein (p<0.01) and zinc (p<0.01), showing that skipping meals group is having low quality meals in nutrition. In conclusion, this study revealed that students with skipping meals are more likely to have meals that lacks nutrition or have low quality meals, and the time of rising hour in the morning, frequency of eating snacks can also affect whether or not they skip meals.

• Journal of the Korean Society of Food Culture
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• v.5 no.2
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• pp.217-228
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• 1990

An ecological study of food and nutrition was conducted among 198 children, 6 to 12 years old, of the Songmyun elementary school and Samsong elementary school, located in remote villages of Chungchun-myun, Goisan-gun, Chung Buk Province between July 11 and 16, 1988. The results were summarized as follows. In regard to frequency of skipping breakfast, 3.3% of subjects skipped every morning; 15% often skipped; and the others never skipped. The most common reason for skipping a meal was lack of appetite. 6.6% of subjects often skipped an evening meal because of delayed meal preparation by a mother who returned home late. The survey found that 5.1% of subjects skipped a lunch at school. The reasons for skipping lunch were the mother’s being too busy to prepare a boxed lunch; a school bag too heavy to carry for a long distance to school; no adequate side-dishes for the boxed lunch. Growth patterns of those children having poor food habits, were reflected in lower figures in arm circumference and weight for height. The percentage of children having meals with their family on weekdays was 84.7% for breakfast; 85.6% for evening meal. About 7% of subjects had many dislikes and 74.1% had some dislikes in what they ate; 18.9% had good food preferences. There was a strong correlation between appetite or food preferences and anthropometric measurements or nutrient intake. Boiled rice was the predominant dietary staple, and principal sources of protein taken by subjects at home were soy beans and soy products. Regarding the boxed lunch prepared at home, most popular was one with only one kind of side-dish, including kimchee. 43.4% of the side-dishes were prepared with vegetables only. As for between meal snacks, milk and milk products, fruits and breads were popular among the subjects. The survey found that the children liked fruits, yogurt, corn, Chajang noodle; in contrast, lowest preference was for soup made with bones, curried meat with rice, and aromatic vegetables. The survey discovered a local dietary characteristics; 46.2% of the children customarily ate frog meat, an unconventional food.

• Near Infrared Analysis
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• v.2 no.1
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• pp.59-66
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• 2001

Nowadays, medical diagnostics is efficiently supported by clinical chemistry and near infrared spectroscopy is becoming a new dimension, which has shown high potential to provide valuable information for diagnosis. The investigation was carried out to study the influence of mammary gland inflammation, called mastitis, on cow´s milk spectra and milk composition measured by near infrared spectroscopy (NIRS). Milk somatic cell counts (SCC) in milk were used as a measure of mammary gland inflammation. Naturally occurred variations with milk composition within lactation and in the process of milking were included in the experimental design of this study. Time series of unhomogenized, raw milk spectral data were collected from 3 cow along morning and evening milking, for 5 consecutive months, within their second lactation. In the time of the trial, the investigated cows had periods with mammary gland inflammation. Transmittance spectra of 258 milk samples were obtained by NIRSystem 6500 spectrophotometer in 1100-2400 nm region. Calibration equations for the examined milk components were developed by PLS regression using 3 different sets of samples: samples with low somatic cell count (SCC), samples with high SCC and combined data set. The NIR calibration and prediction of individual cow´s milk fat, protein, and lactose were highly influenced by the presence of mil samples from animals with mammary gland inflammation in the data set. The best accuracy of prediction (i.e. the lower SEP and the higher correlation coefficient) for fat, protein and lactose was obtained for equations, developed when using only “healthy” samples, with low SCC. The standard error of prediction increased and correlation coefficient decreased significantly when equations for low SCC milk were used to predict examined components in “mastitis” samples with high SCC, and vice versa. Combined data set that included samples from healthy and mastitis animals could be used to build up regression models for screening. Further use of separate model for healthy samples improved milk composition measurement. Regression vectors for NIR mild protein measurement obtained for “healthy” and “mastitic” group were compared and revealed differences in 1390-1450 nm, 1500-1740 nm and 1900-2200 nm regions and thus illustrated post-secretory breakdown of milk proteins by hydrolytic enzymes that occurred with mastitis. For the first time it has been found that monitoring the spectral differences in water bands at 1440 nm and 1912 nm could provide valuable information for inflammation diagnosis.

• Journal of Korean Biological Nursing Science
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• v.2 no.2
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• pp.67-80
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• 2000

The purpose of this study was to identify hindlimb muscle atrophy in stroke induced rat and determine the effect of endurance exercise on body weight, weight of hindlimb muscle during 7 days after stroke induction. Thirty four male Sprague-Dawley rats with 200-270g body weight were divided into four groups : control, control+exercise(Con+Ex), stroke, and exercise after stroke(St+Ex) group. The control group and Con+Ex group received sham operation and the stroke group and St+Ex group received right MCA occlusion operation by using silicon-coated probe. The Con+Ex and St+Ex groups ran on a treadmill for 20min/day at 10m/min and $10^{\circ}grade$. Daily body weight and diet intake were measured every morning for 7 days. Cerebral infarction of stroke and St+Ex groups were identified by staining with TCC for 30minutes. The data were analyzed by Kruskal-Wallis test and Mann-Whitney U test using the SPSSWIN 9.0 program. Body weight of the control group at the 7th day increased by 18.3% significantly from the first day of experiment, that of the stroke group at the 7th day decreased by 6.7% significantly compared to the day of receiving right MCA occlusion operation. Body weight of the Con+Ex group at the 7th day increased by 10.3% significantly form the first day of experiment, that of St+Ex group at the 7th day also increased by 13.4% significantly compared to the day of receiving right MCA occlusion operation. The total amount of diet in stroke group decreased significantly compared to that of St+Ex and that of control group. In stroke group the wet weight of both sides of soleus, plantaris, and gastrocnemius muscles decreased significantly compared to that of control group. The relative weight of affected(left) plantaris and gastrocnemius muscles decreased significantly compared to that of the control group. The difference between the weight of affected and unaffected soleus, plantaris, and gastrocnemius muscles were not significant in stroke group. The wet weight of right gastrocnemius muscles in Con+Ex group increased compared to that of control group. The relative weight of right gastrocnemius muscle increased significantly compared to that of the control group. The wet weight of St+Ex group increased significantly compared to that of the stroke group in both sides of soleus, plantaris, and gastrocnemius muscles. The relative weight of affected plantaris muscle increased significantly compared to that of the stroke group. The difference between the weight of affected and unaffected soleus, plantaris, and gastrocnemius muscles were not significant in St+Ex group. Body weight and wet weight of soleus, plantaris, and gastrocnemius muscles in the St+Ex group did not recover to the values of control group. Based on these results, it can be suggested that endurance exercise during acute stage of stroke can reduce muscle atrophy related to denervation, inactivity and undernutrition.

• Korean Journal of Soil Science and Fertilizer
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• v.12 no.2
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• pp.109-116
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• 1979

This experiment was conducted to find out the effects on soybean plant exposed with various concentration and different fumigation periods of ammonia gas ($0.2mg/{\ell}$). The yield of soybean, nitrogen and, chlorophyll contents in leaves, and percentage of destroyed leaf area were investigated. The results were summarized as: 1. The soybean yield losses and percentage of destroyed leaf area were positively correlated with concentration of inflicting ammonia gas respectively. The yield losses was higher at noon exposure time than at night exposure time. 2. The soybean yield was negatively correlated with the percentage of destroyed leaf area. 3. The highest percentage of destroyed leaf area had at afternoon exposure time (14:00-15:00 o'clock) by $0.2mg/{\ell}$ ammonia gas fumigation, and the lowest one had at midnight exposure time (22:00-23:00 o'clock). 4. According to the increasing concentration of ammonia gas, the total and water soluble nitrogen contents in soybean leaves were increased, but the contents of chlorphyll b on decreasing rate. 5. The nitrogen contents in plant were higher in the afternoon exposure than in the morning, but the contents of chlorophyll were higher at night time exposure than at day time. 6. The highest decreasing of absorption spectra of chlorohpyll in chloroplast had at 10:00-11:00 o'clock on fumigation time and the lowest one had at 22:00-23:00 o'clock.