• Radiation Oncology Journal
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• v.21 no.4
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• pp.299-305
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• 2003

Purpose: In order to develop the national guide-lines for the standardization of radiotherapy we are planning to establish a web-based, on-line data-base system for laryngeal cancer. As a first step this study was performed to accumulate the basic clinical information of laryngeal cancer and to determine the items needed for the data-base system. Materials and Methods: We analyzed the clinical data on patients who were treated under the diagnosis of laryngeal cancer from January 1998 through December 1999 In the South-west area of Korea. Eligiblity criteria of the patients are as follows: 18 years or older, currently diagnosed with primary epithelial carcinoma of larynx, and no history of previous treatments for another cancers and the other laryngeal diseases. The items were developed and filled out by radiation oncologlst who are members of forean Southwest Radiation Oncology Group. SPSS vl0.0 software was used for statistical analysis. Results: Data of forty-five patients were collected. Age distribution of patients ranged from 28 to 88 years(median, 61). Laryngeal cancer occurred predominantly In males (10 : 1 sex ratio). Twenty-eight patients (62$\%$) had primary cancers in the glottis and 17 (38$\%$) in the supraglottis. Most of them were diagnosed pathologically as squamous cell carcinoma (44/45, 98$\%$). Twenty-four of 28 glottic cancer patients (86$\%$) had AJCC (American Joint Committee on Cancer) stage I/II, but 50$\%$ (8/16) had In supraglottic cancer patients (p=0.02). Most patients(89$\%$) had the symptom of hoarseness. indirect laryngoscopy was done in all patients and direct laryngoscopy was peformed in 43 (98$\%$) patients. Twenty-one of 28 (75$\%$) glottic cancer cases and 6 of 17 (35$\%$) supraglottic cancer cases were treated with radiation alone, respectively. The combined treatment of surgery and radiation was used in 5 (18$\%$) glottic and 8 (47$\%$) supraglottic patients. Chemotherapy and radiation was used in 2 (7$\%$) glottic and 3 (18$\%$) supraglottic patients. There was no statistically significant difference in the use of combined modality treatments between glottic and supraglottic cancers (p=0.20). In all patients, 6 MV X-ray was used with conventional fractionation. The iraction size was 2 Gy In 80$\%$ of glottic cancer patients compared with 1.8 Gy in 59$\%$ of the patients with supraglottic cancers. The mean total dose delivered to primary lesions were 65.98 ey and 70.15 Gy in glottic and supraglottic patients treated, respectively, with radiation alone. Based on the collected data, 12 modules with 90 items were developed or the study of the patterns of care In laryngeal cancer. Conclusion: The study Items for laryngeal cancer were developed. In the near future, a web system will be established based on the Items Investigated, and then a nation-wide analysis on laryngeal cancer will be processed for the standardization and optimization of radlotherapy.

• Radiation Oncology Journal
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• v.23 no.4
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• pp.223-229
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• 2005

Purpose: In this work we designed and made MPBP(Multi Purpose Brachytherapy Phantom). The MPBP enables one to reproduce the same patient set-up in MPBP as the treatment of the patient and we tried to get an exact analysis of rectal doses in the phantom without need of in-vivo dosimetry. Materials and Methods: Dose measurements were tried at a point of rectum 1, the reference point of rectum, with a diode detector for 4 patients treated with tandem and ovoid for a brachytherapy of a cervix cancer. Total 20 times of rectal dose measurements were made with 5 times a patient. The set-up variation of the diode detector was analyzed. The same patient set-ups were reproduced in self-made MPBP and then rectal doses were measured with TLD. Results: The measurement results of the diode detector showed that the set-up variation of the diode detector was the maximum $11.25{\pm}0.95mm$ in the y-direction for Patient 1 and the maximum $9.90{\pm}4.50mm,\;20.85{\pm}4.50mm,\;and\;19.15{\pm}3.33mm$ in the z-direction for Patient 2, 3, and 4, respectively. Un analyzing the degree of variation in 3 directions the more variation was showed in the z-direction than x- and y-direction except Patient 1. The results of TLD measurements in MPBP showed the relative maximum error of 8.6% and 7.7% at a point of rectum 1 for Patient 1 and 4, respectively and 1.7% and 1.2% for Patient 2 and 3, respectively. The doses measured at R1 and R2 were higher than those calculated except R point of Patient 2. this can be thought to related to the algorithm of dose calculation, whcih corrects for air and water but is guessed not to consider the correction for the scattered rays, but by considering the self-error (${\pm}5%$) TLD has the relative error of values measured and calculated was analyzed to be in a good agreement within 15%. Conclusion: The reproducibility of dose measurements under the same condition as the treatment could be achieved owing to the self-made MPMP and the dose at the point of interest could be analyzed accurately. If a treatment is peformed after achieving dose optimization using the data obtained in the phantom, dose will be able to be minimized to important organs.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• Journal of radiological science and technology
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• v.32 no.4
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• pp.401-410
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• 2009

Purpose : Pelvis and lumbar spine radiography, among various types of diagnostic radiography, include gonads of the human body and give patients high radiation dose. Nevertheless, diagnostic reference levels for patient radiation dose in pelvis and lumbar spine radiography has not yet been established in Korea. Therefore, the radiation dose that patients receive from pelvis and lumbar radiography is measured and the diagnostic reference level on patient radiation dose for the optimization of radiation protection of patients in pelvis and lumbar spine radiography was established. Methods : The conditions and diagnostic imaging information acquired during the time of the postero-anterior view of the pelvis and the postero-anterior and lateral view of the lumbar spine at 125 medical institutions throughout Korea are collected for analysis and the entrance surface dose received by patients is measured using a glass dosimeter. The diagnostic reference levels for patient radiation dose in pelvis and lumbar spine radiography to be recommended to the medical institutes is arranged by establishing the dose from the patient radiation dose that corresponds to the 3rd quartile values as the appropriate diagnostic reference level for patient radiation dose. Results : According to the results of the assessment of diagnostic imaging information acquired from pelvis and lumbar spine radiography and the measurement of patient entrance surface dose taken at the 125 medical institutes throughout Korea, the tube voltage ranged between 60~97 kVp, with the average use being 75 kVp, and the tube current ranged between 8~123 mAs, with the average use being 30 mAs. In the posteroanterior and lateral views of lumbar spine radiography, the tube voltage of each view ranged between 65~100 kVp (average use: 78 kVp) and 70~109 kVp (average use: 87 kVp), respectively, and the tube current of each view ranged between 10~100 mAs(average use: 35 mAs) and between 8.9~300 mAs(average use: 64 mAs), respectively. The measurements of entrance surface dose that patients receive during the pelvis and lumbar spine radiography show the following results: in the posteroanterior view of pelvis radiography, the minimum value is 0.59 mGy, the maximum value is 12.69 mGy and the average value is 2.88 mGy with the 1st quartile value being 1.91 mGy, the median being 0.59 mGy, and the 3rd quartile value being 3.43 mGy. Also, in the posteroanterior view of lumbar spine radiography, the minimum value is 0.64 mGy, the maximum value is 23.84 mGy, and the average value is 3.68 mGy with the 1st quartile value being 2.41 mGy, the median being 3.40 mGy, and the 3rd quartile value being 4.08 mGy. In the lateral view of lumbar spine radiography, the minimum value is 1.90 mGy, the maximum value is 45.42 mGy, and the average value is 10.08 mGy with the 1st quartile value being 6.03 mGy, the median being 9.09 mGy and the 3rd quartile value being 12.65 mGy. Conclusions : The diagnostic reference levels for patient radiation dose to be recommended to the medical institutes in Korea is 3.42 mGy for the posteroanterior view of pelvis radiography, 4.08 mGy for the posteroanterior view of lumbar spine radiography, and 12.65 mGy for the lateral view of lumbar spine radiography. Such values are all lower than the values recommended by 6 international organizations including World Health Organization, where the recommended values are 10 mGy for the posteroanterior view of pelvis radiography, 10 mGy for the posteroanterior view of lumbar spine radiography and 30 mGy for the lateral view of lumbar spine radiography.