• 제목/요약/키워드: Reversion

검색결과 240건 처리시간 0.029초

상태-공간 모형에서의 주가의 가성 평균-회귀 (Spurious Mean-Reversion of Stock Prices in the State-Space Model)

  • 최원혁;전덕빈;김동수;노재선
    • 한국경영과학회지
    • /
    • 제36권1호
    • /
    • pp.13-26
    • /
    • 2011
  • In order to explain the U-shaped pattern of autocorrelations of stock returns i.e., autocorrelations starting around 0 for short-term horizons and becoming negative and then moving toward 0 for long-term horizons, researchers suggested the use of a state-space model consisting of an I(1) permanent component and an AR(1) stationary component, where the two components are assumed to be independent. They concluded that auto-regression coefficients derived from the state-space model follow a U-shape pattern and thus there is mean-reversion in stock prices. In this paper, we show that only negative autocorrelations are feasible under the assumption that the permanent component and the stationary component are independent in the state-space model. When the two components are allowed to be correlated in the state-space model, we show that the sign of the auto-regression coefficients is not restricted as negative. Monthly return data for all NYSE stocks for the period from 1926 to 2007 support the state-space model with correlated noise processes. However, the auto-regression coefficients of the ARIMA process, equivalent to the state-space model with correlated noise processes, do not follow a U-shaped pattern, but are always positive.

Buprofezin이 느타리버섯속의 원형질체 나출 및 재생에 미치는 영향 (Effect of buprofezin on the formation and reversion of protoplast from mycelia of Pleurotus ostreatus and P. sajor-caju)

  • 신관철;황의일;서건식
    • 농업과학연구
    • /
    • 제17권2호
    • /
    • pp.77-81
    • /
    • 1990
  • Chitin 합성 저해제인 buprofezin이 P. ostreatus 및 P. sajor-caju 균사의 생장과 원형질체 나출 및 재생에 미치는 영향을 조사한 바를 요약하면 buprofezin은 P. ostreatus 및 P. sajor-caju.의 균사생장을 심히 저해하였고 buprofezin의 첨가농도가 높을수록 균사생장 억제가 심하였다. Buprofezin 처리에 의하여 기균사가 증가하였으나 균사의 형태에는 변화가 없었다. 원형질체의 나출량은 buprofezin 200-500 ppm 첨가구의 균사에서 무처리보다 현저히 높은 결과를 보였고, 원형질체의 재생율은 buprofezin의 처리에 의하여 증가하였다.

  • PDF

Gas-Chromatography/Mass Selective Detector를 사용하여 쥐의 뇨시료 중 benzidine 대사체의 확인 및 in vitro 독성 (Identification of Benzidine Metabolites in Rats by Gas Chromatography/Mass Selective Detector and its Toxicity in vitro)

  • 류재천;권오승
    • 약학회지
    • /
    • 제44권5호
    • /
    • pp.384-390
    • /
    • 2000
  • Metabolism study of the dye, benzidine, was performed by gas chromatography-mass selective detector (GC/MSD) in the urine of rats orally administered 100 mg/kg benzidine. Urine samples were collected in metabolic cages for 0-24, 24-48, and 48-72 hrs. Ten ml of the urine was extracted with XAD-2 resin and the XAD-2 column was eluted with methanol. After evaporation, benzidine and its metabolites were extracted with diethyl ether (for non-conjugated fraction). For conjugated metabolites, $\beta$-glucu-ronidase was added to the aqueous layer that was incubated for 1 hr at 5$0^{\circ}C$ and the aqueous layer was extracted as in non-conjugated fraction. Aliquot of trimethylsilylated derivatives was applied to the GC/MSD. The mutagenicity of benzidine and its acetylated metabolites was tested by histidine/reversion assay. Five metabolites observed and confirmed either by electron impact and chemical ionization modes of the GC/MSD, or authentic compounds were monoacetyl-, diacetyl-, hydroxyacetyl-, hydroxydiacetyl-, and hydroxy-benzidine. Monoacetyl-benzidine was more potent than benzidine in histidine/reversion assay. This data indicates that monoacetylation of benzidine may be one of the metabolites produced in metabolic activation process.

  • PDF

Ganoderma lucidum과 Ganoderma sp.의 원형질체(原形質體) 나출(裸出) 및 환원(還元) (Protoplast Isolation and Reversion from Ganoderma lucidum and Ganoderma sp.)

  • 엄승덕;채영암;유영복;유창현;차동열
    • 한국균학회지
    • /
    • 제16권1호
    • /
    • pp.21-25
    • /
    • 1988
  • 원형질체융합(原形質體融合)에 의한 영지(靈芝)의 육종(育種)을 위(爲)하여 기초자료를 얻고자 원형질체(原形質體)의 이출(裡出) 및 환원(還元)에 관한 실험결과(實驗結果)는 다음과 같다. 1. 원형질체이출(原形質體裡出)은 영지(靈芝)에서는 0.6M sucrose에 Novozym 234 $10mg{\cdot}ml^{-1}$를 단용(單用)하여 5시간(時間)정도 처리(處理)하고 4일간(日間) 배양(培養)한 균사체(菌絲體)를 사용(使用)하는 것이 좋았으며, G. sp.는 4일간(日間) 배양(培養)한 균사체(菌絲體)를 사용(使用)하고 0.6M sucrose에 Novozym 234와 ${\beta}-glucuronidase$를 각각 $10mg{\cdot}ml^{-1}$로 혼용(混用)하는 것이 좋았다. 2. 원형질체환원(原形質體還元)은 G. lucidum에서 0.6M sucrose를 첨가(添加)한 MCM에서 가장 양호(良好)하였으며, G. sp.에서는 0.6M sucrose를 첨가(添加)한 SCM에서 가장 효과적(效果的)이었다. 영지(靈芝)와 황지(黃芝)는 20% 이상(以上)의 무척 높은 환원률(還元率)을 보였다.

  • PDF

쌀의 돌연변이 억제활성에 미치는 가공처리의 영향 (Effect of Processing on the Antimutagenicity of Rice)

  • 김인호;전향숙;하태열;문태화
    • 한국식품과학회지
    • /
    • 제27권6호
    • /
    • pp.944-949
    • /
    • 1995
  • 쌀을 cooking, steaming, parching 등의 가공처리 형태로서 밥, 백설기, 미싯가루를 제조하여 methanol로 추출한 후 돌연변이 억제활성의 유지여부를 조사하기 위하여 Salmonella typhimurium reversion assay로 조사하고 SOS Chromotest로 확인하였다. S. typhimurium reversion assay에 대하여 직접변이원 4NQO로 유도한 frameshift type 돌연변이의 경우 $46%{\sim}100%$의 억제효과를 나타내었으며 억제활성이 투여농도에 비례하였다. Base substitution type 돌연변이의 경우는 각 가공물의 용매 추출물에서 억제활성이 미약하거나 서의 효과를 발견할 수 없었다. 간접변이원의 경우는 직접변이원과 비교하여 모든 처리구에서 억제효과가 관찰되었다. Trp-p-1으로 유도된 frameshift type 돌연변이의 경우 $75{\sim}100%$의 활성을 나타내었으며 $AFB_1$으로 유도된 base substitution type 돌연변이의 경우는 $66{\sim}87%$의 활성을 보여 직접변이원보다 억제활성이 높았다. SOS chromotest에 대하여는 4NQO로 유도된 돌연변이의 경우 억제활성이 없었으며 Trp-p-2로 유도된 돌연변이의 경우는 19-67%의 억제활성으로 S. typhimurium reversion assay와 같은 경향이 나타남을 확인하였다. 쌀의 항변이원성 물질은 rice-cooking, steaming, parching 등의 가공처리에 의해 억제활성이 소실되지 않아 가공 안정성이 있는 물질인 것으로 조사되었다.

  • PDF

SDK시제품(가칭)에 대한 변이원성시험 (Mutagenecity Test of SDK)

  • 정지윤;이원우;임종희;남정석;제정환;이광훈;강병철;이병희;박재학
    • Toxicological Research
    • /
    • 제14권2호
    • /
    • pp.211-216
    • /
    • 1998
  • In order to evaluate the mutagenic potential of SDK(skin decontamination kit) produced by Agency for Defense Development(ADD), were performed Salmonella typhimurium reversion assay, chromosomal aberration test on chinese hamster ovarian cells and in vivo micronucleus assay using mouse bone marrow cells according to the established regulation of Korean Food and Drug Administration. In the reverse mutation test using Salmonella typhimurium TA98, TA100, TA1535 and TA1537 did not in-crease the number of revertant at any of the concentration tested in this study. SDK did not increase the number of cells having structural or numerical chromosome aberration in cytogenetic test. In mouse micronucleus test, no significant increase in the occurrence oj micro nucleated polychromatic erythrocytes were observed in ICR male mice intraperitoneally administered with SDK. These results indicate that SDK has no mutagenic effects under these experimental conditions.

  • PDF

옻나무 추출액(Rhus-II)의 안전성에 관한 유전독성학적 평가 (Genotoxicicological Safety Estimate for the Rhus-II)

  • 최창순;한동운
    • 한국식품위생안전성학회지
    • /
    • 제20권1호
    • /
    • pp.18-21
    • /
    • 2005
  • These observations were performed to investigate the safety of the natural herbs (Rhus-II) in respect of genotoxicity. This substance was examined in two in-vitro tests: (1) Salmonella typhimurium reversion assay (Ames test) in strain TA 98, TA 100, TA 1535 and TA 1537, (2) in vitro chromosome aberration test in cultured Chinese hamster ovary (CHO) cells. In the reverse mutation test, Rhus-II did not induced mutagenicity in Salmonella typhimurium reversion assay(Ames test) with or without metabolic activation. In the chromosome aberration assay using CHO cells, there was no increased incidence of structural and numerical aberrations with or without metabolic activation. These results indicated that, the Rhus-II had no genotoxicity.

감마선조사 새우젓의 유전독성학적 안전성평가 (Genotoxicological Safety of Gamma Irradiated Salted and Fermented Shrimp)

  • 강일준;정차권;이영숙;오성훈;변명우
    • 한국식품저장유통학회지
    • /
    • 제8권2호
    • /
    • pp.193-198
    • /
    • 2001
  • Gamma irradiation at 20 kGy was apploed to salted and fermented shrimps to evaluate its possible genotoxicity. The genotoxicity of irradiated salted and fermented shrimps was evaluated by Salmonella typhimurium reversion assay, chromosomal aberration test and in vivo micronucleus assay. The results were negative in the bacterial reversion assay with S. typhimurium TA98, TA100. No mutagenicity was detected in the assay both with and without metabolic activation. In chromosomal aberration tests with CHL cells and in vivo mouse micronucleus assay, no significant difference in the incidences of chromosomal aberration and micronuclei was observed between nonirradiated and 20 kGy-irradiated salted and fermented shrimps. These results indicate that salted and fermented shrimps irradiated at 20 kGy did not show any genotoxic effects under these experimental conditions.

  • PDF

Isolation and Regeneration of P0rotoplast in Streptomyces antibioticus

  • Myeonggu, Yeo;Koh, Hancheol;Park, Kyoungsu;Park, Yeal
    • 미생물학회지
    • /
    • 제30권6호
    • /
    • pp.514-518
    • /
    • 1992
  • The present study has been perromed to investigate the optimal conditions for protoplast formation and regeneration of oleandomycin-producing Streptomyces antibioticus (S. antibioticus) KCTC 1081. Mycelia were grown in YME medium containing 0.2% (w/v) glycine and converted into the protoplast by incubating at 35.deg.C for 60 minutes in protoplast buffer (P buffer) containing 4 mg/ml lysozyme. The reversion of protoplasts to the normal filamentous state was examined by the growth on various synthetic agar media. A high reversion rate was obtained by incubating the protoplasts on a hypertonic agar medium containing 20 mM $Mg^{++}$, 5 mM $Ca^{++}$ and 0.3 M sucrose at 28.deg.C for 5 days. From these experiments, we established the improved regeneration medium and a protocol which supports higher and more consistent levels of regeneration of S. antibioticus protoplasts. The regenerant showed an increased antimicrobial activity compared with that of the initial strain.n.n.

  • PDF