• Title/Summary/Keyword: Stability test

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A Study on Commodity Asset Investment Model Based on Machine Learning Technique (기계학습을 활용한 상품자산 투자모델에 관한 연구)

  • Song, Jin Ho;Choi, Heung Sik;Kim, Sun Woong
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.127-146
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    • 2017
  • Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.

Quality Assurance of Leaf Speed for Dynamic Multileaf Collimator (MLC) Using Dynalog Files (Dynalog file을 이용한 동적다엽조준기의 Leaf 속도 정도관리 평가)

  • Kim, Joo Seob;Ahn, Woo Sang;Lee, Woo Suk;Park, Sung Ho;Choi, Wonsik;Shin, Seong Soo
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.2
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    • pp.305-312
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    • 2014
  • Purpose : The purpose of this study is to analyze the mechanical and leaf speed accuracy of the dynamic multileaf collimator (DMLC) and determine the appropriate period of quality assurance (QA). Materials and Methods : The quality assurance of the DMLC equipped with Millennium 120 leaves has been performed total 92 times from January 2012 to June 2014. The the accuracy of leaf position and isocenter coincidence for MLC were checked using the graph paper and Gafchromic EBT film, respectively. The stability of leaf speed was verified using a test file requiring the leaves to reach maximum leaf speed during the gantry rotation. At the end of every leaf speed QA, dynamic dynalog files created by MLC controller were analyzed using dynalog file viewer software. This file concludes the information about the planned versus actual position for all leaves and provides error RMS (root-mean square) for individual leaf deviations and error histogram for all leaf deviations. In this study, the data obtained from the leaf speed QA were used to screen the performance degradation of leaf speed and determine the need for motor replacement. Results : The leaf position accuracy and isocenteric coincidence of MLC was observed within a tolerance range recommanded from TG-142 reports. Total number of motor replacement were 56 motors over whole QA period. For all motors replaced from QA, gradually increased patterns of error RMS values were much more than suddenly increased patterns of error RMS values. Average error RMS values of gradually and suddenly increased patterns were 0.298 cm and 0.273 cm, respectively. However, The average error RMS values were within 0.35 cm recommended by the vendor, motors were replaced according to the criteria of no counts with misplacement > 1 cm. On average, motor replacement for gradually increased patterns of error RMS values 22 days. 28 motors were replaced regardless of the leaf speed QA. Conclusion : This study performed the periodic MLC QA for analyzing the mechanical and leaf speed accuracy of the dynamic multileaf collimator (DMLC). The leaf position accuracy and isocenteric coincidence showed whthin of MLC evaluation is observed within the tolerance value recommanded by TG-142 report. Based on the result obtained from leaf speed QA, we have concluded that QA protocol of leaf speed for DMLC was performed at least bimonthly in order to screen the performance of leaf speed. The periodic QA protocol can help to ensure for delivering accurate IMRT treatment to patients maintaining the performance of leaf speed.

Combustion Characteristics of Useful Imported Woods (국내 유용 해외 목재 수종의 연소특성 평가)

  • Seo, Hyun Jeong;Kang, Mee Ran;Park, Jung-Eun;Son, Dong Won
    • Journal of the Korean Wood Science and Technology
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    • v.44 no.1
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    • pp.19-29
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    • 2016
  • The purpose of this study is to analyze the combustion and thermal properties in order to establish baseline data for the fire safety evaluation of imported wood. The combustion properties such as heat release rate, total heat release, gas yield, and mass loss were analyzed by the method of cone calorimeter test according to KS F ISO 5660-1 and thermogravimetric analysis (TGA). Analyzed species are five kinds of species as Merbau, Mempening, Garo Garo, Malas, and Dillenia. The heat released rate values showed the highest value of Malas as $375.52kW/m^2$, and Dillenia showed the lowest value as $133.30kW/m^2$. The data values were confirmed in the following order: Malas > Mempening > Garo Garo > Merbau > Dillenia. In case of the total heat release, it was measured in the following order: Mempening > Malas > Garo Garo > Merbau > Dillenia. The gas analysis results were that Dillenia showed the highest value of 0.034. Also, Mempening and Malas showed the lowest at 0.020 in the $CO/CO_2$. Min of mass reduction was shown as 74.79% Sargent cherry, on the other hand, Malas had a 83.52%. It showed a correlation between and of the CO and $CO_2$ generation and combustion characteristics of wood. The thermal decomposition temperature of the wood in the TGA were as follow that Merbau $348.07^{\circ}C$, Mempening $367.57^{\circ}C$, Garo Garo $350.59^{\circ}C$, Malas $352.41^{\circ}C$, Dillenia $364.33^{\circ}C$. The aim of this study is to determine the combustion properties of imported wood according to ISO 5660-1. And, based on the results of this study, we would proceed with further research for improving the fire safety of wood for construction.

An effect of immediate orthodontic force on palatal endosseous appliance$(C-Palatal\;Plate^{TM})$ in beagle Dog (성견 구개부 골내고정원 장치에 가해진 즉시 교정력이 주위조직에 미치는 영향)

  • Kim, Su-Jung;Lee, Young-Jun;Chug, Kyu-Rhim
    • The korean journal of orthodontics
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    • v.33 no.2 s.97
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    • pp.91-102
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    • 2003
  • This study was performed to investigate the effect of immediate orthodontic force on soft md hard tissues surrounding C-Palatal $Plate^{TM}$ in beagle Dog. Immediately after this appliance was implanted on the midpalate of 4 adult beagle Dogs, 400gm continuous orthodontic force was applied. Experimental animals were euthanized at 8weeks, 18weeks, and 22weeks (including post-removal healing time of 4weeks), and a control animal was euthanized at 8weeks after implantation without orthodontic force application. The appliance and the surrounding tissue were studied radiographically, macroscopically, and histologically. The results were as follows: 1. The lateral radiographs taken after euthanasia showed very slight displacement of the vortical plate in the experimental animals, compared with the control animal. Mobility test of all animals confirmed primary stability without any increase of mobility during experimental period. 2. No pathologic changes were found in the healing condition of covering soft tissue and bone-screw interface in experimental animals as well as a control animal. 3. Osseointegration was achieved in the bone-screw interface in 8weeks after implantation and the amount of osseointegration increased in 18weeks. There was little difference of osseointegration between the compression side and the tension side. 4. In the marginal bone area, slight bone apposition and resorption were found regardless of compression and tension side, while there was no change in the control animal. 5. Both 8week-animal and 18week-animal showed the new bone apposition along the surface of screws which were perforated into the nasal cavity, while the control animal showed no change. 6. After 4weeks of plate removal, the covering epithelium was repaired intactly, while the connective tissue showed loose and irregular rearrangement and the connective tissue capsule remained. The C-Palatal $Plate^{TM}$ manifested sufficient anchorage capacity in the context of histological study as well as clinical outcomes, when immediate orthodontic force was applied after implantation.

Strength Evaluation of Sin91e-Radius Total Knee Replacement (TKR) (인공무릎관절의 단축법위 회전시 근력정가)

  • Wan, Jin-Young;Sub, Kwak-Yi
    • Journal of Life Science
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    • v.14 no.3
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    • pp.484-489
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    • 2004
  • Artificial joint replacement is one of the major surgical advances of the 21th century. The primary purpose of a TKA (Total Knee Arthroplasty) is to restore normal knee Auction. Therefore, ideally, a TKA should: (a) maintain the natural leverage of the knee joint muscles to ensure generating adequate knee muscle moments to accomplish daily tasks such as rising from a chair or climbing stairs;(b) allow the same range of motion as an complete knee; and (c) provide adequate knee joint stability. Four individuals (2 peoples after surgery one year and 2 peoples after surgery three years) participated in this study. All they were prescreened for health and functional status by the same surgeon who performed the operations. Two days of accommodation practice occurred prior to the actual strength testing. The isometric strength (KIN-COM III) of the quadriceps and hamstring were measured at 60$^\circ$ and 30$^\circ$ of knee flexion, respectively. During isokinetic concentric testing, the range of motion was between 10$^\circ$ to 80$^\circ$ of knee flexion (stand-to-sit) and extension (sit-to-stand). for a given test, the trial exhibiting maximum torque was analyzed. A 16-channel MYOPACTM EMG system (Run Technologies, Inc.) was used to collect the differential input surface electromyographic (EMG) signals of the vastus medialis (VM), vastus lateralis(VL), rectus femoris (RF) during sit-to-stand and stand-to-sit tests. Disposable electrodes (Blue SensorTM, Medicotest, Inc.) were used to collect the EMG signals. The results were as follows; 1. Less maximum concentric (16% and 21% less for 1 yew man and 3 years mm, respectively) and isometric (12% and 29%, respectively) quadriceps torque for both participants. 2.14% less maximum hamstrings concentric torque for 1 year man but 16% greater torque for 3 years mm. However, 1 year man had similar hamstring isometric peak torque for both knees. 3. Less quadriceps co-contraction by 1 year man except for the VM at 10$^\circ$-20$^\circ$ and 30$^\circ$-50$^\circ$ range of knee flexion.

Variation of Lignan Content for Sesame Seed Across Origin and Growing Environments (참깨 원산지 및 재배지역에 따른 리그난 함량 변이)

  • Kim, Sung-Up;Oh, Ki-Won;Lee, Myoung-Hee;Lee, Byoung-Kyu;Pae, Suk-Bok;Hwang, Chung-Dong;Kim, Myung-Sik;Baek, In-Youl;Lee, Jeong-Dong
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.59 no.2
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    • pp.151-161
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    • 2014
  • Sesame lignan, including sesamin and sesamolin has been reported to have various content according to accessions and environmental factors. The objective of this study were to analyze the lignan variation of 143 sesame accessions from core collection in Korea and to test the effects of growing years and locations on lignan and lipid content of Korea sesame elite lines. The results showed that the core sesame germplasm in Korea has broad variation of lignan content from 2.33 to 12.17 mg/g with an average 8.18 mg/g. Among tested sesame accessions, the IT184615 had the highest lignan content of as 12.17 mg/g. So this accession will be a good genetic resource for developing a high lignan sesame variety. The sesamin and sesamolin content for sesame accessions across origin had significant difference. The average lignan content of accessions collected from Russia (10.0 mg/g) and Nepal (9.08 mg/g) were relatively higher than other countries. The sesamin and sesamolin content for sesame accessions across seed coat color had significant difference. The average lignan content of sesame with white, brown and black seed coat color was 8.61, 7.51, and 5.49 mg/g, respectively. The variation of lignan and lipid content was significantly different across elite lines, locations and growing years. Therefore, it is important to find sesame accessions having high lignan content with environmental stability.

Identification and Functional Analysis of Pig β-1,4-N-Acetylglucosaminyltransferase A (MGAT4A) (돼지 유래의 β-1,4-N-acetylglucosaminyltransferase A (MGAT4A) 유전자의 동정 및 기능 분석)

  • Kim, Ji-Youn;Hwang, Hwan-Jin;Chung, Hak-Jae;Park, Mi-Ryung;Byun, Sung June;Kim, Kyung-Woon
    • Journal of Life Science
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    • v.26 no.3
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    • pp.275-281
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    • 2016
  • Glycan modification is important in pharmaceutical industry. Especially, sialic acid affects the bioactivity and stability of medicine. Milk of pig has been used as bioreactor to produce various pharmaceutical proteins. Therefore, it is necessary to modify the glycan chain in pig mammary grand. β-1,4-N-Acetylglucosaminyltransferase A (pMGAT4A) is one of the essential enzymes for increase of sialic acid content, but pig MGAT4A is unclear. In this study, the pMGAT4A was identified and characterized. The pMGAT4A has 1638 nucleotides encoding 535 amino acids and type II membrane topology, which is one of the common features in many glycosyltransferases. The gene was strongly expressed in liver and mammary gland, whereas was weakly expressed in small intestine, stomach and bladder. For functional test, HA-tagged MGAT4A was over-expressed in porcine kidney (PK-15) cell line. Forced expression of pMGAT4A gene was identified by qPCR, and we identified that pMGAT4A is located in Golgi complex by co- staining with HA antibody and BODIPY TR ceramide. In addition, we identified the increase of mannose-β-1,4-N-acetylglucosamine structure by ELISA and immunofluorescence using Datura stramonium agglutinin (DSA), which recognizes mannose-β-1,4-Nacetylglucosamine. Through the specific activity analysis, we showed that pMGAT4A modified bi-antennary to tri-antennary. This event affects sialic acid content. Therefore, we thought that over-expression of pMGAT4A will be necessary in pig mammary grand for improved medicine.

Cryptocaryoniasis of cultured flounder, Paralichthys olivaceus in low temperatures (저수온 양식 넙치 Paralichthys olivaceus의 Cryptocaryoniasis)

  • Ji, Bo-Young;Kim, Ki-Hong;Park, Soo-Il
    • Journal of fish pathology
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    • v.10 no.2
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    • pp.97-111
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    • 1997
  • In the winter of 1995, mass mortality occurred in cultured flounder, Paralichthys olivaceus in Gurongpo, Kyoungbuk, Korea. From the observations of moribund and dead fish, parasitic ciliates, which were shown as white spots to the naked eye, were considered to be involved in the mass mortality. From heavily infected flounders, histopathological, morphological and biological characterization of these ciliates were carried out. In the histological observation, many ciliates were found under the epithelia of gill filaments and skin, and caused hyperplasia of epithelial and mucus cells at the infected areas. The ciliates found on the body surface, fins and gills were very similar to Cryptocaryon irritans. However the ciliates showed two different patterns of reproductian, i.e., typical form(palintomy)and atypical form(budding plus multiple fission) at $16^{\circ}C$ of water temperature. The occurrence ratio between typical and atypical form was about 3:2. Tomitogenesis takes 8-14 days in the typical and 13-15 days in the atypical form. In the viability test at different temperatures and salinities, the typical form died below 30‰ at $12^{\circ}C$, below 20‰ at $16^{\circ}C$, below 15‰ at $20^{\circ}C$, and below 25‰ at $24^{\circ}C$, respectively. On the other hand, the atypical form died below 20‰ at $12^{\circ}C$, below 15‰ at 16-$20^{\circ}C$, and below 25‰ at $24^{\circ}C$, respectively. The results suggested that the atypical has better viability at low salinity than that of the typical at low temperatures. In the excystment time and success rates of excystment according to temperatures, the typical form showed 8 days, 30% at $12^{\circ}C$ : 6.5 days, 50%, at $16^{\circ}C$ : 5.5 days, 75% at $20^{\circ}C$ : and 7 days, 10% at $24^{\circ}C$, respectively. On the other hand, the atypical form showed 15.5 days at $12^{\circ}C$ : 14 days, 76.6% at $16^{\circ}C$ : 12 days, 72.2% at $20^{\circ}C$ : 10 days 31.6% at $24^{\circ}C$, respectively. The results suggested that the atypical form had longer excystment time than that of the typical form at any temperature and showed better stability at low temperatures.

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Quality Characteristics of Bread Made from Domestic Korean Wheat Flour Containing Cactus Chounnyuncho (Opuntia humifusa) Powder (천년초 선인장 분말을 첨가한 우리밀 식빵의 품질특성)

  • Kim, Kyung-Tae;Choi, A-Rum;Lee, Kyung-Seok;Joung, Yong-Myeon;Lee, Ki-Young
    • Korean journal of food and cookery science
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    • v.23 no.4 s.100
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    • pp.461-468
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    • 2007
  • The quality characteristics of bread made from domestic Korean wheat flour that contained different amounts of cactus Chounnyuncho (Opuntia humifusa) powder were investigated. The water absorption and peak time, as determined by a farinograph, increased with increasing amounts of cactus powder, while stability, elasticity, and weakness decreased (p<0.05). RVA(Rapid Visco Analyzer) analysis showed that wheat flour retrogradation was retarded by increasing cactus powder content (p<0.05). The fermentation time of the bread increased with increasing cactus powder content, while the fermented volume and baking loss decreased (p<0.05). According to the sensory test, the most preferred bread contained 3% cactus powder (p0.05).

Clinical Evaluation of TightRope Cranial Cruciate Ligament Technique for Treatment of Cranial Cruciate Ligament Deficiency in Dogs (전방 십자인대 결손을 보이는 개에서 TightRope을 이용한 치료방법 평가)

  • Yoon, Hun-Young;Kim, Kyung-Hee;Jeong, Soon-Wuk
    • Journal of Veterinary Clinics
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    • v.29 no.6
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    • pp.455-459
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    • 2012
  • Nine dogs presented to the Veterinary Medical Teaching Hospital of Konkuk University and Woosung Animal Hospital with a history of pelvic limb lameness. On physical examination, 9 dogs all showed a consistent weight bearing lameness and mild muscle atrophy. There was cranial drawer sign with pain in 9 dogs. Mediolateral radiographic projection revealed cranial subluxation of the tibial tuberosity in a tibial compression view. The right and left stifle joints were affected in 7 dogs and 2 dogs respectively. TightRope cranial cruciate ligament (CCL) technique for treatment of CCL deficiency was performed. Polyester and nylon were used to stabilize the stifle in 3 dogs and 6 dogs respectively. Suture sizes were 0.8 mm (n = 2), 0.9 mm (n = 4), 1.1 mm (n = 2), and $1.1mm{\times}2$ strands (n = 1) in diameter. Mean (${\pm}SD$) surgical duration was $48.3{\pm}8.5$ minutes (range 35 to 60 minutes). Preoperative and postoperative mean (${\pm}SD$) cranial drawer signs were $8.6{\pm}1.6$ mm (rage 7 to 12 mm) and $1.2{\pm}1.0$ mm (rage 0 to 3 mm) respectively. Immediate postoperative radiographs of the affected limb revealed no evidence of cranial subluxation of the tibial tuberosity in a tibial compression view of 9 dogs. Normal limb function was regained in 8 dogs within 8 weeks postoperatively. A consistent weight bearing lameness resolved in all dogs after TightRope CCL technique, but reoccurred in one dog (case No. 6) 2 weeks after surgery. Cranial subluxation of the tibial tuberosity was identified in a tibial compression test. During the second surgery, breakage of surgical button was identified and a tibial wedge osteotomy was performed. Based on surgical time, complication, stifle stability, and functional recovery, the present study indicated that TightRope CCL technique is effective treatment for the dogs with CCL deficiency.