• The Journal of Korean Philosophical History
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• no.29
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• pp.255-280
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• 2010

Zhang Bo-duan compiled about internal alchemy in Taoism. Although he lived in the mundane world, he wished to seek theory on neidan of Taoism(internal alchemy). After finding enlightenment, he elucidated that the enlightenment was a state of rising above world not needed to leave the world. After ages, he was admired as the founder of Taoism in Southern school and his Oh Jin Peon which contents internal alchemy was considered seriously to have more than 30 people who annotated with it until Ch'ing Empire. At his age of 80, he met the real person who gave him theory on neidan of Taoism(internal alchemy), its preface tells that he organized its main point, and then wrote Oh Jin Peon with it in 1075. Generally Zhang Bo-duan was known to leave three books as Oh Jin Peon, Guem Dan Sa Baek Ja, and Cheung Hwa Bi Mun, most of critics have been studying on the basis of them. However, it is not correct whether all of them is his writings and there is not exact analysis but simple belief about it. I think accuracy and details are indispensible in philosophical approach. The study not having verification about primary data is no more than a visionary projet which soon collapses. So the purpose of this study is adding the detail analysis on it and making its exact basis of philosophical approach. Zhang Bo-duan over his age of 80, became enlightened, in his old age handed down his student the secret as a record and theory on neidan of Taoism(internal alchemy). And not in his living but after his dying his status was soared. Because of his high status in internal alchemy Taoism, it seems that there are more interest in it and some published books which just leave his name. In this study, I accept Oh Jin Peon as a his real writing among unsure his writings and criticize systematically and classify its characteristics. And I demonstrate that Guem Dan Sa Baek Ja, Cheung Hwa Bi Mun couldn't be his real writings, these could be forgeries by posterity, with proposing some basis of the argument.

• 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 the Korean Academy of Child and Adolescent Psychiatry
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• v.6 no.1
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• pp.56-64
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• 1995

Family is a primary unit of the major socialization processing for children. Parents among the family members are one of the most important figures from whom the child and adolescent acquire a wide variety of behavior patterns, attitudes, values and norms. An organization of family members product family structural functioning. Abnormal family structure is one of the most important reference models in the learning of antisocial patterns of behavior. Therefore incest and child sexual abuse including spouse abuse, elderly abuse, and neglect occurs in the abnormal family structural setting. In particular, incest, a specific form of sexual abuse, was once thought to be a phenomenon of great rarity, but our clinical experiences, especially over the past decade, have made us aware that incest and child sexual abuse is not rare case and on the increasing trend. Therefore, the aim of this study was to determine the family problem and dynamics of incest family, and character pattern of post-incest adolescent victim in Korea. A total of 1,838 adolescents from middle and high school(1,237) and juvenile correctional institute(601) were studied, sampled from Korean student population and adolescent delinquent population confined in juvenile correctional institutes, using proportional stratified random sampling method. The subjects' ages ranged from 12 to 21 years. Data were collected through questionnaire survey. Data analysis was done by IBM PC of Behavior Science Center at the Korea university, using SAS program. Statistical methods employed were Chi-square, principal component analysis and t-test etc. The results of this study were as follows ; 1) Of 1,071 subjects, 40(3.7%) reported incest experiences(sibling incest : 1.6% ; another type of incest : 2.1%) in their family setting. 2) The character pattern of post-incest adolescent victim was more socially maladjusted, immature, impulsive, rigid, anxious and dependent than non-incest adolescent. Also they showed some problem in academic performance and their assertiveness. 3) The other family members of incest family revealed more psychological and behavioral problem such as depression, alcoholism, psychotic disorder and criminal act than the non-incest family, even though there is no evidence of the context between them. 4) The family dynamics of incest family tended to be dysfunctional trend, as compared with non-incest family. It showed that the psychological instability of family member, parental rejection toward their children, coldness and indifference among family member and marital discordance between the parents had significant correlation with incest.

• Journal of the Korean Society of Food Science and Nutrition
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• v.43 no.8
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• pp.1304-1316
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• 2014

The aims of this study were to estimate daily intakes of artificial sweeteners from beverages and liquid teas as well as evaluate their potential health risks in Korean children and adolescents (1 to 19 years old). Dietary intake assessment was conducted using actual levels of aspartame, acesulfame-K, and sucralose in non-alcoholic beverages (651 beverages and 87 liquid teas), and food consumption amounts were drawn from "The Fourth Korea National Health and Nutrition Examination Survey (2007~2009)". To estimate dietary intake of non-alcoholic beverages, a total of 6,082 children and adolescents (Scenario I) were compared to 1,704 non-alcoholic beverage consumption subjects (Scenario II). The estimated daily intake of artificial sweeteners was calculated based on point estimates and probabilistic estimates. The values of probabilistic artificial sweeteners intakes were presented by a Monte Carlo approach considering probabilistic density functions of variables. The level of safety for artificial sweeteners was evaluated by comparisons with acceptable daily intakes (ADI) of aspartame (0~40 mg/kg bw/day), acesulfame-K (0~15 mg/kg bw/day), and sucralose (0~15 mg/kg bw/day) set by the World Health Organization. For total children and adolescents (Scenario I), mean daily intakes of aspartame, acesulfame-K, and sucralose estimated by probabilistic estimates using Monte Carlo simulation were 0.09, 0.01, and 0.04 mg/kg bw/day, respectively, and 95th percentile daily intakes were 0.30, 0.02, and 0.13 mg/kg bw/day, respectively. For consumers-only (Scenario II), mean daily intakes of aspartame, acesulfame-K, and sucralose estimated by probabilistic estimates using Monte Carlo simulation were 0.52, 0.03, and 0.22 mg/kg bw/day, respectively, and 95th percentile daily intakes were 1.80, 0.12, and 0.75 mg/kg bw/day, respectively. For scenarios I and II, neither aspartame, acesulfame-K, nor sucralose had a mean and 95th percentile intake that exceeded 5.06% of ADI.

• Tuberculosis and Respiratory Diseases
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• v.42 no.6
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• pp.923-933
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• 1995

Background: Pleural abnormality is the the most common respiratory change caused by asbestos dust inhalation and also develop other asbestos related disease after cessation of asbestos exposure. So we conducted epidemiologic study to investigate if the pleural abnormality is associated with pulmonary function change and what factors are influenced on pulmonary function impairment. Methods: Two hundred and twenty two asbestos workers from 9 industries using asbestos in Korea were selected to measure the concentration of sectional asbestos fiber. Ouestionnaire, chest X-ray, PFT were also performed. All the data were analyzed by student t-test and chi-square test using SAS. Regressional analysis was performed to evaluate important factors, for example smoking, exposure concentration, period and the existence of pleural thickening, affecting to the change of pulmonary function. Results: 1) All nine industries except two, airborn asbestos fiber concentration was less than an average permissible concentration. PFT was performed on 222 workers and the percentage of male was 88.3%, their mean age was $41{\pm}9$ years old, and the duration of asbestos exposure was $10.6{\pm}7.8$ yrs. 2) The chest X-ray showed normal(89.19%), pulmonary Tb(inactive)(2.7%), pleral thickening (7.66%), suspected reticulonodular shadow(0.9%). 3) The mean values of height, smoking status, concentration of asbestos fiberwere not different between the subjects with pleural thickening and others, but age, cumulative pack-years, the duration of asbestos exposure were higher in subjects with pleural thickening. 4) All the PFT indices were lower in the subjects with pleural thickening than in the subjects without pleural thickening. 5) Simple regression analysis showed there was a significant correlation between $FEF_{75}$ which is sensitive in small airway obstruction and cumulative smoking pack-years, the duration of asbestos exposure and the concentration of asbestos fiber. 6) Multiple regression analysis showed all the pulmonary function indices were decreased as the increase of cumulative smoking pack-years and especially in the indices those are sensitive in small airway obstruction. Pleural thickening was associated with reduction in FVC, $FEV_1$, PEFR and $FEF_{25}$. Conclusion: The more concentration of asbestos fiber and the more duration of asbestos exposure, the greater reduction in $FEF_{50}$, $FEF_{75}$. Therefore PFT was important in the evaluation of early detection for small airway obstruction. Furthermore pleural thickening without asbesto-related parenchymal lung disease is associated with reduction in pulmonary function.