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A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

A Study on measurement of scattery ray of Computed Tomography (전산화 단층촬영실의 산란선 측정에 대한 연구)

  • Cho, Pyong-Kon;Lee, Joon-Hyup;Kim, Yoon-Sik;Lee, Chang-Yeop
    • Journal of radiological science and technology
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    • v.26 no.2
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    • pp.37-42
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    • 2003
  • Purpose : Computed tomographic equipment is essential for diagnosis by means of radiation. With passage of time and development of science computed tomographic was developed time and again and in future examination by means of this equipment is expected to increase. In this connection these authors measured rate of scatter ray generation at front of lead glass for patients within control room of computed tomographic equipment room and outside of entrance door for exit and entrance of patients and attempted to ind out method for minimizing exposure to scatter ray. Material and Method : From November 2001 twenty five units of computed tomographic equipments which were already installed and operation by 13 general hospitals and university hospitals in Seoul were subjected to this study. As condition of photographing those recommended by manufacturer for measuring exposure to sauter ray was use. At the time objects used DALI CT Radiation Dose Test Phantom fot Head (${\oint}16\;cm$ Plexglas) and Phantom for Stomache(${\oint}32\;cm$ Plexglas) were used. For measurement of scatter ray Reader (Radiation Monitor Controller Model 2026) and G-M Survey were used to Survey Meter of Radical Corporation, model $20{\times}5-1800$, Electrometer/Ion Chamber, S/N 21740. Spots for measurement of scatter ray included front of lead glass for patients within control room of computed tomographic equipment room which is place where most of work by gradiographic personnel are carried out and is outside of entrance door for exit and entrance of patients and their guardians and at spot 100 cm off from isocenter at the time of scanning the object. The results : Work environment within computed tomography room which was installed and under operation by each hospital showed considerable difference depending on circumstances of pertinent hospitals and status of scatter ray was as follows. 1) From isocenter of computed tomographic equipment to lead glass for patients within control room average distance was 377 cm. At that time scatter ray showed diverse distribution from spot where no presence was detected to spot where about 100 mR/week was detected. But it met requirement of weekly tolerance $2.58{\times}10^{-5}\;C/kg$(100 mR/week). 2) From isocenter of computed tomographic equipment to outside of entrance door where patients and their guardians exit and enter was 439 cm in average, At that time scatter ray showed diverse distribution from spot where almost no presence was detected to spot with different level but in most of cases it satisfied requirement of weekly tolerance of $2.58{\times}10^{-6}\;C/kg$(100 mR/week). 3) At the time of scanning object amount of scatter ray at spot with 100 cm distance from isocenter showed considerable difference depending on equipments. Conclusion : Use of computed tomographic equipment as one for generation of radiation for diagnosis is increasing daily. Compared to other general X-ray photographing field of diagnosis is very high but there is a high possibility of exposure to radiation and scatter ray. To be free from scatter ray at computed tomographic equipment room even by slight degree it is essential to secure sufficient space and more effort should be exerted for development of variety of skills to enable maximum photographic image at minimum cost.

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Performance Characteristics of 3D GSO PET/CT Scanner (Philips GEMINI PET/DT) (3차원 GSO PET/CT 스캐너(Philips GEMINI PET/CT의 특성 평가)

  • Kim, Jin-Su;Lee, Jae-Sung;Lee, Byeong-Il;Lee, Dong-Soo;Chung, June-Key;Lee, Myung-Chul
    • The Korean Journal of Nuclear Medicine
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    • v.38 no.4
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    • pp.318-324
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    • 2004
  • Purpose: Philips GEMINI is a newly introduced whole-body GSO PET/CT scanner. In this study, performance of the scanner including spatial resolution, sensitivity, scatter fraction, noise equivalent count ratio (NECR) was measured utilizing NEMA NU2-2001 standard protocol and compared with performance of LSO, BGO crystal scanner. Methods: GEMINI is composed of the Philips ALLEGRO PET and MX8000 D multi-slice CT scanners. The PET scanner has 28 detector segments which have an array of 29 by 22 GSO crystals ($4{\times}6{\times}20$ mm), covering axial FOV of 18 cm. PET data to measure spatial resolution, sensitivity, scatter fraction, and NECR were acquired in 3D mode according to the NEMA NU2 protocols (coincidence window: 8 ns, energy window: $409[\sim}664$ keV). For the measurement of spatial resolution, images were reconstructed with FBP using ramp filter and an iterative reconstruction algorithm, 3D RAMLA. Data for sensitivity measurement were acquired using NEMA sensitivity phantom filled with F-18 solution and surrounded by $1{\sim}5$ aluminum sleeves after we confirmed that dead time loss did not exceed 1%. To measure NECR and scatter fraction, 1110 MBq of F-18 solution was injected into a NEMA scatter phantom with a length of 70 cm and dynamic scan with 20-min frame duration was acquired for 7 half-lives. Oblique sinograms were collapsed into transaxial slices using single slice rebinning method, and true to background (scatter+random) ratio for each slice and frame was estimated. Scatter fraction was determined by averaging the true to background ratio of last 3 frames in which the dead time loss was below 1%. Results: Transverse and axial resolutions at 1cm radius were (1) 5.3 and 6.5 mm (FBP), (2) 5.1 and 5.9 mm (3D RAMLA). Transverse radial, transverse tangential, and axial resolution at 10 cm were (1) 5.7, 5.7, and 7.0 mm (FBP), (2) 5.4, 5.4, and 6.4 mm (3D RAMLA). Attenuation free values of sensitivity were 3,620 counts/sec/MBq at the center of transaxial FOV and 4,324 counts/sec/MBq at 10 cm offset from the center. Scatter fraction was 40.6%, and peak true count rate and NECR were 88.9 kcps @ 12.9 kBq/mL and 34.3 kcps @ 8.84 kBq/mL. These characteristics are better than that of ECAT EXACT PET scanner with BGO crystal. Conclusion: The results of this field test demonstrate high resolution, sensitivity and count rate performance of the 3D PET/CT scanner with GSO crystal. The data provided here will be useful for the comparative study with other 3D PET/CT scanners using BGO or LSO crystals.

The Analyses of Treatment Results and Prognostic Factors in Supradiaphragmatic CS I-II Hodgkin's Disease (횡경막상부에 국한된 임상적 병기 1-2기 호지킨병에서 치료 결과와 예후 인자의 분석)

  • Park Won;Suh Chang Ok;Chung Eun Ji;Cho Jae Ho;Chung Hyun Cheol;Kim Joo Hang;Roh Jae Kyung;Hahn Jee Sook;Kim Gwi Eon
    • Radiation Oncology Journal
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    • v.16 no.2
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    • pp.147-157
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    • 1998
  • Purpose : The aim of this retrospective study is to assess the necessity of s1aging laparotomy in the management of supradiaphragmatic CS I-II Hodgkin's disease. Prognostic factors and the usefulness of prognostic factor groups were also analyzed. Materials and Methods : From 1985 to 1995, fifty one Patients who were diagnosed as supradiaphragmatic CS I-II Hodgkin's disease at Yonsei Cancer Center in Seoul, Korea were enrolled in this study Age range was 4 to 67 with median age of 30. The number of patients with each CS IA, II A, and IIB were 16, 25, and 10, respectively. Radiotherapy(RT) was delivered using 4 or 6 MV photon beam to a total dose of 19.5 to 55.6Gy (median dose : 45Gy) with a 1.5 to 1.BGy per fraction. Chemotherapy(CT) was given in 2-12 cycles(median : 6 cycles). Thirty one Patients were treated with RT alone, 4 patients with CT alone and 16 patients with combined chemoradiotherapy. RT volumes varied from involved fields(3), subtotal nodal fields(18) or mantle fields(26). Results : Five-year disease-free survival rate(DFS) was $78.0\%$ and overall survival rate(05) was $87.6\%$. Fifty Patients achieved a complete remission after initial treatment and 8 patients were relapsed. Salvage therapy was given to 7 patients, 1 with RT alone, 4 with CT alone, 2 with RT+CT. Only two patients were successfully salvaged. Feminine gender and large media-stinal adenopathy were significant adverse prognostic factors in the univariate analysis for DFS. The significant adverse prognostic factors of OS were B symptom and clinical stage. When patients were analyzed according to European Organization for Research and Treatment of Cancer(EORTC) prognostic factor groups, the DFS in Patients with very favorable, favorable and unfavorable group was 100, 100 and $55.8\%$(p<0.05), and the 05 in each patients' group was 100, 100 and $75.1\%$(p<0.05), respectively. In very favorable and favorable groups, the DFS and 05 were all $100\%$ by RT alone, but in unfavorable group, RT with CT had a lesser relapse rate than RT alone. The subtotal nodal irradiation had better OFS than mantle RT in patients treated with RT. Conclusion : In present study, the DFS and OS in patients who did not undergo s1aging laparotomy were similar with the results in the literatures of which patients were surgically staged. Therefore, we may suggest that staging laparotomy would not influence the outcome of treatments. In univariate analysis, gender, large mediastinal adenopathy. B symptoms and clinical stage were significant prognostic factors for the survival rate. We confirm the usefulness of EORTC prognostic factor groups which may be a good.

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Requirement and Perception of Parents on the Subject of Home Economics in Middle School (중학교 가정교과에 대한 학부모의 인식 및 요구도)

  • Shin Hyo-Shick;Park Mi-Soog
    • Journal of Korean Home Economics Education Association
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    • v.18 no.3 s.41
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    • pp.1-22
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    • 2006
  • The purpose of this study is that I should look for a desirous directions about home economics by studying the requirements and perception of the high school parents who have finished the course of home economics. It was about 600 parents whom I have searched Seoul-Pusan, Ganwon. Ghynggi province, Choongcheong-Gyungsang province, Cheonla and Jeju province of 600, I chose only 560 as apparently suitable research. The questions include 61 requirements about home economics and one which we never fail to keep among the contents, whenever possible and one about the perception of home economics aims 11 about the perception of home economics courses and management. The collections were analyzed frequency, percent, mean. standard deviation t-test by using SAS program. The followings is the summary result of studying of it. 1. All the boys and girls learning together about the Idea of healthy lives and desirous human formulation and knowledge together are higher. 2. Among the teaching purposes of home economics, the item of the scientific principle and knowledge for improvements of home life shows 15.7% below average value. 3. The recognition degree about the quality of home economics is highly related with the real life, and about the system. we recognize lacking in periods and contents of home economics field and about guiding content, accomplishment and application qualities are higher regardless of sex. 4. The important term which we should emphasize in the subject of home economics is family part. 5. Among the needs of home economic requirement in freshman, in the middle unit, their growth and development are higher than anything else, representing 4.11, and by contrast the basic principle and actuality is 3.70, which is lowest among them. 6. In the case of second grade requirement of home economics content for parents in the middle unit young man and consuming life is 4.09 highest. 7. In the case of 3rd grade requirement of economics contents in the middle unit the choice of coming direction and job ethics is highest 4.16, and preparing meals and evaluation is lowest 3.50.

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Development of an Offline Based Internal Organ Motion Verification System during Treatment Using Sequential Cine EPID Images (연속촬영 전자조사 문 영상을 이용한 오프라인 기반 치료 중 내부 장기 움직임 확인 시스템의 개발)

  • Ju, Sang-Gyu;Hong, Chae-Seon;Huh, Woong;Kim, Min-Kyu;Han, Young-Yih;Shin, Eun-Hyuk;Shin, Jung-Suk;Kim, Jing-Sung;Park, Hee-Chul;Ahn, Sung-Hwan;Lim, Do-Hoon;Choi, Doo-Ho
    • Progress in Medical Physics
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    • v.23 no.2
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    • pp.91-98
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    • 2012
  • Verification of internal organ motion during treatment and its feedback is essential to accurate dose delivery to the moving target. We developed an offline based internal organ motion verification system (IMVS) using cine EPID images and evaluated its accuracy and availability through phantom study. For verification of organ motion using live cine EPID images, a pattern matching algorithm using an internal surrogate, which is very distinguishable and represents organ motion in the treatment field, like diaphragm, was employed in the self-developed analysis software. For the system performance test, we developed a linear motion phantom, which consists of a human body shaped phantom with a fake tumor in the lung, linear motion cart, and control software. The phantom was operated with a motion of 2 cm at 4 sec per cycle and cine EPID images were obtained at a rate of 3.3 and 6.6 frames per sec (2 MU/frame) with $1,024{\times}768$ pixel counts in a linear accelerator (10 MVX). Organ motion of the target was tracked using self-developed analysis software. Results were compared with planned data of the motion phantom and data from the video image based tracking system (RPM, Varian, USA) using an external surrogate in order to evaluate its accuracy. For quantitative analysis, we analyzed correlation between two data sets in terms of average cycle (peak to peak), amplitude, and pattern (RMS, root mean square) of motion. Averages for the cycle of motion from IMVS and RPM system were $3.98{\pm}0.11$ (IMVS 3.3 fps), $4.005{\pm}0.001$ (IMVS 6.6 fps), and $3.95{\pm}0.02$ (RPM), respectively, and showed good agreement on real value (4 sec/cycle). Average of the amplitude of motion tracked by our system showed $1.85{\pm}0.02$ cm (3.3 fps) and $1.94{\pm}0.02$ cm (6.6 fps) as showed a slightly different value, 0.15 (7.5% error) and 0.06 (3% error) cm, respectively, compared with the actual value (2 cm), due to time resolution for image acquisition. In analysis of pattern of motion, the value of the RMS from the cine EPID image in 3.3 fps (0.1044) grew slightly compared with data from 6.6 fps (0.0480). The organ motion verification system using sequential cine EPID images with an internal surrogate showed good representation of its motion within 3% error in a preliminary phantom study. The system can be implemented for clinical purposes, which include organ motion verification during treatment, compared with 4D treatment planning data, and its feedback for accurate dose delivery to the moving target.

Studies on the Estimation of K2O Requirement for rice through the Chemical Test Data of Paddy Top Soil (화학분석(化學分析)을 통(通)한 수도(水稻)의 가리적량(加里適量) 추정(推定)에 관한 연구(硏究))

  • Kim, Moon Kyu
    • Korean Journal of Agricultural Science
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    • v.2 no.1
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    • pp.61-100
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    • 1975
  • This study has been made to find out the possibilty of successfully using the following $K_2O$ recommended equation $K_2O\;kg/10a=(Ko/\sqrt{Ca+Mg}-Ks/\sqrt{Ca+Mg})sqrt{Ca+Mg}.\;47.\;B\;D$. where $Ko/sqrt{Ca+Mg}=0.03518+0.0007658\;Sio_2/O.M$. $K_Ssqrt{Ca+Mg}$=Exchangeable K me/100g/$\sqrt{Total\;soluble(Ca+Mg)me/100g\;in\;Soil}$ B. D. =Bulk density of top soil, when the dose of Nitrogen for rice is estimated from the following equation: $N\;kg/10a=(4.2+0.096\;SiO_2/O.M).F$ where $F=0.907+0.263x-0.013x^2$ $SiO_2/O.M=(available\;SiO_2=ppm)/(organic\;matter\;%)$in soil For this. two field experiments. one in sandy and the other in clay paddy soil. have been conducted using 3 levels of wollastonite (0, 500, 100kg/10a) as main treatments; 3 levels of $K_2O$ application were used as sub-plots. These were as follows : (1) 8kg of $K_2O$/10a regardless of the K activity-$K/\sqrt{Ca+Mg}$; (2) kg of $K_2O$/10a estimated from the above equation. and (3) same as (2) above plus additional 30% of $K_2O$. The dose of N kg/ 10a was determined from the above equation based on the value of $SiO_2$/O.M. ratio in each treatment. There were three replications. The leading variety of rice in Chung Chong Nam Do area. Akibare (introduced from Japan) was used. The data obtained. through soil and plant analysis and growth and yield observations. have been throughly examined to attain the following summarized conclusions. 1. The nitrogen dose. estimated from the above equation. was in excess for optimum growth of the rice variety Akibare; indicating the necessity of modification onthe value of "F" or the constants in the equation. The concept of using $SiO_2$/O.M. in the equation was shown to be applicable. 2. The dose of potash. estimated from the respective equation given above. also was in excess of the rice requirements indicating the necessity of minor change in the estimation of $Ko/\sqrt{Ca+Mg}$ value and some great modification in the calculation of $Ks/\sqrt{Ca+Mg}$ value for the equation; however the concept of using $K/\sqrt{Ca+Mg}$ as a basis of $K_2O$ recommendation was shown to be quite reasonable. 3. It was found. from the correlation study using the data of paddy yield and amount of $K_2O$ absorbed by rice plants that the substitution of the value of $Ks/\sqrt{Ca+Mg}$ in the equation for the vaule $Ks/\sqrt{Ca+Mg}=0.037+0.78K\;me/100g$ soil was much more applicable than using the value calculated from the data of soil and wollastonite analysis.

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Development of Selective Heribicide for Control of Weeds in Turf (잔디밭 잡초방제(雜草防除)를 위한 선택성(選擇性) 제초제(除草劑)의 개발(開發)에 관한 연구(硏究))

  • Han, Seong-Soo
    • Korean Journal of Weed Science
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    • v.7 no.2
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    • pp.186-199
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    • 1987
  • This study was carried out to investigate the growth of Korean lawn grass (Zoysia japonica Steud.), penncross bentgrass (Agrostis palustris Huda) and seaside bentgrass (Agrostis spp.) under application of 21 pre- and post-emergence herbicides and the weeding effect of 14 annual and 4 perennial weeds with them for the purpose of the systematic chemical weed control in turf. The results obtained were as follows; 1. Napropamide, napropamide + triclopyr and benefin were safe for Korean lawn grass and two kinds of bentgrasses when they were treated at 4 and 25 days after transplanting of turfgrasses. Simazine, lenacil and bentazon inhibited the growth of bentgrasses, but not Korean lawn grass. 2. The preemergence application of simazine, benefin and napropamide + simazine showed excellent control for Digitaria sanguinalis, Cyperus amuricus, Chenopodium album, Portulaca oleracea and Centipeda minima. Lenacil was excellent for control of all the tested weeds except Chenopodium album, napropamide excellent for them except Cyperus amuricus and Portulaca oleraces, and bentazon good for them except Digitaria sanguinalis. When simazine was treated with either napropamide or triclopyr at preemergence of weeds, weeding effect increased without inhibition of lawn growth. 3. The postemergence application of mecoprop, bentazon, benefin + dicamba and benefin + mecoprop was safe to bentgrasses. All the tested postemergence herbicides except simazine + atrazine did not inhibit the growth of Korean lawn grass. 4. Other postemergence herbicides mecoprop and triclopyr were excellent for the control of Echinochloa crusgalli and those except benefin and mecoprop excellent for Kummerovia striata. Digitaria sanguinalis was controlled by treating with all the tested post emergence herbicides and Cyperus amuricus controlled only by bentazon. 5. The growth rates of bentgrasses treated with simazine, lenacil and napropamide + simazine were lower than that of hand-weeded check, and those of benefin, bentazon, napropamide, napropamide + triclopyr, stomp, bensulide and triclopyr were higher than that one when applied at spring season. Korean lawn grass growth appeared to be good under application of all the tested preemergence herbicides at spring. Lanacil and bentazone showed poor control of Echinochloa crusgalli, and bensulide showed poor control of Erigeron canadensis. Also, napropamide and bentazon were not good for Kummerovia striata control. However, at the respective rates of all the tested herbicides, these three weeds were greatly controlled by 85-100% of weeding effect. 6. At the application of autumn season, bentazon, napropamide, pendimethalin, benefin, napropamide + triclopyr, bensulide and triclopyr seemed to be safe against three kinds of turfgrasses. But simazine, napropamide + simazine inhibited the growth of bentgrasses except Korean lawn grass. In terms of weed control performance, triclopyr was poor for controlling Echinochloa crusgalli and bentazon and stomp for Poa annua, napropamide, benefin and bensulide for Stellaria medico. Stellaria uliginosa and Cerastium caespitosum were well controlled by all the tested preemergence herbicides. 7. Korean lawn grass was safe when paraquat and glyphosate were treated at the dormanant season of turfgrass. These herbicides showed excellent controll of Poa annua but poor control of perennials in order of Trifolium repens < Miscanthus sinensis < Calystegia japonica < Artemisia asiatica. 8. In field test, all of 19 herbicides seemed to be safe when treated at Korean lawn grass. All of 10 preemergence herbicides were excellent for controlling annual weeds, but poor for perennial ones. All of 9 postemergence herbicides showed a excellent control for broad-leaf weeds.

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A Study on Knowledge Entity Extraction Method for Individual Stocks Based on Neural Tensor Network (뉴럴 텐서 네트워크 기반 주식 개별종목 지식개체명 추출 방법에 관한 연구)

  • Yang, Yunseok;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.25-38
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    • 2019
  • Selecting high-quality information that meets the interests and needs of users among the overflowing contents is becoming more important as the generation continues. In the flood of information, efforts to reflect the intention of the user in the search result better are being tried, rather than recognizing the information request as a simple string. Also, large IT companies such as Google and Microsoft focus on developing knowledge-based technologies including search engines which provide users with satisfaction and convenience. Especially, the finance is one of the fields expected to have the usefulness and potential of text data analysis because it's constantly generating new information, and the earlier the information is, the more valuable it is. Automatic knowledge extraction can be effective in areas where information flow is vast, such as financial sector, and new information continues to emerge. However, there are several practical difficulties faced by automatic knowledge extraction. First, there are difficulties in making corpus from different fields with same algorithm, and it is difficult to extract good quality triple. Second, it becomes more difficult to produce labeled text data by people if the extent and scope of knowledge increases and patterns are constantly updated. Third, performance evaluation is difficult due to the characteristics of unsupervised learning. Finally, problem definition for automatic knowledge extraction is not easy because of ambiguous conceptual characteristics of knowledge. So, in order to overcome limits described above and improve the semantic performance of stock-related information searching, this study attempts to extract the knowledge entity by using neural tensor network and evaluate the performance of them. Different from other references, the purpose of this study is to extract knowledge entity which is related to individual stock items. Various but relatively simple data processing methods are applied in the presented model to solve the problems of previous researches and to enhance the effectiveness of the model. From these processes, this study has the following three significances. First, A practical and simple automatic knowledge extraction method that can be applied. Second, the possibility of performance evaluation is presented through simple problem definition. Finally, the expressiveness of the knowledge increased by generating input data on a sentence basis without complex morphological analysis. The results of the empirical analysis and objective performance evaluation method are also presented. The empirical study to confirm the usefulness of the presented model, experts' reports about individual 30 stocks which are top 30 items based on frequency of publication from May 30, 2017 to May 21, 2018 are used. the total number of reports are 5,600, and 3,074 reports, which accounts about 55% of the total, is designated as a training set, and other 45% of reports are designated as a testing set. Before constructing the model, all reports of a training set are classified by stocks, and their entities are extracted using named entity recognition tool which is the KKMA. for each stocks, top 100 entities based on appearance frequency are selected, and become vectorized using one-hot encoding. After that, by using neural tensor network, the same number of score functions as stocks are trained. Thus, if a new entity from a testing set appears, we can try to calculate the score by putting it into every single score function, and the stock of the function with the highest score is predicted as the related item with the entity. To evaluate presented models, we confirm prediction power and determining whether the score functions are well constructed by calculating hit ratio for all reports of testing set. As a result of the empirical study, the presented model shows 69.3% hit accuracy for testing set which consists of 2,526 reports. this hit ratio is meaningfully high despite of some constraints for conducting research. Looking at the prediction performance of the model for each stocks, only 3 stocks, which are LG ELECTRONICS, KiaMtr, and Mando, show extremely low performance than average. this result maybe due to the interference effect with other similar items and generation of new knowledge. In this paper, we propose a methodology to find out key entities or their combinations which are necessary to search related information in accordance with the user's investment intention. Graph data is generated by using only the named entity recognition tool and applied to the neural tensor network without learning corpus or word vectors for the field. From the empirical test, we confirm the effectiveness of the presented model as described above. However, there also exist some limits and things to complement. Representatively, the phenomenon that the model performance is especially bad for only some stocks shows the need for further researches. Finally, through the empirical study, we confirmed that the learning method presented in this study can be used for the purpose of matching the new text information semantically with the related stocks.

Antimicrobial, Antioxidant and Cellular Protective Effects against Oxidative Stress of Anemarrhena asphodeloides Bunge Extract and Fraction (지모 뿌리 추출물과 분획물의 항균활성과 항산화 활성 및 세포보호 연구)

  • Lee, Yun Ju;Song, Ba Reum;Lee, Sang Lae;Shin, Hyuk Soo;Park, Soo Nam
    • Microbiology and Biotechnology Letters
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    • v.46 no.4
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    • pp.360-371
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    • 2018
  • Extracts and fractions of Anemarrhena asphodeloides Bunge were prepared and their physiological activities and components were analyzed. Antimicrobial activities of the ethyl acetate and aglycone fractions were $78{\mu}g/ml$ and $31{\mu}g/ml$, respectively, for Staphylococcus aureus and $156{\mu}g/ml$ and $125{\mu}g/ml$, respectively, for Pseudomonas aeruginosa. 1,1-Diphenyl-2-picrylhydrazyl free radical scavenging activities ($FSC_{50}$) of 50% ethanol extract, ethyl acetate fraction, and aglycone fraction of A. asphodeloides extracts were $146.2{\mu}g/ml$, $23.19{\mu}g/ml$, and $71.06{\mu}g/ml$, respectively. The total antioxidant capacity ($OSC_{50}$) in an $Fe^{3+}$-EDTA/hydrogen peroxide ($H_2O_2$) system were $17.5{\mu}g/ml$, $1.5{\mu}g/ml$, and $1.4{\mu}g/ml$, respectively. The cytoprotective effect (${\tau}_{50}$) in $^1O_2$-induced erythrocyte hemolysis was 181 min with $4{\mu}g/ml$ of the aglycone fraction. The ${\tau}_{50}$ of the aglycone fraction was approximately 4-times higher than that of (+)-${\alpha}$-tocopherol (${\tau}_{50}$, 41 min). Analysis of $H_2O_2$-induced damage of HaCaT cells revealed that the maximum cell viabilities for the 50% ethanol extract, ethyl acetate fraction, and aglycone fraction were 86.23%, 86.59%, and 89.70%, respectively. The aglycone fraction increased cell viability up to 11.53% at $1{\mu}g/ml$ compared to the positive control treated with $H_2O_2$. Analysis of ultraviolet B radiation-induced HaCaT cell damage revealed up to 41.77% decreased intracellular reactive oxygen species in the $2{\mu}g/ml$ aglycone fraction compared with the positive control treated with ultraviolet B radiation. The findings suggest that the extracts and fractions of A. asphodeloides Bunge have potential applications in the field of cosmetics as natural preservatives and antioxidants.