• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of Korean Society of Environmental Engineers
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• v.36 no.4
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• pp.286-294
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• 2014

The purpose of this study is to investigate the effects of applying density current generator (hereafter referred to as DCG to large lakes on the operating conditions of DCG, de-stratification, water quality improvement and inhibition of algae occurrence. As a result of a survey conducted to derive the optimum operating parameters of DCG in a condition to minimize eco-toxicity, the following conclusions were obtained. During the survey period, a marked stratification appeared in September to October 2011 and May 2012. At this time, the average depth of water to form thermocline was found to be $5{\pm}2$ m, so the location of discharge port for the operation of DCG was determined to be about 5 m below from the surface. To minimize the adverse effects of benthos and obtain the effect of water mixture at the time of water circulation, the mixing ratio of surface water and deep water was designed to be 3:1 by means of ecotoxicological assessment on the DCG operating characteristics. To select the appropriate operating hours for DCG, DCG was operated by 12 hr, 24 hr, 36 hr and 48 hr. As its result, the formation of thermocline did not occur during the operation of 36 hr. Also, It was effected that start reoperating from 3rd day after stop 2days under the condition of operated during 36 hr with calculated power consumption. Under the above conditions, the results of DO and water temperature analysis during the operation of DCG showed that the stratification, which was distinct previously, appeared to be weak, and relatively lower levels than those before operation were found as a result of water quality analysis on COD and chlorophyll-a, which leads to the conclusion that the water body is maintained at a stable condition due to the circulation of water by the occurrence of density current resulting from the operation of DCG.

• The Korean Journal of Pharmacology
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• v.24 no.2
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• pp.233-240
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• 1988

A simple and selective isocratic HPLC method for the analysis of tissue polyamine contents is described and applied on the study of the changes of the hepatic polyamine contents after partial hepatectomy in male rats. The hepatic polyamines are extracted with 0.4 M perchloric acid containing 2 mM disodium EDTA, and then the extract is redissolved in 100 ul of 1 M sodium carbonate and incubated with 300 ul of FNBT-dimethylsulfoxide (1: 100) mixture. The N-2'-nitro-4'-trifluoromethylphenyl drivatives of polyamines are separated through a ERC-ODS column in an isocratic mode with an acetonitrile-water (80:20) mobile phase within 20 min. per a sample, while monitoring the effluent at 242 nm. This improved method which could detect subnanogram of each polyamines is highly specific and reproducible as evidenced by the application of it on the study of the changes of polyamine contents in the regenerating rat liver after partial hepatectomy.

• Korean Chemical Engineering Research
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• v.53 no.6
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• pp.783-791
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• 2015

A fluidized-bed reactor with an inside diameter of 0.1 m and a height of 1.2 m was used to study the effect of steam and catalyst additions to air-blown biomass gasification on the production of producer gas. The equipment consisted of a fluidized bed reactor, a fuel supply system, a cyclone, a condenser, two receivers, steam generator and gas analyzer. Silica sand with a mean particle diameter of $380{\mu}m$ was used as a bed material and calcined dolomite ($356{\mu}m$), which is effective in tar reduction and producer gas purification, was used as the catalyst. Both of Korea wood pellet (KWP) and a pellet form of EFB (empty fruit bunch) which is the byproduct of Southeast Asia palm oil extraction were examined as biomass feeds. In all the experiments, the feeding rates were 50 g/min for EFB and 38 g/min for KWP, respectively at the reaction temperature of $800^{\circ}C$ and an ER (equivalence ratio) of 0.25. The mixing ratio (0~100 wt%) of catalyst was applied to the bed material. Air or an air-steam mixture was used as the injection gas. The SBR (steam to biomass ratio) was 0.3. The composition, tar content, and lower heating value of the generated producer gas were measured. The addition of calcined dolomite decreased tar content in the producer gas with maximum reduction of 67.3 wt%. The addition of calcined dolomite in the air gasification reduced lower heating value of the producer gas. However The addition of calcined dolomite in the air-steam gasification slightly increased its lower heating value.

• Journal of the Korean Wood Science and Technology
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• v.34 no.4
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• pp.37-45
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• 2006

Recently, wood-framed houses has been built in the Korea for pension. Wood is good material for human healthy, while the construction lumbers are treated with preservative such as CCA (chromated copper arsenate), which contain some toxic elements for human body. However, if the waste woody biomass treated with various heavy metals, which has been collected from house construction or demolition, was fired in the field, and incinerated or landfilled after mass collection, such components will result in the toxic air pollutants in the burning or land fills, and spreaded into other areas. So the careful selection of wood and chemicals are required in advance for house construction, in particular, for environment-friendly housings. Therefore, this study was carried out to determine the content of toxic heavy metals in woody materials such as domestic hinoki and imported hemlock treated with CCA for housing materials, and the post-treated wood components such as organic fertilizer, sludge, dry-distilled charcoal and carbonized charcoal, to be returned finally into soil. The results are as follows. 1) The chemical analysis of toxic trace elements in various solid biomass required accurate control and management of laboratory environment, and reagents and water used, because of the error of data due to various foreign substances added in various processing and transporting steps. So a systematic analyzers was necessary to monitor the toxic pollutants of construction materials. 2) In particular, the biomass treated with industrial biological or thermal conditions such as sludge or charcoals was not fully dissolvable after third addition of $HNO_3$ and HF. 3) The natural woody materials such as organic fertilizer, sludge. and charcoals without any treatment of preservatives or heavy metal components were nontoxic in landfill because of the standard of organic fertilizers, even after thermal or biological treatments. 4) The CC A-treated wood for making the construction wood durable should not be landfilled, because of its higher contents of toxic metals than the criterion of organic fertilizer for agriculture or of natural environment. So the demolished waste should be treated separately from municipal wastes.

• Journal of the Korea Organic Resources Recycling Association
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• v.12 no.3
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• pp.95-111
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• 2004

This research sought to determine the status of the installation and operation of composting facilities of domestic public resource-making facilities and come up with corresponding improvement measures. The composting facilities were the most extensively installed of related facilities with over a 0.5 ton treated volume per day. The monthly and yearly carry-in volume of food waste were found to stand at 1,101.7 tons per day and 930.9 tons per day, thus falling short of the average planned volume of 1,270.9 tons. Many composting facilities, which were installed in areas for which factory registration were not approved, did not get approvals. Composting facilities underwent operation stoppage mainly due to faulty fermentation and crushing equipment. Mainly metals contained in food waste caused faults to the crushing equipment, thus requiring a facility designing against faults and corrosion. The initial water content was found to stand at 50-60%, thus complying with the requirement. However, since the composting food waste had an appropriate mixture of sawdust, food waste, and returned compost, it should meet the initial conditions. For fermentation facilities, the duration time for fermentation was 15 days, and post-fermentation tanks required 21 days of duration time, thus establishing the minimum criteria. However, some facilities did not meet the requirements, taking more time in decomposition, thus suggesting a need to determine the duration time according to facilities. In composting food waste, microorganism-based thermal oxidizer-operated fermentation tanks should be used to ensure an economic operation. On the contrary, 14 out of 25 survey targets heated fermentation tanks in any form. These thermal facilities contain the growth of bacteria, lowering chemical reaction in composting; thus composting facilities should be basically designed to use microorganism-based thermal oxidizers in drying water. An average daily volume of food waste and supplementary materials that was injected in producing compost was 22.8 tons. This volume produced 7.3 tons of compost per day, decreasing 68%. Properties of produced compost were analyzed by its color, absence or presence of remaining decomposition heat, and smell, to assess the quality. As a result, the composting process was not properly installed nor operated in about 50% of composting facilities. Compost should be produced to be soil-friendly.

• The Journal of Korean Academy of Prosthodontics
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• v.39 no.6
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• pp.709-734
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• 2001

The aims of this experiment were to investigate the strain and temperature changes simultaneously within autopolymerzing acrylic resin specimens. A computerized data acquisition system with an electrical resistance strain gauge and a thermocouple was used over time periods up to 180 minutes. The overall strain kinetics, the effects of stress relaxation and additional heat supply during the polymerization were evaluated. Stone mold replicas with an inner butt-joint rectangular cavity ($40.0{\times}25.0mm$, 5.0mm in depth) were duplicated from a brass master mold. A strain gauge (AE-11-S50N-120-EC, CAS Inc., Korea) and a thermocouple were installed within the cavity, which had been connected to a personal computer and a precision signal conditioning amplifier (DA1600 Dynamic Strain Amplifier, CAS Inc., Korea) so that real-time recordings of both polymerization-induced strain and temperature changes were performed. After each of fresh resin mixture was poured into the mold replica, data recording was done up to 180 minutes with three-second interval. Each of two poly(methyl methacrylate) products (Duralay, Vertex) and a vinyl ethyl methacrylate product (Snap) was examined repeatedly ten times. Additionally, removal procedures were done after 15, 30 and 60 minutes from the start of mixing to evaluate the effect of stress relaxation after deflasking. Six specimens for each of nine conditions were examined. After removal from the mold, the specimen continued bench-curing up to 180 minutes. Using a waterbath (Hanau Junior Curing Unit, Model No.76-0, Teledyne Hanau, New York, U.S.A.) with its temperature control maintained at $50^{\circ}C$, heat-soaking procedures with two different durations (15 and 45 minutes) were done to evaluate the effect of additional heat supply on the strain and temperature changes within the specimen during the polymerization. Five specimens for each of six conditions were examined. Within the parameters of this study the following results were drawn: 1. The mean shrinkage strains reached $-3095{\mu}{\epsilon},\;-1796{\mu}{\epsilon}$ and $-2959{\mu}{\epsilon}$ for Duralay, Snap and Vertex, respectively. The mean maximum temperature rise reached $56.7^{\circ}C,\;41.3^{\circ}C$ and $56.1^{\circ}C$ for Duralay, Snap, and Vertex, respectively. A vinyl ethyl methacrylate product (Snap) showed significantly less polymerization shrinkage strain (p<0.01) and significantly lower maximum temperature rise (p<0.01) than the other two poly(methyl methacrylate) products (Duralay, Vertex). 2. Mean maximum shrinkage rate for each resin was calculated to $-31.8{\mu}{\epsilon}/sec,\;-15.9{\mu}{\epsilon}/sec$ and $-31.8{\mu}{\epsilon}/sec$ for Duralay, Snap and Vertex, respectively. Snap showed significantly lower maximum shrinkage rate than Duralay and Vertex (p<0.01). 3. From the second experiment, some expansion was observed immediately after removal of specimen from the mold, and the amount of expansion increased as the removal time was delayed. For each removal time, Snap showed significantly less strain changes than the other two poly(methyl methacrylate) products (p<0.05). 4. During the external heat supply for the resins, higher maximum temperature rises were found. Meanwhile, the maximum shrinkage rates were not different from those of room temperature polymerizations. 5. From the third experiment, the external heat supply for the resins during polymerization could temporarily decrease or even reverse shrinkage strains of each material. But, shrinkage re-occurred in the linear nature after completion of heat supply. 6. Linear thermal expansion coefficients obtained from the end of heat supply continuing for an additional 5 minutes, showed that Snap exhibited significantly lower values than the other two poly(methyl methacrylate) products (p<0.01). Moreover, little difference was found between the mean linear thermal expansion coefficients obtained from two different heating durations (p>0.05).

• Journal of Life Science
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• v.22 no.5
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• pp.671-680
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• 2012

Three kinds of dietary composites-R+T, R+F, and R+TF-were combined in green tea (T), dietary fiber (F), and green tea dietary fiber mixture (TF) to red garlic extract (RG), respectively. The effects of their diets on anti-obesity were investigated $in$ $vitro$ and $in$ $vitro$ in obese rats induced high fat-cholesterol. In $in$ $vivo$ rats, the total phenolic content of the R+T and R+TF was 1.9~2.0 times higher, and their total cholesterol adsorption was 9.5~11.5 times higher than that of RG. $In$ $vivo$, male Sprague-Dawley rats were divided into 6 groups (Normal, HFC, HRG, HR+T, HR+F and HR+TF). Afterwards, the diets of the HRG, HR+T, HR+F, and HR+TF groups were supplemented with 1% of RG and its dietary composites (R+T, R+F, and R+TF) for 4 weeks, respectively. The final body weight of the HRG, HR+T, HR+F, and HR+TF groups decreased significantly compared to the group fed high fat-cholesterol (HFC), but the food efficiency ratio was not significantly different from the HFC group. The liver weight of the HFC group doubled compared to the normal group, whereas that of HR+T and HR+TF groups decreased significantly. The weight of visceral and epididymal fat decreased significantly in the groups fed the composites compared to the HFC group. The obesity index of HR+TF group decreased significantly only when compared to the HFC group. The serum lipid profile such as total lipids, cholesterol, triglyceride, LDL- and VLDL-cholesterol, as well as the atherogenic index and cardiac risk factors decreased drastically in all experimental groups compared to the HFC group, and the levels of HR+T, HR+F and HR+TF groups were a similar trend. GPT activity was not significantly different among the groups fed the composites, and it decreased significantly in the HRG group. The content of the lipid peroxide level decreased significantly in the HRG group and in the groups fed the composites, compared to the HFC group. Serum antioxidant activity was the highest in the HR+T group. We suggest that the hypolipidemic and anti-obesity effect of the RG composites, achieved by mixing green tea extract and/or dietary fiber, was due to their total phenolic content and total cholesterol adsorption effect.

• Korean Journal of Agricultural Science
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• v.9 no.1
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• pp.250-259
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• 1982

The Larch was known unsuitable species for the wood cement board owing to its some inhibitory substances. Therefore this research was carried out to evaluate the effect of pretreatments and chemical additives on the properties of woodflake cement board from Japanese larch (Larix leptolepis) grown in Korea. In order to improve the board qualities, the woodflakes were treated by cold water or dilute NaOH solutions(0.1, 0.5, and 2.0%), and also some chemicals($CaCl_2$, $Al_2Cl_3$ and $Na_2SiO_4$) added to the wood cement mixture. The results obtained are summarized as follow; 1. The wood cement boards from the woodflake treated with 0.1% NaOH showed remarkable higher bending strengths and internal bonding strengths than those from the flake pretreated with cold water. 2. The bending strengths showed over $60kg/cm^2$, i.e. the standard strength of JIS A-5417, with pretreatments of NaOH over 0.1% and additive of $CaCl_2$ 3.0%. The maximum strengths showed at about 0.5 of every additives. 3. Addition of $CaCl_2$ and $Al_2Cl_3$, in the case of pretreated wood with NaOH above 0.1%, had effects on increasing the internal bonding strengths of sample boards. 4. The thickness swellings became decreasing along with the increasing NaOH pretreatment concentntration. 5. The equilibrium conditions of the sample boards pretreated with NaOH over 0.1% and added with $Al_2Cl_3$ and $CaCl_2$ were maintained at 9.0~10.5% moisture contents. 6. The specific gravity of the samples showed close relationships with strength properties.

• Journal of the Society of Cosmetic Scientists of Korea
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• v.35 no.4
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• pp.287-292
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• 2009

Human skin is constantly exposed to environmental irritants such as smoke, chemicals and ultraviolet (UV). Free radicals and reactive oxygen species (ROS) caused by these environmental irritants play critical roles in cellular damage. In this study, to investigate the skin cell protective effect of Ophioglossum vulgatum extract, we investigated its effects on intercellular antioxidative activity and UVA-induced MMP expression in human dermal fibroblasts (HDFs). The dried O. vulgatum was extracted in a mixture of ethanol and water (1 : 1) for 24 h at room temperature. The extract was filtered and concentrated in vacuo and lyophilized. For testing intracellular ROS scavenging activity the cultured HDFs were analyzed by increase in DCF fluorescence upon exposure to UVB $20\;mJ/cm^2$. After treatment of O. vulgatum extracts, intracellular ROS levels were measured by luminescence spectrophotometer. Enzyme linked immuno sorbent assay (ELISA), and RT-PCR techniques were used for evaluating the effects of O. vulgatumon on MMP protein and mRNA expression in UVA irradiated HDFs. O. vulgatum extract was found to have ROS scavenging activity with the $IC_{50}$ values of $18.2\;{\mu}g/mL$ against superoxide radicals in the xanthine/xanthine oxidase system. After treatment of O. vulgatum extracts, the oxidation of CM-DCFDA was inhibited effectively and O. vulgatum extracts showed a potent free radical scavenging activity by 30.4 % at $100\;{\mu}g/mL$ in UVB-irradiated HDFs. UVA induced MMP protein expression was reduced 37.7 % by treatment with O. vulgatum extract, and MMP-1 mRNA expression was reduced in a dose-dependent manner. Taken together, these results suggest that O. vulgatum extract prevents the skin cell damage induced by UV irradiation, and implies that O. vulgatum extract may be useful as a new ingredient for anti-aging cosmetics.