• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Korean Chemical Engineering Research
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• v.46 no.5
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• pp.1008-1012
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• 2008

Nanoscale zero-valent iron(nZVI) is famous for its high reactivity originated from its high surface area and it has received considerable attentions as one of the latest innovative technologies for treating contaminated groundwater. Due to its fine powdery form, nZVI has limited filed applications. The efforts to overcome this shortcoming by immobilizing nZVI on a supporting material have been made. This study investigated the differences of resin-supported nZVI's characteristics by changing the preparation methods and evaluated its reactivity. The borohydride reduction of an iron salt was proceeded in ethanol/water solvent containing a dispersant and the synthesis was conducted in the presence of ion-exchange resin. The resulting material was compared to that prepared in a conventional way of using de-ionized water by measuring the phyrical and chemical characteristics. BET surface area and Fe content of nZVI-attached resin was increased from $31.63m^2/g$ and 18.19 mg Fe/g to $38.10m^2/g$ and 22.44 mg Fe/g, respectively, by switching the solution medium from water to ethanol/water with a dispersant. The reactivity of each material was tested using nitrate solution without pH control. The pseudo first-order constant of $0.462h^{-1}$ suggested the reactivity of resin-supported nZVI prepared in ethanol/water was increased 61 % compared to that of the conventional type of supported nZVI. The specific reaction rate constant based on surface area was also increased. The results suggest that this new supported nZVI can be used successfully in on-site remediation for contaminated groundwater.

• Journal of the Korean Magnetics Society
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• v.19 no.3
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• pp.89-93
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• 2009

Amorphous $Ge_{1-x}Mn_x$ semiconductor thin films grown by low temperature vapor deposition were annealed, and their electrical and magnetic properties have been studied. The amorphous thin films were $1,000{\sim}5,000\;{\AA}$ thick. Amorphous $Ge_{1-x}Mn_x$ thin films were annealed at $300^{\circ}C$, $400^{\circ}C$, $500^{\circ}C$, $600^{\circ}C$ and $700^{\circ}C$ for 3 minutes in high vacuum chamber. X-ray diffraction analysis reveals that as-grown $Ge_{1-x}Mn_x$ semiconductor thin films are amorphous and are crystallized by annealing. Crystallization temperature of amorphous $Ge_{1-x}Mn_x$ semiconductor thin films varies with Mn concentration. Amorphous $Ge_{1-x}Mn_x$ thin films have p-type carriers and the carrier type is not changed during annealing, but the electrical resistivity increases with annealing temperature. Magnetization characteristics show that the as-grown amorphous $Ge_{1-x}Mn_x$ thin films are ferromagnetic and the Curie temperatures are around 130 K. Curie temperature and saturation magnetization of annealed $Ge_{1-x}Mn_x$ thin films increase with annealing temperature. Magnetization behavior and X-ray analysis implies that formation of ferromagnetic $Ge_3Mn_5$ phase causes the change of magnetic and electrical properties of annealed $Ge_{1-x}Mn_x$ thin films.

• Journal of the Society of Cosmetic Scientists of Korea
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• v.30 no.3 s.47
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• pp.393-397
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• 2004

L-Carnitine $({\beta}-hydroxy-{\gamma}-trimethyl-ammoniumbutyric{\;}acid)$ is a small water-soluble molecule important in mammalian fat metabolism. It is essential for the normal oxidation of fatty acids by the mitochondria, and is involved in the trans-esterification and excretion of acyl-CoA esters. In this paper, to investigate the relationship between aging and L-carnitine, we investigated the effects of in vitro matrix-metalloproteinase (MMP) inhibition and activity and expression of UYA-induced MMPs in human skin fibroblasts. Also, we studied to develop as anti-aging cosmetics with L-carnitine. Fluorometric assays of the proteolytic activities of MMP-1 (collagenase) were performed using fluorescent collagen substrates. ELISA (enzyme linked immune sorbent assay), gelatin-substrate zymography, RT-PCR ELISA techniques were used for the effects of L-carnitine on MMP expression, activity, and MMP mRNA expression in UVA irradiated fibroblast $(5\;J/cm^2)$, respectively. In addition, we performed clinical study with L-carnitine cream. L-carnitine inhibited the activities of MMP-1 in a dose-dependent manner and the $IC_{50}$ values calculated from semi-log plots were 2.45 mM, and L-carnitine showed strong inhibition on MMP-2 (gelatinase) activity in UVA irradiated fibroblast by zymography. Also, UVA induced MMP-1, 2 expression was reduced $43\%,\;53\%$ by treated with L-carnitine at 1.25 mM, and MMP-1 mRNA expression was reduced dose-dependent manner. Therefore L-carnitine was able to significantly inhibit the MMP activity, and regulate MMP expression in protein and mRNA level. The results of clinical study showed that $1.0\%$ L-carnitine treated group reduced wrinkle significantly compared with placebo treated group (P<0.05). All these results suggest that L-carnitine may be useful as new anti-aging cosmetics for protection against UVA induced Mm expression and activity.

• The Korean Journal of Soil Zoology
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• v.6 no.1_2
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• pp.25-31
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• 2001

Oribatid mite communities in the process of litter decomposition were analyzed In Korean pine (Pinus koraiensis) forests of Namsan and Kwangreung, which were supposed to be under different environmental selective pressures. Oribatid mites were collected bimonthly from the litter bags (mesh size 0.4 mm, 1.7 mm) which was set up in the forest floor of study sites. This study had been carried out from Jan., 1997 to Sept., 1998. Species abundance of Kwangreung (mesh size 1.7 mm) was significantly higher than that of Namsan (mesh size 1.7 mm), but total no. of species did not exceed 30 species in all study sites. Concerning body length, medium sized oribatid mites (0.3-0.7mm) were more abundant than small ( < 0.3 mm) and large ( > 0.7 mm) sized mites. In Kwangreung, species whose body lengths were 0.2 mm to 0.5 mm were major group. However, a little larger species than Kwangreung's major group were dominant in Namsan. Sorenson similarity index and cluster analysis suggested that there were qualitative and quantitative differences in species composition in Namsan and Kwangreung. More species were collected in May through September than the other sampling times, but the pattern was rather different between first year and second year. Newly immigrant species were high in May in the first year and many of them regained on next year. Diversity indices suggested that species diversity of Kwangreung was higher than that of Namsan. Nearly 70% of total individual abundance was occupied by several dominant species in Namsan and Kwangreung . In the litter bags of mesh size 1.7 mm, the most dominant species was Trichogalumna nipponica in Namsan and Kwangreung, but in the litter bags of mesh size 0.4 mm in Kwangreung it was Ramusella sengbuschi which is smaller than T. nipponica. And important species related to litter decomposition were selected as follows; T. nipponica, Epidamaeus coreanus, Scheloribates latipes, Ceratozetes japonicus, Ramusella sengbuschi, Eohypochthonius crassisetiger, and Cultroribula lata.

• Journal of Dental Rehabilitation and Applied Science
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• v.27 no.2
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• pp.197-207
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• 2011

The study aimed at examining how different reline resins affect flexural strength and flexural modulus of denture base. A total of 80 specimens ($64{\times}10{\times}3.3$ mm, according to ISO 1567:1999) of heat-polymerized resin, 40 specimens for (Lucitone199(Dentsply Int., NewYork, USA), SR Ivocap(Ivoclar AG, Schaan, Liechtenstein)) respectively, were polymerized according to the manufacturer's instructions and divided into eight groups(n = 10). Control group specimens remained intact. Specimens in the other groups were abraded on both sides to 2 mm thickness, and were relined in 1.3 mm thickness with 3 types of resins (Lucitone199(Dentsply), SR Ivocap(Ivoclar), and Rebase II(Tokuyama Co., Ltd, Tokyo, Japan)). All specimens were preserved in distilled water at $37^{\circ}C$ for 50 hours, and then were subjected to flexural strength testing in a universal testing machine using 3-point loading. A crosshead speed of 5 mm/min was used, and the distance between the supports was 50 mm. Data analyses included one-way analysis of variance(ANOVA) and the Tukey Honestly Significant Difference test (p=.05). Both heat-polymerized resin groups and auto-polymerized resin groups showed statistically low flexural strength and flexural modulus than control groups. Specimens relined with Lucitone 199 showed significantly higher flexural strength and flexural modulus than those relined with SR-Ivocap. Specimens relined with auto-polymerized resin showed significantly lower flexural strength and flexural modulus than those relined with heat-polymerized resin. Relining with heat-polymerized resins showed superior mechanical properties to relining with an auto-polymerized resin. Relining with the same heat-polymerized resin as the denture base does not affect mechanical properties of a denture. Lucitone199 using a compression-mould technique resulted in the highest flexural strength.

• Food Science and Preservation
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• v.24 no.1
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• pp.27-35
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• 2017

Microbiological, physicochemical, and organoleptic properties of fresh-cut vegetables (FVs), carrots, green peppers, cherry tomatoes, and paprika after X-ray irradiation were evaluated to verify food quality suitable for the immune-depressed patients. Total concentrations of aerobic bacteria in non-irradiated samples, except for cherry tomatoes, were 1.63-3.34 log CFU/g. Irradiation dose exceed 0.4 kGy was used for carrots and green peppers whereas the sterilization dose of 0.2 kGy was used for both cherry tomatoes and paprika. A dose of 0.4 kGy was tentatively determined as the minimum allowable dose for sterilization of the FVs, based on $D_{10}$-values of X-ray irradiation (0.11-0.32 kGy) for Escherichia coli, Listeria monocytogenes, and Salmonella Typhimurium inoculated on the samples. With respect to the physiological properties, only hardness was significantly decreased as the absorbed dose increased; however, there were no significant differences in hardness of the sterilized samples using X-rays at 0.4 kGy compared with those of non-irradiated samples (p<0.05). Moreover, overall acceptance scores of the sterilized FVs were higher than 5.0 points on a 7-point scale, indicating a good organoleptic quality. In a survey on preference of hospitalized patients with cancer (n=50), the average scores for the sterilized FVs, except for carrots, were higher than 4.0 points. In conclusion, it is considered that the FVs, except for carrots, sterilized using X-rays at 0.4 kGy could be served to immune-depressed patients as hygienically safe foods with acceptable organoleptic properties.

• Korean Journal of Food Science and Technology
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• v.13 no.4
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• pp.314-318
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• 1981

In order to improve the storage stability of spray and freeze dried red ginseng extract powder packed in a bottle, the water vapor permeability of Al-foil laminate paper used for cap closure and shelf life of those products on various storage temperatures and relative humidities were investigated. The thickness of the laminate paper was $93{\pm}3\:{\mu}m$ and its physical properties were equal to standard of ASTM (B-377-66) The absorption rate of the freeze dried powder was 2-6 times greater than that of the spray dried powder at $37^{\circ}C$. Therefore it was considered that the laminate could be used for cap closures for the spray dried powder but unsuitable for the freeze dried powder. The shelf life of the spray dried powder was longer than that of the freeze-dried powder at $37^{\circ}C$.

• Journal of The Korean Society of Grassland and Forage Science
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• v.31 no.4
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• pp.395-408
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• 2011

The study which it sees exclusions the copper and the zinc which contain in pig sludge, It study pig sludge resources fertilizer production which are rational, pig sludge resources fertilizers after seeding, silage corn it investigates growth characteristics and forage value, the result which investigates pig sludge resources fertilizers effectiveness with afterwards is same. With fertilizer ingredients in pig sludge chemical qualities, the content of the nitrogen and the phosphoric acid comes 4.4% to be 6.29%, pH 7.02 and content of the copper and the zinc which is a heavy metal which contains in pig sludge with 805 mg/kg and 1,704 mg/kg, it is a restrictive standard of the fertilizer, 300 mg/kg and 900 mg/kg it sees to be high, it manufactures citric acid 1 hydrate with the organic acid solution, heavy metals of pig sludge where it is a mixture ratio of the organic acid solution, it divides to 25%, 50%, 75% and 100% 4 kind levels, the result which measures the heavy metal exclusion ratio of the copper and the zinc, the mixture ratio of the organic acid solution to be many exclusion ratio of the copper and the zinc is showing a just interrelation, from organic acid solution 100% level content of pig sludge remains copper and zinc 330.03 mg/kg and 41.28 mg/kg, it shows the exclusion ratio of copper 59% zinc 97%. 'Cheonganok' growth characteristics with citric acid 1 hydrate, Treatment 2 and control growth characteristics etc, it exclusion the copper and the zinc it doesn't appear on significant difference statistically but, treatment 3 after only pig sludge in resources disposal where it seeding, growth characteristics of leaf area etc. is badness, it compares in control and treatment 2 the growth characteristics badness, it is appearing, it is caused by with disease and insects occurrence of $Ostrinia$ $furnacalis$ and brown spot, the damage was many. From forage value, Treatment 2 where it exclusion the heavy metal with the citric acid 1 hydrate with control it compares and there are not significant difference from crude protein and ADF and NDF contents etc., seeding only Pig Sludge in resources disposal treatment 3, it is caused by with $Ostrinia$ $furnacalis$ etc., trunk and aging of the leaf to be high ADF content is low. but from crude protein, the nitrogen ingredient which pig sludge has and interrelation it seemed and high numerical value were confirmed.

• Journal of Environmental Policy
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• v.4 no.1
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• pp.93-111
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• 2005

Defining soil quality in scopes and applications is one of the prerequisite for the sustainable management of soil environment to orient researches, strategies and policies. However, definition of soil quality is controversial depending upon a viewpoint of soil science or soil environment. Soil quality can be, irrespective of the disciplines, defined as the capacity of a soil to function within ecosystem boundaries to sustain biological productivity, maintain environmental quality and promote plant and animal health. Common to all of the soil quality concepts can be summarized as the capacity of soil to function effectively at present and in the future. The OECD includes soil quality as one of the agri-environment indicators. This article intends to i) summarize the current soil quality research, and ii) provide information on protocol of soil quality assessment. A framework for soil quality was divided into three steps: indicator selection as minimum data set (MDS), scoring of the selected indicators, and integration of scores into soil quality index. Korean government suggested possible physical and chemical indicators such as bulk density and organic matter for paddy and upland soils to OECD. The framework of soil quality assessment is not yet implemented in Korea. Countries such as USA, Canada and New Zealand have constructed the framework on soil quality assessment and developed a user-friendly version of soil quality assessment tools to evaluate the integrated effects of various soil management practices. The protocol provided in this review might help policymakers, scientists, and administrators improve awareness about soil quality and understand the way of soil environment management.