• Title/Summary/Keyword: period model

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The Framework of Research Network and Performance Evaluation on Personal Information Security: Social Network Analysis Perspective (개인정보보호 분야의 연구자 네트워크와 성과 평가 프레임워크: 소셜 네트워크 분석을 중심으로)

  • Kim, Minsu;Choi, Jaewon;Kim, Hyun Jin
    • Journal of Intelligence and Information Systems
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    • v.20 no.1
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    • pp.177-193
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    • 2014
  • Over the past decade, there has been a rapid diffusion of electronic commerce and a rising number of interconnected networks, resulting in an escalation of security threats and privacy concerns. Electronic commerce has a built-in trade-off between the necessity of providing at least some personal information to consummate an online transaction, and the risk of negative consequences from providing such information. More recently, the frequent disclosure of private information has raised concerns about privacy and its impacts. This has motivated researchers in various fields to explore information privacy issues to address these concerns. Accordingly, the necessity for information privacy policies and technologies for collecting and storing data, and information privacy research in various fields such as medicine, computer science, business, and statistics has increased. The occurrence of various information security accidents have made finding experts in the information security field an important issue. Objective measures for finding such experts are required, as it is currently rather subjective. Based on social network analysis, this paper focused on a framework to evaluate the process of finding experts in the information security field. We collected data from the National Discovery for Science Leaders (NDSL) database, initially collecting about 2000 papers covering the period between 2005 and 2013. Outliers and the data of irrelevant papers were dropped, leaving 784 papers to test the suggested hypotheses. The co-authorship network data for co-author relationship, publisher, affiliation, and so on were analyzed using social network measures including centrality and structural hole. The results of our model estimation are as follows. With the exception of Hypothesis 3, which deals with the relationship between eigenvector centrality and performance, all of our hypotheses were supported. In line with our hypothesis, degree centrality (H1) was supported with its positive influence on the researchers' publishing performance (p<0.001). This finding indicates that as the degree of cooperation increased, the more the publishing performance of researchers increased. In addition, closeness centrality (H2) was also positively associated with researchers' publishing performance (p<0.001), suggesting that, as the efficiency of information acquisition increased, the more the researchers' publishing performance increased. This paper identified the difference in publishing performance among researchers. The analysis can be used to identify core experts and evaluate their performance in the information privacy research field. The co-authorship network for information privacy can aid in understanding the deep relationships among researchers. In addition, extracting characteristics of publishers and affiliations, this paper suggested an understanding of the social network measures and their potential for finding experts in the information privacy field. Social concerns about securing the objectivity of experts have increased, because experts in the information privacy field frequently participate in political consultation, and business education support and evaluation. In terms of practical implications, this research suggests an objective framework for experts in the information privacy field, and is useful for people who are in charge of managing research human resources. This study has some limitations, providing opportunities and suggestions for future research. Presenting the difference in information diffusion according to media and proximity presents difficulties for the generalization of the theory due to the small sample size. Therefore, further studies could consider an increased sample size and media diversity, the difference in information diffusion according to the media type, and information proximity could be explored in more detail. Moreover, previous network research has commonly observed a causal relationship between the independent and dependent variable (Kadushin, 2012). In this study, degree centrality as an independent variable might have causal relationship with performance as a dependent variable. However, in the case of network analysis research, network indices could be computed after the network relationship is created. An annual analysis could help mitigate this limitation.

Product Community Analysis Using Opinion Mining and Network Analysis: Movie Performance Prediction Case (오피니언 마이닝과 네트워크 분석을 활용한 상품 커뮤니티 분석: 영화 흥행성과 예측 사례)

  • Jin, Yu;Kim, Jungsoo;Kim, Jongwoo
    • Journal of Intelligence and Information Systems
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    • v.20 no.1
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    • pp.49-65
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    • 2014
  • Word of Mouth (WOM) is a behavior used by consumers to transfer or communicate their product or service experience to other consumers. Due to the popularity of social media such as Facebook, Twitter, blogs, and online communities, electronic WOM (e-WOM) has become important to the success of products or services. As a result, most enterprises pay close attention to e-WOM for their products or services. This is especially important for movies, as these are experiential products. This paper aims to identify the network factors of an online movie community that impact box office revenue using social network analysis. In addition to traditional WOM factors (volume and valence of WOM), network centrality measures of the online community are included as influential factors in box office revenue. Based on previous research results, we develop five hypotheses on the relationships between potential influential factors (WOM volume, WOM valence, degree centrality, betweenness centrality, closeness centrality) and box office revenue. The first hypothesis is that the accumulated volume of WOM in online product communities is positively related to the total revenue of movies. The second hypothesis is that the accumulated valence of WOM in online product communities is positively related to the total revenue of movies. The third hypothesis is that the average of degree centralities of reviewers in online product communities is positively related to the total revenue of movies. The fourth hypothesis is that the average of betweenness centralities of reviewers in online product communities is positively related to the total revenue of movies. The fifth hypothesis is that the average of betweenness centralities of reviewers in online product communities is positively related to the total revenue of movies. To verify our research model, we collect movie review data from the Internet Movie Database (IMDb), which is a representative online movie community, and movie revenue data from the Box-Office-Mojo website. The movies in this analysis include weekly top-10 movies from September 1, 2012, to September 1, 2013, with in total. We collect movie metadata such as screening periods and user ratings; and community data in IMDb including reviewer identification, review content, review times, responder identification, reply content, reply times, and reply relationships. For the same period, the revenue data from Box-Office-Mojo is collected on a weekly basis. Movie community networks are constructed based on reply relationships between reviewers. Using a social network analysis tool, NodeXL, we calculate the averages of three centralities including degree, betweenness, and closeness centrality for each movie. Correlation analysis of focal variables and the dependent variable (final revenue) shows that three centrality measures are highly correlated, prompting us to perform multiple regressions separately with each centrality measure. Consistent with previous research results, our regression analysis results show that the volume and valence of WOM are positively related to the final box office revenue of movies. Moreover, the averages of betweenness centralities from initial community networks impact the final movie revenues. However, both of the averages of degree centralities and closeness centralities do not influence final movie performance. Based on the regression results, three hypotheses, 1, 2, and 4, are accepted, and two hypotheses, 3 and 5, are rejected. This study tries to link the network structure of e-WOM on online product communities with the product's performance. Based on the analysis of a real online movie community, the results show that online community network structures can work as a predictor of movie performance. The results show that the betweenness centralities of the reviewer community are critical for the prediction of movie performance. However, degree centralities and closeness centralities do not influence movie performance. As future research topics, similar analyses are required for other product categories such as electronic goods and online content to generalize the study results.

Study on the Short-Term Hemodynamic Effects of Experimental Cardiomyoplasty in Heart Failure Model (심부전 모델에서 실험적 심근성형술의 단기 혈역학적 효과에 관한 연구)

  • Jeong, Yoon-Seop;Youm, Wook;Lee, Chang-Ha;Kim, Wook-Seong;Lee, Young-Tak;Kim, Won-Gon
    • Journal of Chest Surgery
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    • v.32 no.3
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    • pp.224-236
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    • 1999
  • Background: To evaluate the short-term effect of dynamic cardiomyoplasty on circulatory function and detect the related factors that can affect it, experimental cardiomyoplasties were performed under the state of normal cardiac function and heart failure. Material and Method: A total of 10 mongrel dogs weighing 20 to 30kg were divided arbitrarily into two groups. Five dogs of group A underwent cardiomyoplasty with latissimus dorsi(LD) muscle mobilization followed by a 2-week vascular delay and 6-week muscle training. Then, hemodynamic studies were conducted. In group B, doxorubicin was given to 5 dogs in an IV dose of 1 mg/kg once a week for 8 weeks to induce chronic heart failure, and simultaneous muscle training was given for preconditioning during this period. Then, cardiomyoplasties were performed and hemodynamic studies were conducted immediately after these cardiomyoplasties in group B. Result: In group A, under the state of normal cardiac function, only mean right atrial pressure significantly increased with the pacer-on(p<0.05) and the left ventricular hemodynamic parameters did not change significantly. However, with pacer-on in group B, cardiac output(CO), rate of left ventricular pressure development(dp/dt), stroke volume(SV), and left ventricular stroke work(SW) increased by 16.7${\pm}$7.2%, 9.3${\pm}$3.2%, 16.8${\pm}$8.6%, and 23.1${\pm}$9.7%, respectively, whereas left ventricular end-diastole pressure(LVEDP) and mean pulmonary capillary wedge pressure(mPCWP) decreased by 32.1${\pm}$4.6% and 17.7${\pm}$9.1%, respectively(p<0.05). In group A, imipramine was infused at the rate of 7.5mg/kg/hour for 34${\pm}$2.6 minutes to induce acute heart failure, which resulted in the reduction of cardiac output by 17.5${\pm}$2.7%, systolic left ventricular pressure by 15.8${\pm}$2.5% and the elevation of left ventricular end-diastole pressure by 54.3${\pm}$15.2%(p<0.05). With pacer-on under this state of acute heart failu e, CO, dp/dt, SV, and SW increased by 4.5${\pm}$1.8% and 3.1${\pm}$1.1%, 5.7${\pm}$3.6%, and 6.9${\pm}$4.4%, respectively, whereas LVEDP decreased by 11.7${\pm}$4.7%(p<0.05). Comparing CO, dp/dt, SV, SW and LVEDP that changed significantly with pacer-on, both under the state of acute and chronic heart failure, augmentation widths of these left ventricular hemodynamic parameters were significantly larger under the state of chronic heart failure(group B) than acute heart failure(group A)(p<0.05). On gross inspection, variable degrees of adhesion and inflammation were present in all 5 dogs of group A, including 2 dogs that showed no muscle contraction. No adhesion and inflammation were, however, present in all 5 dogs of group B, which showed vivid muscle contractions. Considering these differences in gross findings along with the following premise that the acute heart failure state was not statistically different from the chronic one in terms of left ventricular parameters(p>0.05), the larger augmentation effect seen in group B is presumed to be mainly attributed to the viability and contractility of the LD muscle. Conclusion: These results indicate that the positive circulatory augmentation effect of cardiomyoplasty is apparent only under the state of heart failure and the preservation of muscle contractility is important to maximize this effect.

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Effects of High Glucose and Advanced Glycosylation Endproducts(AGE) on the in vitro Permeability Model (당과 후기당화합물의 생체 외 사구체여과율 모델에 대한 역할)

  • Lee Jun-Ho;Ha Tae-Sun
    • Childhood Kidney Diseases
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    • v.10 no.1
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    • pp.8-17
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    • 2006
  • Purpose : We describe the changes of rat glomerular epithelial cells when exposed to high levels of glucose and advanced glycosylation endproducts(AGE) in the in vitro diabetic condition. We expect morphological alteration of glomerular epithelial cells and permeability changes experimentally and we may correlate the results with a mechanism of proteinuria in DM. Methods : We made 0.2 M glucose-6-phsphate solution mixed with PBS(pH 7.4) containing 50 mg/mL BSA and pretense inhibitor for preparation of AGE. As control, we used BSA. We manufactured and symbolized five culture dishes as follows; B5 - normal glucose(5 mM) + BSA, B30 - high glucose(30 mM) + BSA, A5 - normal glucose(5 mM) + AGE, A30 - high glucose(30 mM) + AGE, A/B 25 - normal glucose(5 mM) + 25 mM of mannitol(osmotic control). After the incubation period of both two days and seven days, we measured the amount of heparan sulfate proteoglycan(HSPG) in each dish by ELISA and compared them with the B5 dish at 2nd and 7th incubation days. We observed the morphological changes of epithelial cells in each culture dish using scanning electron microscopy(SEM). We tried the permeability assay of glomerular epithelial cells using cellulose semi-permeable membrane measuring the amount of filtered BSA through the apical chamber for 2 hours by sandwich ELISA. Results : On the 2nd incubation day, there was no significant difference in the amount of HSPG between the 5 culture dishes. But on the 7th incubation day, the amount of HSPG increased by 10% compared with the B5 dish on the 2nd day except the A30 dish(P<0.05). Compared with the B5 dish on the 7th day the amount of HSPG in A30 and B30 dish decreased to 77.8% and 95.3% of baseline, respectively(P>0.05). In the osmotic control group (A/B 25) no significant correlation was observed. On the SEM, we could see the separated intercellular junction and fused microvilli of glomerular epithelial cells in the culture dishes where AGE was added. The permeability of BSA increased by 19% only in the A30 dish on the 7th day compared with B5 dish on the 7th day in the permeability assay(P<0.05). Conclusion: We observed not only the role of a high level of glucose and AGE in decreasing the production of HSPG of glomerular epithelial cells in vitro, but also their additive effect. However, the role of AGE is greater than that of glucose. These results seems to correlate with the defects in charge selective barrier. Morphological changes of the disruption of intercellular junction and fused microvilli of glomerular epithelial cells seem to correlate with the defects in size-selective barrier. Therefore, we can explain the increased permeability of glomerular epithelial units in the in vitro diabetic condition.

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A Study on the Location Relationship between Ancient Royal Garden and Royal Capital in North-East Asia (동북아시아 고대 궁원과 왕도의 위치 관계에 대한 연구)

  • Jeon, Yong-Ho
    • Journal of the Korean Institute of Traditional Landscape Architecture
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    • v.40 no.4
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    • pp.1-14
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    • 2022
  • The ancient North-East Asian royal garden is divided into three types, located in the north inside the palace, in the north outside the palace, and in the south inside or outside the palace, depending on the location relationship between the royal capital and the royal palace. The first is a typical royal garden that follows the ancient Chinese court system of the Chao-hu-chim(前朝後寢). The second is a royal garden located independently of the royal palace, which extends to Geumwon(禁苑). The third is located in the south of royal palace and is the royal garden specialized in Yurak(遊樂) or Hyangyeon(饗宴). The types of ancient North-East Asian royal gardens are classified according to the relationship between main palace(正宮) and secondary palace(別宮), detached palace(離宮), and Geumwon(禁苑), and each has unique characteristics. The first has been established as the garden of the main palace, including the royal garden at Wanggung-ri site in Iksan(益山 王宮里 遺蹟), Han Chang'an capital(漢 長安城), BeiWei Luoyang capital(北魏 洛陽城), Jiankang capital in Southern Dynasties(南朝 建康城), and Daminggong(大明宮) in Tang Dynasty. Here, the royal garden is divided into Naewon(內苑) inside the royal palace and Geumwon(禁苑), outside the royal palace. On the other hand, the second is the royal garden that the royal palace and Geumwon(禁苑) are united. The third is the royal garden that forms part of the royal palace or is independent of the royal palace, and has been specialized as a secondary palace(別宮) and detached palace(離宮). China created the model of ancient North-East Asian royal gardens, and based on this, Baekje, Silla, and Japan of Korea influenced each other and developed a unique palace by showing their originality. The royal garden at Wanggung-ri site in Iksan(益山 王宮里 遺蹟) was influenced by royal gardens of Wei-Jin and Northern & Southern Dynasties(魏晉南北朝). And royal gardens of the Sabi Capital(泗沘都城) were influenced by royal gardens of Jin(秦), Han(漢), Sui(隋), and Tang(唐), and royal gardens of Silla(新羅) were influenced by the royal gardens of Baekje(百濟) and Silla. However, each of these royal gardens also has its own unique characteristics. From this aspect, it can be seen that the ancient North-East Asian court had different lineages depending on the region. Anhakgung Palace in Pyongyang(平壤 安鶴宮) is more likely to be viewed as the Three Kingdoms period than the Goryeo Dynasty. However, it is difficult to raise it to the 5th and 6th centuries due to the overlapping relationship and relics of the lower part of Anhakgung Palace(安鶴宮), and it is generally presumed to be the middle of the 7th century. The royal garden at Anhakgung Palace is a secondary palace(別宮) or detached palace(離宮) that corresponds to the palace of Jang-an capital(長安城) in Pyongyang and is believed to have influenced Dongwon garden(東院庭園) of Heijokyu(平城宮) and Donggung(東宮) and Wolji(月池) in Gyeongju. From this point of view, Dongwon garden(東院庭園) of Heijokyu(平城宮) seems to be related to the palaces of Goguryeo, Baekje, and Silla. This study has many limitations as it focuses on its characteristics and transitions due to the location of the palace in the large framework of ancient North-East Asian royal capital. If these limitations are resolved little by little, it is expected that the understanding of ancient North-East Asian royal gardens will be much wider.

The Modern Understanding and Misunderstanding about the Thirteen-story Stone Pagoda of Wongaksa Temple (원각사(圓覺寺)13층탑(層塔)에 대한 근대적 인식과 오해)

  • Nam, Dongsin
    • MISULJARYO - National Museum of Korea Art Journal
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    • v.100
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    • pp.50-80
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    • 2021
  • This paper critically examines the history of the theories connected to the Wongaksa Temple Pagoda that have developed over the last 100 years focusing on the original number of stories the pagoda would have reached. Part II of this paper retraces the dynamic process of the rediscovery of the Wongaksa Temple Pagoda by Westerners who traveled to Korea during the port-opening period. Koreans at the time viewed the Wongaksa Temple Pagoda as an object of no particular appeal or even as an eyesore. However, Westerners appreciated it as a wonder or magnificent sight. Since these Westerners had almost no prior knowledge of Buddhist pagodas, they were able to write objective travelogues. At the time, these visitors generally accepted the theory common among Joseon intellectuals that Wongaksa Temple Pagoda once had thirteen stories. Part III focuses on Japanese government-affiliated scholars' academic research on the Wongaksa Temple Pagoda after the proclamation of the Korean Empire and the Japanese Government-General of Korea's subsequent management of the pagoda as a cultural property during the colonial era. It also discusses issues with Japanese academic research and management. In particular, this portion sheds light on the shift in theories about the original number of stories of the Wongaksa Temple Pagoda from the ten-story theory supported by Sekino Tadashi (關野 貞), whose ideas have held a great influence on this issue over the last 100 years, to the thirteen-story theory and then to the idea that it had more than thirteen. Finally, Part IV addresses the change from the multi-story theory to the ten-story theory in the years after Korea's liberation from Japan until 1962. Moreover, it highlights how Korean intellectuals of the Japanese colonial era predominantly accepted the thirteen-story theory. Since 1962, a considerable quantity of significant research on the Wongaksa Temple Pagoda has been published. However, since most of these studies have applied the ten-story theory suggested in 1962, they are not individually discussed in this paper. This retracing of the history of theories about the Wongaksa Temple Pagoda has verified that although there are reasonable grounds for supporting the thirteen-story theory, it has not been proved in the last 100 years. Moreover, the number of pagoda stories has not been fully discussed in academia. The common theory that both Wongaksa Temple Pagoda and Gyeongcheonsa Temple Pagoda were ten-story pagodas was first formulated by Sekino Tadashi 100 years ago. Since the abrasion of the Wongaksa Temple Stele was so severe the inscriptions on the stele were almost illegible, Sekino argued that the Wongaksa Temple Pagoda was a ten-story pagoda based on an architectural analysis of the then-current condition of the pagoda. Immediately after Sekino presented his argument, a woodblock-printed version of the inscriptions on the Wongaksa Temple Stele was found. This version included a phrase that a thirteen-story pagoda had been erected. In a similar vein, the Dongguk yeoji seungnam (Geographic Encyclopedia of Korea) published by the orders of King Seongjong in the late fifteenth century documented that Gyeongcheonsa Temple Pagoda, the model for the Wongaksa Temple Pagoda, was also a thirteen-story pagoda. The Wongaksa Temple Stele erected on the orders of King Sejo after the establishment of the Wongaksa Temple Pagoda evidently shows that Sekino's ten-story premise is flawed. Sekino himself wrote that "as [the pagoda] consists of a three-story stereobate and a ten-story body, people call it a thirteen-story pagoda," although he viewed the number of stories of the pagoda body as that of the entire pagoda. The inscriptions on the Wongaksa Temple Stele also clearly indicate that the king ordered the construction of the Wongaksa Temple Pagoda as a thirteen-story pagoda. Although unprecedented, this thirteen-story pagoda comprised a ten-story pagoda body over a three-story stereobate. Why would King Sejo have built a thirteen-story pagoda in an unusual form consisting of a ten-story body on top of a three-story stereobate? In order to fully understand King Sejo's intention in building a thirteen-story pagoda, analyzing the Wongaksa Temple Pagoda is necessary. This begins with the restoration of its original name. I disprove Sekino's ten-story theory built upon flawed premises and an eclectic over-thirteen-story theory and urge applying the thirteen-story theory, as the inscriptions on the Wongaksa Temple Stele stated that the pagoda was originally built as a thirteen-story pagoda.

A Study on the Daesoon Cosmology of the Correlative Relation between Mugeuk and Taegeuk (무극과 태극 상관연동의 대순우주론 연구)

  • Kim, Yong-hwan
    • Journal of the Daesoon Academy of Sciences
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    • v.33
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    • pp.31-62
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    • 2019
  • The purpose of this article is to study on the Daesoon Cosmology of the Correlative Relation between Mugeuk and Taegeuk. Daesoon cosmology is a cosmology based on the juxtaposition between the Gucheon Sangje and the world. In this article, I would like to say that this theory in Daesoon Thought was developed in three stages: the phase of the Mugeuk Transcendence of Gucheon Sangje, the stage of the Taegeuk Immanence, and the phase of the Grand Opening of the Later World between Mugeuk and Taegeuk as a correlative gentle reign. First of all, the phase of the Mugeuk Transcendence of Gucheon Sangje has been revealed as a yin-yang relationship. The stage of the Taegeuk Immanence represents the togetherness of harmony and co-prosperity between yin and yang, and the phase of the Grand Opening of the Later World between Mukeuk and Taegeuk refers to the unshakable accomplishment of its character and energy. It will be said that this is due to the practical mechanism in the correct balance of yin-yang making a four stage cycle of birth, growth, harvest, and storage. In addition, the Daesoon stage of the settlement of yin and yang is revealed as a change in the growth of all things and the formation of the inner circle. The mental growth reveals the characteristics of everything in the world, each trying to shine at the height of their own respective life as they grow up energetically. The dominant culture of cerebral communion renders a soft and elegant mood and combines yin and yang to elevate the heavenly and earthly period through transcendental change into sympathetic understanding. The stage of the Grand Opening of the Later World between Mugeuk and Taegeuk is one of the earliest days of the lunar month and also the inner circle of Taegeuk. It is in line with Ken Wilbur's integrated model as a step to the true degrees to develop into a world with brightened degrees. It is a beautiful and peaceful scene where celestial maidens play music, the firewood burns, and the scholars command thunder and lightning playfully. Human beings achieve a state of happiness as a free beings who lives as gods upon the earth. This is the world of theGrand Opening of the Later World between Mugeuk and Taegeuk. Daesoon Thought was succeeded by Dojeon in 1958, when Dojeon emerged as the successor in the lineage of religious orthodoxy and was assigned the task of handling Dao in its entirety. In addition, Daesoon is a circle and represents freedom and commonly shared happiness among the populous. Cosmology in the Daesoon Thought will enable us to understand deep dimensions and the identity of members as individuals within an inner circle of correlation between transcendence and immanence. This present study tries to analyze the public effects philologically and also the mutual correlation by utilizing the truthfulness of literature and rational interpretation. The outlook for the future in Daesoon Thought also leads to the one-way communication of Daesoon as a circle.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • 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.

The Influence of Organizational Commitment, Job Commitment and Job Satisfaction on Professionalism Perceived by Radiotechnologists Working in the Department of Radiation Oncology (방사선종양학과에 근무하는 방사선사의 조직몰입, 직무몰입, 직무만족이 전문 직업성에 미치는 영향)

  • Gim, Yang-Soo;Lee, Sun-Young;Lee, Joon-Seong;Gwak, Geun-Tak;Pak, Ju-Gyeong;Lee, Seung-Hoon;Hwang, Ho-In;Cha, Seok-Yong
    • The Journal of Korean Society for Radiation Therapy
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    • v.24 no.2
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    • pp.67-75
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    • 2012
  • Purpose: The study is to check the specialty of radiotherapists working in the department of radiation oncology and find job satisfaction, organizational commitment and job commitment having an effect on professional parts. After making analysis of the mutual relation, it is to provide radiotechnologists with making progress in the future. Materials and Methods: From March 2 to March 30, we had carried out a survey with email. It is possible to have 272 questionnaires answered in the survey. We make use of SPSS 13.0 for Windows to analyze the data collected for study. Frequency and a percentage are meant to show general characteristics, and t-test and ANOVA to do the difference between general properties and professionalism. Pearson's correlation coefficient also is meant to do the correlation of professionalism, organizational job commitment and job satisfaction, and multiple regression analysis to do the factor for a relevant variable to affect professionalism. Results: There are subdivisions in the professionalism informing us of the self-regulation $17.74{\pm}2.32/3.55{\pm}.46$, a sense of calling $17.58{\pm}2.63/3.52{\pm}.53$, reference of the professional $17.14{\pm}2.39/3.43{\pm}.48$, service to the public $15.97{\pm}2.48/3.19{\pm}50$, and autonomy $15.68{\pm}2.28/3.14{\pm}46$. Grand mean turns out to be $83.89{\pm}7.63$(Summation of items)/$3.37{\pm}0.49$ (Numbers of items). When it comes to a statistical relation between general characteristics and professionalism, the statistics have it that these come within age (P<.001), period of employment (P<.001), education status (P<.05), a monthly income (P<.001), radiotherapists who get a special license (P<.001), the position (P<.001), and an opportunity for developing (P<.001). As a result of organizational commitment, job commitment, and job satisfaction, grand mean in organizational commitment proves to be $80.10{\pm}8.15/3.34{\pm}.34$. There are subvisions showing affective commitment $28.64{\pm}4.61$/3.58, continuance commitment $27.54{\pm}4.22/3.44{\pm}.53$, and normative commitment $23.95{\pm}2.94/2.99{\pm}.37$ in order of precedence. The average grade in job commitment is $32.47{\pm}5.77/3.30{\pm}.60$ and that in job satisfaction is $63.39{\pm}10.16/3.17{\pm}.51$, respectively. We find the positive relationship between professionalism and organizational commitment (r=.522, P<.05), between professionalism and job commitment (r=.444, P<.05), and between professionalism and job satisfaction (r=.507, P<.05). And we also get the positive relationship between organizational commitment and job commitment (r=.549, P<.05), between organizational commitment and job satisfaction (r=.433, P<.05), and between job commitment and job satisfaction (r=.462, P<.05). To catch the factors influencing the professionalism of radiotherapists, we used multiple regression analysis. According to the final model, it appears affective commitment (B=.755, P<.05), normative commitment (B=.305, P<.05), job satisfaction (B=.092, P<.05), an opportunity for developing (B=-1.505, P<.05), and the position (B=-1.155, P<.05) in order of precedence. It seems that explaining influece on $R^2$ is 0.504. Conclusion: The results of the factors that influence professionalism working as radiotherapists in the department of radiation oncology have it that the more affective commitment, normative commitment, and job satisfaction we feel, the more professionalism we recognize. We think that the focus of professionalism is increased if getting the chances for radiotherapists to have little to do with developing opportunities given.

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Characteristic on the Layout and Semantic Interpretation of Chungryu-Gugok, Dongaksan Mountain, Gokseong (곡성 동악산 청류구곡(淸流九曲)의 형태 및 의미론적 특성)

  • Rho, Jae-Hyun;Shin, Sang-Sup;Huh, Joon;Lee, Jung-Han;Han, Sang-Yub
    • Journal of the Korean Institute of Traditional Landscape Architecture
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    • v.32 no.4
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    • pp.24-36
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    • 2014
  • The result of the research conducted for the purpose of investigating the semantic value and the layout of the Cheongryu Gugok of Dorimsa Valley, which exhibits a high level of completeness and scenic preservation value among the three gugoks distributed in the area around Mt. Dongak of Gogseong is as follows.4) The area around Cheongryu Gugok shows a case where the gugok culture, which has been enjoyed as a model of the Neo-Confucianism culture and bedrock scenery, such as waterfall, riverside, pond, and flatland, following the beautiful valley, has been actually substituted, and is an outstanding scenery site as stated in a local map of Gokseong-hyeon in 1872 as "Samnam Jeil Amban Gyeryu Cheongryu-dong(三南第一巖盤溪流 淸流洞: Cheongryu-dong, the best rock mooring in the Samnam area)." Cheongryu Gugok, which is differentiated through the seasonal scenery and epigrams established on both land route and waterway, was probably established by the lead of Sun-tae Jeong(丁舜泰, ?~1916) and Byeong-sun Cho(曺秉順, 1876~1921) before 1916 during the Japanese colonization period. However, based on the fact that a number of Janggugiso of ancient sages, such as political activists, Buddhist leaders, and Neo-Confucian scholars, have been established, it is presumed to have been utilized as a hermit site and scenery site visited by masters from long ago. Cheongryu Gugok, which is formed on the rock floor of the bed rock of Dorimsa Valley, is formed in a total length of 1.2km and average gok(曲) length of 149m on a mountain type stream, which appears to be shorter compared to other gugoks in Korea. The rock writings of the three gugoks in Mt. Dongak, such as Cheongryu Gugok, which was the only one verified in the Jeonnam area, total 165 in number, which is determined to be the assembly place for the highest number of rock writings in the nation. In particular, a result of analyzing the rock writings in Cheongryu Gugok totaling 112 places showed 49pieces(43.8%) with the meaning of 'moral training' in epigram, 21pieces (18.8%) of human life, 16pieces(14.2%) of seasonal scenery, and 12pieces(10.6%) of Janggugiso such as Jangguchur, and the ratio occupied by poem verses appeared to be six cases(3.6%). Sweyeonmun(鎖烟門), which was the first gok of land route, and Jesiinganbyeolyucheon(除是人間別有天) which was the ninth gok of the waterway, corresponds to the Hongdanyeonse(虹斷烟鎖) of the first gok and Jesiinganbyeolyucheon of the ninth gok established in Jaecheon, Chungbuk by Se-hwa Park(朴世和, 1834~1910), which is inferred to be the name of Gugok having the same origin. In addition, the Daeeunbyeong(大隱屛) of the sixth gok. of land route corresponds to the Chu Hsi's Wuyi-Gugok of the seventh gok, which is acknowledged as the basis for Gugok Wollim, and the rock writings and stonework of 'Amseojae(巖棲齋)' and 'Pogyeongjae(抱經齋)' between the seventh gok and eighth gok is a trace comparable with Wuyi Jeongsa(武夷精舍) placed below Wuyi Gugok Eunbyeon-bong, which is understood to be the activity base of Cheongryu-dong of the Giho Sarim(畿湖士林). The rock writings in the Mt. Dongak area, including famous sayings by masters such as Sunsaeuhje(鮮史御帝, Emperor Gojong), Bogahyowoo(保家孝友, Emperor Gojong), Manchunmungywol(萬川明月, King Joengjo), Biryeobudong(非禮不動, Chongzhen Emperor of the Ming Dynasty)', Samusa(思無邪, Euijong of the Ming Dynasty), Baksechungpwoong(百世淸風, Chu Hsi), and Chungryususuk-Dongakpungkyung(淸流水石 動樂風景, Heungseon Daewongun) can be said to be a repository of semantic symbolic cultural scenery, instead of only expressing Confucian aesthetics. In addition, Cheongryu Gugok is noticeable with its feature as a cluster of cultural scenery of the three religions of Confucian-Buddhism-Taoism, where the Confucianism value system, Buddhist concept, and Taoist concept co-exists for mind training and cultivation. Cheongryu Gugok has a semantic feature and spatial character as a basis for history and cultural struggle for the Anti-Japan spirit that has been conceived during the process of establishing and utilizing the spirit of the learning, loyalty for the Emperor and expulsion of barbarians, and inspiration of Anti-Japan force, by inheriting the sense of Dotong(道統) of Neo-Confucianism by the Confucian scholar class at the end of the Joseon era that is represented by Ik-hyun Choi(崔益鉉, 1833~1906), Woo Jeon(田愚, 1841~1922), Woo-man Gi(奇宇萬, 1846~1916), Byung-sun Song(宋秉璿, 1836~1905), and Hyeon Hwang(黃玹, 1855~1910).