• Journal of the Korean Society of Food Science and Nutrition
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• v.38 no.4
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• pp.409-414
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• 2009

The aim of this study was to investigate the ameliorating effects of deer antler extract on the learning and memory impairments induced by the administration of scopolamine (2 mg/kg, i.p.) in rats. Tacrine was used as a positive control agent for evaluating the cognition enhancing activity of deer antler extract in scopolamine-induced amnesia models. The results showed that the deer antler extract-treated group (200 mg/kg, p.o.) and the tacrine-treated group (10 mg/kg, p.o.) significantly ameliorated scopolamine-induced amnesia based on the Morris water maze test. Although there was no statistical significance of brain ACh contents among the experimental groups, the brain ACh contents of the deer antler extract-treated group was slightly higher than that of the scopolamine-treated group. The inhibitory effect of deer antler extract on the acetylcholinesterase activity in the brain was significantly lower than that of scopolamine-treated group. The tacrine- and the deer antler-treated groups reduced the MAO-B activity compared to the scopolamine-treated group, but not significantly. These results suggest that the deer antler extract could be an effective agent for the prevention of the cognitive impairment induced by cholinergic dysfunction.

• Journal of the Korean Institute of Landscape Architecture
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• v.48 no.4
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• pp.19-28
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• 2020

The Urban Heat Island (UHI) Effect has intensified due to urbanization and heat management at the urban level is treated as an important issue. Green space improvement projects and environmental policies are being implemented as a way to alleviate Urban Heat Islands. Several studies have been conducted to analyze the correlation between urban green areas and heat with linear regression models. However, linear regression models have limitations explaining the correlation between heat and the multitude of variables as heat is a result of a combination of non-linear factors. This study evaluated the Heat Island alleviating effects in Seoul during the summer by using a deep neural network model methodology, which has strengths in areas where it is difficult to analyze data with existing statistical analysis methods due to variable factors and a large amount of data. Wide-area data was acquired using Landsat 8. Seoul was divided into a grid (30m × 30m) and the heat island reduction variables were enter in each grid space to create a data structure that is needed for the construction of a deep neural network using ArcGIS 10.7 and Python3.7 with Keras. This deep neural network was used to analyze the correlation between land surface temperature and the variables. We confirmed that the deep neural network model has high explanatory accuracy. It was found that the cooling effect by NDVI was the greatest, and cooling effects due to the park size and green space proximity were also shown. Previous studies showed that the cooling effects related to park size was 2℃-3℃, and the proximity effect was found to lower the temperature 0.3℃-2.3℃. There is a possibility of overestimation of the results of previous studies. The results of this study can provide objective information for the justification and more effective formation of new urban green areas to alleviate the Urban Heat Island phenomenon in the future.

• Journal of Intelligence and Information Systems
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• v.19 no.2
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• pp.39-54
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• 2013

Recent explosive increase of electronic commerce provides many advantageous purchase opportunities to customers. In this situation, customers who do not have enough knowledge about their purchases, may accept product recommendations. Product recommender systems automatically reflect user's preference and provide recommendation list to the users. Thus, product recommender system in online shopping store has been known as one of the most popular tools for one-to-one marketing. However, recommender systems which do not properly reflect user's preference cause user's disappointment and waste of time. In this study, we propose a novel recommender system which uses data mining and multi-model ensemble techniques to enhance the recommendation performance through reflecting the precise user's preference. The research data is collected from the real-world online shopping store, which deals products from famous art galleries and museums in Korea. The data initially contain 5759 transaction data, but finally remain 3167 transaction data after deletion of null data. In this study, we transform the categorical variables into dummy variables and exclude outlier data. The proposed model consists of two steps. The first step predicts customers who have high likelihood to purchase products in the online shopping store. In this step, we first use logistic regression, decision trees, and artificial neural networks to predict customers who have high likelihood to purchase products in each product group. We perform above data mining techniques using SAS E-Miner software. In this study, we partition datasets into two sets as modeling and validation sets for the logistic regression and decision trees. We also partition datasets into three sets as training, test, and validation sets for the artificial neural network model. The validation dataset is equal for the all experiments. Then we composite the results of each predictor using the multi-model ensemble techniques such as bagging and bumping. Bagging is the abbreviation of "Bootstrap Aggregation" and it composite outputs from several machine learning techniques for raising the performance and stability of prediction or classification. This technique is special form of the averaging method. Bumping is the abbreviation of "Bootstrap Umbrella of Model Parameter," and it only considers the model which has the lowest error value. The results show that bumping outperforms bagging and the other predictors except for "Poster" product group. For the "Poster" product group, artificial neural network model performs better than the other models. In the second step, we use the market basket analysis to extract association rules for co-purchased products. We can extract thirty one association rules according to values of Lift, Support, and Confidence measure. We set the minimum transaction frequency to support associations as 5%, maximum number of items in an association as 4, and minimum confidence for rule generation as 10%. This study also excludes the extracted association rules below 1 of lift value. We finally get fifteen association rules by excluding duplicate rules. Among the fifteen association rules, eleven rules contain association between products in "Office Supplies" product group, one rules include the association between "Office Supplies" and "Fashion" product groups, and other three rules contain association between "Office Supplies" and "Home Decoration" product groups. Finally, the proposed product recommender systems provides list of recommendations to the proper customers. We test the usability of the proposed system by using prototype and real-world transaction and profile data. For this end, we construct the prototype system by using the ASP, Java Script and Microsoft Access. In addition, we survey about user satisfaction for the recommended product list from the proposed system and the randomly selected product lists. The participants for the survey are 173 persons who use MSN Messenger, Daum Caf$\acute{e}$, and P2P services. We evaluate the user satisfaction using five-scale Likert measure. This study also performs "Paired Sample T-test" for the results of the survey. The results show that the proposed model outperforms the random selection model with 1% statistical significance level. It means that the users satisfied the recommended product list significantly. The results also show that the proposed system may be useful in real-world online shopping store.

• Journal of Intelligence and Information Systems
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• v.25 no.3
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• pp.1-17
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• 2019

Because stock price forecasting is an important issue both academically and practically, research in stock price prediction has been actively conducted. The stock price forecasting research is classified into using structured data and using unstructured data. With structured data such as historical stock price and financial statements, past studies usually used technical analysis approach and fundamental analysis. In the big data era, the amount of information has rapidly increased, and the artificial intelligence methodology that can find meaning by quantifying string information, which is an unstructured data that takes up a large amount of information, has developed rapidly. With these developments, many attempts with unstructured data are being made to predict stock prices through online news by applying text mining to stock price forecasts. The stock price prediction methodology adopted in many papers is to forecast stock prices with the news of the target companies to be forecasted. However, according to previous research, not only news of a target company affects its stock price, but news of companies that are related to the company can also affect the stock price. However, finding a highly relevant company is not easy because of the market-wide impact and random signs. Thus, existing studies have found highly relevant companies based primarily on pre-determined international industry classification standards. However, according to recent research, global industry classification standard has different homogeneity within the sectors, and it leads to a limitation that forecasting stock prices by taking them all together without considering only relevant companies can adversely affect predictive performance. To overcome the limitation, we first used random matrix theory with text mining for stock prediction. Wherever the dimension of data is large, the classical limit theorems are no longer suitable, because the statistical efficiency will be reduced. Therefore, a simple correlation analysis in the financial market does not mean the true correlation. To solve the issue, we adopt random matrix theory, which is mainly used in econophysics, to remove market-wide effects and random signals and find a true correlation between companies. With the true correlation, we perform cluster analysis to find relevant companies. Also, based on the clustering analysis, we used multiple kernel learning algorithm, which is an ensemble of support vector machine to incorporate the effects of the target firm and its relevant firms simultaneously. Each kernel was assigned to predict stock prices with features of financial news of the target firm and its relevant firms. The results of this study are as follows. The results of this paper are as follows. (1) Following the existing research flow, we confirmed that it is an effective way to forecast stock prices using news from relevant companies. (2) When looking for a relevant company, looking for it in the wrong way can lower AI prediction performance. (3) The proposed approach with random matrix theory shows better performance than previous studies if cluster analysis is performed based on the true correlation by removing market-wide effects and random signals. The contribution of this study is as follows. First, this study shows that random matrix theory, which is used mainly in economic physics, can be combined with artificial intelligence to produce good methodologies. This suggests that it is important not only to develop AI algorithms but also to adopt physics theory. This extends the existing research that presented the methodology by integrating artificial intelligence with complex system theory through transfer entropy. Second, this study stressed that finding the right companies in the stock market is an important issue. This suggests that it is not only important to study artificial intelligence algorithms, but how to theoretically adjust the input values. Third, we confirmed that firms classified as Global Industrial Classification Standard (GICS) might have low relevance and suggested it is necessary to theoretically define the relevance rather than simply finding it in the GICS.

• Journal of Intelligence and Information Systems
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• v.28 no.1
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• pp.329-352
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• 2022

It is reported that particulate matter(PM) penetrates the lungs and blood vessels and causes various heart diseases and respiratory diseases such as lung cancer. The subway is a means of transportation used by an average of 10 million people a day, and although it is important to create a clean and comfortable environment, the level of particulate matter pollution is shown to be high. It is because the subways run through an underground tunnel and the particulate matter trapped in the tunnel moves to the underground station due to the train wind. The Ministry of Environment and the Seoul Metropolitan Government are making various efforts to reduce PM concentration by establishing measures to improve air quality at underground stations. The smart air quality management system is a system that manages air quality in advance by collecting air quality data, analyzing and predicting the PM concentration. The prediction model of the PM concentration is an important component of this system. Various studies on time series data prediction are being conducted, but in relation to the PM prediction in subway stations, it is limited to statistical or recurrent neural network-based deep learning model researches. Therefore, in this study, we propose four transformer-based models including spatiotemporal transformers. As a result of performing PM concentration prediction experiments in the waiting rooms of subway stations in Seoul, it was confirmed that the performance of the transformer-based models was superior to that of the existing ARIMA, LSTM, and Seq2Seq models. Among the transformer-based models, the performance of the spatiotemporal transformers was the best. The smart air quality management system operated through data-based prediction becomes more effective and energy efficient as the accuracy of PM prediction improves. The results of this study are expected to contribute to the efficient operation of the smart air quality management system.

• Journal of Venture Innovation
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• v.3 no.2
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• pp.111-128
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• 2020

Recently, in the process of globalization of companies, the use of third party logistics providers (3PL) has been strengthened. Therefore, the purpose of this study is to test the effectiveness of the logistics information system provided by 3PL companies. This study is to test the relationship between the effect of the characteristics of the 3PL logistics information system on the shipper's supply chain performance, that is, logistics performance, customer performance, and organizational performance, and the shipper's loyalty to the 3PL company, that is, 3PL corporate performance. In addition, long-term relationship orientation is to test whether there is a moderating effect between the shipper company and the 3PL company. Through this, this study aims to provide strategic implications for improving the competitiveness of 3PL companies. In this study, a total 205 data were collected and used for analysis of shippers companies for hypothesis testing, and analyzed using SPSS 21.0 and AMOS 21.0 statistical programs. The results of the study are summarized as follows. First, it was found that the accuracy, timeliness, and usefulness of the 3PL logistics information system all had a significant positive (+) effect on the performance of the shipper's supply chain. Second, it was found that the accuracy, timeliness, and usefulness of the 3PL logistics information system all had a significant positive (+) effect on 3PL corporate performance. Third, it was found that the performance of the supply chain of the shipper company had a significant positive (+) effect on the performance of the 3PL company. Finally, it was found that long-term relationship orientation had a moderating effect on the relationship between the performance of the shipper company's supply chain and the performance of the 3PL company. The purpose of this study is to provide academic and practical implications for securing competitive advantage through the logistics information system of 3PL logistics companies.

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

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

• Journal of 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.