• Title/Summary/Keyword: systematic index

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Prediction of Quantitative Traits Using Common Genetic Variants: Application to Body Mass Index

  • Bae, Sunghwan;Choi, Sungkyoung;Kim, Sung Min;Park, Taesung
    • Genomics & Informatics
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    • v.14 no.4
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    • pp.149-159
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    • 2016
  • With the success of the genome-wide association studies (GWASs), many candidate loci for complex human diseases have been reported in the GWAS catalog. Recently, many disease prediction models based on penalized regression or statistical learning methods were proposed using candidate causal variants from significant single-nucleotide polymorphisms of GWASs. However, there have been only a few systematic studies comparing existing methods. In this study, we first constructed risk prediction models, such as stepwise linear regression (SLR), least absolute shrinkage and selection operator (LASSO), and Elastic-Net (EN), using a GWAS chip and GWAS catalog. We then compared the prediction accuracy by calculating the mean square error (MSE) value on data from the Korea Association Resource (KARE) with body mass index. Our results show that SLR provides a smaller MSE value than the other methods, while the numbers of selected variables in each model were similar.

Characterization of Planar Optical Waveguides by Ag$^{+}$ -Na$^{+}$ Ion Exchange in BK7 Glass (Ag$^{+}$ -Na$^{+}$이온교환법을 이용한 BK7 유리 평판형 광도파로의 특성)

  • 전금수;반재경
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.35D no.1
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    • pp.84-93
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    • 1998
  • Planar graded index optical waveguides have been formed by Ag$^{+}$ ion exchange in the BK7 optical glass. The experimental results of diffusion and modal characteristics of Ag$^{+}$-Na$^{+}$ exchanged BK7 glass waveguides are presented. Measurements of the mode indices have been measured. We found the relations between the process and device parameters such as the diffusion depth and the square root of the diffusion time, diffusion coefficient and diffusion temperature, and diffusion ion concentration and surface index change. A theoretical gaussian function refractive index profile matched best with the measured data for all the guided modes. The empirical relations between the process and the device parameters are derived and subsequently used to formulate a systematic procedure for fabricating singlemode and multimode waveguides.uides.

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The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function (극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석)

  • Kim, Yong Hyun;Bae, Suk Joo
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.410-418
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    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS

  • Moon, Kyoung-Sook;Seon, Jung-Yon;Wee, In-Suk;Yoon, Choong-Seok
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.2
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    • pp.209-227
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    • 2009
  • We examine a unified approach of calculating the closed form solutions of option price under stochastic volatility models using stochastic calculus and the Fourier inversion formula. In particular, we review and derive the option pricing formulas under Heston and correlated Stein-Stein models using a systematic and comprehensive approach which were derived individually earlier. We compare the empirical performances of the two stochastic volatility models and the Black-Scholes model in pricing KOSPI 200 index options.

THE EFFECTS OF HORIZONTAL-BRANCH STARS ON THE H$\beta$ INDEX OF SIMPLE STELLAR POPULATION MODELS

  • LEE HYUN-CHUL;LEE YOUNG-WOOK;PARK JANG-HYUN
    • Journal of The Korean Astronomical Society
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    • v.29 no.spc1
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    • pp.133-134
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    • 1996
  • We present the systematic variations of H$\beta$ index of simple stellar populations due to horizontal-branch (HB) stars. Most of the previous works have been done without careful considerations of HB stars. Since the Balmer line strengths are very sensitive to the temperature, including the HB stars are quite important. We found that the strength of H,6 index is strongly affected by HB stars, and hence the age estimation without careful consideration of the variation of HB morphology with metallicity and age would underestimate the ages of ellipticals.

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Comparative Analysis of Predicted Gene Expression among Crenarchaeal Genomes

  • Das, Shibsankar;Chottopadhyay, Brajadulal;Sahoo, Satyabrata
    • Genomics & Informatics
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    • v.15 no.1
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    • pp.38-47
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    • 2017
  • Research into new methods for identifying highly expressed genes in anonymous genome sequences has been going on for more than 15 years. We presented here an alternative approach based on modified score of relative codon usage bias to identify highly expressed genes in crenarchaeal genomes. The proposed algorithm relies exclusively on sequence features for identifying the highly expressed genes. In this study, a comparative analysis of predicted highly expressed genes in five crenarchaeal genomes was performed using the score of Modified Relative Codon Bias Strength (MRCBS) as a numerical estimator of gene expression level. We found a systematic strong correlation between Codon Adaptation Index and MRCBS. Additionally, MRCBS correlated well with other expression measures. Our study indicates that MRCBS can consistently capture the highly expressed genes.

SOLVING A SYSTEM OF THE NONLINEAR EQUATIONS BY ITERATIVE DYNAMIC PROGRAMMING

  • Effati, S.;Roohparvar, H.
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.399-409
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    • 2007
  • In this paper we use iterative dynamic programming in the discrete case to solve a wide range of the nonlinear equations systems. First, by defining an error function, we transform the problem to an optimal control problem in discrete case. In using iterative dynamic programming to solve optimal control problems up to now, we have broken up the problem into a number of stages and assumed that the performance index could always be expressed explicitly in terms of the state variables at the last stage. This provided a scheme where we could proceed backwards in a systematic way, carrying out optimization at each stage. Suppose that the performance index can not be expressed in terms of the variables at the last stage only. In other words, suppose the performance index is also a function of controls and variables at the other stages. Then we have a nonseparable optimal control problem. Furthermore, we obtain the path from the initial point up to the approximate solution.

Evaluation Index System for Disaster Prevention Signs in Urban Shelters in China

  • Song, Chen;Zhang, Jingxing;Kim, Tae-Hwan
    • Fire Science and Engineering
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    • v.30 no.1
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    • pp.81-85
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    • 2016
  • Reasonable disaster prevention signs play an important role in guiding evacuation. Through the field investigation on disaster prevention signs in shelters and surrounding areas in Beijing, some problems were found in the using of sign system. Based on the principle of integrated design, evacuation and rescue requirements, it is necesssary to make further study on aspects such as, design of function, systematic consideration, humanization design, as well as the internationalization using. This paper presents an evaluation index system for disaster prevention signs. Such a system is very important for strengthening the independent guiding function of sign systems and improving evacuation efficiency. An effective connection could be realized between the internal environment of buildings, evacuation routes, and emergencey shelters.

A Study on Urban Streams in Busan through Application of Multilateral Stream Assessment (다변하천평가기법의 적용을 통한 부산시 도시하천 평가연구)

  • Shin, Hyun-Suk;Shin, Dong-Soo;Shon, Tae-Seok;Kang, Dookee
    • Journal of Korean Society on Water Environment
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    • v.25 no.2
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    • pp.235-244
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    • 2009
  • The purpose of this study is to offer information about the current river conditions and basic data of streams in Busan city, by selecting 20 underground streams and evaluating their multilateral stream assessment. Concerning the evaluation of streams, 4 sections including the general index, the bank index, the river characteristic index, and the ecological environment characteristic index were evaluated. Ahead of the evaluation, the study divided Busan city into 4 zone for a systematic river investigation. Then, the study allocated code names to each river, and conducted literature research and a field survey of streams. Based on this, the study applied the evaluation of multilateral stream assessment. As a result, out of 4 entire grades, there was no grade 1 or grade 2. Instead, 35% were grade 3, 60% were grade 4, and 5% were grade 5. When looking into the evaluation results by Zone, the Dongbusan Zone showed the highest index, and the Suyeonggang Zone, the Jungbusan Zone, and the Nakdonggang Zone followed, in order.

Multi-Attribute Threat Index for Information Security : Simulation and AHP Approach (정보보호를 위한 다속성 위협지수 : 시뮬레이션과 AHP 접근방법)

  • Lee, Kang-Soo;Kim, Ki-Yoon;Na, Kwan-Sik
    • Journal of Information Technology Services
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    • v.7 no.1
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    • pp.117-130
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    • 2008
  • Multi-attribute risk assessments provide a useful framework for systematic quantitative risk assessment that the security manager can use to prioritize security requirements and threats. In the first step, the security managers identify the four significant outcome attributes(lost revenue, lost productivity, lost customer, and recovery cost). Next. the security manager estimates the frequency and severity(three points estimates for outcome attribute values) for each threat and rank the outcome attributes according to AHP(Analytic Hierarchy Process). Finally, we generate the threat index by using muiti-attribute function and make sensitivity analysis with simulation package(Crystal Ball). In this paper, we show how multi-attribute risk analysis techniques from the field of security risk management can be used by security managers to prioritize their organization's threats and their security requirements, eventually they can derive threat index. This threat index can help security managers to decide whether their security investment is consistent with the expected risks. In addition, sensitivity analysis allows the security manager to explore the estimates to understand how they affect the selection.