• Title/Summary/Keyword: $T_1R$

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국내금융자산의 시장위험 추정에 있어서 ARCH류 모형의 유용성 평가

  • Yu, Il-Seong
    • The Korean Journal of Financial Studies
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    • v.11 no.1
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    • pp.157-176
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    • 2005
  • 본 연구는 KOSPI자산 포트폴리오에 대한 VaR를 다양한 ARCH류 모형을 사용하여 추정하고 이들의 예측능력을 평가하였다. 활용된 모형은 우선 기본적인 GARCH(1,1)모형과 레버리지 효과를 감안한 TGARCH모형, 다양한 ARCH모형을 포괄할 수 있는 PGARCH모형, 변동성의 영속성을 고려한 IGARCH모형이 포함되었다. 모형 상호간의 성과비교에 추가하여 ARCH류 모형에서 수익률예측오차의 분포에 따라서 VaR의 예측성과가 얼마나 차이가 발생하는가를 확인하기 위하여 정규분포와 Student-t분포의 성과를 비교하였다. 마지막으로 VaR 추정시에 조건부평균을 무시하는 관례가 어느정도 타당성이 있는지를 확인하기 위하여 1시차 자기회귀과정에 입각한 조건부 평균을 감안한 결과를 검토하였다. ARCH류 모형에서 모형 설명력은 보다 정교한 모형인 TGARCH모형이나 PGARCH모형이 우월하게 나타났지만, VaR의 예측능력 우월성으로 이어지지는 않았다. Student-t분포를 가정한 경우 VaR모형 사후검증성과는 정규분포를 가정한 경우보다 모든 신뢰수준에서 개선되었으며, 조건부평균의 제거는 Student-t분포 가정하에서는 적합하지 않은 것으로 나타났다. ARCH류 모형에서 가장 단순한 형태인 IGARCH모형의 예측성과가 다른 모형들에 비하여 뒤떨어지지 않으며, 더욱 제약된 형태인 RiskMetrics의 EWMA모형이 사후검증에서 우수한 성과를 보여 단순한 모형의 유용성을 확인시켜주고 있다.

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PRINCIPAL COFIBRATIONS AND GENERALIZED CO-H-SPACES

  • Yoon, Yeon Soo
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.129-139
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    • 2017
  • For a map $p:X{\rightarrow}A$, there are concepts of co-$H^p$-spaces, co-$T^p$-spaces, which are generalized ones of co-H-spaces [17,18]. For a principal cofibration $i_r:X{\rightarrow}C_r$ induced by $r:X^{\prime}{\rightarrow}X$ from $\imath:X^{\prime}{\rightarrow}cX^{\prime}$, we obtain some sufficient conditions to having extensions co-$H^{\bar{p}}$-structures and co-$T^{\bar{p}}$-structures on $C_r$ of co-$H^p$-spaces and co-$T^p$-structures on X respectively. We can also obtain some results about co-$H^p$-spaces and co-$T^p$-spaces in homology decompositions for spaces, which are generalizations of Golasinski and Klein's result about co-H-spaces.

T/R Module Development for X-Band Active Phased-Array Radar (능동 위상 배열 레이더용 X-대역 T/R 모듈 개발)

  • Kim, Dong-Yoon;Chong, Min-Kil;Kim, Sang-Keun;Chon, Sang-Mi;Na, Hyung-Gi;Baik, Seung-Hun;Ahn, Chang-Soo;Kim, Seon-Joo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.20 no.12
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    • pp.1243-1251
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    • 2009
  • This paper presents design and test results of X-Band Transmit/Receive(T/R) module for active phased-array radar. Active phased array radars typically require solid state T/R modules with high output power, low noise figure, high Third Order Intercept(TOI), and sufficient gain in both transmit and receive. The output power of the module is 9 watts over a wide bandwidth. The noise figure is as low as 2.8 dB. Phase and amplitude are controlled by the 6-bit phase shifter and 5-bit attenuator, respectively. Highly integrated T/R module is achieved by using LTCC(Low Temperature Co-fired Ceramic) multiple layer substrate. The module incorporates a compact digital interface, requires only three supply voltages.

Effect of Red clay(Hwangto) on Growth Performance and Carcass Characteristics in Growing-Fattening Hanwoo Steers (육성비육 거세한우에 대한 황토 급여가 성장 및 도체특성에 미치는 효과)

  • Kang, S.W.;Kim, J.S.;Cho, W.M.;Chung, H.Y.;Ki, K.S.;Choe, S.B.
    • Journal of Animal Science and Technology
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    • v.44 no.3
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    • pp.315-326
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    • 2002
  • This study was conducted to examine the effects of Red clay(Hwangto) as feed additives with 26 Hanwoo steers at two regions for 540 days from six to 24 months of age on feed efficiency, meat quantity and meat quality. Feeding trial 1 was conducted with two treatment groups by five heads/treatment which were T1(Control) and T2(Control+ad libitum Hwangto) at National Livestock Research Institute. Feeding trial 2 was conducted with four treatment groups by four heads/treatment which were T1(Control), T2(Control+2% Hwangto), T3(Control+5% Hwangto) and T4(Control+ad libitum Hwangto) at a private Hanwoo breeding farm. In feeding trial 1, average daily gains by growing, fattening, finishing and over-all periods were 0.572, 0.866, 0.869 and 0.769kg in T1, and 0.537, 0.904, 0.857 and 0.766kg in T2, respectively. Average daily gain for growing and finishing period was high in T1 but in T2 for fattening period, which were not statistically significant. Also concentrates and TDN intakes per kg gains were not statistically significant by treatments. In carcass characteristic, dressed carcass and red meat percentage were high in T1 but in T2 for retailed cut percentage without significant difference. The yield index and shear force was 69 and 70, 4.4 and 6.1 kg/$cm^2$ in T1 and T2, respectively. In palatability traits, the panel test scores of juiciness, tenderness and flavor were 4.08 and 4.64, 3.42 and 3.96, 4.58 and 4.80 in T1 and T2, respectively. which showed a tendency to improvement in Hwangto feeding groups. In feeding trial 2, the range of average daily gains were 0.656(T6) to 0.772(T3), 0.937(T6) to 1.009(T5), 0.592(T3) to 0.675kg(T6) in growing, fattening and finishing period, respectively. Although it was high in T3, T5 and T6 at growing, fattening and finishing period, respectively, it was not significantly different by treatments. The ranges of concentrates and TDN intakes per kg gains were 8.71 to 9.50(average 9.05) and 7.52 to 7.64kg(average 7.55kg), they all were lower in Hwangto feeding groups than in control about 4.5 to 8.3% and 1.2 to 1.6%, respectively. In carcass characteristics, back-fat thickness, loin eye muscle area and yield index were not difference by treatments, but marbling scores were high in T5 and T6 than in percent. Summarizing above results, it may be concluded that the use of unprocessed Hwangto as feed additives for growing-fattening steers seems to improve meat quality but not red meat quantity and feed efficiency, and may be required to feed ad libitum during the finishing period.

Evaluation of Effects of Rare Earth Element and Cooling Rate on the Eutectic Reaction of Flake Graphite Cast Irons by Cooling Curve Analysis (냉각곡선 분석을 통한 편상흑연주철의 공정반응에 미치는 희토류원소 및 냉각속도의 영향 평가)

  • Lee, Sang-Hwan;Park, Seung-Yeon;Lee, Sang-Mok;Kim, Myung-Ho
    • Journal of Korea Foundry Society
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    • v.33 no.1
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    • pp.13-21
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    • 2013
  • The effects of rare earth element (R.E.) and cooling rate on the eutectic reaction of flake graphite cast irons were studied by combined analysis of macro/micro-structure and cooling curve data. The correlation between eutectic reaction parameter and macro/micro-structure was systematically investigated. Two sets of chemical compositions with the different addition of R.E. were designed to cast. Three types of molds for cylindrical specimens with the different diameters were prepared to analyze cooling rate effect. The difference between undercooling temperature and cementite eutectic temperature (${\Delta}T_1=T_{U}-T_{E,C}$), which is increased by adding R.E. and decreased by increasing cooling rate, is considered to be a suitable eutectic reaction parameter for predicting graphite morphology. According to the criterion, A-type graphite is mainly suggested to form for ${\Delta}T_1$ over $20^{\circ}C$. Eutectic reaction time (${\Delta}t$), which is decreased by adding R.E. or increasing cooling rate, is a suitable eutectic reaction parameter for predicting eutectic cell size. Eutectic cell size is found to decrease in a proportion to the decrease of ${\Delta}t$.

Variation of Heavy Metal Accumulation and Inorganic Matter of Rumex crispus Community from Kumho Riverside (금호강 하류 소리쟁이군락의 무기물 및 중금속 축적의 변이)

  • 박태규;박용목;송승달
    • The Korean Journal of Ecology
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    • v.22 no.3
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    • pp.139-144
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    • 1999
  • In order to clarify ecological survival strategy of Rumex crispus community dominating under contaminated area of lower region of Kumho riverside including Chimsangyo (CS), Paldalgyo (PD), Talseochon (TS) and Kumhogyo (KH), we analyzed the content of heavy metals and inorganic matter and vegetative growth. R. crispus showed rapid formation of community by high growth rate, high T/R ratio and showed maximum T/R ratio at the contaminated area Talseochon. Nitrogen and phosphorus contents in R. crispus showed high value in shoot than that of root. T/R ratio of nitrogen and phosphorus showed 3.1∼3.6 and 1.5∼4.5 for the early growth stage, and 6.7∼17.3 and 3.9∼8.3 for the late one, respectively. The absorbed heavy metals by riot were translocated to shoot, the heavy metal content in shoot higher than those in root of Cu, Zn, Fe, and Pb for 3.6, 1.7, 1.5 and 4.8 times, respectively. Distribution ratio of the heavy metals in each organ showed 61∼85% and 15∼39% for shoot and root, respectively. R. crispus accumulated heavy metals in the order of Fe>Zn>Cu>Pb in shoot, and showed maximum values of Cu, Zn, Fe and Pb for 89.7, 376.6, 2946.1 and 13.2 ㎍/g dw, respectively at Talseochon in April. A physiological and morphological characteristics of R. crispus showed thickened leaf, increased water content above 80% and rapid growth of shoot. R. crispus showed ecological adaptation to the contaminated area by transportation of heavy metals and inorganic matter to shoot, and by accumulation of Ca ion in root.

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Effects of Dietary Supplementation of Organic Acid and Antibiotics Mixture on Growth Performances and Blood Metabolites in Growing Pigs (사료내 유기산제 및 항생제의 혼합첨가가 육성돈의 성장과 혈액성상에 미치는 영향)

  • Lee, Cheol-Ho;Jo, Ik-Hwan;Shon, Joong-Cheon;Lee, Sung-Hoon
    • Korean Journal of Organic Agriculture
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    • v.17 no.2
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    • pp.237-251
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    • 2009
  • This study was carried out to evaluate the effect of replacing antibiotics by organic acid mixture on growth performances and blood metabolites in growing pigs. Twenty-five crossbred pigs (Large White${\times}$Landrace) at the age of 79 days were fed five different diets by supplementing organic acid mixture and chlortetracycline. The experimental diets were consisted of diets without antibiotics supplementation (control), diets added 100mg/kg of chlortetracycline to control diet (T1), diets added 100mg/kg of chlortetracycline and 0.1% of $Acidomix^{(R)}$ (comprising formic acid 25%, sorbic acid 10%, fumaric acid 10%) to control diet (T2), diets added 0.1% of $Acidomix^{(R)}$ to control diet (T3), and diets added 0.3% of $Acidomix^{(R)}$ to control diet (T4). The changes in feed conversion ratio, average daily gain and blood metabolites were investigated. Twenty-five pigs were allotted to five treatments with five replications of each and the experiment was conducted on the basis of complete randomized design for 6 weeks. Average daily gain was significantly (p<0.05) different between T4 and control diets. All treatments including diets added $Acidomix^{(R)}$ and chlortetracycline were slightly higher than control diets. The feed intakes did not show a significant difference between the control and other treatments, and did not give change in feed intake by the addition of $Acidomix^{(R)}$. No differences on feed conversion ratio among treatments were observed but T4 and T3 treatments showed lower value than other treatments. The concentrations of blood urea nitrogen, total cholesterol and triglyceride were significantly (p<0.05) different among treatments, but their values were within the normal range representing that effects on blood profile by organic acid or antibiotics supplementation were not found. The results from this study indicated that adding chlortetracycline or organic acid mixtures to diets showed tendency to improve average daily gain and feed conversion ratio in growing pigs. These results showed that antibiotics could be replaced by organic acid mixture in growing pig diets, leading to stimulated growth and improved feed conversion ratio.

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Beneficial effect of collagen hydrolysate containing collagen tripeptides on ultraviolet B-induced skin photoaging (콜라겐 트리펩타이드를 함유한 콜라겐 가수분해물의 피부 광노화 예방 효과)

  • Kim, Ae-Hyang;Ha, Min Woo;Kim, Jun Il;Piao, Zhe;Shin, Yong Chul;Shin, Daekeun
    • Korean Journal of Food Science and Technology
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    • v.51 no.5
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    • pp.466-472
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    • 2019
  • This study was conducted to investigate anti-photoaging effects of collagen hydrolysate containing collagen tripeptides (CTP) in both HaCaT cells and SKH-1 hairless mice. CTP treatment was nontoxic to HaCaT cells and improved expression of biomarkers associated with aging of skin, such as, collagen 1A, metalloproteinase (MMP)-1, and MMP-13 after subjecting mice to ultraviolet B (UVB) irradiation. In animal studies, the depth and width of wrinkles in the skin of mice were determined upon subjecting them to UVB irradiation. However, positive effects on wrinkles on the skin of mice were seen following CTP supplementation. Collagen content and density of mouse skin were restored following CTP supplementation for 14 weeks after UVB irradiation. These results were based on the effects of CTP on protein levels of collagen 1A, MMP-1, and MMP-13. Therefore, CTP might have positive effects on the number, depth, and width of wrinkles caused by UVB irradiation in SKH-1 hairless mice.

Effect of Supplementary Herbs and Plant Extracts on the Performance of Laying Hens (허브 및 식물 추출물의 급여가 산란계의 생산성에 미치는 영향)

  • Kim, C.H.;Paik, I.K.
    • Korean Journal of Poultry Science
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    • v.35 no.1
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    • pp.71-78
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    • 2008
  • This study was conducted to investigate the effects of dietary supplementation of herbs and plant extracts (PE) on the performance, small intestinal microflora and immune response in laying hens. A total of 1,440 Hy-Line Brown laying hens of 67 wks old were assigned to one of the following 9 dietary treatments : T1 : Control (C), T2 : C + Avilamycine 6 ppm, T3 : C + Herb $Mix^{(R)}$ 0.2%, T4 : C + Biostrong $510^{(R)}$ 0.02%, T5 : C + $APEX^{(R)}$ 0.02%, T6 : C + $Digestarom^{(R)}$ 0.02%, T7 : C + $Phellozyme^{(R)}$ 0.1%, T8 : C + $Galicin^{(R)}$ 0.05%, T9 : C + CRINA $Poultry^{(R)}$ 0.05%. Each treatment was replicated 8 times with twenty birds housed in 2 bird cages. Twenty bird units were arranged according to completely randomized block design. Feeding trial lasted 6 wks under 16 hours lighting regimen. Hen-day egg production was not significantly different among the treatments, but that of supplemented groups tended to be higher than the control. There were significant differences among treatments in feed intake and feed conversion ratio. Feed intake was higher in the supplemented groups than the control. Feed conversion ratio was higher in T8 than other treatments. Egg shell color index and egg yolk color index were significantly different among treatments. Egg shell color was affected by supplements and egg yolk color index of T9 (PE-CRINA) was significantly higher than the control. Haugh unit was not significantly different among treatments. There were significant differences in leukocytes and erythrocytes parameters. The level of serum WBC and stress index (heterophil/lymphocyte) were higher in supplemented groups than the control. The level of RBC tended to be lower in the herb or PE groups than the control. The concentration of serum IgG was not significantly different among the treatments, but all those of the supplemented groups were higher than the control. The number of Lactobacilli spp. tended to increase and that of Cl. perfrigens decrease in the supplemented groups. The number of E. coli significantly decreased in the supplemented groups. The results of this experiment showed that feeding herbs and plant extracts to laying hens tended to improve the egg production and affect positively on the level of blood parameters and small intestinal microflora.

Biocontrol of Damping-Off(Rhizoctonia solani) in Cucumber by Trichoderma asperellum T-5 (Trichoderma asperellum T-5를 이용한 오이 모잘록병(Rhizoctonia solani)의 생물학적 제어)

  • Ryu, Ji-Yeon;Jin, Rong-De;Kim, Yong-Woong;Lee, Hyang-Burm;Kim, Kil-Yong
    • Korean Journal of Soil Science and Fertilizer
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    • v.39 no.4
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    • pp.185-194
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    • 2006
  • A fungal strain of Trichoderma having strong chitinolytic activity was isolated from field soil enriched with crabshell for several years. Based on 5.8S rRNA, partial 18S, 28S rRNA genes, ITS1, ITS2 sequence analysis and morphological characteristics, the fungus was identified as Trichoderma asperellum and named as Trichoderma asperellum T-5 (TaT-5). The fungus released lytic enzymes such as chitinase and ${\beta}$-1, 3-glucanse, and produced six antifungal substances in chitin broth medium. To demonstrate the protective effect of TaT-5 against damping-off in cucumber plant caused by Rhizoctonia solani, TaT-5 culture broth (TA), chitin medium (CM) and distilled water (DW) were applied to each pot at 10 days after sowing, respectively. Then, the homogenized hyphae of R. solani were infected to each pot at 1 week after TaT-5 inoculation. During experimental period, fresh weight of shoot and root in cucumber plant more increased at TA treatment compared to other treatments. PR-proteins (${\beta}$-1, 3-glucanase and chitinase) activities in cucumber leaves markedly increased at CM and DW treatments, but the activity slightly increased and then decreased at TA treatment at 3 days after infection of R. solani. The activity of PR-proteins activities in cucumber roots at all treatments decreased with time where the degree of decrement was more alleviated at TA treatment than CM and DW. These results suggest that the lytic enzymes (chitinase and ${\beta}$-1, 3-glucanse) and antifungal substances produced by TaT-5 can reduce the pathogenic attack by R. solani in cucumber plants.