• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.12C
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• pp.1288-1298
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• 2002

To implement elliptic curve cryptosystem in GF(2$\^$m/) at high speed, a fast divider is required. Although bit-parallel architecture is well suited for high speed division operations, elliptic curve cryptosystem requires large m(at least 163) to support a sufficient security. In other words, since the bit-parallel architecture has an area complexity of 0(m$\^$m/), it is not suited for this application. In this paper, we propose a new serial-in serial-out systolic array for computing division operations in GF(2$\^$m/) using the standard basis representation. Based on a modified version of tile binary extended greatest common divisor algorithm, we obtain a new data dependence graph and design an efficient bit-serial systolic divider. The proposed divider has 0(m) time complexity and 0(m) area complexity. If input data come in continuously, the proposed divider can produce division results at a rate of one per m clock cycles, after an initial delay of 5m-2 cycles. Analysis shows that the proposed divider provides a significant reduction in both chip area and computational delay time compared to previously proposed systolic dividers with the same I/O format. Since the proposed divider can perform division operations at high speed with the reduced chip area, it is well suited for division circuit of elliptic curve cryptosystem. Furthermore, since the proposed architecture does not restrict the choice of irreducible polynomial, and has a unidirectional data flow and regularity, it provides a high flexibility and scalability with respect to the field size m.

• Journal of Marine Life Science
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• v.9 no.1
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• pp.9-21
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• 2024

Paralytic shellfish poisoning (PSP) including Saxitoxin (STX) is caused by harmful algae, and poisoning occurs when the contaminated seafood is consumed. The mouse bioassay (MBA), a standard test method for detecting PSP, is being sanctioned in many countries due to its low detection limit and the animal concerns. An alternative to the MBA is the Neuro-2a cell-based assay. This study aimed to establish various test conditions for Neuro-2a assay, including cell density, culture conditions, and STX treatment conditions, to suit the domestic laboratory environment. As a result, the initial cell density was set to 40,000 cells/well and the incubation time to 24 hours. Additionally, the concentration of Ouabain and Veratridine (O/V) was set to 500/50 μM, at which most cells died. In this study, we identified eight concentrations of STX, ranging from 368 to 47,056 fg/μl, which produced an S-shaped dose-response curve when treated with O/V. Through inter-laboratory variability comparison of the Neuro-2a assay, we established five Quality Control Criteria to verify the appropriateness of the experiments and six Data Criteria (Top and Bottom OD, EC₅₀, EC₂₀, Hill slop, and R² of graph) to determine the reliability of the experimental data. The Neuro-2a assay conducted under the established conditions showed an EC₅₀ value of approximately 1,800~3,500 fg/μl. The intra- & inter-lab variability comparison results showed that the coefficients of variation (CVs) for the Quality Control and Data values ranged from 1.98% to 29.15%, confirming the reproducibility of the experiments. This study presented Quality Control Criteria and Data Criteria to assess the appropriateness of the experiments and confirmed the excellent repeatability and reproducibility of the Neuro-2a assay. To apply the Neuro-2a assay as an alternative method for detecting PSP in domestic seafood, it is essential to establish a toxin extraction method from seafood and toxin quantification methods, and perform correlation analysis with MBA and instrumental analysis methods.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.