• (The)Study of the Eastern Classic
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• no.72
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• pp.299-327
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• 2018

The objective of this study is to examine the regional distribution of Ssireum(Traditional Wrestling) of South and North Korea in the Japanese colonial era. The conclusions of this study are as follows. First, the "Joseon ui hyangto orak(Folk play in Joseon)" showed the record of performing 272 times of Ssireum in 226 regions of the whole nation. Second, the Ssireum of South Korea could be divided into five regions. Seoul/Gyeonggi-do performed Ssireum the most in Dano, Baekjung, and Chuseok while Chungcheong-do performed Ssireum in Baekjung and Chuseok. Jeolla-do and Gyeongsang-do performed Ssireum in Chuseok while Gangwon-do performed Ssireum in Dano and Chuseok. Third, the Ssireum of North Korea could be divided into three regions. All the Hwanghae-do, Pyeongan-do, and Hamgyeong-do performed Ssireum the most in Dano. Fourth, as the period when Ssireum was held the most in the whole nation, Dano, Baekjung, and Chuseok could be pointed out. Ssireum has the characteristics of large-scale play between village communities or regions, instead of individual game. Thus, the Ssireum that was played as a sport event under certain rules for a long time was settled down as a folk play of regional festivals such as Dano, Baekjung, and Chuseok. Fifth, as a folk play and a representative play of seasonal customs, Ssireum was distributed in the whole nation and handed down till today under the regional deviation of South and North Korea. Sixth, the unidentified regions of South Korea that did not perform Ssireum were six places including five dos such as Gapyeong Gyeonggi-do, Boseong Jeollanam-do, Jeju-do, Gunwi and Cheongsong Gyeongsanbuk-do, and Inje Gangwon-do. The regions of North Korea were six places including three dos such as Pyeongyang, Yangdeok, Gangdong, and Gaecheon of Pyeongannam-do, Bakcheon Pyeonganbuk-do, and Dancheon Hamgyeongnam-do. Total 12 places in eight regions were included. Seventh, the number of total items of play names presented in the "Joseon ui hyangto orak(Folk play in Joseon)" was about 6,400 types. Out of them, about 1,300 types were the items including how to play while about 5,100 types were the items presenting the play names only without explanations. Especially, in case of Ssireum, the periods of the lunar calendar were only specified in each region. Unfortunately, it was not possible to check the contents about the actual performance methods and types of Ssireum as they were omitted.

• Journal of Intelligence and Information Systems
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• v.16 no.2
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• pp.19-32
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• 2010

Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

• Korean Journal of Heritage: History & Science
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• v.45 no.4
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• pp.140-157
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• 2012

The result of a study on the useful trend of plants related to landscape and how to plant and cultivate through 'ImwonGyeongjaeji Manhakji'of Seoyugu is as follows: First, 'ImwonGyeongjaiji Manhakji', composed of total 5 volumes (General, Fruit trees, vegetables and creeper, plants, others) is a representative literature related to landscape which described the names of plants and varieties, soil condition, how to plant and cultivate, graft, how to prevent the insect attack etc systematically. Second, he recorded the tree planting as Jongjae(種栽) or Jaesik(栽植), and the period to plant the trees as Jaesusihoo(栽樹時候), transplanting as Yijae(移栽), making the fence as Jakwonri(作園籬), the names of varietieis as Myeongpoom(名品), the suitable soil as Toeui(土宜), planting and cultivation as Jongye(種藝), treatment as Euichi(醫治), protection and breeding as Hoyang(護養), garden as Jeongwon(庭園) or Wonpo(園圃), garden manager as Poja(圃者) or Wonjeong(園丁). Third, the appearance frequency of plants was analyzed in the order of flowers, fruits, trees, and creepers and it showed that the gravity of deciduous trees was 3.7 times higher than that of evergreen trees. The preference of flower and trees, fruit trees and deciduous trees and broad-leaved trees includes (1) application of the species of naturally growing trees which are harmonized with the natural environment (2) Aesthetic value which enables to enjoy the beauty of season, (3) the trend of public welfare to take the flowers and fruits, (4) the use of symbolic elements based on the value reference of Neo-Confucianism etc. Fourth, he suggested the optimal planting period as January(上時) and emphasized to transplant by adding lots of fertile soil and cover up the seeds with soil as high as they are buried in accordance with the growing direction and protect them with a support. That is, considering the fact that he described the optimal planting period as January by lunar calendar, this suggests the hints in judging the planting period today. For planting the seeds, he recommended the depth with 1 chi(寸 : approx. 3.3cm), and for planting a cutting, he recommended to plant the finger-thick branch with depth 5 chi(approx. 16.5cm) between January and February. In case of graft of fruit trees, he described that if used the branch stretched to the south, you would get a lot of fruit and if cut the branches in January, the fruits would be appetizing and bigger. Fifth, the hedge(fence tree) is made by seeding the Jujube tree(Zizyphus jujuba var. inermis) in autumn densely and transplanting the jujube tree with 1 ja(尺 : approx. 30cm) interval in a row in next autumn and then binding them with the height of 7 ja(approx. 210cm) in the spring of next year. If planted by mixing a Elm tree(Ulmus davidiana var. japonica) and a Willow(Salix koreensis), the hedge whose branch and leaves are unique and beautiful like a grating can be made. For the hedge(fence tree), he recommended Trifoliolate orange(Poncitus trifoliata), Rose of sharon(Hibiscus syriacus), Willow(Salix koreensis), Spindle tree(Euonymus japonica), Cherry tree(Prunus tomentosa), Acanthopanax tree(Acanthopanax sessiliflorus), Japanese apricot tree(Prunus mume), Chinese wolf berry(Lycium chinense), Cornelian tree(Cornus officinalis), Gardenia(Gardenia jasminoides for. Grandiflora), Mulberry(Morus alba), Wild rosebush(Rosa multiflora) etc.

• MISULJARYO - National Museum of Korea Art Journal
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• v.98
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• pp.176-199
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• 2020

In 2018, the National Museum of Korea purchased a pair of Japanese folding screens, respectively entitled Gathering on the Year's First "Day of the Rat" and Boating on the Oi River. Both of these two screens (hereinafter collectively referred to as the "NMK edition") have a gold background that bears the seal and ink inscription of Tosa Mitsuyoshi (1700-1772), who served as edokoro azukari, a painter in the court of Kyoto. According to the seller in New York, the screens were brought from Japan to the United States in the early twentieth century, but no other details are known. Each folding screen has six panels. The screen on the right (i.e., Gathering…) depicts "nenohi no asobi," an annual event conducted on the first "day of the rat" (according to the Asian zodiacal calendar), wherein the Kyoto imperial court ventured to the woods to gather pine seedlings. The left screen (i.e., Boating…) shows three boats traveling down the Oi River in Kyoto, representing the ritual known as "mifune" (literally, "three boats"), which involves three boats representing Chinese classical poetry (kansi), Japanese classical poetry (waka), and Japanese imperial music and dance (gagaku). Notably, these two screens are identical in theme and iconography to two screens with the same respective titles that were commissioned by Emperor Komei (1831-1867) and painted by Ukita Ikkei (1795-1859), an artist of the Yamato-e Revivalist School (fukko yamato-e), now in the collection of Sennyu-ji Temple in Kyoto (hereinafter collectively referred to as the "Sennyu edition"). While both of these themes have been painted independently numerous times, the NMK edition and Sennyu edition are the only known cases of the themes being painted as a single set. According to Diary of Official Business Between the Court and Shogunate (the journal of a court official named Hirohashi Kanetane, 1715-1781), Tosa Mitsuyoshi was commissioned in 1760 to replace the fusuma (rectangular sliding panels) of Tsunegoten, one of the buildings of the Kyoto Imperial Palace, which had been built in 1709. Notably, records show that Tsunegoten once contained a series of fusuma painted by an artist of the Kano school on the themes "Outdoor Procession on a Spring Day" and "Three Boats Cruising on the Oi River." Hence, it seems probable that Tosa Mitsuyoshi was influenced by the theme and iconography of the existing fusuma in producing his own folding screens depicting the court's visit to the forest and a cruise on the Oi River. While the practice of collecting pine seedlings on the first "rat day" of the year was an auspicious event to pray for longevity, the mifune ritual was intended to honor the greatest talents of the three aforementioned arts, which were of crucial importance to the court of Kyoto. Folding screens with such auspicious themes were commonly featured at the ceremony to enthrone the emperor or empress. Significantly, the Diary of Official Business Between the Court and Shogunate also records that Tosa Mitsuyoshi, while working as a court artist, produced two pairs of folding screens for the coronation of Empress Go Sakuramachi (1762-1771), which was held in 1763. Hence, research suggests that the NMK edition is one of the pairs of royal folding screens produced at that time.

• Bangmulgwan gwa yeongu (The National Museum of Korea Journal)
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• v.1
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• pp.36-73
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• 2024

The Tomb of Jang Mui located in Bongsan-gun, Hwanghae-do Province has attracted much attention since its first investigation due to the inscribed bricks found there that have allowed the guessing of the name and official title of its occupant and construction date. Inscriptions on these bricks, such as the "Prefect of Daebang Commandery Jang Mui" and the "Mu" (戊, the fifth sign of the Chinese calendar), and "Sin" (申, the ninth sign of the Chinese zodiac), have become the basis for believing the location of the government office of Daebang Commandery to be in Bongsangun, Hwanghae-do Province rather than somewhere in the Hangang River region. From the early days of its investigation, the tomb was suggested as historic remains of the Daebang Commandery along with the Earthen Fortress in Jitap-ri. Inscribed bricks excavated from the Tomb of Jang Mui were featured in several books and articles in the form of photographs and rubbings, leading to a vast body of studies on its construction period and the characteristics of its occupant that drew upon interpretations of the inscriptions. However, the inscribed bricks themselves were not publicly available outside those held in the collection of the University of Tokyo, making it difficult to expect consistent research findings on the types of inscribed bricks and their contents. Following previous studies re-examining the structure of the tomb and the materials used for its construction, most scholars dated the Tomb of Jang Mui to 348, a period after the collapse of Daebang Commandery. However, there is still a lack of adequate examination of the bricks, which account for the majority of the artifacts excavated from the tomb. Among the bricks excavated from most brick chamber tombs, including the Tomb of Jang Mui, only those with inscriptions or designs have been collected. Moreover, among these, only those with inscriptions or designs on the stretcher faces have been documented. Accordingly, the bricks themselves have been notably understudied. This paper intends to reorganize the contents of the inscriptions on eleven types (out of sixty-one pieces) of bricks in the collection of the National Museum of Korea, which make up the majority of the bricks excavated from the Tomb of Jang Mui. It also classified them according to their shapes. Furthermore, it examined the bricks from the Tomb of Jang Mui as architectural materials by focusing on their production techniques, including their forming, drying, and firing. Taking a more specific approach, it then compared the results to other bricks from the second century through the fourth century: those from the brick chamber tombs of the Nangnang and Daebang Commanderies and those from the brick chamber tombs built after Nangnang and Daebang Commanderies were ousted. The examination of bricks from the Tomb of Jang Mui has revealed that these bricks were basically produced using the brick manufacturing techniques of Nangnang, but they incorporated new elements found in bricks from brick chamber tombs or brick-and-stone chamber tombs constructed around the mid-fourth century in terms of their size, the use of lime, and the number of inscribed bricks. This supports the prevailing view that the date of the construction of the Tomb of Jang Mui is 348. The Tomb of Jang Mui sustained the existing brick chamber tomb burial tradition, but its ceiling was finished with stone. It demonstrates a blending of the brick chamber tomb practice of the Nangnang and Daebang Commanderies by using bricks produced based on related techniques, but with new elements such as the addition of a lime layer to the bricks. This fusion reflects the political circumstances of its time, such as the expulsion of the Daebang Commandery and the advance of the Goguryeo Kingdom, leading to diverse interpretations. Given archaeological evidence such as the structure, materials, and location of the tomb, the Tomb of Jang Mui appears to be highly related to the Goguryeo Kingdom. However, the forms of the inscribed bricks and the contents of the inscriptions share similarities with brick chamber tombs constructed during the third and fourth centuries in the Jiangsu and Zhejiang regions in China. Further studies on whether the use of lime was an influence from Goguryeo or a continuation of the Daebang tradition and a comparative examination with contemporaneous stone ceiling tombs will provide a more refined understanding of the Tomb of Jang Mui.