• Journal of Korea Port Economic Association
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• v.31 no.1
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• pp.1-14
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• 2015

The standard GARCH model imposing symmetry on the conditional variance, tends to fail in capturing some important features of the data. This paper, hence, introduces the models capturing asymmetric effect. They are the EGARCH model and the GJR model. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. This paper shows that there is significant evidence of GARCH-type process in the data, as shown by the test for the Ljung-Box Q statistic on the squared residual data. The estimated unconditional density function for squared residual is clearly skewed to the left and markedly leptokurtic when compared with the standard normal distribution. The observation of volatility clustering is also clearly reinforced by the plot of the squared value of residuals of export volume and values. The unconditional variance of both export volumes and export value indicates that large shocks of either sign tend to be followed by large shocks, and small shocks of either sign tend to follow small shocks. The estimated export volume news impact curve for the GARCH also suggests that $h_t$ is overestimated for large negative and positive shocks. The conditional variance equation of the GARCH model for export volumes contains two parameters ${\alpha}$ and ${\beta}$ that are insignificant, indicating that the GARCH model is a poor characterization of the conditional variance of export volumes. The conditional variance equation of the EGARCH model for export value, however, shows a positive sign of parameter ${\delta}$, which is contrary to our expectation, while the GJR model exhibits that parameters ${\alpha}$ and ${\beta}$ are insignificant, and ${\delta}$ is marginally significant. That indicates that the asymmetric volatility models are poor characterization of the conditional variance of export value. It is concluded that the asymmetric EGARCH and GJR model are appropriate in explaining the volatility of export volume, while the symmetric standard GARCH model is good for capturing the volatility.

• Journal of Korea Port Economic Association
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• v.30 no.3
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• pp.1-14
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• 2014

This paper aims at measuring how new information is incorporated into volatility estimates. Various GARCH models are compared and estimated with daily BDI(Baltic Dry Index) data. While most researchers agree that volatility is predictable, they differ on how this volatility predictability should be modelled. This study, hence, introduces the asymmetric or leverage volatility models, in which good news and bad news have different predictability for future. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. From the Ljung-Box test statistic for twelfth-order serial correlation for the level we do not find any significant serial correlation in the unpredictable BDI. The coefficients of skewness and kurtosis both indicate that the unpredictable BDI has a distribution which is skewed to the left and significantly flat tailed. Furthermore, the Ljung-Box test statistic for twelfth-order serial correlations in the squares strongly suggests the presence of time-varying volatility. The sign bias test, the negative size bias test, and the positive size bias test strongly indicate that large positive(negative) BDI shocks cause more volatility than small ones. This paper, also, shows that three leverage models have problems in capturing the correct impact of news on volatility and that negative shocks do not cause higher volatility than positive shocks. Specifically, the GARCH model successfully reveals the shape of the news impact curve and is a useful approach to modeling conditional heteroscedasticity of daily BDI.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.15
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• pp.6411-6414
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• 2014

Background: A dense breast not only reduces the sensitivity of mammography but also is a moderate independent risk factor for breast cancer. The percentage of Western women with fat breast tissue is higher aged 40 years or older. To a certain extent, mammography as a first choice of screening imaging method for Western women of this group is reasonable. Hitherto, the frequency and age distribution of mammographic breast density patterns among Chinese women had not been characterized. The purpose of this study was to investigate the frequency and age distribution of mammographic breast density patterns among a group of Chinese screening women and breast cancer patients in order to provide useful information for age-specific guidelines for breast cancer screening in Chinese women. Methods: A retrospective review of a total of 3,394 screening women between August and December 2009 and 2,527 breast cancer patients between July 2011 and June 2012 was conducted. Descriptive analyses were used to examine the association between age and breast density. The significance of differences of breast density between the screening women and the breast cancer patients was examined using nonparametric tests. Results: There was a significant inverse relationship between age and breast density overall (r=-0.37, p< 0.01). Breast density of the breast cancer patients in the subgroups of 40-49 years old was greater compared with that of the screening women, the same in those aged 50-54 years and in those 55 years old or older, less than in the screening group. Conclusions: With regard to the Chinese women younger than 55 years old, the diagnostic efficiency of breast cancer screening imaging examinations may be potentially improved by combining screening mammography with ultrasound.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.8
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• pp.3779-3784
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• 2014

Aims: To study alterations of plasma lipid profiles in carcinoma cervix and to assess significance comparedwith controls in different histological grades and stages. Materials and Methods: Totals of 99 histopathologically diagnosed cases and 35 controls from a tertiary hospital situated in the southern part of India which caters the rural and semi-urban populations were considered for the study. Fasting blood samples were taken to analyze total cholesterol (TC), triglycerides (TG), high density lipoprotein cholesterol (HDL-C) and low density lipoproteins cholesterol (LDL-C), for comparison of cases, grouped according to histological grades and stages, and controls. One way ANOVA was used for multiple group comparisons and the Student's t test (unpaired) for group wise comparisons. For all tests a 'p' value of 0.05 or less was considered as significant. Results: Out of 99 cases, most (n-39) were seen in the 40-49 year age group followed by 60-69 years (n-22). Serum TG significantly differed between cases and controls but without any relation to differentiation grade. The lipid profile parameters in various grades of cervical cancer were not statistically significant. Statistically significant increase of TC and LDL-C values was observed with increase in stage of the disease. Conclusions: The study showed TG is elevated in cervical cancer, and that TC and LDL-C are proportional to the spread of cancer as it increases from stage I to stage IV. An in-depth study of molecular changes in lipid metabolism in cervical cancer patients, enzymes/genes responsible and alterations in LDL receptors is necessary to provide information to decide whether the lipid profile has any diagnostic/prognostic role in cervical cancer.

• Biomedical Science Letters
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• v.3 no.2
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• pp.107-114
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• 1997

Recent reports indicate that the clinical usefulness of prostate specific antigen (PSA), particulary in the differentiation of benign prostate hyperplasia from prostate cancer, can be improved by measuring the amount of free PSA in serum. Measuring free PSA is especially useful in attempts to improve diagnositc performance of PSA in the diagnostic gray zone of total PSA. The objective of this study was to develop free PSA assay kit using sandwich microplate enzyme immunoassay format. We chose a test format with polyclonal anti-PSA antibodies coated on the wells and monoclonal anti-free PSA antibodies for quantification to gain higher test sensitivity. We adpoted 10 uL of specimen and 2 hours of first incubation time with detecting antibody for free PSA EIA format using microplate. The within-day and between-day precision (%CV) in the high and low concentration ranges were below 4%. The correlation coefficient between in-house free PSA assay and commercial assay kit was r=0.9965 (slope=0.0984, y intercept=0.0173, N=27). No hook effect was found by 40 ng/mL and correlation coefficient (r) value of the fitted linear regression was over 0.995. The recovery tests were in the range of 98.9∼104.1％ for free PSA. In conclusion, in-house free PSA enzyme immune assay is cost effective, simple and rapid and could be useful for the prognosis after theraphy as well as for the differential diagnosis between prostate cancer and benign prostate hyperplasia.

• Biomedical Science Letters
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• v.3 no.2
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• pp.95-105
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• 1997

Currently, the laboratory diagnosis for lyme disease have been performed with the detection of antibodies against Borrelia burgdorferi. However there might be some difficulties in the interpretation of obtained results due to the usage of foreign isolates as an antigen in the test. Therefore the optimization of serological tests with Korean isolates of B. burgdorferi as an antigen would be needed to establish the standardized diagnostic method for the detection of antibodies against B. burgdorferi infection. In this study, the optimization of ELISA was investigated with experimentally challenged rabbit sera and sonicated B. burgdorferi antigens of Korean isolates. Of 217 human patient's sera with unknown fever, the mean seropositivities in ELISA, done under the optimized conditions obtained in this study, were found to be about 8％ against B. burgdorferi sensu late, showing the highest seropositivity of 14.3％ against B. afzelii. In immunoblotting assay with ELISA-positive human sera, the major reactive bands were 41kDa (flagellin) which might be the indication of early infection, and 27kDa, 31kDa (OspA), 34kDa (OspB) which are the characteristics of late infection. Obtained results in this study might strongly indicate the possibility of B. burgdorferi infections in Korea.

• IMMUNE NETWORK
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• v.6 no.1
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• pp.43-51
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• 2006

Background: The DR-$70^{TM}$ immunoassay is a newly developed cancer diagnostic test which quantifies the serum fibrin degradation products (FDP), produced during fibrinolysis, by antibody reaction. The purpose of this study was to evaluate the potential of DR-$70^{TM}$ Immunoassay in screening malignant tumor. Methods: Sample subjects were 4,169 adults, both male and female, who visited the health promotion center of a general hospital from March 2004 to April 2005 and underwent the DR-$70^{TM}$ immunoassay test and other tests for cancer diagnosis. The patient group was defined as 42 adults out of the sample subjects who were newly diagnosed with cancer during the same time period when the DR-$70^{TM}$ immunoassay test was performed. Final confirmation of a malignant tumor was made by pathological analysis. Results: The mean DR-$70^{TM}$ level was $0.83{\pm}0.65{\mu}g/ml$ (range: 0.00 (0.0001)${\sim}7.42{\mu}g/ml)$ in the control group (n=4,127) as opposed to $2.70{\pm}2.33{\mu}g/ml$ (range: $0.12{\sim}9.30{\mu}g/ml)$ in the cancer group (n=42), and statistical significance was established (p<0.0001, Student t-test). When categorized by the type of malignant tumor, all cancer patients with the exception of the subgroups of colon and rectal cancer showed significantly higher mean DR-$70^{TM}$ levels compared with the control group (p<0.0001, Kruscal-Wallis test). The receiver operating characteristic (ROC) curve analysis revealed ${\geq}1.091{\mu}g/ml$ as the best cut-off value. Using this cut-off value, the DR-$70^{TM}$ immunoassay produced a sensitivity of 71.4%, a specificity of 70.1%, a positive predictability of 69.4%, and a negative predictability of 69.2% (1). Conclusion: A significant increase in the mean DR-$70^{TM}$ value was observed in the cancer group (thyroidal, gastric, breast, hepatic and ovarian) com pared with the control group. In particular, the specificity and sensitivity of the DR-$70^{TM}$ immunoassay was relatively high in the subgroups of breast, gastric, and thyroidal cancer patients. There is need for further studies on a large number of malignant tumor patients to see how the DR-$70^{TM}$ level might be changed according to the differentiation grade and postoperative prognosis of the malignant tumor.

• Journal of Acupuncture Research
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• v.19 no.2
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• pp.189-200
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• 2002

Objective : This study is designed to find out the effects of Carthmi-Flos herbal acupuncture theraphy on knee joint with osteoarthritis. Methods : 32 cases of diagnostic patient with the osteoarthritis of knee joints by biochemical method, X-ray analysis and hematologic & serologic tests are divided Carthmi-Flos herbal acupuncture theraphy Group(HAG, 16 peples) and non-Carthmi-Flos herbal acupuncture theraphy Group(NHAG, 16 peoples) at Ik-San Oriental medical hospital in wonkwang university from 1th June 2000 to 31th January 2002. After treatment, we evaluated the effect per each group . Results : 1. In the both HAG and NHAG females were much more than males. Sixty aged patients were the most in the HAG(56.3%) and Seventy aged patients were the most in the NHAG(68.8%). 2. Over 5 years duration of disease in HAG was the most(37.5%). 6 months and over 5 years duration of disease in NHAG was the most(each 31.3%). 3. Two groups were not improved chronic stage(over 5 years). 4. The effect of treatment by condition of patients was follows: After treatment, Grade IV & III were decreased 75.0% in HAG and 56.2% in NHAG 5. In the distribution of treatment progression : 15 cases(93.7%) were recoverd in HAG but 14 cases(87.5%) in NHAG. 6. After comparing the results before and after treatment, we found 93.3% of patients showed recovery at anterior area and 88.9% showed at posterior. Conclusion : These results shows that Carthmi-Flos(CF) herbal acupuncture treatment has good effect on osteoarthritis in knee joint. Futhermore it is possible that CF acupuncture is one of the promising candidates for long-term therapy of osteoarthritis.

• Biomedical Science Letters
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• v.6 no.2
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• pp.141-149
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• 2000

The etiologic agents of haemorrhagic fever with renal syndrome (HFRS) in Korea are Hantaan and Seoul virus in the genus Hantavirus, family Bunyaviridae. Antibody titers of sera from HFRS patients against Hantaan virus were measured by immunofluorescent antibody technique (IFAT), enzyme-linked immunosorbent assay (ELISA), high density composite particle agglutination (HDPA) and plaque reduction neutralization test (PRNI). PRNT and nested reverse transcriptase polymerase chain reaction (nested RT-PCR) was used for serotypic differentiation of Hantaviruses against Hantaan and Seoul virus. Eight doubtful HFRS patients showed higher fluorescent, IgG ELISA, agglutination and neutralizing antibody titer by IFAT, ELISA IgG, HDPA and PRNT, respectively Five out of them showed high IgM antibody titer by IgM capture ELISA against Hantaan virus, remarkably. Fifteen HFRS patients showed higher fluorescent antibody titer by IFAT. In PRNT, 12 out of them showed high neutralizing antibody titer against HTNV, 2 against SEOV and 1 against both viruses. In nested RT-PCR using serotype specific-primer, 3 out of them showed positive against HTNV and 1 against SEOV.

• Journal of the Korean Society of Radiology
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• v.14 no.2
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• pp.169-178
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• 2020

The number of CT scans is increasing every year due to the improvement of the medical standards of the public, and thus the annual dose of medical radiation is also increasing. In this study, we evaluated the effective dose of the human body exposed to CT scans and estimated LAR. First, five region were selected from the CT diagnostic reference level guideline, and the effective dose of human body exposed to each examination was evaluated by clinical CT device. Second, the human organs and effective dose were calculated using the ALARA-CT program under the same conditions. Third, lifetime attributable risk (LAR) estimated by the effective dose exposed through the previous CT scan was estimated. As a result, the most effective dose was 21.18 mSv during the abdomen 4 phase scan, and the dose level was below DRL for all other tests except for the abdominal examination. As a result of evaluating effective dose using a dose calculation program under the same conditions, the results showed about 1.1 to 1.9 times higher results for each examination. In the case of organ dose, the closer the organ to the scan site, the higher the scattering ray. The lifetime attributable risk to CT radiation dose in adults was gradually decreased with age, and the results were somewhat different according to gender.