• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.251-260
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• 2017

The option pricing of Black와 Scholes (1973) and Merton (1973) has been widely reported to fail to reflect the time varying volatility of financial time series in many real applications. For example, Duan (1995) proposed GARCH option pricing method through Monte Carlo simulation. However, financial time series is known to follow a fat-tailed and leptokurtic probability distribution, which is not explained by Duan (1995). In this paper, in order to overcome such defects, we proposed the option pricing method based on GARCH models with normal mixture errors. According to the analysis of KOSPI200 option price data, the option pricing based on GARCH models with normal mixture errors outperformed the option pricing based on GARCH models with normal errors in the unstable period with high volatility.

• Korean Journal of Agricultural Science
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• v.47 no.3
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• pp.667-672
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• 2020

It is well known that intensive selection caused a decline in reproductive performance in dairy cattle. Interestingly, the reproductive performances including fertility and calving interval of Korean native beef cattle have declined in the last 20 years, suggesting that a breeding program focusing on carcass weight and intramuscular fat may affect the reproductive physiology in Korean native beef cattle, too. In this study, we analyzed the calving interval (CI) and selection index (SI) based on genome-wide association studies (GWAS) of Hanwoo cows for seven years (2013 - 2019). Multiparous cows (4.5 ± 0.11) were analyzed, which were bred by artificial insemination (AI). We first examined the distribution of the AIs and calving dates. About 40% of the AIs were carried out in May to June and October to December; subsequently, calving was observed from March to April and August to October, respectively, indicating the cows were seasonally bred. No correlation between CI and SI was found (y = 0.0459x - 17.64; R² = 0.0356), but the ratio of cows with a positive SI was higher in the longer CI group compared to the shorter group, suggesting that the selection for meat quality and quantity may affect the reproductive performances. In addition, the average value of SI was - 3.42 in the CI < 400 while + 5.79 in the CI > 400 although the values were not statistically significant. However, our results suggest that reproductive indices such as fertility and CI should be considered for sustainability in the Hanwoo breeding selection program.

• Journal of muscle and joint health
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• v.4 no.1
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• pp.74-86
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• 1997

This investigation has been conducted based on the medical chart of 344 patients who have been diagnosed of fibromyalgia syndrome during Oct. 9, 1996 through Nov. 20 at the Rheumatism Hospital of H. University located in Seoul. 280 which have been included in the analysis. 1. Only one patient was male in 280 patients, age distribution was from 28 to 76, in which the average age was 52.4. 2. Percentage of treatment duration was 6 months in 46.1%, 3 years in 22.1% and 2 years in 12.5%. Considering these results, it can be predicted that the number of patients might be increased and accumulated in the future. 3. Percentage of patients having primary fibromyalgia syndrome was 39.3%, having combination with osteoarthritis was 36.7% and the rest case have combination with rheumatoid arthritis at the same time. 4. The percentage of cases having patients 10-12 tender points was 37.1%, while the most of cases have pain at 12-19 tender points. The common locations of the tender point were at lateral epicondyle of elbow in 92.0%, at midpoint of upper border Trapezius in 84.8%, at upper part of scapula Supraspinatus in 82.9%, at medial fat pad proximal to the joint line knee in 81.85%, at intertransverse of $C_{5-7}$ Low cervical in 73.4% and at 2nd distal costochondral Junction 2nd rib in 72.0%. And most of the patients had joint functional disability at all in 47.1% with average 2.41 joint functional disability. 5. Age was not a variable influencing the number of tender points and the number of joint functional disability.

• Journal of the Korean Home Economics Association
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• v.26 no.4
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• pp.43-52
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• 1988

This study is intended to reveal the nutritional realities of school children due to their box lunch. The samples were chosen at random from the third grade to the sixth grade children in an elementary school in Seoul : 122 male and 111 female children, 233 children in all. among the subjects, 44.3% have a family of four, 34.3% have over 500,000 won of family income a month, and 44.3% of their mothers graduated from a high school. The average intake of calories is 573.6 Kcal, and the ratios of the calory intakes to the recommended amounts are 90.6% in the third grade children and from the fourth grade to the sixth grade, 79.5% in the male children and 82.9% in the female children. The average consumption of protein is 21.0g and the ratio of animal protein is 41.4%. the ratio of energy yield nutrients is 67.4% : 14.5 : 18.0 (carbohydrate : protein " fat). Considering the recommended amounts, the intake of protein is enough; the consumption of vit, A, thiamine, niacin are appropriate;and the intake of calories, Riboflabin and ascorbic acid, calcium, iron are deficient. Even though there is no significant difference between the socioeconomic factors (the standard of education of the subjects' mothers and family income0 and the intakes of calories and protein, there is a tendency that the consumption of protein intake si more abundant in the middle class than in any other class. The subjects' distribution of the physical growth index, is as follows; A (6.9%), B(19.3%), C(48.5%), D(13.7%) and E (11.6%). As the subjects' intake of calcium increases, the weight shows significant improvement (p<0.001). As the consumption of calories increases, the physical development shows significant improvement (p<0.05), and the weight shows significant increase (p<0.001).

• Korean Journal of Community Nutrition
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• v.4 no.1
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• pp.46-56
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• 1999

A deep understanding of the dietary patterns and nutrient intake is important for assessment of possilbe nutritional risk and for establishing nutrition improvement strategies. This study was conducted toexamine the dietary characteristics of a nutritionally poor elderly group compared to the middle-and highly-nourished group. Elderly participant was recruited from local elderly centers in Suwon city in 1998. Trained dietitians interviewed 119 elderly(35 males, 84 females) aged 60 years and over for collecting dietary data(24-hour recall) and related variables. Male and female subjects were grouped into high, middle, and low according to the mean nutrient adequancy ratio(MAR) tertiles. An analysisof the percentage of RDA(Recommended Daily Allowances of Korea) for each of the 10 nutrients showed that the male low-MAR group consumed below the RDA in all kinds of nutrients, and the female low-MAR group consumed nutrients below the RDA except vitamin C. An evaluation of nutrient density by Index of Nutritonal Quality(INQ) also showed a similar tendency. Thus, the INQ level of the male low-MAR group was significantly lower than the middle-or high-MAR group, especially in protein, vitamin A, thiamin, riboflavin, and phosphorus(p<0.05). Moreover, INQ level of female low-MAR group was significantly lower than that of the high group(p<0.05) in all nutrients. The female low-MAR group's daily food intake were also lower than those of the high-MARgroup in gains, fish, fruits, oil and beverages. The energy distribution from carbohydrates, fats and proteins showed that the male low-MAR group had significantly higher carbohydrate and lower fat proportions compared to each gender high-MAR group, respectively. The male and female low-MAR group had low scores about eating all side dishes. These findings indicate that a moderate increase of the meat/egg/fishes intake was needed by the male low-MAR group for improving nutrition adequacy, and an overall increase of the food quantity and quality was desired for the female low-MAR group. These data could be used for planning a community elderly nutrition program and establishing strategies for tailored guidelines for the individuals.

• Journal of Nutrition and Health
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• v.32 no.8
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• pp.908-917
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• 1999

This study was done to compare nutrient intakes, anthropometric indices, and psychosocial factors related to smoking by smoking status among adolescent girls in Seoul. Subjects were high school students, and smokers were 17.6%. Nutrient intakes were analyzed by convenient method, and anthropometric measurements were done by Inbody 2.0. Psychosocial factors of smoking were examined based on the Theory of Planned Behavior : 26 attitudinal, 9 normative, and 17 control beliefs were used. Smokers smoked 5-7 cigarettes a day on average, with 1.26 pack-years of smoking, There were no significant differences in anthropometric characteristics, except fat distribution, between smoking(n=92) and nonsmoking(n=92) and nonsmoking(n=94) group. The percentage of alcohol groups. Especially, caloric intake (63.6% of RDA) were much below the recommended level. With respect to psychosocial factors, 18 out of 26 attitudinal beliefs were significantly different between smokers and nonsmokers. Smokers responded less negatively on the items of bad health effects of relax(p<0.001). In addition, smokers were more convinced of advantages of smoking (test, etc.)but responded less negatively on the disadvantages of smoking(bothering others, yellow teeth, bad breath, etc.). Smokers expressed less pressure for not smoking from siblings, friends, school seniors than nonsmokers. In addition, smokers, expressed less confidence in controlling the urge to smoker or quitting smoking in several situations, such as 'after a meal', 'feel bored', 'with friends', 'when angry' offered a cigarette by friends', 'drinking coffee or tea', 'drinking alcohol', 'seeing others smoke'(p<0.001). Smokers also felt less developing in applying specific skills for controlling the urge to smoker or quitting smoking. These findings suggest the need for developing smoking cessation programs for adolescent females, focusing on specific beliefs identified in this study.

• Journal of the Korean Applied Science and Technology
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• v.31 no.3
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• pp.387-393
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• 2014

In this study were performed to investigate the physicochemical properties of flying fish roe shell extract(FRSE) extracted from flying fish roe shell. FRSE was prepared using marine flying fish roe shell, and then analyzed it's physicochemical properties. The result showed that the nutritional composition of FRSE consisted of 81.00% protein, 9.12% ash and 4.48% moisture. There were OH-proline and glycine known as characteristics of collagen peptide in the amino acid analysis of FRSE, and there were large amount of glutamic acid and aspartic acid involved in the metabolism of glucose and fat. The calories of FRSE was 347 kcal/100g and molecular weight appeared less than 1,300 Da molecular weight distribution.

• Journal of the Korean Society of Food Science and Nutrition
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• v.7 no.1
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• pp.15-18
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• 1978

For a general ingredients analysis and E Coli-form bacteria surveyed on the marketed milk, samples of bottled milk produced by four different companies were collected in Cholla Buk-do area and examined. The results are: 1) In water content samples A and C exceeded the standard slightly whereas B and D were good. 2) The contents of crude fat and crude protein of all samples were slightly higher than the standard. 3) All samples were deficient in contents of the crude ash and lactose. 4) In spite of the winter, all samples contained more coli-form bacteria than the standard allowance. Through the above results, it could be seen that all samples of marketed milk were a little poor in the contents of general ingredients and contained more coli-form bacteria than the standard allowances. Therefore, considering the general trends of increasing milk consumption and its influence on the national public health. it is necessary for the milk manufacturer to try to streng hen the scientific inspection and improve, the handling of milk products during the distribution.

• Journal of Fashion Business
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• v.25 no.4
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• pp.36-60
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• 2021

This study aimed to provide basic data for establishing a sizing system for menswear by investigating body size changes and body shapes in adult men in their 30s to 50s. Data on 52 different upper body categories collected from 4,314 people during the 5-7th Size Korea surveys were analyzed. The waist height, hip height, torso and arm lengths, and torso and upper limb circumferences increased while the arm joint sizes decreased. According to factor analysis, factors 1 and 2 referred to 'the horizontal size of the upper body and limbs' and the 'torso height and upper limb length', respectively, while factors 3 and 4 represented 'shoulder size' and 'upper body length' respectively. In clustering analysis, types 1 and 2 were 'short and fat' and 'tall and thin,' respectively, while types 3 and 4 represented 'tallest and chubby' and 'shortest and small' respectively. Torso length increased in the 30 to 40s in type 1 while torso circumference increased in the 30s and late 40s in type 2. In type 3, shoulders got bigger in the 30s. In type 4, torso circumference increased in the early 30s, and torso length increased in the late 40s. 'Thin' was a typical body shape in the early 30s. Among early 40s men, distribution evolved from 'small' to 'thin.' In the late 40s, while the percentage of 'small' decreased, the ratio of 'obese' increased. In the 50s, 'small' was the most common.

• Food Science of Animal Resources
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• v.39 no.3
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• pp.430-445
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• 2019

Natural edible waxes mixed with plant oils, containing high levels of unsaturated fatty acids (FAs), are known as oleogels. Oleogels are used for replacing saturated FAs in animal-derived food with unsaturated FAs. However, the health effects of edible waxes are not yet clearly defined. The purpose of this study was to investigate the effect of FAs and natural waxes on the adipogenesis in 3T3-L1 cells. The 3T3-L1 cells were differentiated and treated with FAs and waxes. These FAs [Palmitic acid (PA), Stearic acid (SA), Oleic acid (OA), Linoleic acid (LA), and Alpha-linolenic acid (ALA)] and waxes [beeswax (BW) and carnauba wax (CW)] were prepared at varying concentrations, and cell toxicity, triglyceride accumulation, lipid droplets size, and distribution inside of cells were determined. Adipogenic gene expression including $PPAR{\gamma}$, FASN, $C/EBP{\alpha}$, SREBP-1, and CPT-1 was determined. Results showed that increasing the concentration of FAs and waxes led to a decrease in the adipocyte cells viability and metabolic performance. SA showed the highest level of triglyceride accumulation (p<0.05), whereas ALA showed the lowest (p<0.05). Both BW and CW at 3.0 ppm showed significantly higher lipid accumulation than in the control and other groups (p<0.05). ALA had significantly downregulated adipogenic gene expression levels, excluding those of CPT-1, compared to the other treatment groups (p<0.05). Moreover, BW demonstrated similar adipogenic gene expression levels as ALA compared to CW. Consequently, ALA and BW may have health benefits by reducing adipogenesis and can be used in processed meat.