• Journal of Intelligence and Information Systems
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• v.23 no.4
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• pp.147-168
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• 2017

There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.21 no.2
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• pp.281-313
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• 1976

To obtain fundamental informations on cotton breeding efficiences for Korea, individual genetic relationships and interrelationships between the agronomic characteristics of Upland cotton were investigated. These experiments were couducted at the Mokpo Branch Station $(34^{\circ}48'N, $ $126^{\circ}23'E$ and altitude of 10m above sea level) from 1969 through 1972. Heterosis, combining ability, dominance and recessive gene action, genetic variance, and phenotypic and genotypic correlation were investigated by $F_1'S$ from an 11-parent partial diallel cross and the segregating $F_2$ and $F_3$ populations of the cross Paymaster times Heujueusseo Trice. The following points resulted from this study, 1. Heteroses for number of bolls per plant and lint yield were significant at 27, 84% and 37.26%, respectively. No other character had significant heteroses. 2. The GCA estimates for all studied characteristics were higher than the SCA estimates. Varieties with high GCA effects were Suwon 1 for earliness, Paymaster and Arijona for high lint percent, and Arijona for long fiber, etc, 3. SCA estimates for lint yield varied widely in crosses with Mokpo 4, Mokpo 6 and Heujueusseo Trice. Those crosses with the highest SCA effects were combinations with large characteristics differences, Example of these crosses are Mokpo 4 times Acala 1517W, Mokpo 4 times D. P. L. and Heujueusseo Trice aud Paymaster. 4. Early-maturing varieties were completely dominant to late-maturing varieties in some combinations while other crosses gave intermediate phenotypes. These results suggest additive genetic action by multi-genes. Heujueusseo Trice, Mokpo 6, and Suwon 1 showed highest degree of dominance for earliness. 5. There were no significant trends for inheritance of weight of boll and 100 seeds weight. 6. Long staple was partially to completely dominant to short staple. Though there were single gene ratios the rate of dominance decreased in the $F_2$ and $F_3$ populations in the cross between the long staple variety Paymaster and the short staple variety Heujueusseo Trice. Diallel cross $F_1$ hybrids showed complicated allelic gene action for staple length. Various dominance degree were shown by varieties. 7. Number of bolls per plant indicated strong over-dominance and small non-allelic additive gene action. 8. Lint Yield was characterized by over-dominance and by multiple non-allelic-gene action. High-yielding varieties were dominant to low-yielding ones. However, the low-yielding variety Heujueusseo Trice showed over-dominance, indicating different reactions according to the varieties and combinations. 9. Broad sense heritability for days to flowering was 34-39% while narrow sense heritability was 11%. Large variations of individual plants caused by Korean climatic conditions cause this situation. Heritability estimates for weight of boll was 30% for broad sense and 22% for narrow sense. 10. Heritability estimates for staple length and lint percent were very high suggesting strong selection effects. 11. Narrow sense heritability estimates for number of bolls per plant was 30% in the diallel cross $F_1$ hybrids and 36% in the $F_2$ population of the special cross. Broad sense heritability was estimated at 67% suggesting that. 12. Heritability estimates for lint yield was low due to high over-dominance in the diallel cross $F_1$ hybrids. Heritability estimates for yield was low in the $F_1$ hybrids but high in the $F_2$ and $F_3$ populations. 13. Phenotypic and genotypic correlations between lint percent and days to flowering and between staple length and days to flowering were high in the $F_1, $ $F_2$ and $F_3$ populations. Late-maturing varieties and individuals had long staple and high lint percent in general. As the correlation between days to flowering and lint yield was extremely low, the two traits were considered independent of each other. Days to flowering and number of bolls per plant were negatively correlated in the $F_3$ population, indicating early-maturing individual plants with many bolls may be readily selected. 14. Phenotypic and genotypic correlations between lint percent and staple length were high in $F_1, $ $F_2$ and $F_3$ populations. Accordingly, long staple varieties were high in lint percent. It was recognized that lint yield and lint percent were positively correlated in the diallel cross $F_1$ hybrids, and lint percent and staple length were positively correlated in the $F_2$ population, indicating that lint percent and staple length affect lint yield. 15. Lint yield was significantly and positively phenotypically correlated with number of bolls per plant in $F_1, $ $F_2$ and $F_3$ populations. A high genotypic correlation was also noted indicating a close genetic relationship. The selection efficiencies for a high-yielding variety can be increased when individual plants with many bolls are selected in later generations. The selection efficiencies for good fiber quality can be enhanced when individuals with long staple and high lint percent are selected in early generations.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

• Economic and Environmental Geology
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• v.28 no.2
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• pp.109-121
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• 1995

The hydrothermal vein type deposits which comprise the Kasihan, Jompong and Gempol mineralized areas are primarily copper and zinc deposits, but they are also associated with lead and/or gold mineralization. The deposits occur within the Tertiary sedimentary and volcanic rocks in the Southern Mountain zone of the eastern Java island, Indonesia. Mineralization can be separated into two or three distinct stages (pre-and/or post- ore mineralization stages and main ore mineralization stage) which took place mainly along pre-existing fault breccia zones. The main phase of mineralization (the main ore stage) can be usually classified into three substages (early, middle and late) according to ore mineral assemblages, paragenesis, textures and their chemical compositions. Ore mineralogy and paragenesis of the three areas in the district are different from each other. Pyrite, pyrrhotite (/arsenopyrite), iron-rich (up to 20.5 mole % FeS) sphalerite and (Cu-)Pb-Bi sulfosalts are characteristic of the deposits in the Kasihan (/Jompong) area. On the other hand, pyrite + hematite + magnetite + iron-poor (2.7 to 3.6 mole % FeS) sphalerite assemblage is restricted to the Gempol area. Fluid inclusion data suggest that fluids of the main ore stage evolved from initial high temperatures (near $350^{\circ}C$) to later lower temperatures (near $200^{\circ}C$) with salinities ranging from 0.8 to 10.1 equiv. wt. percent NaCl. Each area represents a separate hydrothermal system: the mineralization at Kasihan and Jompong were largely due to early fluid boiling coupled with later cooling and dilution, whereas the mineralization at Gempol was mainly resulted from cooling and dilution by an influx of cooler meteoric waters. Fluid inclusion evidence of boiling indicates that pressures of ${\geq}95$ to 255 bars (${\geq}95$ bars for the Gempol area: $\approx$ 120 to 170 bars for the Jompong area: $\approx$ 140 to 255 bars for the Kasihan area) during portions of main ore stage mineralization. Equilibrium thermodynamic interpretation indicates that the evolution trends of the temperature versus fS2 variation of ore stage fluids in the Pacitan district follow two fashions: ore fluids at Kasihan and Jompong changed from the pyrite-pyrrhotite sulfidation stage towards pyritehematite- magnetite state, whereas those at Gempol evolved nearly along pyrite-hematite-magnetite reaction curve with decreasing temperature. The sulfur isotope compositions of sulfide minerals are consistent with an igneous source of sulfur with a ${\delta}^{34}S_{{\Sigma}s}$ value of about 3.3 per mil. The oxygen and hydrogen isotopic compositions of the fluids in each area indicate a progressive shift from the dominance of highly exchanged meteoric water at early hydrothermal systems towards an un- or less-exchanged meteoric water at later hydrothermal systems.

• Korean Journal of Environment and Ecology
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• v.35 no.4
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• pp.316-335
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• 2021

This study reviewed the change of theory of ecological niche(concepts and definitions) over time to provide a theoretical basis for habitat-related studies of animals and plants. Accordingly, it analyzed and summarized the major discussion trends of ecological niche worldwide in each period from the 1900s to the present. Countries advanced in ecological studies, such as the EU and the USA, have conducted theoretical and empirical studies on the ecological niche since the early 1990s. The concept of the ecological niche was introduced in the early 1900s, developed in the mid-1900s, and advanced from the mid-1900s to the late 1900s. Since the 2000s, the advanced concept has diversified with new developments in technologies and research methods. The factors suggested by theoretical and empirical studies in defining the ecological niche of a species include 1) population dynamics of the target species, 2) all biotic conditions to sustain a population (food relationship and material flow in the food chain), 3) all non-biotic conditions to sustain a population (physical environmental conditions), 4) all direct and indirect interactions between these environmental factors, and 5) response and adaptation mechanisms that include the migratory ability of the target species or genetic diversity and adaptability to change. Unlike such international advancement, there have not been sufficient theoretical, philosophical, and empirical studies of ecological niche in Korea. The concepts and definitions by Greennell, Elton, and Hutchinson were selectively and partially borrowed for empirical studies without full description. Considering that the theory of ecological niche becomes the foundation for habitat-based species conservation and restoration, it is necessary to seek diversification and advancement of theoretical and empirical research and research methods and technological development. It will provide an important foundation for the academic advancement of ecology and for establishing and implementing policies to preserve and restore ecology and biodiversity effectively and successfully in Korea.

• Economic and Environmental Geology
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• v.54 no.1
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• pp.49-60
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• 2021

The Geumhwa Au-Ag deposit is located within the Cretaceous Gyeongsang basin. Mineral paragenesis can be divided into two stages (stage I and II) by major tectonic fracturing. Stage II is economically barren. Stage I, at which the precipitation of major ore minerals occurred, is further divided into three substages(early, middle and late) with paragenetic time based on minor fractures and discernible mineral assemblages: early substage, marked by deposition of pyrite with minor wolframite; middle substage, characterized by introduction of electrum and base-metal sulfides with Cu-As and/or Cu-Sb sulfosalts; late substage, marked by hematite and Bi-sulfosalts with secondary minerals. Changes in vein mineralogy reflect decreases in temperature and sulfur fugacity with a concomitant increase in oxygen fugacity. Fluid inclusion data indicate progressive decreases in temperature and salinity within each substage with increasing paragenetic time. During the early portion of stage I, high-temperature (≥410℃), high-salinity fluids (up to ≈44 equiv. wt. % NaCl) formed by condensation during decompression of a magmatic vapor phase. During waning of early substage, high-temperature, high-salinity fluids gave way to progressively cooler, more dilute fluids associated with main Au-Ag mineralization (middle) and finally to ≈180℃ and ≥0.7 equiv. wt. % NaCl fluids associated with hematite and sulfosalts (± secondary) mineralization (late substage). These trends are interpreted to indicate progressive mixing of high- and medium to low-salinity hydrothermal fluids with cooler, more dilute, oxidizing meteoric waters. The Geumhwa Au-Ag deposit may represent a vein-type system transitional between porphyry-type and epithermal-type.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.23 no.2
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• pp.1-24
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• 1978

To obtain basic information on the breeding of early maturing, short culm naked-barley varieties, the following 10 varieties, Ehime ＃ 1, Shikoku ＃42, Yamate hadaka, Eijo hadaka, Kagawa ＃ 1, Jangjubaeggwa, Baegdong, Cheongmaeg, Seto-hadaka and Mokpo ＃42 were used in diallel crosses in 1974. Heading date, culm length and grain yield per plant for the parents, $F_1's$ and $F_2's$ of the 10X10 partial diallel crosses were measured in 1976 for analysis of their combining ability, heritability and inheritance. The results obtained are summarized below; 1. Heritabilities in broad sense for heading date, culm length and grain yield per plant were 0.7831, 0.7599 and 0.6161, respectively. Narrow sense heritabilities for heading date were 0.3972 in $F_1$ and 0.7789 in $F_2$ and for culm length 0.6567 in $F_1$ and 0.6414 in $F_2.$ These values suggest that earliness and culm length could be successfully selected for in the early generations. Narrow sense heritability for grain yield was 0.3775 in $F_1$ and 0.4170 in $F_2.$ 2. GCA effects of the $F_1$ and $F_2$ generations for days to heading were high in the early direction for early-heading varieties, while for late-heading varieties the GCA effects were high in the late direction. Absolute values for GCA effects in $F_1$ were higher than in $F_2.$ SCA effects of the $F_1$ and $F_2$ generations were high in the early-heading direction for Shikoku ＃ 42 x Mokpo ＃ 42, Ehime ＃ 1 x Yamate hadaka, Shikoku ＃ 42 x Yamate hadaka and Shikoku ＃42 x Eijo hadaka. 3. The GCA effects for culm length in the $F_1$ and $F_2$ generations for tall varieties were high in the tall direction while short varieties were high in the short direction. Absolute values for the GCA effects in $F_1$ were higher than in $F_2.$ SCA effects were high in the short direction for the combinations of Mokpo ＃ 42 with Ehime ＃ 1, Yamate had aka and Eijo hadaka. 4. The GCA effects for grain yields per plant in the $F_1$ and $F_2$ generations for varieties with high yields per plant were high in the high yielding direction, while varieties with low yields per plant were high in the low yielding direction. Absolute values of the $F_1$ GCA effects were higher than the $F_2$ effects. The combinations with high SCA effects were Mokpo ＃ 42 x Shikoku ＃ 42, Mokpo ＃ 42 x Seto hadaka and Mokpo ＃ 42 x Cheongmaeg. 5. Mean heading dates of the $F_1$ and $F_2$ generations were earlier than those of mean mid-parent. Mean heading date of the $F_1$ generation was earlier than the $F_2$ generation. Crosses involving early-heading varieties showed a greater $F_1, $ mid-parent difference than crosses involving late-heading varieties. 6. Heading date was controlled by a partial dominance effect. Nine varieties excluding Mokpo ＃ 42 showed allelic gene action. Ehime ＃ 1, Shikoku ＃ 42, Kagawa ＃ 1 and Mokpo ＃ 42 were recessive to the other tested varieties. 7. The $F_2$ segregations of the 45 crosses for days to heading showed that 33 cosses were of such complexity that they could not be explained by simple genetic inheritance. One cross showed a 3 : 1 ratio where earliness was dominant. Another cross showed a 3 : 1 ratio where lateness was dominant. Four other crosses showed a 9 : 7 ratio for earliness while six crosses showed a 9 : 7 ratio for lateness. 8. Many transgressive segregants for earliness were found in the following crosses; Eijo hadaka x Baegdong, Ehime ＃ 1 x Seto hadaka, Yamate had aka x Kagawa ＃ 1, Kagawa ＃ 1 x Sato hadaka, Shikoku ＃ 42 x Kagawa ＃ 1, Ehime ＃ 1 x Kagawa ＃ 1, Ehime ＃ 1 x Shikoku ＃ 42, Ehime ＃ 1 x Eijo hadaka. 9. Mean culm length of the F, and F. generations were usually taller than the mid-parent where tall parent were used. These trends were high in the short varieties, but low in the tall varieties. 10. Culm length was controlled by partial dominace which was gonverned by allelic gene(s). Culm length showed a high degree of control by additive genes. Mokpo ＃ 42 was recessive while Baegdong was dominant. 11. The F_2 frequency for culm length was in large part normally distributed around the midparent value. However, some combinations showed transgressive segregation for either tall or short culm length. From combinations between medium tall varieties, Ehime ＃ 1, Shikoku ＃ 42, Eijo hadaka and Seto hadaka, many short segregants could be found. 12. Mean grain yields per plant of the F_1 and F_2 generations were 6% and 5% higher than those of mid-parents, respectively. The varieties with high yields per plant showed a low rate of yield increase in their F_1's and F_2's while the varieties with low yields per plant showed a high rate of yield increase in their F_1's and F_1's. 13. Grain yields per plant showed over-dominnee effects, governed by non-allelic genes. Mokpo ＃ 42 showed recessive genetic control of grain yield per plant. It remains difficult to clarify the inheritance of grain yields per plant from these data.

• Journal of Korean Society of Forest Science
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• v.86 no.3
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• pp.378-390
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• 1997

Ten total populations of Korean fir (Abies koreana Wilson) and Manshurian fir [A. nephrolepis (Traut.) Maxim.] were sampled from south Korea to investigate patterns of intraspecific variation in these species and to evaluate a recognition of the two species. Principal components analysis and cluster analysis were performed both on seed-cone data and on needle morphology data. The characters that contributed most to the separation between A. koreana and A. nephrolepis along three principal components axis were leaf width, length of seed, width of seed wing, length of seed wing, cone width, width of scale, and length of bract tip, but these characters were not diagnostic because of overlap in reality. Therefore, all these characters were not reliable in distinguishing these two taxa including bract position (exerted and recurved vs. exerted and straight). The individuals of A. koreana from Mt. Chi-ri appeared quite unique probably on account of its larger cone size and longer scale tip, while those from Mt. Hal-la of A. koreana were generally distinct from others in terms of their larger seed and seed wing and longer scale width. The Mt. Duk-yu specimens of A. korecana appeared somewhat smaller but more data were needed due to the small sampling size. Generally, the gradual clinal geographic trends made evident by the position of resin ducts in leaves of A. koreana can be detected. The southern populations, Mt. Hal-la (an insular population) were generally distinct from the northern populations (Mt. Chi-ri, Mt. Ga-ya and Mt. Duk-yu) in terms of their position of resin duct (medial, within mesophyll vs marginal, close to epidermis : 100% vs 75 or 50%). Although no sharp boundary separating these two species could be detected based on cone and needle morphology, the observed clinal pattern was distinct in northern populations of A. koreana and southern population of A. nephrnlepis. In a preceding study of the flavonoids variation of 20 species in eastern Asia, flavanone (5-deoxyflavanone) was found to be characteristic of A. faxoniana Rehder et Wilson, A. georgei Orr of China and A. koreana of Korea. A. faxoniana, which is assumed to be primitive species, has position of resin duct relative to both the medial and the marginal, while A. georgei and A. koreana are identified by marginal position of resin duct. With respect of foliar flavonoids chemistry, A. koreana was distinct from A. nephrolepis : the southmost samples (Mt. Hal-la and Mt. Chi-ri) contained additional flavonoids derivatives (mainly flavanone) that were not found in the northmost samples of A. nephrolepis except a few individuals from Mts. Seo-rak and Tae-bak populations of Kwang-won province. The presence of A. koreana type flavonoids in two Chinese species suggested that position of resin duct may be a phyletic character. Abies koreana including two Chinese taxa, exhibited the most elaborate and specialized flavonoids profile within the Abies in eastern Asia. Contrary to our initial expectations, the apparent intermediates between A. nephrolepis and A. koreana in Duk-yu and Ga-ya mountains were found. The pattern of variation on position of resin duct and flavonoids chemistry in these populations of A. kareana suggested that genetic interchange or natural hybridization had occurred between these two species. The evidence needed to resolve the status of this taxon is still inconclusive in our opinion until intermediate individuals from Mts. Duk-yu and Ga-ya show indication of hybridization between the two species.