• Title/Summary/Keyword: I&G 모델

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Oxidative Inactivation of Peroxiredoxin Isoforms by H2O2 in Pulmonary Epithelial, Macrophage, and other Cell Lines with their Subsequent Regeneration (폐포상피세포, 대식세포를 비롯한 각종 세포주에서 H2O2에 의한 Peroxiredoxin 동위효소들의 산화에 따른 불활성화와 재생)

  • Oh, Yoon Jung;Kim, Young Sun;Choi, Young In;Shin, Seung Soo;Park, Joo Hun;Choi, Young Hwa;Park, Kwang Joo;Park, Rae Woong;Hwang, Sung Chul
    • Tuberculosis and Respiratory Diseases
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    • v.58 no.1
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    • pp.31-42
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    • 2005
  • Background : Peroxiredoxins (Prxs) are a relatively newly recognized, novel family of peroxidases that reduce $H_2O_2$ and alkylhydroperoxide into water and alcohol, respectively. There are 6 known isoforms of Prxs present in human cells. Normally, Prxs exist in a head-to-tail homodimeric state in a reduced form. However, in the presence of excess $H_2O_2$, it can be oxidized on its catalytically active cysteine site into inactive oxidized forms. This study surveyed the types of the Prx isoforms present in the pulmonary epithelial, macrophage, endothelial, and other cell lines and observed their response to oxidative stress. Methods : This study examined the effect of exogenous, excess $H_2O_2$ on the Prxs of established cell lines originating from the pulmonary epithelium, macrophages, and other cell lines, which are known to be exposed to high oxygen partial pressures or are believed to be subject to frequent oxidative stress, using non-reducing SDS polyacrylamide electrophoresis (PAGE) and 2 dimensional electrophoresis. Result : The addition of excess $H_2O_2$ to the culture media of the various cell-lines caused the immediate inactivation of Prxs, as evidenced by their inability to form dimers by a disulfide cross linkage. This was detected as a subsequent shift to its monomeric forms on the non-reducing SDS PAGE. These findings were further confirmed by 2 dimensional electrophoresis and immunoblot analysis by a shift toward a more acidic isoelectric point (pI). However, the subsequent reappearance of the dimeric Prxs with a comparable, corresponding decrease in the monomeric bands was noted on the non-reducing SDS PAGE as early as 30 minutes after the $H_2O_2$ treatment suggesting regeneration after oxidation. The regenerated dimers can again be converted to the inactivated form by a repeated $H_2O_2$ treatment, indicating that the protein is still catalytically active. The recovery of Prxs to the original dimeric state was not inhibited by a pre-treatment with cycloheximide, nor by a pretreatment with inhibitors of protein synthesis, which suggests that the reappearance of dimers occurs via a regeneration process rather than via the de novo synthesis of the active protein. Conclusion : The cells, in general, appeared to be equipped with an established system for regenerating inactivated Prxs, and this system may function as a molecular "on-off switch" in various oxidative signal transduction processes. The same mechanisms might applicable other proteins associated with signal transduction where the active catalytic site cysteines exist.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.