• Archives of Reconstructive Microsurgery
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• v.22 no.2
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• pp.82-85
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• 2013

If the replantation on the original position is not possible, the amputated tissue of a hand may be used as a donor for recovering hand functions at other positions. This procedure is termed 'heterodigital replantation'. An 63-year-old male patient who was in press machine accident came to Our Hospital. He had large dorsal soft-tissue defects ($5{\times}3cm$) on his left long finger and complete amputation on his left index finger through the proximal interpharyngeal joint. Replantation was not indicated because crushing injury of index finger was severe. So we decided to use index finger soft tissue as heterodigital free flap for the coverage of the long finger defect. The ulnar digital artery and dorsal subcutaneous vein of the free flap were anastomosed with the radial digital artery and dorsal subcutaneous vein of the long finger. The heterodigital free flap provided satisfactory apperance and functional capability of the long finger. The best way to treat amputation is replantation. But sometimes surgeon confront severely crushed or multi-segmental injured amputee which is not possible to replant. In this situation, reconstructive surgeons should consider heterodigital free flap from amputee as an option.

• Animal Bioscience
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• v.37 no.5
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• pp.839-851
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• 2024

Objective: The main goal of our current study was to improve the growth curve of meat animals by decreasing the birth weight while achieving a finishing weight that is the same as that before selection but at younger age. Methods: Random regression model was developed to derive various selection indices to achieve desired gains in body weight at target time points throughout the fattening process. We considered absolute and proportional gains at specific ages (in weeks) and for various stages (i.e., early, middle, late) during the fattening process. Results: The point gain index was particularly easy to use because breeders can assign a specific age (in weeks) as a time point and model either the actual weight gain desired or a scaled percentage gain in body weight. Conclusion: The point gain index we developed can achieve the desired weight gain at any given postnatal week of the growing process and is an easy-to-use and practical option for improving the growth curve.

• Proceedings of the Safety Management and Science Conference
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• 2012.04a
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• pp.667-678
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• 2012

Internet and information technology due to the development of rapid changes in the investment environment, the existing securities, or by disassembling the combined financial engineering to create new securities with the development of enlarged minimize losses to investors in financial markets more stable that can be and need a way to invest in this paper, such as individual stocks or a specific index of those derivatives that are linked to the December 1, 2005 and 2010 the market began trading from the phone call attention off new measures to gauge the individual through ELW underlying assets such as stocks or a specific index to minimize the loss of a stable hedge for investors to evaluate the possibility of studying for.

• Communications for Statistical Applications and Methods
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• v.30 no.1
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• pp.49-63
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• 2023

A lot of studies on the summary measures of predictive strength of categorical response models consider the likelihood ratio index (LRI), also known as the McFadden-R², a better option than many other measures. We propose a simple modification of the LRI that adjusts for the effect of the number of response categories on the measure and that also rescales its values, mimicking an underlying latent measure. The modified measure is applicable to both binary and ordinal response models fitted by maximum likelihood. Results from simulation studies and a real data example on the olfactory perception of boar taint show that the proposed measure outperforms most of the widely used goodness-of-fit measures for binary and ordinal models. The proposed R² interestingly proves quite invariant to an increasing number of response categories of an ordinal model.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.1
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• pp.189-195
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• 2014

In this research, we investigate the relationship between volatility and the trading volumes of trader types in the KOSPI 200 index stock market, futures market, and options market. Three types of investors are considered: individual, institutional, and foreign investors. The empirical results show that the volatility of the stock market and futures market are affected by the transaction information from another market. This means that there exists the cross-market effect of trading volume to explain volatility. It turns out that the option market volatility is not explained by any trading volume of trader types. This is because the option market volatility, VKOSPI, is the volatility index that reflects traders' expectation on one month ahead underlying volatility. Third, individual investors tend to increase volatilities, whereas institutions and foreign investors tend to stabilize volatilities. These results can be used in the areas of investment strategies, risk management, and financial market stability.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.249-264
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• 2009

Equity-indexed annuities(EIAs) provide their customers with the greater of either the return linked to the underlying index or the minimum guaranteed return. Insurance companies have developed EIAs to attract customers reluctant to buy traditional fixed annuities because of low returns and also reluctant to buy mutual funds for fear of the high volatility in the stock market. This paper proposes a new type of EIA embedded with an outside barrier option with flexible monitoring period in order to increase its participation rate. It also derives an explicit pricing formula for this proposed product, and discusses numerical examples to show relationships among participation rate, barrier level, index volatility and correlation.

• Journal of Korean Living Environment System
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• v.21 no.6
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• pp.959-964
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• 2014

Energy performance of building envelope components, including external walls, floors, roofs, windows and doors, is crutial for determining how much energy is required for heating and cooling in a building. Among various building technologies, a green roof system can be a good option for reducing heat gain and loss in new buildings as well as existing buildings for green remodeling. This paper evaluates the performance of green roof systems according to soil depth and Leaf Area Index (LAI) for existing buildings. It also attempts to quantify the energy saving effects on new and existing buildings with different insulation levels. Thermal performance of green roofs is mainly dependent on soil thickness and LAI. Installation of green roofs in deteriorated existing buildings can lead to improvements in roof insulation, due to the soil layer. An increase in soil depth leads to a decrease in heating load, regardless of conditions of vegetation on the green roof. Larger LAI values may reduce cooling loads in the cooling season. Installation of green roof in deteriorated existing buildings showed bigger energy saving effect in comparison to a case in new buildings. A simulation study showed that the installation of green roof systems in deteriorated existing buildings with low insulation levels, due to low thermal performance requirements when constructed, could improve the energy performance of the buildings similar or better to the peformance on new buildings with the most updated insulation standard. Thus, when remodeling a deteriorated building, green roofs could be a good option to meet the most recent energy requirements.

• The Journal of Pediatrics of Korean Medicine
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• v.31 no.4
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• pp.61-70
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• 2017

Objectives The purpose of this survey is to know the rehabilitation therapists' awareness on the oriental medicine treatments for developmentally delayed children. Methods We distributed questionnaires to 370 rehabilitation therapists and collected 260 of them. We analyzed the data from the collected 260 questionnaires. Results 1. 60% of the participants didn't know what the oriental medicine treatment pertains. 2. 28% of the participants were aware the benefits of the oriental medicine treatment, especially in improving physical fitness and general health. 3. 30% of the participants worried about the side effect of the oriental medicine treatment such as increasing liver somatic index, changing of body weight, muscle stiffness or pain. 4. 53% of the participants said they refer to western medicine primary care doctor when parents of young patients ask rehabilitation therapists about the oriental medicine treatment option for their children. 5. Many participants think that the oriental treatment option should be widely recognized and understood. Conclusions This study shows that the rehabilitation therapists' low awareness about the oriental medicine treatment option for developmentally delayed children.

• Archives of Plastic Surgery
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• v.48 no.1
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• pp.15-25
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• 2021

Thoracodorsal artery (TDA) flaps, ranging from the vascular-pedicled thoracodorsal artery perforator (TDAP) flap, the propeller TDAP flap, and the muscle-sparing latissimus dorsi (MSLD) flap to the conventional latissimus dorsi (LD) flap and the extended LD flap, can all be used for breast reconstruction. The aim of this paper and review is to share our experiences and recommendations for procedure selection when applying TDA-based flaps for breast reconstruction. We describe the different surgical techniques and our thoughts and experience regarding indications and selection between these procedures for individual patients who opt for breast reconstruction. We have performed 574 TDA flaps in 491 patients: 60 extended LD flaps, 122 conventional LD flaps, two MSLD flaps, 233 propeller TDAP flaps, 122 TDAP flaps, and 35 free contralateral TDAP flaps for stacked TDAP breast reconstruction. All the TDA flaps are important flaps for reconstruction of the breast. The LD flap is still an option, although we prefer flaps without muscle when possible. The vascular-pedicled TDAP flap is an option for experienced surgeons, and the propeller TDAP flap can be used in most reconstructive cases of the breast, although a secondary procedure is often necessary for correction of the pedicle bulk. The extended LD flap is an option for women with a substantial body mass index, although it is associated with the highest morbidity of all the TDA flaps. The MSLD flap can be used if the perforators are small or if dissection of the perforators is assessed to be hazardous.

• 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.