• Title/Summary/Keyword: Non-linear Effect

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CO2 Exchange in Kwangneung Broadleaf Deciduous Forest in a Hilly Terrain in the Summer of 2002 (2002년 여름철 경사진 광릉 낙엽 활엽수림에서의 이산화탄소 교환)

  • Choi, Tae-jin;Kim, Joon;Lim, Jong-Hwan
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.5 no.2
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    • pp.70-80
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    • 2003
  • We report the first direct measurement of $CO_2$ flux over Kwangneung broadleaf deciduous forest, one of the tower flux sites in KoFlux network. Eddy covariance system was installed on a 30 m tower along with other meteorological instruments from June to August in 2002. Although the study site was non-ideal (with valley-like terrain), turbulence characteristics from limited wind directions (i.e., 90$\pm$45$^{\circ}$) was not significantly different from those obtained at simple, homogeneous terrains with an ideal fetch. Despite very low rate of data retrieval, preliminary results from our analysis are encouraging and worthy of further investigation. Ignoring the role of advection terms, the averaged net ecosystem exchange (NEE) of $CO_2$ ranged from -1.2 to 0.7 mg m$^{-2}$ s$^{-1}$ from June to August in 2002. The effect of weak turbulence on nocturnal NEE was examined in terms of friction velocity (u*) along with the estimation of storage term. The effect of low uf u* NEE was obvious with a threshold value of about 0.2 m s$^{-1}$ . The contribution of storage term to nocturnal NEE was insignificant; suggesting that the $CO_2$ stored within the forest canopy at night was probably removed by the drainage flow along the hilly terrain. This could be also an artifact of uncertainty in calculations of storage term based on a single-level concentration. The hyperbolic light response curves explained >80% of variation in the observed NEE, indicating that $CO_2$ exchange at the site was notably light-dependent. Such a relationship can be used effectively in filling up the missing gaps in NEE data through the season. Finally, a simple scaling analysis based on a linear flow model suggested that advection might play a significant role in NEE evaluation at this site.

Changes of Brain Natriuretic Peptide Levels according to Right Ventricular HemodynaMics after a Pulmonary Resection (폐절제술 후 우심실의 혈역학적 변화에 따른 BNP의 변화)

  • Na, Myung-Hoon;Han, Jong-Hee;Kang, Min-Woong;Yu, Jae-Hyeon;Lim, Seung-Pyung;Lee, Young;Choi, Jae-Sung;Yoon, Seok-Hwa;Choi, Si-Wan
    • Journal of Chest Surgery
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    • v.40 no.9
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    • pp.593-599
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    • 2007
  • Background: The correlation between levels of brain natriuretic peptide (BNP) and the effect of pulmonary resection on the right ventricle of the heart is not yet widely known. This study aims to assess the relationship between the change in hemodynamic values of the right ventricle and increased BNP levels as a compensatory mechanism for right heart failure following pulmonary resection and to evaluate the role of the BNP level as an index of right heart failure after pulmonary resection. Material and Method: In 12 non small cell lung cancer patients that had received a lobectomy or pnemonectomy, the level of NT-proBNP was measured using the immunochemical method (Elecsys $1010^{(R)}$, Roche, Germany) which was compared with hemodynamic variables determined through the use of a Swan-Garz catheter prior to and following the surgery. Echocardiography was performed prior to and following the surgery, to measure changes in right ventricular and left ventricular pressures. For statistical analysis, the Wilcoxon rank sum test and linear regression analysis were conducted using SPSSWIN (version, 11.5). Result: The level of postoperative NT-proBNP (pg/mL) significantly increased for 6 hours, then for 1 day, 2 days, 3 days and 7 days after the surgery (p=0.003, 0.002, 0.002, 0.006, 0.004). Of the hemodynamic variables measured using the Swan-Ganz catheter, the mean pulmonary artery pressure after the surgery when compared with the pressure prior to surgery significantly increased at 0 hours, 6 hours, then 1 day, 2 days, and 3 days after the surgery (p=0.002, 0,002, 0.006, 0.007, 0.008). The right ventricular pressure significantly increased at 0 hours, 6 hours, then 1 day, and 3 days after the surgery (p=0.000, 0.009, 0.044, 0.032). The pulmonary vascular resistance index [pulmonary vascular resistance index=(mean pulmonary artery pressure-mean pulmonary capillary wedge pressure)/cardiac output index] significantly increased at 6 hours, then 2 days after the surgery (p=0.008, 0.028). When a regression analysis was conducted for changes in the mean pulmonary artery pressure and NT-proBNP levels after the surgery, significance was evident after 6 hours (r=0.602, p=0.038) and there was no significance thereafter. Echocardiography displayed no significant changes after the surgery. Conclusion: There was a significant correlation between changes in the mean pulmonary artery pressure and the NT-proBNP level 6 hours after a pulmonary resection. Therefore, it can be concluded that changes in NT-proBNP level after a pulmonary resection can serve as an index that reflects early hemodynamic changes in the right ventricle after a pulmonary resection.

Study on the Small Fields Dosimetry for High Energy Photon-based Radiation Therapy (고에너지 광자선을 이용한 방사선 치료 시 소조사면에서의 흡수선량평가에 관한 연구)

  • Jeong, Hae-Sun;Han, Young-Yih;Kum, O-Yeon;Kim, Chan-Hyeong
    • Progress in Medical Physics
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    • v.20 no.4
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    • pp.290-297
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    • 2009
  • In case of radiation treatment using small field high-energy photon beams, an accurate dosimetry is a challenging task because of dosimetrically unfavorable phenomena such as dramatic changes of the dose at the field boundaries, dis-equilibrium of the electrons, and non-uniformity between the detector and the phantom materials. In this study, the absorbed dose in the phantom was measured by using an ion chamber and a diode detector widely used in clinics. $GAFCHROMIC^{(R)}$ EBT films composed of water equivalent materials was also evaluated as a small field detector and compared with ionchamber and diode detectors. The output factors at 10 cm depth of a solid phantom located 100 cm from the 6 MV linear accelerator (Varian, 6 EX) source were measured for 6 field sizes ($5{\times}5\;cm^2$, $2{\times}2\;cm^2$, $1.5{\times}1.5\;cm^2$, $1{\times}1\;cm^2$, $0.7{\times}0.7\;cm^2$ and $0.5{\times}0.5\;cm^2$). As a result, from $5{\times}5\;cm^2$ to $1.5{\times}1.5\;cm^2$ field sizes, absorbed doses from three detectors were accurately identified within 1%. Wheres, the ion chamber underestimated dose compared to other detectors in the field sizes less than $1{\times}1\;cm^2$. In order to correct the observed underestimation, a convolution method was employed to eliminate the volume averaging effect of an ion chamber. Finally, in $1{\times}1\;cm^2$ field the absorbed dose with a diode detector was about 3% higher than that with the EBT film while the dose with the ion chamber after volume correction was 1% lower. For $0.5{\times}0.5\;cm^2$ field, the dose with the diode detector was 1% larger than that with the EBT film while dose with volume corrected ionization chamber was 7% lower. In conclusion, the possibility of $GAFCHROMIC^{(R)}$ EBT film as an small field dosimeter was tested and further investigation will be proceed using Monte Calro simulation.

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The Effect of Insomnia Severity on Daytime Sleepiness in Obstructive Sleep Apnea Syndrome (불면증 정도가 폐쇄성 수면무호흡 증후군에서의 주간졸림 정도에 끼치는 영향)

  • Nam, Ji-Won;Shin, Byoung-Hak;Shin, Hyeon-Sil;Park, Minji
    • Sleep Medicine and Psychophysiology
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    • v.22 no.1
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    • pp.11-19
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    • 2015
  • Objectives: Whether daytime sleepiness is proportional to the severity of sleep apnea in obstructive sleep apnea syndrome (OSAS) is controversial. In this study we investigated how insomnia severity affects the association between daytime sleepiness and sleep apnea severity in OSAS. Methods: The present study included 235 male subjects who were diagnosed with OSAS based on clinical history and nocturnal polysomnography. Pearson's correlation analysis was conducted among sleep and mood-related self-reported data, polysomnographic data and demographic data of all subjects. Based on Pittsburgh Sleep Quality Index (PSQI), the subjects were divided into 2 groups; group A (n = 75; $PSQI{\leq}5$) and group B (n = 160; PSQI > 5). Partial correlation analysis was performed between the Epworth Sleepiness Scale (ESS) and other data in both groups. Multiple linear regression analysis was conducted to investigate the factors which affected the ESS in group A. Results: Pearson's correlation analysis showed weak or non-existent correlations between ESS and apnea severity data such as apnea-hypopnea index (AHI) (r = 0.148, p = 0.023), apnea index (AI) (r = 0.137, p = 0.036), hypopnea index (HI) (r = 0.058, p = 0.377), oxygen desaturation index (ODI) (r = 0.149, p = 0.022) and arousal total index (ATI) (r = 0.129, p = 0.048). Positive correlations between ESS and apnea severity data such as AHI ($r_p=0.313$, p = 0.008), AI ($r_p=0.339$, p = 0.004), ODI ($r_p=0.289$, p = 0.015) and ATI ($r_p=0.256$, p = 0.031) were observed only in group A. Multiple regression analysis showed that AI (t = 2.996, p = 0.004) and BAI (t = 2.721, p = 0.008) were associated with ESS in group A. Conclusion: The correlation between daytime sleepiness and sleep apnea severity was shown only in group A. This result suggests that associations between daytime sleepiness in OSAS and sleep apnea severity will become prominent when controlling for insomnia-related variables.

Evaluation of Stress Thresholds in Crack Development and Corrected Fracture Toughness of KURT Granite under Dry and Saturated Conditions (포화유무에 따른 KURT 화강암의 균열손상 기준 및 수정 파괴인성 측정(Level II Method))

  • Kim, Jin-Seop;Hong, Chang-Ho;Kim, Geon-Young
    • Tunnel and Underground Space
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    • v.30 no.3
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    • pp.256-269
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    • 2020
  • The objective of this study is to evaluate the stress thresholds in crack development and the corrected fracture toughness of KURT granite under dry and saturated conditions. The stress thresholds were identified by calculation of inelastic volumetric strain from an uniaxial compression test. The corrected fracture toughness was estimated by using the Level II method (Chevron Bend specimen), suggested by ISRM (1988), in which non-linear behaviors of rock was taken into account. Average crack initiation stress(σci) and crack damage stress(σcd) under a dry condition were 91.1 MPa and 128.7 MPa. While, average crack initiation stress(σci) and crack damage stress(σcd) under a saturated condition were 58.2 MPa and 68.2 MPa. The crack initiation stress and crack damage stress of saturated ones decreased 36% and 47% respectively compared to those of dry specimens. A decrease in crack damage stress is relatively larger than that of crack initiation stress under a saturated condition. This indicates that the unstable crack growth can be more easily generated because of the saturation effect of water compared to the dry condition. The average corrected fracture toughness of KURT granite was 0.811 MPa·m0.5. While, the fracture toughness of saturated KURT granite(KCB) was 0.620 MPa·m0.5. The corrected fracture toughness of rock in saturated condition decreases by 23.5% compared to that in dry condition. It is found that the resistance to crack propagation decreases under the saturated geological condition.

Effect of Inhomogeneity correction for lung volume model in TPS (Lnug Volume을 모델로 한 방사선치료계획 시 불균질 조직 보정에 따른 효과)

  • Chung SeYoung;Lee SangRok;Kim YoungBum;Kwon YoungHo
    • The Journal of Korean Society for Radiation Therapy
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    • v.16 no.1
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    • pp.57-65
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    • 2004
  • Introduction : The phantom that includes high density materials such as steel was custom-made to fix lung and bone in order to evaluation inhomogeneity correction at the time of conducting radiation therapy to treat lung cancer. Using this, values resulting from the inhomogeneous correction algorithm are compared on the 2 and 3 dimensional radiation therapy planning systems. Moreover, change in dose calculation was evaluated according to inhomogeneous by comparing with the actual measurement. Materials and Methods : As for the image acquisition, inhomogeneous correction phantom(Pig's vertebra, steel(8.21g/cm3), cork(0.23 g/cm3)) that was custom-made and the CT(Volume zoom, Siemens, Germany) were used. As for the radiation therapy planning system, Marks Plan(2D) and XiO(CMS, USA, 3D) were used. To compare with the measurement value, linear accelerator(CL/1800, Varian, USA) and ion chamber were used. Image, obtained from the CT was used to obtain point dose and dose distribution from the region of interest (ROI) while on the radiation therapy planning device. After measurement was conducted under the same conditions, value on the treatment planning device and measured value were subjected to comparison and analysis. And difference between the resulting for the evaluation on the use (or non-use) of inhomogeneity correction algorithm, and diverse inhomogeneity correction algorithm that is included in the radiation therapy planning device was compared as well. Results : As result of comparing the results of measurement value on the region of interest within the inhomogeneity correction phantom and the value that resulted from the homogeneous and inhomogeneous correction, gained from the therapy planning device, margin of error of the measurement value and inhomogeneous correction value at the location 1 of the lung showed $0.8\%$ on 2D and $0.5\%$ on 3D. Margin of error of the measurement value and inhomogeneous correction value at the location 1 of the steel showed $12\%$ on 2D and $5\%$ on 3D, however, it is possible to see that the value that is not correction and the margin of error of the measurement value stand at $16\%$ and $14\%$, respectively. Moreover, values of the 3D showed lower margin of error compared to 2D. Conclusion : Revision according to the density of tissue must be executed during radiation therapy planning. To ensure a more accurate planning, use of 3D planning system is recommended more so than the 2D Planning system to ensure a more accurate revision on the therapy plan. Moreover, 3D Planning system needs to select and use the most accurate and appropriate inhomogeneous correction algorithm through actual measurement. In addition, comparison and analysis through TLD or film dosimetry are needed.

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A Study on the Determinants of Land Price in a New Town (신도시 택지개발사업지역에서 토지가격 결정요인에 관한 연구)

  • Jeong, Tae Yun
    • Korea Real Estate Review
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    • v.28 no.1
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    • pp.79-90
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    • 2018
  • The purpose of this study was to estimate the pricing factors of residential lands in new cities by estimating the pricing model of residential lands. For this purpose, hedonic equations for each quantile of the conditional distribution of land prices were estimated using quantile regression methods and the sale price date of Jangyu New Town in Gimhae. In this study, a quantile regression method that models the relation between a set of explanatory variables and each quantile of land price was adopted. As a result, the differences in the effects of the characteristics by price quantile were confirmed. The number of years that elapsed after the completion of land construction is the quadratic effect in the model because its impact may give rise to a non-linear price pattern. Age appears to decrease the price until certain years after the construction, and increases the price afterward. In the estimation of the quantile regression, land age appears to have a statistically significant impact on land price at the traditional level, and the turning point appears to be shorter for the low quantiles than for the higher quantiles. The positive effects of the use of land for commercial and residential purposes were found to be the biggest. Land demand is preferred if there are more than two roads on the ground. In this case, the amount of sunshine will improve. It appears that the shape of a square wave is preferred to a free-looking land. This is because the square land is favorable for development. The variables of the land used for commercial and residential purposes have a greater impact on low-priced residential lands. This is because such lands tend to be mostly used for rental housing and have different characteristics from residential houses. Residential land prices have different characteristics depending on the price level, and it is necessary to consider this in the evaluation of the collateral value and the drafting of real estate policy.

Studies on the Effect of Low Temperature Treatment at Meiotic, Heading and Seedling Stage in Paddy Rice (수도의 장해형 냉해에 관한 연구)

  • Hong-Suk Lee;Hyung-Yull Cho;Pyeong-Ki Yim;Hoon Heu
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.15
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    • pp.85-97
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    • 1974
  • In order to clarify the inducing conditions and cause of sterility in rice plants, 4 varieties were cooled at 3 different levels of temperature combined with 3 different levels of treatment period. And 19 varieties were tested to examine the varietal difference of cold resistance. The results obtained were summarized as follows; 1. There were significant varietal differences in the effect of cooling treatment at meiotic stage. Suwon 213-1 was induced heavy sterility by 3 day cooling treatment at 17.5$^{\circ}C$ whereas Hayayuki, Nongpaik and Jinheung were induced a little sterility by 3 day cooling treatment at 15$^{\circ}C$ and 5 day treatment at 17.5$^{\circ}C$. The per cent of grain fertility was correlated significantly with the delayed days to heading, the degree of panicle extraction (Suwon 213-1, Nongpaik, Jinheung), culm length (Nongpaik, Suwon 213-1), and Auricle distance (Suwon 213-1). The degree of sterility was able to be estimated from the linear regression equation between the degree of panicle extraction (distance from panicle neck to flag leaf) and fertility percentage. In the case of heavy cold damage by the treatment of low temperature at meiotic stage, the rice plant had somewhat lower pollen density per anther, small and ununiform anther and pollen in size, and more sterile pollen grains. Suwon 213-1 showed anthesis in almost all spikelets, while Nongpaik, Jinheung and Hayayuki indicated considerable number of indehisced anther at 5 days after heading. 2. The fertility were not generally higher in cooling treatment at heading stage than at meiotic stage treatment. And significant correlation was found between the percentage of grain fertility treated at above two stages. Nongpaik and Jinheung were not affected in percentage of fertility by 5 day treatment at 15$^{\circ}C$ when these were treated at heading stage. Indehisced anthers were not found in Suwon 213-1 and Hayayuki, but Nongpaik and Jinheung showed more anthers which did not show anthesis 3. There was different varietal response to low temperature which was indicated by the decrease of grain fertility resulted from cooling treatment at meiotic stage. Jaekeun and Jinheung did not show low fertility but Milseong, Suwon 210, Satominoli and Suwon 213-1 showed outstanding decrease in fertility percentage by the cooling treatment at meiotic stage. The varieties which had low fertility were likely to have low pollen density per anther, abnormal anthers, small size po]]en grains and many sterile pollens. 4. Remarkable varietal difference of cold resistance was found in heading stage cooling treatment. Nongpaik, Jinheung, Jaekeun, Paltal, Akibare, Milseung and Palkeong were not affected in grain fertility by cooling treatments but Nonglimna No. 1, Suseong, Hayayuki, Suwon 213-1 and Suwon 210 showed significantly high sterility as treated by cool temperature. Most of the varieties showed higher fertility by cooling treatment at heading stage than meiotic stage but Hayayuki, Suseong and Nonglimna No.1 showed lower fertility when these were treated at heading stage than meiotic stage. There were two grops of varieties in the response to cooling treatment, one was somewhat non-anthesised and the other showed full anthesis. 5. In cold injury test of young seedlings, the result of observation was not accorded with the degree of growth inhibition. As a general, Palkeum and Suseong were highly torelant to cool temperature but Suwon 213-1, Jaekeun, Paltal, Shirogane, Palkeong, Mankyung were highly susceptible. 6. There is no significant correlation between the degree of young seedling cold damage and or the degree of growth retardation at seedling stage and grain fertility resulted from coding treatment both heading and meiotic stage.

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The Characteristics of Retention and Evapotranspiration in the Extensive Greening Module of Sloped and Flat Rooftops (저토심 경사지붕과 평지붕 녹화모듈의 저류 및 증발산 특성)

  • Ryu, Nam-Hyong;Lee, Chun-Seok
    • Journal of the Korean Institute of Landscape Architecture
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    • v.41 no.6
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    • pp.107-116
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    • 2013
  • This study was undertaken to investigate the characteristics of retention and evapotranspiration in the extensive greening module of sloped and flat rooftops for stormwater management and urban heat island mitigation. A series of 100mm depth's weighing lysimeters planted with Sedum kamtschaticum. were constructed on a 50% slope facing four orientations(north, east, south and west) and a flat rooftop. Thereafter the retention and evapotranspiration from the greening module and the surface temperature of nongreening and greening rooftop were recorded beginning in September 2012 for a period of 1 year. The characteristics of retention and evapotranspiration in the greening module were as follows. The water storage of the sloped and flat greening modules increased to 8.7~28.4mm and 10.6~31.8mm after rainfall except in the winter season, in which it decreased to 3.3mm and 3.9mm in the longer dry period. The maximum stormwater retention of the sloped and flat greening modules was 22.2mm and 23.1mm except in the winter season. Fitted stormwater retention function was [Stormwater Retention Ratio(%)=-18.42 ln(Precipitation)+107.9, $R^2$=0.80] for sloped greening modules, and that was [Stormwater Retention Ratio(%)=-22.64 ln(X)+130.8, $R^2$=0.81] for flat greening modules. The daily evapotranspiration(mm/day) from the greening modules after rainfall decreased rapidly with a power function type in summer, and with a log function type in spring and autumn. The daily evapotranspiration(mm/day) from the greening modules after rainfall was greater in summer > spring > autumn > winter by season. This may be due to the differences in water storage, solar radiation and air temperature. The daily evapotranspiration from the greening modules decreased rapidly from 2~7mm/day to less than 1mm/day for 3~5 days after rainfall, and that decreased slowly after 3~5 days. This indicates that Sedum kamtschaticum used water rapidly when it was available and conserved water when it was not. The albedo of the concrete rooftop and greening rooftop was 0.151 and 0.137 in summer, and 0.165 and 0.165 in winter respectively. The albedo of the concrete rooftop and greening rooftop was similar. The effect of the daily mean and highest surface temperature decrease by greening during the summer season showed $1.6{\sim}13.8^{\circ}C$(mean $9.7^{\circ}C$) and $6.2{\sim}17.6^{\circ}C$(mean $11.2^{\circ}C$). The difference of the daily mean and highest surface temperature between the greening rooftop and concrete rooftop during the winter season were small, measuring $-2.4{\sim}1.3^{\circ}C$(mean $-0.4^{\circ}C$) and $-4.2{\sim}2.6^{\circ}C$(mean $0.0^{\circ}C$). The difference in the highest daily surface temperature between the greening rooftop and concrete rooftop during the summer season increased with an evapotranspiration rate increase by a linear function type. The fitted function of the highest daily surface temperature decrease was [Temperature Decrease($^{\circ}C$)=$1.4361{\times}$(Evapotranspiration rate(mm/day))+8.83, $R^2$=0.59]. The decrease of the surface temperature by greening in the longer dry period was due to sun protection by the sedum canopy. The results of this study indicate that the extensive rooftop greening will assist in managing stormwater runoff and urban heat island through retention and evapotranspiration. Sedum kamtschaticum would be the ideal plant for a non-irrigated extensive green roof. The shading effects of Sedum kamtschaticum would be important as well as the evapotranspiration effects of that for the long-term mitigation effects of an urban heat island.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • 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.