• Title/Summary/Keyword: T-Tail

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Une étude pour la critique de théâtre avec la sémiotique ouverte -avec par Jean Genet- (열린 기호학을 활용한 연극비평 연구 -장 주네의 <하녀들> 공연을 중심으로-)

  • LIM, Seon-Ok
    • Journal of Korean Theatre Studies Association
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    • no.40
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    • pp.239-275
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    • 2010
  • Cette ${\acute{e}}tude$ a pour but de proposer une $m{\acute{e}}thodologie$ de critique avec la $s{\acute{e}}miotique$ ouverte. La critique de $th{\acute{e}}{\hat{a}}tre$ commence ${\grave{a}}$ lire le $th{\acute{e}}{\hat{a}}tre$, l'analyse et juge son valeur. Il arrive souvent qu'on juge avec intutition. On dit que c'est une critique d'impressionnisme. Cette critique est subjective, mais pas objective. La $s{\acute{e}}miotique$ de Saussure offre la $m{\acute{e}}thodologie$ scientifique ${\grave{a}}$ la critique. A $c{\hat{o}}t{\acute{e}}$ de la critique d'impressionnisme qui est subjective, la $s{\acute{e}}miotique$ peut expliciter la raison objective. On ${\acute{e}}tait$ admiratif devant sa scientisme, pourtant $apr{\grave{e}}s$ quoi on critique sa non-$subjectivit{\acute{e}}$ et sa non-$historicit{\acute{e}}$. Dans l'opposition de $l^{\prime}objectivit{\acute{e}}$ et de la $subjectivit{\acute{e}}$, on tente de rechercher un model $int{\acute{e}}gr{\acute{e}}$ dialectiquement entre l'impressionisme(subjective) et la scientisme(objective). Pour cela, on doit aux Ecrits de linguistique $g{\acute{e}}n{\acute{e}}rale$ ($publi{\acute{e}}$ en 2002 chez Gallimard). Ces Ecrits nous aident ${\grave{a}}$ amener la $s{\acute{e}}miotique$ $ferm{\acute{e}}e$ sur la $s{\acute{e}}miotique$ ouverte et ${\grave{a}}$ $red{\acute{e}}couvrir$ la $pens{\acute{e}}e$ de Saussure. Ils nous font ouvrir un nouveau champ de recherche pour la $s{\acute{e}}miotique$ ouverte. L'essentiel de la $th{\acute{e}}orie$ saussurienne du signe $d{\acute{e}}pend$ de l'arbitraire et du circulaire du signe. On $red{\acute{e}}couvre$ la notion ${\acute{e}}largie$ du signe, dans Ecrits de linguistique $g{\acute{e}}n{\acute{e}}rale$, contre le courant majeur de linguistique et de structuralisme. Cette notion s'y focalise, ${\grave{a}}$ la valeur, ${\grave{a}}$ la $relativit{\acute{e}}$, ${\grave{a}}$ la $diff{\acute{e}}rence$ et au $syst{\grave{e}}me$. Avec elle, on tente d'adopter la $s{\acute{e}}miotique$ ouverte pour rechercher une $m{\acute{e}}thodologie$ de critique qui se veut objective et ${\grave{a}}$ la fois subjective. Il s'agit d'une difficile combinaison de l'impressionisme et de la scienticisme. Pour cela, la $m{\acute{e}}thodologie$ se $d{\acute{e}}veloppera$ en trois ${\acute{e}}tapes$. $1{\grave{e}}re$ ${\acute{e}}tape$: c'est lire le $th{\acute{e}}{\hat{a}}tre$ comme un signe total pour 1er jugement d'impressionnisme. $2{\grave{e}}me$ ${\acute{e}}tape$: c'est retrouver sa structure invisible dans la $relativit{\acute{e}}$ des signes. $3{\grave{e}}me$ ${\acute{e}}tape$: c'est juger, dans leur $relativit{\acute{e}}$, comment les $d{\acute{e}}tails$ de signes se fonctionnent. C'est lire les $d{\acute{e}}tails$ de signes et puis $r{\acute{e}}affirmer$ le jugement en $1{\grave{e}}re$ ${\acute{e}}tape$. Selon les $derni{\grave{e}}res$ deux ${\acute{e}}tapes$, on pourra comparer le premier jugement (impressif) et le dernier jugement (objectif), et enfin s'assumer comme critique. Selon la $m{\acute{e}}thodologie$ $propos{\acute{e}}e$, on pratique la critique sur ${\acute{e}}crit$ par Jean Genet, et mise en $sc{\grave{e}}ne$ par Lee Youn-Taek et par Park Jung-Hee. Pour la critique intertextuelle, on la fera en comparant les deux spectacles avec la $pi{\grave{e}}ce$ de Jean Genet. $D^{\prime}apr{\grave{e}}s$ la comparaison, Lee Youn-Taek met en $sc{\grave{e}}ne$ avec $fid{\acute{e}}lit{\acute{e}}$ la structre et les signes de $d{\acute{e}}tail$ de l'auteur, Park Jung-Hee change sa structre et ses signes pour mettre en $sc{\grave{e}}ne$ la $pi{\grave{e}}ce$ de Genet. Ils se $diff{\grave{e}}rent$ l'un et l'autre: Lee incite le discours de la classe sociale dans le spectacle, et Park y incite le discours du $d{\acute{e}}sir$. La $diff{\acute{e}}rence$ des signes dans la $relativit{\acute{e}}$ apporte la $diff{\acute{e}}rence$ de la signification de discours $th{\acute{e}}{\hat{a}}tral$, et enfin se font changer les significations de deux spectacles.

The Diagnostic Yield and Complications of Percutaneous Needle Aspiration Biopsy for the Intrathoracic Lesions (경피적 폐생검의 진단성적 및 합병증)

  • Jang, Seung Hun;Kim, Cheal Hyeon;Koh, Won Jung;Yoo, Chul-Gyu;Kim, Young Whan;Han, Sung Koo;Shim, Young-Soo
    • Tuberculosis and Respiratory Diseases
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    • v.43 no.6
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    • pp.916-924
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    • 1996
  • Bacground : Percutaneous needle aspiration biopsy (PCNA) is one of the most frequently used diagnostic methcxJs for intrathoracic lesions. Previous studies have reponed wide range of diagnostic yield from 28 to 98%. However, diagnostic yield has been increased by accumulation of experience, improvement of needle and the image guiding systems. We analysed the results of PCNA performed for one year to evaluate the diagnostic yield, the rate and severity of complications and factors affecting the diagnostic yield. Method : 287 PCNAs undergone in 236 patients from January, 1994 to December, 1994 were analysed retrospectively. The intrathoracic lesions was targeted and aspirated with 21 - 23 G Chiba needle under fluoroscopic guiding system. Occasionally, 19 - 20 G Biopsy gun was used for core tissue specimen. The specimen was requested for microbiologic, cytologic and histopathologic examination in the case of obtained core tissue. Diagnostic yields and complication rate of benign and malignant lesions were ca1culaled based on patients' chans. The comparison for the diagnostic yields according to size and shape of the lesions was analysed with chi square test (p<0.05). Results : There are 19.9% of consolidative lesion and 80.1% of nodular or mass lesion, and the lesion is located at the right upper lobe in 26.3% of cases, the right middle lobe in 6.4%, the right lower lobe 21.2%, the left upper lobe in 16.8%, the left lower lobe in 10.6%, and mediastinum in 1.3%. The lesion distributed over 2 lobes is as many as 17.4% of cases. There are 74 patients with benign lesions, 142 patients with malignant lesions in final diagnosis and confirmative diagnosis was not made in 22 patients despite of all available diagnostic methods. 2 patients have lung cancer and pulmonary tuberculosis concomittantly. Experience with 236 patients showed that PCNA can diagnose benign lesions in 62.2% (42 patients) of patients with such lesions and malignant lesions in 82.4% (117 patients) of patients. For the patients in whom the first PCNA failed to make diagnosis, the procedure was repeated and the cumulative diagnostic yield was increased as 44.6%, 60.8%, 62.2% in benign lesions and as 73.4%, 81.7%, 82.4% in malignant lesions through serial PCNA. Thoracotomy was performed in 9 patients with benign lesions and in 43 patients with malignant lesions. PCNA and thoracotomy showed the same pathologic result in 44.4% (4 patients) of benign lesions and 58.1% (25 patients) of malignant lesions. Thoracotomy confirmed 4 patients with malignat lesions against benign result of PCNA and 2 patients with benign lesions against malignant result of PCNA. There are 1.0% (3 cases) of hemoptysis, 19.2% (55 cases) of blood tinged sputum, 12.5% (36 cases) of pneumothorax and 1.0% (3 cases) of fever through 287 times of PCNA. Hemoptysis and blood tinged sputum didn't need therapy. 8 cases of pneumothorax needed insertion of classical chest tube or pig-tail catheter. Fever subsided within 48 hours in all cases. There was no difference between size and shape of lesion with diagnostic yield. Conclusion: PCNA shows relatively high diagnostic yield and mild degree complications but the accuracy of histologic diagnosis has to be improved.

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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.