• Journal of the Korean Data and Information Science Society
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• 제20권6호
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• pp.1061-1073
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• 2009

주가지수 옵션투자는 과학적인 투자기법이며 다양한 지표 및 투자전략이 개발되어 있다. 본 연구의 목적은 현재 까지 시장에 소개된 다양한 옵션투자 기법들을 적용하여 과거 옵션 데이터를 통해 사후 검증하는데 있다. 옵션 데이터는 2001년 9월부터 2007년 1월까지 실제 증권거래소에서 거래되었던 틱 데이터를 기반으로 하고 있으며 비주얼 베이직을 활용하여 옵션 백 테스팅 모델을 제안하였다. 사후 검증은 틱 데이트를 10분봉으로 변형하여 실증분석 하였으며 옵션에 관한 모든 전략을 모델에 적용시킨 만큼 전략의 유용성을 쉽게 알아 볼 수 있다. 옵션투자는 레버리지가 높아 높은 위험, 높은 이익 구조를 가치는 만큼 시장상황에 맞게 옵션전략을 구사한다면 낮은 위험으로 안정적 수익을 추구할 수 있다.

• 생물정신의학
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• 제12권2호
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• pp.165-172
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• 2005

Objectives:The purpose of this study is to 1) conduct a discrimination analysis of schizophrenia and bipolar affective disorder using MMPI profile through artificial neural network analysis and logistic regression analysis, 2) to make a comparison between advantages and disadvantages of the two methods, and 3) to demonstrate the usefulness of artificial neural network analysis of psychiatric data. Procedure:The MMPI profiles for 181 schizophrenia and bipolar affective disorder patients were selected. Of these profiles, 50 were randomly placed in the learning group and the remaining 131 were placed in the validation group. The artificial neural network was trained using the profiles of the learning group and the 131 profiles of the validation group were analyzed. A logistic regression analysis was then conducted in a similar manner. The results of the two analyses were compared and contrasted using sensitivity, specificity, ROC curves, and kappa index. Results:Logistic regression analysis and artificial neural network analysis both exhibited satisfactory discriminating ability at Kappa index of greater than 0.4. The comparison of the two methods revealed artificial neural network analysis is superior to logistic regression analysis in its discriminating capacity, displaying higher values of Kappa index, specificity, and AUC(Area Under the Curve) of ROC curve than those of logistic regression analysis. Conclusion:Artificial neural network analysis is a new tool whose frequency of use has been increasing for its superiority in nonlinear applications. However, it does possess insufficiencies such as difficulties in understanding the relationship between dependent and independent variables. Nevertheless, when used in conjunction with other analysis tools which supplement it, such as the logistic regression analysis, it may serve as a powerful tool for psychiatric data analysis.

• Clinical and Experimental Pediatrics
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• 제59권11호
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• pp.425-431
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• 2016

The waist-to-height ratio (WHtR), calculated by dividing the waist circumference (WC) by height, has recently gained attention as an anthropometric index for central adiposity. It is an easy-to-use and less age-dependent index to identify individuals with increased cardiometabolic risk. A WHtR cutoff of 0.5 can be used in different sex and ethnic groups and is generally accepted as a universal cutoff for central obesity in children (aged ${\geq}6$ years) and adults. However, the WHtR has not been validated in preschool children, and the routine use of WHtR in children under age 6 is not recommended. Prospective studies and meta-analysis in adults revealed that the WHtR is equivalent to or slightly better than WC and superior to body mass index (BMI) in predicting higher cardiometabolic risk. In children and adolescents, studies have shown that the WHtR is similar to both BMI and WC in identifying those at an increased cardiometabolic risk. Additional use of WHtR with BMI or WC may be helpful because WHtR considers both height and central obesity. WHtR may be preferred because of its simplicity and because it does not require sex- and age-dependent cutoffs; additionally, the simple message 'keep your WC to less than half your height' may be particularly useful. This review article summarizes recent publications on the usefulness of using WHtR especially when compared to BMI and WC as a screening tool for obesity and related cardiometabolic risks, and recommends the use of WHtR in clinical practice for obesity screening in children and adolescents.

• 한국문헌정보학회지
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• 제49권1호
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• pp.45-67
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• 2015

본 연구의 목적은 KCI의 인문, 사회, 예술체육 분야 저자키워드를 기반으로 구축한 구조적 학술용어사전 데이터베이스 시스템 STNet에 실제 입력된 용어들의 의미적 관계들을 분석하여 관계 유형을 최적화하고 관계명을 세분화하는 방안을 기술하는 것이다. 분석 결과, 관계 유형과 관계명을 최적화하기 위해서는 빈도수에 의한 관계명 신설 또는 관계의 유형화 제한, 관계의 방향성 고려, 기존 관계명 반영의 4가지 논리적 기준이 필요한 것으로 나타났다. STNet의 "실존인물" 클래스를 테스트베드로 삼아 이 기준을 적용해 관계 유형을 최적화하고 관계명을 세분화한 결과 원래 RT, RT_X, RT_Y로 연결된 1,743건의 관계 중 1,135건이 세분화되는 것으로 나타났다. 이는 약 65%의 RT 관계가 구체화된 것으로 사전 구축 및 검색 단계에서의 유용성 측면에서 상당한 의미가 있음을 보여주는 것이다.

• Asian Pacific Journal of Cancer Prevention
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• 제13권3호
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• pp.927-930
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• 2012

Background and Objectives: Artificial neural networks (ANNs) are flexible and nonlinear models which can be used by clinical oncologists in medical research as decision making tools. This study aimed to predict distant metastasis (DM) of colorectal cancer (CRC) patients using an ANN model. Methods: The data of this study were gathered from 1219 registered CRC patients at the Research Center for Gastroenterology and Liver Disease of Shahid Beheshti University of Medical Sciences, Tehran, Iran (January 2002 and October 2007). For prediction of DM in CRC patients, neural network (NN) and logistic regression (LR) models were used. Then, the concordance index (C index) and the area under receiver operating characteristic curve (AUROC) were used for comparison of neural network and logistic regression models. Data analysis was performed with R 2.14.1 software. Results: The C indices of ANN and LR models for colon cancer data were calculated to be 0.812 and 0.779, respectively. Based on testing dataset, the AUROC for ANN and LR models were 0.82 and 0.77, respectively. This means that the accuracy of ANN prediction was better than for LR prediction. Conclusion: The ANN model is a suitable method for predicting DM and in that case is suggested as a good classifier that usefulness to treatment goals.

• Korean Journal of Acupuncture
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• 제28권4호
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• pp.79-89
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• 2011

Objectives : The aim of this study is to propose the W area of pulse (AW) as a new index which can confirm the arteriosclerosis by analyzing parameters of 5-level pressure pulse waveform measurement system for normotensive group according to aging. Methods : We measured radial pulse waveforms of normotensive group (20 to 60 years old) using 3-dimensional pulse imaging analyser (DMP-3000, DAEYOMEDI Co., Korea). And then we analyzed various parameters for sclerosis of the arteries such as Height (h1, h2, h3, h4, h5), Time (t1, t2, t3, t4, t5), AW, AW rate, Total area of pulse (At) and Augmentation Index (AIx). Results : As a result of analyzing parameters according to the aging, h2, h3, AS (systolic area rate to AT), AIx and AW were increased but t2/t, t3/t, t5/t and AD (diastolic area rate to AT) were decreased. Conclusions : We checked blood vessel conditions for normotensive group according to aging and confirmed various parameters. Also, we found that AW was analogous to AIx which has been used for diagnosing arteriosclerosis. Furthermore, we confirmed the usefulness of AW as a new parameter for checking vessel condition and characteristic compared with the AIx.

• Ocean and Polar Research
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• 제29권4호
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• pp.339-348
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• 2007

In this work, we compared the characteristics of three benthic biotic indices (BPI, AMBI, BIBI) which indicates the health condition of benthic communities in Masan Bay, Korea where anthropogenic impacts have been concentrated. Also we evaluated the usefulness of these benthic indices and some problems if they were applied to the Korean coastal waters. For this we used the macrozoobenthos data collected using van Veen grab ($0.1\;m^2$) at 21 sites in Masan Bay in February and August 2004. Based on the BPI values, two stations in the inner bay were found in a very hard polluted condition and three stations in the middle bay were also in a highly polluted condition. Only one station located in the bay mouth was in a normal condition. The inner bay stations showed very high AMBI values (${\geq}5.0$), indicating a highly polluted condition. The bay mouth station was assessed in a moderately polluted condition. The overall BIBI values in Masan Bay were in the range between 1.0 and 3.0. The inner bay stations showed low BIBI values (${\leq}2.0$) in the severely degraded condition. The bay mouth station with high BIBI value over 3.0 was assessed as a normal condition. All three benthos indices showed that macrozoobenthic communities in the inner bay were in a seriously polluted condition all year round, and macrobenthic faunas in the bay mouth seemed in a bad healthy condition (slightly polluted) based on AMBI during summer season. These three benthic biotic indices showed the similar assessment result, and thus we consider that each of them is a useful tool for the assessment of coastal benthic ecosystems under the organic enrichment in sediment.

• 한국해양학회지:바다
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• 제12권1호
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• pp.35-42
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• 2007

국내 원자력 발전소의 온배수 배출을 둘러싸고 제기된 각 종 수산업 피해 민원이 발생한지도 20년이 가까워 온다. 온배수에 의한 연안환경 및 수산업 피해를 보다 과학적이고 합리적으로 산정하기 위한 지침이 한국 해양학회, 수산학회 공동의 노력으로 마련되었다. 피해역 산정 방안을 보다 합리적으로 마련하기 위하여 기존의 특정 상승온도 기준을 탈피하고 환경과 생태계의 다양한 영향을 포괄적으로 고려할 수 있는 온배수 영향지수를 제안하였다. 이 영향지수는 UNEP(2002)의 권고안에 따른 지침을 수용하고, 현실성과 경제성 및 미래지향적 특성을 갖출 수 있다. 특정 원자력발전소 현장에 적용 가능한 영향지수의 구현을 위하여 예비 실험의 노력이 요구된다.

• 한국시스템다이내믹스연구
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• 제8권2호
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• pp.175-190
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• 2007

Stock market volatility largely depends on firms' value and growth opportunities. However, with the globalization of world economy, the effect of the synchronization in major countries is gaining its importance. Also, domestically, the business cycle and cash market of the country are additional factors needed to be considered. The main purpose of this research is to attest the application and usefulness of System Dynamics as a general stock market forecasting tool. Throughout this research, System Dynamics suggests a conceptual model for forecasting a KOSPI(Korea Composite Stock Price Index), taking the factors of the composite stock price indexes in traditional researches. In conclusion of this research, System Dynamics was proved to bean appropriate model for forecasting the volatility and direction of a stock market as a whole. With its timely adaptability, System Dynamic overcomes the limit of traditional statistic models.

• 응용통계연구
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• 제26권5호
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• pp.807-819
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• 2013

확증적 시계열 자료분석 전의 그래픽 탐색적 자료분석방법으로서 재현그림을 사용할 수 있다. 재현그림을 통하여 시계열 자료의 구조적 패턴을 확인할 수 있고 이 패턴을 통하여 탐색적으로 시계열 데이터의 구조 변화점을 한 눈에 확인할 수 있게 된다. 우리나라 주식 자료를 이용하여 재현그림이 시계열 자료를 위한 그래픽 탐색적 자료분석방법으로서 유용함을 보였다.