• 제어로봇시스템학회:학술대회논문집
• /
• 1991.10b
• /
• pp.1858-1863
• /
• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• Journal of the Korean Applied Science and Technology
• /
• v.39 no.1
• /
• pp.18-26
• /
• 2022

The present study aimed to evaluate the effect of Eucommia ulmoides extracts on rheumatoid arthritis biomarker in a CIA-induced DBA/1 mice. For evaluation, Eucommia ulmoides extracts was administered orally at dose of 100 mg/kg/day for 4 weeks after production of an animal model of rheumatoid arthritis and we confirmed the treatments' effects based on serum biomarker, radiological, structural parameter analysis. Compared to the negative control group, the Eucommia ulmoides extracts treatments significantly reduced the serum level of inflammation and immunoglobulin markers (i.e., TNF-α, IgG, and hs-CRP), and significantly decreased the monocyte count of white blood cells. Furthermore, the Eucommia ulmoides extracts treatments effectively preserved the joint destruction, and little the joint deformation. Moreover, compared to the negative control group, the Eucommia ulmoides extracts treatments increased the bone volume, and significantly decreased bone inflammation. The results indicate that the Eucommia ulmoides extracts improved rhrumatoid arthritis symptoms. Thus, the Eucommia ulmoides extracts may be a novel therapeutic option for the management of rheumatoid arthritis.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.11 no.8
• /
• pp.1456-1464
• /
• 2007

The research of skin-tone detection has been conducting continuously to enlarge the importance in security, surveillance and administration of the information and 'Password Control System' for using face and skin recognition in airports, harbors and general companies. As well as tile rapid diffusion of the application range in image communications and an electron transaction using wide range of communication network, the importance of the accurate detection of skin color has been augmenting recently. In this paper, it will set up the boundaries of skin colors using the information of Cb and Cr in YCbCr color model of human skin color which is from hundreds compiled portrait images for each race, and suggest a efficient yet simple structure about the skin detection which has been followed by whether the comprehension of the boundaries of skin or not with adaptive skin-range set. With the possibility of the 1D Processes which does not use any memory, it is able to be applied to relatively small-sized hardware and system such as mobile apparatuses. To add the selective mode, it is not only available the improvement of tie skin detection, but also showing the correspondent results about previous face recognition technologies using complicated algorithm.

• Journal of the Korean Society of Food Science and Nutrition
• /
• v.45 no.4
• /
• pp.484-491
• /
• 2016

The present study investigated the effect of Sinetrol-XPur (polyphenolic Citrus spp. and Paullinia cupana Kunth dry extract) and defined the action mode for cyclic adenosine monophosphate (cAMP)-dependent uncoupling protein (UCP)-2 activation. Leptin-deficient obese mice were treated with two different doses, 100 mg/kg body weight (BW) and 300 mg/kg BW of each AIN93G supplement, for 7 weeks. Treatment of obese mice with both low and high doses of Sinetrol-XPur significantly reduced body weight gain compared to control obese mice. White adipose tissue weight of mice was reduced by 30.96% in high dose-supplemented groups. Serum total cholesterol and triglyceride were reduced by a high dose of Sinetrol-XPur by 20.02% and 30.96%, respectively. Serum level of high density lipoprotein (HDL) was significantly increased by treatment with both doses, as the ratio of HDL to low density lipoprotein increased by 138.78% and 171.49%, respectively. Regarding expression of biochemical factors related to lipid metabolism, fatty acid synthase significantly decreased and UCP-2 increased upon treatment with a high dose of Sinetrol-XPur, but there was no significant difference in lipoprotein lipase and hormone-sensitive lipase. To define cellular mechanism, intracellular cAMP levels in 3T3-L1 adipocytes significantly increased in a dose-dependent manner over the range of $50{\sim}250{\mu}m/mL$. The phosphodiesterase (PDE) inhibitor 3-isobutyl-1-methylxanthine clearly blocked cAMP, suggesting that Sinetrol-XPur promotes lipolysis of adipocytes through inhibition of cAMP-dependent PDE, resulting in induction of cAMP response element binding protein and UCP-2. These results suggest that Sinetrol-XPur supplementation is a viable option for reducing body weight and fat by improving serum lipid profiles and genetic expression of lipid metabolic factors, especially activation of cAMP-dependent UCP-2.