• The Korean Journal of Financial Management
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• v.25 no.2
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• pp.69-101
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• 2008

We empirically investigate the option leverage property that should be priced under much more general conditions than the Black-Scholes assumptions and the option redundancy property that is based on the assumption that the underlying asset price follows a one-dimensional diffusion process and examine the systematic risk factors implied in the return dynamics of KOSPI 200 index options. We find that the option leverage pattern is similar to the theoretical result but the options are not redundant securities and in the nonlinear structure of option payoffs, the traders of KOSPI 200 index options price the systematic higher-moments and the negative volatility risk premium significantly affects delta-hedged gains, even after accounting for jump fears. But the empirical evidence on jump risk preference is less conclusive.

• Korean Journal of Veterinary Research
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• v.19 no.2
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• pp.121-126
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• 1979

대장균 설사중에 걸린 어린 돼지, 송아지, 어린 양에서 분리한 대장균 126주의 항생제와 화학요법제(15종)에 대한 감수성을 disc diffusion technique로 조사한 성적은 다음과 같다. 1. 어린 돼지에서 분리한 62주의 대장균은 gentamicin(GM)에 100%, colistin(CL)에 96.8%, kanamycin(KM)에 93.5%, neomycin(NM)에는 91.9%가 감수성을 가지고 있었으나 ampicillin(AM), erythromycin(EM), lincomycin (LM), novobiocin (NB), penicillin (PC), streptomycin(SM), tetracycline(TC), sulfaisodimidin(SU)에는 내성을 가지고 있었다. chloramphenicol(CP), sulfamethoxazole-trimethoprim(SXT), cephalosporin(CE)에는 각각 75.8%, 64.5%, 50%가 감수성이 있었다. 2. 송아지에서 분리한 32주의 대장균은 GM에 100%, CL에는 87.5%, SXT에는 66.7%가 감수성이 있었으나 CP와 KM에는 각각 40.6%, SU에는 56.2% NM에는 62.5%, SM에는 87.5%가 내성을 가지고 있었다. EM, LM, NB, PC에는 전혀 감수성이 없었으며 AM, SM, TC에도 고도의 내성을 가지고 있었다. 3. 어린 양에서 분리한 32주의 대장균은 GM과CL에 100%, CP에 96.9%, KM과 NM에 90.6%가 감수성이 있었다. SM과 SU에도 71.9%나 감수성이 있었으나 CM, EM, LM, PC, TC에는 대부분 내성을 가지고 있었다. AM에는 21.9%가 감수성이 있었다. 4. 2종류 이상의 약제에 내성을 가진 대장균의 AM, CE, CP, CL, GM, KM, NM. SM, TC, SU등 10종의 약제에 대한 multiple drug resistance pattern(MDRP)을 조사한 바 돼지 유래 약제내성 대장균의 MDRP는 18가지였으며 이중 가장 빈도가 높은 것은 AM, CE, SM, TC, SU 내성형으로 전체의 24.2%나 되었다. 송아지 유래 약제내성 대장균의 MDRP는 17가지였으며, AM, CE, CP, KM, NM, SM, TC, SU 내성형이 28.1%로 가장 빈도가 높았다. 반면에 어린 양에서 분리한 대장균의 MDRP는 9가지였으며 AM, CE, SU의 3약제 내성형이 40.6%로 가장 많았다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.14 no.2
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• pp.858-867
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• 2013

Hardware and software field are developed by environment of MPSOC. Also it is still working with economic world and academic world. This study focus on software side and try to classify from parallel programming design world. It can be divided by three; Data, Tasks, and Data flow model. Then we used Petri Net to CUDA and HOPES programmer and found how much they understand parallel programming for each side. We focus on two sides and what is different between their experience. Petri Net is easy to descript parallel program or parallel design pattern for Task, Data, and Hybird. This research can explain how they know and how much they know about parallel programming.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.7 no.3
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• pp.506-511
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• 2006

Silver is one of the most appropriate Jewelry materials for Jewelry casting and bench working. The technique known as 'Mokumegane' is good for making silver jewelry with natural patterns, such as wood grain patterns, but the process is not easy for silversmithing because it requires complicated and heavy labour. Instead of using conventional Mokumegane technique, we propose a new modified silver-copper casting process that enables a similar surface effect with good metal bonding strength between silver and copper. Simply pouring the molten silver into pre-aligned copper granules or 0.5 mm to 1.5 mm-thick copper sheets leads to well embedded copper silver ingots. The rolled silver plates from those ingots show excellent bonding interface even after the silver plate rolled ten times. We successfully fabricated prototype rings with copper embedded silver plates. Our result implies that our newly proposed process nay be a simpler way to fabricate silver jewelry with a pseudo-Mokumegane effect.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.103-112
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• 1996

Optimal pricing research in general has been focused on profit maximizing strategy under the given product life-time T. Here we have tried to study the effect of uncertain product life-time on dynamic optimal pricing strategy. In reality, the life-time of product is more likely to be uncertain and not known as well. In terms of approximating the model to the concerned reality, so-called model validity, it seems to be more desirable to consider the uncertainty of product life-time into the optimal pricing strategy model, For this purpose, we tried two different approaches. One is to consider diverse product life-time probability functions under fixed life-time T. In this case, we might have the same product life-time as the previous study, but the process could be different in the expectation of product's discontinuity. The other is that life-time itself is not determined and thus it is the situation in which we can only decide optimal price on incremental basis. The former is the situation in which although we got some strong guess on life-time of a certain product, the pattern of expected life-time probability could be different. The question is what could be optimal pricing strategies on such different product life-time situations. But since in the latter, we don't assume any idea on the life-time of product. proper optimal pricing could be derived only from the past prices and diffusion information. While the latter seems to be safer in the aspect of model assumption, the former could be more realistic because we might have more or less a prior knowledge on the product life-time itself.

• Korean Journal of Agricultural and Forest Meteorology
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• v.4 no.4
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• pp.203-212
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• 2002

This study was conducted to remove the urban heat island effects embedded in the interpolated surfaces of daily minimum temperature in the Korean Peninsula. Fifty six standard weather stations are usually used to generate the gridded temperature surface in South Korea. Since most of the weather stations are located in heavily populated and urbanized areas, the observed minimum temperature data are contaminated with the so-called urban heat island effect. Without an appropriate correction, temperature estimates over rural area or forests might deviate significantly from the actual values. We simulated the spatial pattern of population distribution within any single population reporting district (city or country) by allocating the reported population to the "urban" pixels of a land cover map with a 30 by 30 m spacing. By using this "digital population model" (DPM), we can simulate the horizontal diffusion of urban effect, which is not possible with the spatially discontinuous nature of the population statistics fer each city or county. The temperature estimation error from the existing interpolation scheme, which considers both the distance and the altitude effects, was regressed to the DPMs smoothed at 5 different scales, i.e., the radial extent of 0.5, 1.5, 2.5, 3.5 and 5.0 km. Optimum regression models were used in conjunction with the distance-altitude interpolation to predict monthly normals of daily minimum temperature in South Korea far 1971-2000 period. Cross validation showed around 50% reduction in terms of RMSE and MAE over all months compared with those by the conventional method.conventional method.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.5
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• pp.632-639
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• 2018

Recently, a policy has been enforced to supply Plug-in Electric Vehicles (PEVs) but this may require reinforcement of the power system depending on its clustering because PEVs are charged directly from power systems. On the other hand, as the reinforcement of power system is limited by time and budget, it is important to supply the charging demand of PEVs efficiently using the existing power systems to increase the diffusion of PEVs. This paper establishes a charging schedule for Plug-in Electric Vehicles (PEVs) considering the power system constraints. For this, the required amount and time of the charging demand for an individual PEV was modeled to integrate into power systems based on the driving pattern and charging tariff of PEV. Furthermore, the charging schedule of PEVs was established to meet the power system constraints by calculating the operating conditions of the power systems with PEVs.

• Journal of Pharmaceutical Investigation
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• v.36 no.2
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• pp.109-114
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• 2006

Biodegradable poly(D,L-lactide-co-glycolide) (PLGA) nanoparticles were developed for sustained delivery of water-soluble macromolecules. PLGA nanoparticles were fabricated by spontaneous emulsification solvent diffusion method generating negatively charged particles and heterogeneous size distribution. As a model drug, blue dextran was encapsulated in PLGA nanoparticles. In addition, nanoparticles were also prepared with varying ratio of poloxamer 188 (P188) and poloxamer 407 (P407), and coating with poly(vinyl alcohol) (PVA). Then, the particle size, zeta potential and encapsulation efficiency of nanoparticles containing blue dextran were studied. In vitro release of blue dextran from nanoparticles was also investigated. The surface and morphology of nanoparticles were characterized by scanning electron microscopy (SEM). In case of nanoparticles prepared with PLGA, P407, and different organic solvents, particle size was in the range of $230{\sim}320\;nm$ and zeta potentials of nanoparticles were negative. The SEM images showed that ethyl acetate is suitable for the formulation of PLGA nanoparticles with good appearance. Moreover, ethyl acetate showed higher encapsulation efficiency than other solvents. The addition of P188 to formulation did not affect the particle size of PLGA nanoparticles but altered the release patterns of blue dextran from nanoparticles. However, PVA, as a coating material, altered the particle size with increasing the PVA concentration. The nanoparticles were physically stable in the change of particle size during long-term storage. From the results, the PLGA nanoparticles prepared with various contents of poloxamers and PVA, could modulate the particles size of nanoparticles, in vitro release pattern, and encapsulation of water-soluble macromolecules.

• Journal of Pharmaceutical Investigation
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• v.32 no.2
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• pp.87-93
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• 2002

This study is to enhance drug penetration via skin and investigate anti-inflammation effect following adoption of ultrasound. For this goal gel containing triamcinolone was prepared and the skin penetration rate and the change effects of blood plasma ingredients and serum enzyme were investigated. Using Franz type diffusion cell and the skin of hairless mouse, the permeation enhancing effect of ultrasound was tested. After the injury by direct trauma, the blood test was performed by measuring WBC, lymphocyte, and neutrophyl, and by analyzing CPK and LDH. The ultrasound transducer whose technical specification is geometric area(GA) $1.4\;cm^2$, effective radiation area(ERA) $0.8\;cm^2$, and beam non-uniformity ratio(BNR) 6.0 max was used. The influence of frequency having an effect on skin permeation rate was higher in the case of using 1MHz and continuous treatment. The temperature of receptor phase was not influenced in skin permeation by phonophoresis. Skin permeation increase attended by intensity of ultrasound, the permeation of triamcinolone was accelerated at $2.5\;w/cm^2\;than\;1.0\;w/cm^2$. Following muscle injury phonophoretic group the number of WBC, neutrophil and lympholyte were decreased significantly as compared with both control group and ultrasound group. The result of variation of serum CPK and LDH activity conformed to the phonophoretic effect as same pattern with the variation of WBC, neutrophil and lymphocyte.

• Journal of Biomedical Engineering Research
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• v.33 no.4
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• pp.169-176
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• 2012

Tumor cell morphology is closely related to its migratory behaviors. An active tumor cell has a highly irregular shape, whereas a spherical cell is inactive. Thus, quantitative analysis of cell features is crucial to determine tumor malignancy or to test the efficacy of anticancer treatment. We use 3D time-lapse phase-contrast microscopy to analyze single cell morphology because it enables to observe long-term activity of living cells without photobleaching and phototoxicity, which is common in other fluorescence-labeled microscopy. Despite this advantage, there are image-level drawbacks to phase-contrast microscopy, such as local light effect and contrast interference ring. Therefore, we first corrected for non-uniform illumination artifacts and then we use intensity distribution information to detect cell boundary. In phase contrast microscopy image, cell is normally appeared as dark region surrounded by bright halo ring. Due to halo artifact is minimal around the cell body and has non-symmetric diffusion pattern, we calculate cross sectional plane which intersects center of each cell and orthogonal to first principal axis. Then, we extract dark cell region by analyzing intensity profile curve considering local bright peak as halo area. Finally, we calculated the Fourier descriptor that morphological characteristics of cell to classify tumor cells into active and inactive groups. We validated classification accuracy by comparing our findings with manually obtained results.