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Bankruptcy Type Prediction Using A Hybrid Artificial Neural Networks Model (하이브리드 인공신경망 모형을 이용한 부도 유형 예측)

  • Jo, Nam-ok;Kim, Hyun-jung;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.21 no.3
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    • pp.79-99
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    • 2015
  • The prediction of bankruptcy has been extensively studied in the accounting and finance field. It can have an important impact on lending decisions and the profitability of financial institutions in terms of risk management. Many researchers have focused on constructing a more robust bankruptcy prediction model. Early studies primarily used statistical techniques such as multiple discriminant analysis (MDA) and logit analysis for bankruptcy prediction. However, many studies have demonstrated that artificial intelligence (AI) approaches, such as artificial neural networks (ANN), decision trees, case-based reasoning (CBR), and support vector machine (SVM), have been outperforming statistical techniques since 1990s for business classification problems because statistical methods have some rigid assumptions in their application. In previous studies on corporate bankruptcy, many researchers have focused on developing a bankruptcy prediction model using financial ratios. However, there are few studies that suggest the specific types of bankruptcy. Previous bankruptcy prediction models have generally been interested in predicting whether or not firms will become bankrupt. Most of the studies on bankruptcy types have focused on reviewing the previous literature or performing a case study. Thus, this study develops a model using data mining techniques for predicting the specific types of bankruptcy as well as the occurrence of bankruptcy in Korean small- and medium-sized construction firms in terms of profitability, stability, and activity index. Thus, firms will be able to prevent it from occurring in advance. We propose a hybrid approach using two artificial neural networks (ANNs) for the prediction of bankruptcy types. The first is a back-propagation neural network (BPN) model using supervised learning for bankruptcy prediction and the second is a self-organizing map (SOM) model using unsupervised learning to classify bankruptcy data into several types. Based on the constructed model, we predict the bankruptcy of companies by applying the BPN model to a validation set that was not utilized in the development of the model. This allows for identifying the specific types of bankruptcy by using bankruptcy data predicted by the BPN model. We calculated the average of selected input variables through statistical test for each cluster to interpret characteristics of the derived clusters in the SOM model. Each cluster represents bankruptcy type classified through data of bankruptcy firms, and input variables indicate financial ratios in interpreting the meaning of each cluster. The experimental result shows that each of five bankruptcy types has different characteristics according to financial ratios. Type 1 (severe bankruptcy) has inferior financial statements except for EBITDA (earnings before interest, taxes, depreciation, and amortization) to sales based on the clustering results. Type 2 (lack of stability) has a low quick ratio, low stockholder's equity to total assets, and high total borrowings to total assets. Type 3 (lack of activity) has a slightly low total asset turnover and fixed asset turnover. Type 4 (lack of profitability) has low retained earnings to total assets and EBITDA to sales which represent the indices of profitability. Type 5 (recoverable bankruptcy) includes firms that have a relatively good financial condition as compared to other bankruptcy types even though they are bankrupt. Based on the findings, researchers and practitioners engaged in the credit evaluation field can obtain more useful information about the types of corporate bankruptcy. In this paper, we utilized the financial ratios of firms to classify bankruptcy types. It is important to select the input variables that correctly predict bankruptcy and meaningfully classify the type of bankruptcy. In a further study, we will include non-financial factors such as size, industry, and age of the firms. Thus, we can obtain realistic clustering results for bankruptcy types by combining qualitative factors and reflecting the domain knowledge of experts.

Flexural Test of H-Shape Members Fabricated of High-Strength Steel with Considering Local Buckling (국부좌굴을 고려한 고강도 조립 H형강 부재의 휨성능 실험)

  • Lee, Cheol-Ho;Han, Kyu-Hong;Park, Chang-Hee;Kim, Jin-Ho;Lee, Seung-Eun;Ha, Tae-Hyu
    • Journal of Korean Society of Steel Construction
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    • v.23 no.4
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    • pp.417-428
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    • 2011
  • Depending on the plastic deformation capacity required, structural steel design under the current codes can be classified into three categories: elastic, plastic, and seismic design. Most of the current steel codes explicitly forbid the use of a steel material with a yield strength higher than 450 MPa in the plastic design because of the concerns about its low plastic deformation capacity as well as the lack of test data on local and lateral torsional buckling behavior. In this study, flexural tests on full-scale H-shape members built with SM490A (ordinary steel or benchmark material) and HSB800 (high-strength steel) were carried out. The primary objective was to investigate the appropriateness of extrapolating the local buckling criterion of the current codes, which was originally developed for normal-strength steel, to the case of high-strength steel. All the SM490A specimens performed consistently with the current code criteria and exhibited sufficient strength and ductility. The performance of the HSB800 specimens was also very satisfactory from the strength perspective; even the specimens with a noncompact and slender flange developed the plastic moment capacity. The HSB800 specimens, however, showed an inferior plastic rotation capacity due to the premature tensile fracture of the beam bottom flange beneath the vertical stiffener at the loading point. The plastic rotation capacity that was achieved was less than 3 (or the minimum level required for a plastic design). Although the test results in this study indicate that the extrapolation of the current flange local-buckling criterion to the case of high-strength steel is conservative from the elastic design perspective, further testing together with an associated analytical study is required to identify the causes of the tensile fracture and to establish a flange slenderness criterion that is more appropriate for high-strength steel.

Noncardiac Applications of Cardiopulmonary Bypass (비심장질환에서의 심폐바이패스 적용)

  • Kim, Won-Gon;Oh, Sam-Sae;Kim, Ki-Bong;Ahn, Hyuk;Kim, Chong-Whan
    • Journal of Chest Surgery
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    • v.31 no.9
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    • pp.877-883
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    • 1998
  • Background: Cardiopulmonary bypass(CPB), a standard adjunct for open heart surgery, can also play an important role in treating patients with noncardiac diseases. Material and Method: We report a collective analysis of noncardiac applications of cardiopulmonary bypass experienced at Seoul National University Hospital from 1969 to 1996. Out of a total of 20 patients, 8 were treated for membranous obstruction of inferior vena cava(MOVC), 5 for malignant melanoma, 3 for pulmonary embolism, 1 for double lung transplantation, 1 for intracranial giant aneurysm(GA), 1 for renal cell carcinoma(RC), and 1 for liposarcoma. CPB was used to induce profound hypothermia with circulatory arrest in 6 patients(MOVC 4, GA 1, RC 1). Result: CPB time was 113 mins on average for MOVC, 161 mins for GA, and 156 mins for RC, while the lowest rectal temperature was 26$^{\circ}C$ on average in MOVC, and 19$^{\circ}C$ in GA and RC. Postoperative recovery was good in all MOVC patients. The patient with GA, who underwent reoperation for the removal of hematoma, died 14 days postoperatively. The patient with RC recovered from the operation in a good condition but died from metastatic spread 6 months later. CPB was instituted for pulmonary embolectomy in 3 patients, in whom postoperative courses were uneventful, except in 1 patient who showed transient neurologic symptoms. CPB was used in a patient with double-lung transplantation for hemodynamic and ventilatory support. The patient was weaned successfully from CPB but died from low output and septicemia 19 days postoperatively. CPB without circulatory arrest was used to treat in 4 patients with MOVC. These patients showed good postoperative courses. CPB was used to administer high concentrations of chemotherapeutic agents to the extremities in 6 patients(malignant melanoma 5, recurrent liposarcoma 1). CPB time was 153 mins on average. No complications such as edema and neurologic disability were found. Conclusion: Although CPB has a limited indication in noncardiac diseases, if properly applied, it can be a very useful adjunct in a variety of surgical cases.

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Effect of Antibody Titer on Xenograft Survival in Pig-To-Dog Heterotopic Cardiac Xenotransplantation -Opening of Xenotrasplantation Era- (돼지\longrightarrow개 이소이종심장 이식모델에시 생존에 미치는 항체 역가의 영향 -이종이식시대의 개막-)

  • 이정렬;김희경;김지연;최대영;이재형;위현초;강희정;김영태;강병철
    • Journal of Chest Surgery
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    • v.37 no.5
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    • pp.391-400
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    • 2004
  • Xenotransplantation in discordant species results in immediate and irreversible hyperacute rejection due to natural antibodies, IgM. With this, antibody depletion is one option to reduce hyperacute rejection, we investigated the effect of PCPP (postcentrifugal plasmapheresis) on the depletion of natural antibodies and the effect of antibody titer on xenograft survival. Material and Method: Outbred swines (n=4) weighing 10∼20 kg were used as donors and mongrel dogs (n=4) weighing 25∼30 kg were used as recipients. Recipient canines underwent plasmapheresis (COBE TPE Laboratories, Lakewood. CO, USA). Pre-transplantation PCPP was peformed on day -2 and day 0. There were three groups (Group 0: no PCPP, Group 1: 1 pla sma-volume (PV) at day -2 and 2 PV at day 0, Group 2: 2 PV at day -2 and 2 PV at day 0). A swine heart was heterotopically transplanted into a recipient's abdominal infrarenal aorta and inferior vena cava. Mean percent depletion of total IgM and IgG in plasma of the recipients was calculated. Serum albumin, electrolyte, complement activity and coagulation factors were measured. Histopathologic examination of heart specimens was performed. Result: Mean percent depletion of IgM and IgG were 95.7$\pm$1.2%, 80.5$\pm$2.4% in the group 2 at the end of PCPP. The percent depletion of serum albumin concentration was decreased from 2.8 to 1.4 g/㎗ in the group 1 and 3.0 to 1.5 g/㎗ in the group 2. Complement hemolytic activity was decreased in group 1 and 2, but returned to normal level within 24 hours. Complement hemolytic activity was reduced to 10% of pre-PCPP level in group 2. Serum fibrinogen decreased to 20% or less and was recovered within 24 hours in group 2. Antithrombin III decreased but less than fibrinogen. PT and aPTT were sometimes but not always prolonged during plasmapheresis. After plasmapheresis, PT and aPTT were prolonged beyond the measurable level. D-dimer was not found during PCPP, but appeared and maintained from 10 minutes after trasplantation. Graft Survival time was 5 min in group 0, and it was 90$\pm$0 min in the group 2. Histopathologic changes were more typically characterized by edema, hemorrhages, thrombosis in all groups at the end of experiment. Conclusion: PCPP effectively removed immuoglobulins and reduced the titer of natural antibodies, as a result, significantly prololonged swine heart xenograft survival.

Pharmaco-mechanical Thrombectomy and Stent Placement in Patients with May-Thurner Syndrome and Lower Extremity Deep Venous Thrombosis (May-Thurner 증후군과 동반된 하지 심부정맥혈전환자에서 혈전제거술과 스텐트삽입술)

  • Jeon, Yonh-Sun;Kim, Yong-Sam;Cho, Jung-Soo;Yoon, Yong-Han;Baek, Wan-Ki;Kim, Kwang-Ho;Kim, Joung-Taek
    • Journal of Chest Surgery
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    • v.42 no.6
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    • pp.757-762
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    • 2009
  • Background: Compression of the left common iliac vein by the overriding common iliac artery is frequently combined with acute deep vein thrombosis in patients with May-Thurner Syndrome. We evaluate the results of treatment with thrombolysis and thrombectomy followed by stenting in 34 patients with May-Thurner Syndrome combined with lower extremity deep venous thrombosis. Material and Method: The authors retrospectively reviewed the records of 34 patients (mean age: $65{\pm}14$ year old) who had undergone stent insertion for acute deep vein thrombosis that was caused by May-Thurner syndrome. After thrombectomy and thrombolysis, insertion of a wall stent and balloon angioplasty were performed to relieve the compression of the left common iliac vein. Urokinase at a rate of 80,000 to 120,000 U/hour was infused into the thrombosed vein via a multi-side hole thrombolysis catheter. A retrieval inferior vena cava (IVC) filter was placed to protect against pulmonary embolism in 30 patients (88%). Oral anticoagulation with warfarin was maintained for 3 months, and follow-up Multi Detector Computerized Tomography (MDCT) angiography was done at the date of the patients' hospital discharge and at the 6 months follow-up. Result: The symptoms of deep venous thrombosis disappeared in two patients (4%), and there was clinical improvement within 48 hours in twenty eight patients (82%), but there was no improvement in four patients (8%). The MDCT angiography at discharge showed no thrombus in 9 patients (26%) and partial thrombus in 21 (62%), whereas the follow-up MDCT at $6.4{\pm}5.5$ months (32 patients) revealed no thrombus in 23 patients (72%), and partial thrombus in 9 patients (26%). Two patients (6%) had recurrence of DVT, so they underwent retreatment. Conclusion: Stent insertion with catheter-directed thrombolysis and thrombectomy is an effective treatment for May-Thurner syndrome combined with acute deep vein thrombosis in the lower extremity.

Results of Radiotherapy in Nasopharyngeal Cancer (비인두암의 방사선치료 결과)

  • Shin Byung Chul;Ma Sun Young;Moon Chang Woo;Yum Ha Yong;Jeung Tae Sig;Yoo Myung Jin
    • Radiation Oncology Journal
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    • v.13 no.3
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    • pp.215-223
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    • 1995
  • Purpose : The aim of this study was to assess the effectiveness, survival rate and complication of radiation in nasopharyngeal cancer. Materials and Methods : From January 1980 to May 1989. Fifty patients who had nasopharyngeal carcinoma treated with curative radiation therapy at Kosin Medical Center were retrospectively studied. Thirty seven patients($74{\%}$) were treated with radiation therapy alone(Group I) and 13 patients ($26{\%}$) treated with combination of chemotherapy and radiation (Group II). Age distribution was 16-75 years(median : 45.8 years). In histologic type, squamous cell carcinoma was in 30 patients($60{\%}$), undifferentiated carcinoma in 17 patients($34{\%}$), and lymphoepithelioma in 3 patients($6{\%}$). According t AJCC staging system. 4 patients($8{\%}$) were in $T_1$, 13 patients($26{\%}$) in $T_2$. 20 patients($40{\%}$) in $T_3$, 13 patients($26{\%}$) in $T_4$ and 7 patients($14{\%}$) in $N_0$, 6 patients($12{\%}$) $N_1$, 23 patients($46{\%}$) in $N_2$, 14 patients($28{\%}$) in $N_3$. Total radiation dose ranges were 5250-9200cGy(median : 7355 cGy) in Group I and 5360-8400cGy(median : 6758cGy) in Group II Radiotherapy on 4-6MV linear accelerator and/or 6-12MeV electron in boost radiation was given with conventional technique to 26 patients($52{\%}$), with hyperfractionation(115-120cGy/fr., 2times/day) to 16 patients($32{\%}$), with accelerated fractionation(160cGy/fr., 2 times/day) to 8 patients($16{\%}$). In chemotherapy, 5 FU 1000mg daily for 5 consecutive days, pepleomycin 10mg on days 1 and 3, and cisplatin 100mg on day 1 were administered with 3weeks interval, total 1 to 3 cycles(average 1.8cycles) prior to radiation therapy. Follow up duration was 6-140 months(mean : 58 months). Statistics was calculated with Chi-square and Fisher's exact test. Results : Complete local control rates in Group I and II were $75.7{\%},\;69.2{\%} Overall 5 year survival rates in Group I and II were $56.8{\%},\;30.8{\%}$. Five year survival rates by histologic type in Group I and II were $52.2{\%},\;14.3{\%}$ is squamous cell carcinoma and $54.5{\%},\;50{\%}$ in undifferentiated carcinoma. Survival rates in Group I were superior to those of Group II though there were not statistically significant. In both group, survival rates seem to be increased according to increasing total dose of radiation up to 7500cGy, but not increased beyond it. There were not statistically significant differences in survival rates by age, stage, and radiation techniques in both group. Twenty four patients($48{\%}$) experienced treatment failures. Complications were found in 12 patients($24{\%}$). The most common one was osteomyelitis(4 patients, $33.3{\%}$) involving mandible (3 patients) and maxilla(1 patient). Conclusion : Chemotherapy in combination with radiotherapy was found to be not effective to nasopharyngeal cancer and the survival rate was also inferior to that of radiation alone group though it was statistically not significant due to small population in chemotherapy combined group.

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Evaluation of Myocardial Oxygen Consumption with $^{11}C$-Acetate and 3D PET/CT: By Applying Recirculation Correction Method and Modified One-Compartmental Tracer Kinetic Modeling ($^{11}C$-Acetate와 3차원 PET/CT를 이용한 심근의 산소 소모량 평가: 재순환 교정법 및 수정 단일구획 추적자 동적 모델 적용)

  • Chun, In-Kook;Hwang, Kyung-Hoon;Lee, Sang-Yoon;Kim, Jin-Su;Lee, Jae-Sung;Shin, Hee-Won;Lee, Min-Kyung;Yoon, Min-Ki;Choe, Won-Sick
    • Nuclear Medicine and Molecular Imaging
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    • v.42 no.4
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    • pp.275-284
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    • 2008
  • Purpose: We intended to evaluate myocardial oxygen consumption ($MVO_2)$ by applying recirculation correction and modified one-compartment model to have a reference range of $MVO_2$ in normal young population and to reveal the effect of recirculation on time-activity curve (TAC). Materials and Methods: In nine normal male volunteers with mean age of $26.3{\pm}4.0$, $MVO_2$ was estimated with 925 MBq (25mCi) of $^{11}C$-Acetate (Neuroscience Research Institute, Gachon University of Medicine and Science, Incheon, Korea) and PET/CT (Biograph 6, Siemens Medical Solution, Germany). Analysis software such as $MATLAB^{(R)}$ v7.1 (Mathworks, Inc., United States), $Excel^{(R)}$ 2007 (Microsoft, United States), and $SPSS^{(R)}$ v12.0 (Apache Software Foundation, United States) were used. Twenty three frames were of $12{\times}10$, $5{\times}60$, $3{\times}120$, $2{\times}300's$ duration, respectively. The modified one-compartmental model and the recirculation correction method were applied. Statistical analysis was performed by using Test of Normality, ANOVA and Post-Hoc (Scheffe's) analysis, and p-value less than 0.05 was considered as significant. Results: The normal reference ranges of $MVO_2$ were presented as $3.18-4.64\;{\times}\;10^{-4}\;ml/g/sec$, $1.91-3.94\;{\times}\;10^{-4}\;ml/g/sec$, $4.31-6.40\;{\times}\;10^{-4}\;ml/g/sec$, $2.84-4.53\;{\times}\;10^{-4}\;ml/g/sec$ and $3.42-5.00\;{\times}\;10^{-4}\;ml/g/sec$ in the septum, the inferior wall, the lateral wall, the anterior wall and the entire wall, respectively. In addition, it was noted that the dual exponentiality of the clearance curve is due to the recirculation effect and that the characteristic of the curve is essentially mono-exponential. Conclusion: $^{11}C$-Acetate is a radiotracer worthwhile to assess $MVO_2$. Re-circulated $^{11}C$ can influence TAC of $^{11}C$ in myocadia and so the recirculation correction must be considered when measuring $MVO_2$.

Effects of Dietary Supplementation with Rosemary and α-Tocopherol Acetate on Performance and Meat Quality of Chicken Meat during Refrigerated Storage (로즈마리와 α-Tocopherol Acetate의 급여가 육계의 생산성 및 냉장 저장 중 계육의 품질에 미치는 영향)

  • Lee, Sang-Moo;Park, Woong-Yeoul;Kim, Young-Jik
    • Food Science of Animal Resources
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    • v.30 no.3
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    • pp.472-478
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    • 2010
  • The effects of rosemary and $\alpha$-tocopherol, added individually or in combination, on broiler performance, thiobarbituric acid reactive substance (TBARS), total plate count (TPC) and meat color of chicken thigh meat were investigated. Three hundred broiler chicks divided into five groups were fed a basal diet (control) or basal diet supplemented with 5 g rosemary/kg (T1), 10 g rosemary/kg (T2), 200 mg $\alpha$-tocopherol/kg (T3), or 5 g rosemary/kg + 200 mg $\alpha$-tocopherol/kg (T4) for 5 weeks. Following slaughter, chicken meat was stored at $4^{\circ}C$ for 10 days. All treatments did not influence the performance. Rosemary supplementation delayed lipid oxidation in thigh meat during refrigerated storage. T2 was significantly (p<0.05) more effective in delayed lipid oxidation compared to T1, but was inferior to T3. Samples containing a combination of antioxidant had lower TBARS values than those containing the individual antioxidants, indicating a synergistic effect. TPC was significantly increased (p<0.05) in thigh meat of all groups throughout the refrigerated storage. The T3 and control groups showed TPC counts that did not differ from each other during the entire storage period. However, rosemary supplementation was associated with bacterial counts that were significantly lower (p<0.05) than the control and $\alpha$-tocopherol groups at day 3 of storage and thereafter. For this period, T1 presented TPC counts that were significantly higher than the T2 group (p<0.05). At all storage times, the thigh meat of rosemary-fed chickens was redder than control (higher $a^*$), while no differences in $L^*$ and $b^*$ values were found. A synergistic effect was obtained from the combination of rosemary with $\alpha$-tocopherol, whereas individual use of the antioxidants significantly improved color stability compared to the control.

A Study of the Capsuloligamentous Anatomy of the Glenohumeral Joint Using Magnetic Resonance Imaging and Three-Dimensional Imaging. Dynamic In Vivo Study (자기공명 영상 및 3차원 영상을 이용한 견관절 관절낭-인대의 해부학적 연구. 역동학적 생체연구)

  • Park Tae-Soo;Choi Il-Yong;Joo Kyung-Bin;Kim Sun-Il;Kim Jun-Sic;Paik Doo-Jin
    • Journal of the Korean Arthroscopy Society
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    • v.4 no.2
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    • pp.154-158
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    • 2000
  • Purpose : The purpose of this study is to demonstrate changes in the orientation ortho glenohumeral ligaments(GHL) in different degrees of abduction and rotation of the normal healthy individuals. Materials and Methods : Saline Magnetic Resonance(MR) arthrography of nine consecutive shoulders of normal healthy adults were checked. At that time, MR images were obtained in three different positions of abduction and external rotation($0^{\circ}C\;and\;0^{\circ},\;45^{\circ}C\;and\;25^{\circ}C,\;90^{\circ}$ and maximum, respectively). From a series of consecutive MRI, three-dimensional images were reconstructed after detecting the location of the middle glenohumeral ligament(MGHL) and the inferior glenohumeral ligament(IGHL) using workstation computer. Results : The shape of the MGHL was taken in double curved, and straight, and finally curved again in three different positions of the shoulder in sequence. On the other hand, the shape of the IGHL was obliquely positioned, and curvilinear, and finally straight and extended at lower part of the anterior surface of the humeral head. Conclusions : At $45^{\circ}$ of abduction and $25^{\circ}$ of external rotation, and at $90^{\circ}$ of abduction and maximal external rotation of the shoulder, the MGHL and the IGHL had the role of the most important static stabilizer of the glenohumeral joint repectively.

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Arthroscopic Subscapularis Tendon Repair - Preliminary Report of 8 cases study - (관절경하 견갑하건 봉합술 - 8 례에 대한 예비보고 -)

  • Yun, Ho-Hyun;Moon, Gi-Hyuk;Jang, Jong-Hoon;Yoo, Yon-Sik
    • Journal of the Korean Arthroscopy Society
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    • v.8 no.2
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    • pp.124-131
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    • 2004
  • Purpose: To validate and introduce the technique of the arthroscopic repair for the treatment of the Subscapulris tendon tear. Materials and Methods: From April 2003 to April 2004, Arthroscopic repairs were performed in 8 patient with subscapularis tendon tear. The mean follow-up period was 11months. two cases involved only subscaplaris tendon tear. Four cases were associated small sized posterosuperir. rotator cuff tear and two cases were in large size. The type of subscapularis tendon showed upper portion full-thickness tear in 6 cases, partial-thickness tear localized at articular surface in 1 case, complete tear in 1 case. The results were analyzed by using subjective satisfaction, inferior movenent of superior displaced humeral head, Constant-Murley functional scoring Results: Constant-Murley scoring was improved from 55 point preoperatively to 75 point postoperatively following 11 months. Mean score was 71 point except 2 cases of large superoposterior rotator cuff tear, Most humeral heads were distaracted postoperatively. The subjective result for the 8 shoulders were very satisfying in 5 cases, satisfying in 1 case and dissatisfying in 2 cases. Therefore satisfactory results were noted in 6 cases (75%) of this overall treatment group. Conclusion: The arthroscopic repair for the subscapularis tendon tear is thought to be available method, which could reduce severe complications following the weakness of deltoid muscle and postoperative pain. Especially Partial Subscapularis tear not associated with superoposterior rotator cuff tear including PASTA lesion was the sutable indication of the Arthroscopic repair.

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