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A Delayed Stochastic Volatility Correction to the Constant Elasticity of Variance Model

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Acta Mathematicae Applicatae Sinica 2016年第3期32卷 611-622页

作者： Min-Ku LEE Jeong-hoon kim Department of Mathematics Kunsan National University Department of Mathematics Yonsei University

The Black-Scholes model does not account non-Markovian property and volatility smile or skew although asset price might depend on the past movement of the asset price and real market data can find a non-flat structure of the implied volatility surface. So, in this paper, we formulate an underlying asset model by adding a delayed structure to the constant elasticity of variance （CEV） model that is one of renowned alternative models resolving the geometric issue. However, it is still one factor volatility model which usually does not capture full dynamics of the volatility showing discrepancy between its predicted price and market price for certain range of options. Based on this observation we combine a stochastic volatility factor with the delayed CEV structure and develop a delayed hybrid model of stochastic and local volatilities. Using both a martingale approach and a singular perturbation method, we demonstrate the delayed CEV correction effects on the European vanilla option price under this hybrid volatility model as a direct extension of our previous work [12].

关键词： constant elasticity variance , delay stochastic volatility martingale option pricing

Reliable beacon transmission based MAC protocol for LR-WPANs over WLAN interferences

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Journal of Zhejiang University-Science C(Computers and Electronics) 2014年第6期15卷 470-481页

作者： Ji-hoon PARK Byung-Seo kim ITO Business Division Nongshim Data System Department of Computer and Information Communications Engineering Hongik University

The use of IEEE 802.15.4 standard based application systems has been rapidly increasing, for example, in medical services, sensor networks, public safety systems, and home automation systems. However, issues arise from the fact that IEEE 802.15.4 standard based low rate wireless personal area networks(LR-WPANs) use the same frequency bands as wireless local area networks(WLANs), and they interfere with each other. Based on past research on this issue, the interference has a more serious impact on LR-WPANs' performance than on WLANs' performance. In this paper we propose a method to improve LR-WPANs' performance while coexisting with WLANs, which is called the reliable beacon transmission based medium access control(MAC) protocol. Since the reliability of a beacon frame is important, in this method, only the beacon frame is transmitted in interference-free channels, and the data packets are transmitted in interfered channels instead of abandoning the channels altogether. This method increases the reliability of beacon frames as well as overall channel utilizations. The effectiveness of the proposed method was evaluated through extensive simulations, and this paper proves that this method improves the performance of IEEE 802.15.4 based wireless sensor networks(WSNs) over WLANs' interferences.

关键词： Low rate wireless personal area network(LR-WPAN) Interference Wireless local area network(WLAN) Beacon

Hydrangeae Dulcis Folium Attenuates Physical Stress by Supressing ACTH-Induced Cortisol in Zebrafish

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Chinese Journal of Integrative Medicine 2020年第2期26卷 130-137页

作者： Junyoung Oh dong Hyun kim Gi-young kim Eun-Jin Park Jong hoon Ryu Ji Wook Jung Se Jin Park Gwang-Woo kim Seungheon Lee Department of Marine Life Science College of Ocean ScienceJeju National UniversityJeju(63243)Republic of Korea Departme nt of Medicinal Biotech no logy College of Health SciencesDong-A UniversityBusan(604-714)Republic of Korea Department of Food Bioengineering Jeju National UniversityJeju(63243)Republic of Korea Institute of Convergence BioHealth Dong-A UniversityBusan(604-714)Republic of Korea Department of Oriental Pharmaceutical Science College of PharmacyKyung Hee UniversityHoeki-dongDongdaemoon・KuSeoul(130-701)Republic of Korea Kyung Hee East-West Pharmaceutical Research Institute College of PharmacyKyung Hee UniversityHoeki-dongDongdaemoorvKuSeoul(130-701)Republic of Korea Department of Herbal Medicinal Pharmacology College of Herbal Bio-industryDaegu Haany UniversityYugok-dongGyeongsan(712-715)Republic of Korea School of Natural Resources and Environmental Sciences Kangwon National UniversityChuncheon(24341)Republic of Korea Marine Bio Con verge nee Center Gangneung Science&In dustry Promotion AgencyGangneung(25440)Republic of Korea

Objective:To determine the effects of Hydrangeae Dulcis Folium(EHDF)on physical stress,changes in the whole-body cortisol level and behaviour in zebrafish(Danio rerio).Methods:One hundred and seventy-four fish were randomly divided into 4[adrenocorticotropin hormone(ACTH)challenge test:4 fish per group]or 6 groups(behavioural test:10–12 fish per group,whole-body cortisol:4 fish per group).Net handling stress(NHS)was used to induce physical *** were treated with vehicle or EHDF(5–20 mg/L)for 6 min before they were exposed to *** then,fish were sacrificed for collecting body fluid from whole-body or conducted behavioural tests,including novel tank test and open field test,and were evaluated to observe anxiety-like behaviours and *** addition,to elucidate the mode of action of the anti-stress effects of EHDF,ACTH(0.2 IU/g,i.p.)challenge test was ***:The increased anxiety-like behaviours in novel tank test and open field test under stress were prevented by treatment with EHDF at 5–20 mg/L(P<0.05).Moreover,compared with the unstressed group,which was not treated with NHS,the whole-body cortisol level was significantly increased by treatment with NHS(P<0.05).Compared with the NHS-treated stressed control group,pre-treatment with EHDF at concentrations of 5–20 mg/L for 6 min significantly prevented the NHS-increased whole-body cortisol level(P<0.05).In addition,ACTH challenge test showed that EHDF completely blocked the effects of ACTH on cortisol secretion(P<0.05).Conclusion:EHDF may be a good antistress candidate and its mechanism of action may be related to its positive effects on cortisol release.

关键词： net handling stress zebrafish Hydrangeae Dulcis Folium whole-body cortisol behavioural tests

Pacemaker lead induced cardiac perforation presenting with pneumothorax

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Journal of Geriatric Cardiology 2019年第4期16卷 381-383页

作者： Yeo-Jeong Song Sang-hoon Seol Yun-Seok Song Seunghwan kim dong-Kie kim Ki-Hun kim Doo-Il kim Department of Internal Medicine Inje University College of Medicine Haeundae Paik Hospital

An 87-year-old male with old myocardial infarction was referred to the hospital due to left femur neck fracture and intermittent dizziness. Significant 2:1 atrioventricular block was demonstrated on initial electrocardiogram (Figure 1). Transthoracic echocardiography showed reduced left ventricular function (LVEF = 47%) with regional wall motion abnormality of right coronary artery (RCA) and left circumflex coronary artery (LCx) artery. Coronary angiography showed patent previous proximal RCA and distal LCx stents. Temporary pacemaker was inserted initially and the patient was planned for permanent pacemaker insertion after the surgery.

关键词： Cardiac perforation Lead Pneumothorax

Trends in colorectal cancer incidence according to an increase in the number of colonoscopy cases in Korea

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World Journal of Gastrointestinal Oncology 2024年第1期16卷 51-60页

作者： Ga Hee kim Yeong Chan Lee Tae Jun kim Sung Noh Hong dong Kyung Chang Young-Ho kim dong-hoon Yang Chang Mo Moon Kyunga kim Hyun Gun kim Eun-Ran kim Division of Gastroenterology Department of Internal MedicineAsan Medical CenterUniversity of Ulsan College of MedicineSeoul 05505South Korea Department of Digital Health Samsung Advanced Institute for Health Science and TechnologySungkyunkwan University School of MedicineSeoul 06351South Korea Division of Gastroenterology Department of Internal MedicineSamsung Medical CenterSungkyunkwan University School of MedicineSeoul 06351South Korea Division of Gastroenterology Department of Internal MedicineEwha Womans UniversitySeoul 07985South Korea Biomedical Statistics Center Samsung Medical CenterSeoul 06351South Korea Division of Gastroenterology Department of Internal MedicineSoonchunhyang University College of MedicineSeoul 04401South Korea

BACKGROUND The incidence of colorectal cancer(CRC)and preinvasive CRC(e.g.,early colon cancer and advanced adenoma)is gradually increasing in several *** To evaluate the trend in incidence of CRC and preinvasive CRC according to the increase in the number of colonoscopies performed in *** This retrospective cohort study enrolled Korean patients from 2002 to 2020 to evaluate the incidence of CRC and preinvasive CRC,and assess the numbers of diagnostic colonoscopies and colonoscopic ***-related complications by age group were also *** The incidence of CRC showed a rapid increase,then decreased after 2012 in the 50-75 year-age *** the study period,the rate of incidence of preinvasive CRC increased at a similar level in patients under 50 and 50-75 years of *** 2009,the increase has been rapid,showing a pattern similar to the increase in *** rate of colonoscopic polypectomy in patients aged under 50 was similar to the rate in patients over 75 years of age after *** rate of complications after colonoscopy and related deaths within 3 mo was high for those over 75 years of *** The diagnosis of preinvasive CRC increased with the increase in the number of colonoscopies *** the risk of colonoscopy-related hospitalization and death is high in the elderly,if early lesions at risk of developing CRC are diagnosed and treated under or at the age of 75,colonoscopy-related complications can be reduced for those aged 76 years or over.

关键词： Colorectal cancer Preinvasive colorectal cancer Colorectal polypectomy Colonoscopy

Gate-versus defect-induced voltage drop and negative differential resistance in vertical graphene heterostructures

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npj Computational Materials 2022年第1期8卷 480-488页

作者： Tae Hyung kim Juho Lee Ryong-Gyu Lee Yong-hoon kim School of Electrical Engineering Korea Advanced Institute of Science and Technology(KAIST)291 Daehak-roYuseong-guDaejeon34141Korea

To enable the computer-aided design of vertically stacked two-dimensional(2D)van der Waals(vdW)heterostructure devices,we here introduce a non-equilibrium first-principles simulation method based on the multi-space constrained-search density functional *** it to graphene/few-layer hBN/graphene field-effect transistors,we show that the negative differential resistance(NDR)characteristics can be produced not only from the gating-induced mismatch between two graphene Dirac cones in energy-momentum space but from the bias-dependent energetic shift of defect ***,for a carbon atom substituted for a nitrogen atom(C_(N))within inner hBN layers,the increase of bias voltage is found to induce a self-consistent electron filling of in-gap C_(N)states,which in turn changes voltage drop profiles and produces symmetric NDR *** the CN placed on outer hBN layers,however,the pinning of C_(N)states to nearby graphene significantly modifies device characteristics,demonstrating the critical impact of atomic details for 2D vdW devices.

关键词： defect resistance details

Efective Object Identification and Association by Varying Coverage Through RFID Power Control

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Journal of Computer Science & Technology 2014年第1期29卷 4-20页

作者： Shung Han Cho Kyung hoon kim Sangjin Hong IEEE System LSI Business Samsung Electronics Department of Electrical and Computer Engineering Stony Brook University

This paper presents an effective power scheduling strategy for energy efficient multiple objects identification and association. The proposed method can be utilized in many heterogeneous surveillance systems with visual sensors and RFID （radio-frequency identification） readers where energy efficiency as well as association rate are critical Multiple objects positions and trajectory estimates are used to decide the power level of RFID readers. Several key parameters including the time windows and the distance separations are defined in the method in order to minimize the effects of RFID coverage uncertainty. The power cost model is defined and incorporated into the method to minimize energy consumption and to maximize association performance. The proposed method computes the power cost using the range of the outermost position for possible single association and group associations at every sampling time. An RFID reader is activated with the proper coverage range when the power cost for the current time is lower than the power cost for the next time sample. The simplicity of the power cost model relieves the problematic combinatorial comparisons in multiple object cases. The performance comparison simulation with the minimum and maximum energy consumption shows that the proposed method achieves fast single associations with less energy consumption. Finally, the realistic comparison simulation with the fixed range RFID readers demonstrates that the proposed method outperforms the fixed ranges in terms of single association rate and energy consumption.

关键词： object association RFID power control power scheduling visual sensor collaboration

Preparation and characterization of 3-dimensionally ordered macroporous SiC

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Science China(Technological Sciences) 2006年第1期49卷 1-9页

作者： kim dong-pyo Department of Fine Chemical Engineering and Chemistry of Chungnam National University Taejon 305-764 South Korea

Three-dimensionally (3D) long range ordered macroporous SiC ceramics were prepared through infiltrating polymethylsilane (PMS) into the 3D ordered sacrificial silica template, pyrolysis and the template removal. It was found that the pore size (84―658 nm), BET surface area (299.44―584.64 m2/g) and micropore volume (0.25―0.64 cm3/g) of the achieved porous SiC can be tailored by utilizing different sizes silica sphere templates. There exist three kinds of pores in the porous ceramics: sphere inversed pores, windows and mesopores (2―5 nm). The sphere inversed pores were packed as hcp structure and three dimensionally penetrated through the windows, and the mesopores endowed the porous ceramics surprising high BET surface areas and micropore volumes.

关键词： three-dimensionally ordered materials, templated technique, preceramic polymer conversion technique, SiC ceramic.

Video Frame Prediction by Joint Optimization of Direct Frame Synthesis and Optical-Flow Estimation

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Computers, Materials & Continua 2023年第5期75卷 2615-2639页

作者： Navin Ranjan Sovit Bhandari Yeong-Chan kim hoon kim Iot and Big Data Research Center Incheon National UniversityYeonsu-guIncheon22012Korea 2Department of Electronics EngineeringIncheon National UniversityYeonsu-guIncheon22012Korea

Video prediction is the problem of generating future frames by exploiting the spatiotemporal correlation from the past frame *** is one of the crucial issues in computer vision and has many real-world applications,mainly focused on predicting future scenarios to avoid undesirable ***,modeling future image content and object is challenging due to the dynamic evolution and complexity of the scene,such as occlusions,camera movements,delay and *** frame synthesis or optical-flow estimation are common approaches used by ***,researchers mainly focused on video prediction using one of the *** methods have limitations,such as direct frame synthesis,usually face blurry prediction due to complex pixel distributions in the scene,and optical-flow estimation,usually produce artifacts due to large object displacements or obstructions in the *** this paper,we constructed a deep neural network Frame Prediction Network(FPNet-OF)with multiplebranch inputs(optical flow and original frame)to predict the future video frame by adaptively fusing the future object-motion with the future frame *** key idea is to jointly optimize direct RGB frame synthesis and dense optical flow estimation to generate a superior video prediction *** various real-world datasets,we experimentally verify that our proposed framework can produce high-level video frame compared to other state-ofthe-art framework.

关键词： Video frame prediction multi-step prediction optical-flow prediction delay deep learning