SOME IDENTITIES INVOLVING DEGENERATE r-STIRLING NUMBERS

Taekyun Kim,김대산,권종겸,HYUNSEOK LEE 장전수학회 2022 Proceedings of the Jangjeon mathematical society Vol.25 No.2

Recently, Kim-Kim studied the unsigned degenerate r-Stirling number of the first kind and the degenerate r-Stirling number of the second kind, respectively of which are the degenerate versions of the unsigned r-Stirling numbers of the first kind and those of the r-Stirling numbers of the second kind. The aim of this paper is to derive some identities involving such special numbers from the inverse relations for them.

금융변수의 주가수익률 예측력 검정

김현석 ( Hyunseok Kim ),여효성 ( Hyosung Yeo ) 한국금융학회 2017 금융연구 Vol.31 No.1

본 연구는 한국주식시장을 대상으로 배당수익률, 이익주가 비율(E/P 비율), 이자율, Yield Gap과 같은 금융변수의 주가수익률 예측력을 검정하였다. 이를 위해 예측회귀분석 시 발생 가능한 계량적 문제들을 효과적으로 처리하기 위하여 Choi, Jacewitz, and Park(2016)의 변동성 시계 표본을 이용한 Cauchy 추정법을 적용하여 실증분석을 수행하였으며, 주요한 분석 결과는 다음과 같다. 첫째, 주가수익률의 QV(quadratic variation)을 기반으로 변동성 시계로 변환한 모형에서는 어떤 변수도 주가수익률 예측력을 가지지 못하는 것으로 나타났지만, 주가수익률의 BPV(bipower variation)을 기반으로 변동성 시계로 변환한 모형에서는 배당수익률이 주가수익률 예측력을 가지는 것으로 나타났다. 둘째, 장단기 Yield Gap의 주가수익률 예측력 검정 결과, 장단기 Yield Gap 중 어느 변수도 주가수익률 예측력을 가지지 못하는 것으로 나타났다. 본 연구는 금융변수의 주가수익률 예측력 검정 시 나타날 수 있는 다양한 문제들을 새로운 계량적 기법을 사용하여 효과적으로 처리하였다는 점에서 기존연구와 차별성을 가진다. 또한 주가수익률에 대한 예측 변수로서 선진금융시장에서 흔히 사용되는 Yield Gap을 소개하고, 이의 주가수익률 예측가능성을 추가적으로 검정하였다는 점에서 보다 진일보된 실증분석 연구로서의 의미를 갖는다. In this paper, we examine stock return predictability in the Korean stock market using the random time Cauchy estimator. Various financial variables have been tested for stock return predictability, but the results remain inconclusive. In the Korean stock market, Kim and Kim (2004), Kim and Park (2009) and Chung and Kim (2010) try to find evidence of return predictability using the dividend-price ratio, earnings-price ratio, and interest rates, but their conclusions are mixed. More recently, Choi et al. (2016) propose a robust test of stock return predictability which combines the time-change method with a Cauchy estimator. They show that the random time Cauchy test has an exact size of test and comparable power to Campbell and Yogo (2006) and Chen and Deo (2009)`s tests. We apply this new methodology to the KOSPI index and report the empirical results, providing comparison with other widely used tests for return predictability. Stock returns have nearly nonstationary stochastic volatility, and this causes substantial size distortions on standard tests relying on constant variance. To handle this nonstationary stochastic volatility in returns, we implement a simple time change. For the required time change, “we wait for volatility to reach a certain threshold before collecting each observation such that there is a constant level of volatility across all observations in our sample.”(Campbell and Yogo, 2006) Using the daily KOSPI index, we first test the presence of discrete jumps in our sample. We detect a total of 15 jumps between January 2001 and December 2014 with the windows size 16 and a 5% significance level, using Lee and Mykland (2008) test. Depending on the presence of discrete jumps, we measure the realized variance and realized bi-power variation. When we allow for only the continuous martingale in the regression error, we remove the detected daily jumps and compute the total realized variance by squaring and summing up daily excess returns. When we allow our continuous time regression model to have discrete jumps, we compute the realized total bi-power variation without removing detected jumps. We have a total of 168 months in our sample span. The computed total realized variance (TQV) and total realized bi-power variation (TBPV) are then divided by the number of months and we set this as our volatility threshold △<sub>QV</sub> and △<sub>BPV</sub> for a time change with QV and a time change with BPV, respectively. Using the given volatility threshold, we add up daily squared excess returns until it hits our set △ and resample our regression variables on that date and repeat the process until we reach the TQV and TBPV. After correcting for stochastic volatility in returns, we implement a Cauchy estimator to handle the persistent endogeneity of covariates. The Cauchy estimator uses the sign transform of a covariate as an instrumental variable. “The advantage of using a Cauchy estimator is that the asymptotic normality of the Cauchy t-ratio holds regardless of any statistical anomalies in covariates including nonstationarity, fat-tailed innovations, structural breaks, and jumps.” (Choi et al., 2016) Thus, it is well suited for testing return predictability in cases where many commonly used covariates are highly persistent and correlated with the regression residuals. Inferences using the Cauchy t-ratio are also valid even in the presence of structural breaks and jumps. We test for stock return predictability in the Korean market using the log of dividend-price ratio, the log of earnings-price ratio, the riskfree rate, and short-term, medium-term and long-term yield gaps. For the dividend-price ratio, conventional OLS t-test over-rejects the null hypothesis of no predictability. We could not find evidence for predictability using other tests except the random time Cauchy with BPV. For the earnings- price ratio, none of our tests reject the null. The coefficients of risk-free rates are insignificant except for Campbell and Yogo (2006)`s BQ test where its 90% confidence interval does not include zero value. Using the Amihud and Hurvich (2004) and Campbell and Yogo (2006)`s test, shortterm yield gap has predictive power. But using the Chen and Deo (2009)`s chi-square 1 and random time Cauchy t-test, we could not reject the null. After correcting for persistent endogeneity in the medium-term yield gap, evidence for return predictability disappears, and all our tests except for OLS t-test cannot reject the null. Finally, we could not find any evidence for predictability using the long-term yield gap.

Predicting the Interactome of <i>Xanthomonas oryzae </i> pathovar oryzae for target selection and DB service

Kim, Jeong-Gu,Park, Daeui,Kim, Byoung-Chul,Cho, Seong-Woong,Kim, Yeong Tae,Park, Young-Jin,Cho, Hee Jung,Park, Hyunseok,Kim, Ki-Bong,Yoon, Kyong-Oh,Park, Soo-Jun,Lee, Byoung-Moo,Bhak, Jong BioMed Central 2008 BMC bioinformatics Vol.9 No.-

<P><B>Background</B></P><P>Protein-protein interactions (PPIs) play key roles in various cellular functions. In addition, some critical inter-species interactions such as host-pathogen interactions and pathogenicity occur through PPIs. Phytopathogenic bacteria infect hosts through attachment to host tissue, enzyme secretion, exopolysaccharides production, toxins release, iron acquisition, and effector proteins secretion. Many such mechanisms involve some kind of protein-protein interaction in hosts. Our first aim was to predict the whole protein interaction pairs (interactome) of <I>Xanthomonas oryzae </I>pathovar oryzae (Xoo) that is an important pathogenic bacterium that causes bacterial blight (BB) in rice. We developed a detection protocol to find possibly interacting proteins in its host using whole genome PPI prediction algorithms. The second aim was to build a DB server and a bioinformatic procedure for finding target proteins in Xoo for developing pesticides that block host-pathogen protein interactions within critical biochemical pathways.</P><P><B>Description</B></P><P>A PPI network in Xoo proteome was predicted by bioinformatics algorithms: PSIMAP, PEIMAP, and iPfam. We present the resultant species specific interaction network and host-pathogen interaction, XooNET. It is a comprehensive predicted initial PPI data for Xoo. XooNET can be used by experimentalists to pick up protein targets for blocking pathological interactions. XooNET uses most of the major types of PPI algorithms. They are: 1) Protein Structural Interactome MAP (PSIMAP), a method using structural domain of SCOP, 2) Protein Experimental Interactome MAP (PEIMAP), a common method using public resources of experimental protein interaction information such as HPRD, BIND, DIP, MINT, IntAct, and BioGrid, and 3) Domain-domain interactions, a method using Pfam domains such as iPfam. Additionally, XooNET provides information on network properties of the Xoo interactome.</P><P><B>Conclusion</B></P><P>XooNET is an open and free public database server for protein interaction information for Xoo. It contains 4,538 proteins and 26,932 possible interactions consisting of 18,503 (PSIMAP), 3,118 (PEIMAP), and 8,938 (iPfam) pairs. In addition, XooNET provides 3,407 possible interaction pairs between two sets of proteins; 141 Xoo proteins that are predicted as membrane proteins and rice proteomes. The resultant interacting partners of a query protein can be easily retrieved by users as well as the interaction networks in graphical web interfaces. XooNET is freely available from .</P>

One-Pot Synthesis of Indolizines via Sequential Rhodium-Catalyzed [2 + 1]-Cyclopropanation, Palladium-Catalyzed Ring Expansion, and Oxidation Reactions from Pyridotriazoles and 1,3-Dienes

Kim, Hyunseok,Kim, Sanghyuck,Kim, Jiyeon,Son, Jeong-Yu,Baek, Yonghyeon,Um, Kyusik,Lee, Phil Ho THE AMERICAN CHEMICAL SOCIETY 2017 ORGANIC LETTERS Vol.19 No.20

<P>An efficient, one-pot synthetic method for producing functionalized indolizine derivatives was developed via a Rh-catalyzed [2 + 1]-cyclopropanation, Pd-catalyzed ring expansion, and subsequent oxidation using manganese dioxide from pyridotriazoles and 1,3-dienes.</P><P><B>Graphic Abstract</B> <IMG SRC='http://pubs.acs.org/appl/literatum/publisher/achs/journals/content/orlef7/2017/orlef7.2017.19.issue-20/acs.orglett.7b02826/production/images/medium/ol-2017-02826d_0007.gif'></P><P><A href='http://pubs.acs.org/doi/suppl/10.1021/ol7b02826'>ACS Electronic Supporting Info</A></P>

Internal Alkene Hydroaminations Catalyzed by Zirconium(IV) Complexes and Asymmetric Alkene Hydroaminations Catalyzed by Yttrium(III) Complexes

Kim, Hyunseok,Kim, Young Kwan,Shim, Jun Hwan,Kim, Misook,Han, Mijung,Livinghouse, Tom,Lee, Phil Ho WILEY-VCH Verlag 2006 Advanced Synthesis & Catalysis Vol.348 No.18

<P>The thiophosphinic amide 2 was prepared in 68 % yield by the reaction of 2,2-dimethyl-1,3-propanediamine with diisopropylchlorophosphine followed by the addition of sulfur. Attachment of the proligand 2 to zirconium was achieved by direct metalation with Zr(NMe<SUB>2</SUB>)<SUB>4</SUB> in benzene-d<SUB>6</SUB> or toluene-d<SUB>8</SUB> to afford complex 3 via elimination of dimethylamine. The neutral Zr(IV) complex 3 has been shown to be an effective precatalyst for intramolecular alkene hydroaminations that provide cyclic amines in good to excellent yields. A variety of chiral ligands (20, 22, 24, and 25–30) were prepared for asymmetric internal alkene hydroaminations. Metalation of chiral ligands to yttrium was accomplished with Y[N(TMS)<SUB>2</SUB>]<SUB>3</SUB> in benzene-d<SUB>6</SUB> or toluene-d<SUB>8</SUB> to give complexes. Treatment of 7 with 5 mol % of 33 in benzene-d<SUB>6</SUB> (25 °C, 18 h) or toluene-d<SUB>8</SUB> (25 °C, 15 h) afforded 2,4,4-trimethylpyrrolidine 14 in 95 % yield (61 % ee).</P> <B>Graphic Abstract</B> <P> <img src='wiley_img/16154150-2006-348-18-ADSC200606171-content.gif' alt='wiley_img/16154150-2006-348-18-ADSC200606171-content'> </P>

토양수분장력센서 기반 관수개시점에 따른 사과 생육 및 관수량 비교

김현석(Hyunseok Kim),송영운(Youngun Song),권민경(Minkyung Kwon),권헌중(Hunjoong Kweon),김종균(Jongkyun Kim),김종윤(Jongyun Kim) 한국원예학회 2022 한국원예학회 학술발표요지 Vol.2022 No.11

토양수분장력센서 기반 관수개시점에 따른 사과 생육 및 관수량 비교

김현석(Hyunseok Kim),송영운(Youngun Song),권민경(Minkyung Kwon),권헌중(Hunjoong Kweon),김종균(Jongkyun Kim),김종윤(Jongyun Kim) 한국원예학회 2022 한국원예학회 학술발표요지 Vol.2022 No.11

Regioselective Addition Reactions of the Organoindium Reagents onto α, β-Unsaturated Ketones

이필호,Hyun Kim,이구연,Dong Seomoon,Sundae Kim,Heechul Kim,Hyunseok Kim,Miae Lee,Eunkyong Shim,Seokju Lee,Misook Kim,Mijeong Han,Kwanghyun Noh,Madabhushi Sridhar 대한화학회 2004 Bulletin of the Korean Chemical Society Vol.25 No.11

Regioselectivity on the reactions of α,β-enones with organoindium such as in situ generated allylindium and allenylindium was systematically studied in the presence of TMSCl as an additive. Treatment of 2-cyclohexen- 1-one, carvone, 2-cyclohepten-1-one, and chalcone with allylindium reagent produced 1,4-addition products in good yields, while 2-cyclopenten-1-one, 2-methyl-2-cyclopenten-1-one, 4,4-dimethylcyclohexen-1-one, 3- nonen-2-one, 4-hexen-3-one, and 4-phenyl-3-buten-2-one afforded 1,2-addition products. Indium reagent derived from indium and propargyl bromide in Grignard type gave addition products in good yields, under which the successive addition of α,β-enone and TMSCl were necessary. Although organoindium reagent derived from propargyl bromide produced propargylated compound in Grignard type except 2-cyclohepten-1- one, indium reagent obtained from 1-bromo-2-butyne having γ-methyl group gave allenylated product in Barbier type.

Peroxyacetyl Nitrate and Ozone Enhancement at Taehwa Research Forest under the Influence of Seoul Metropolitan Area

Gil, Junsu,Lee, Meehye,Han, Jihyun,Kim, Joo-Ae,Kim, Saewung,Guenther, Alex,Kim, Hyunseok,Kim, Soyoung,Lee, Sanguk,Kim, Danbi Taiwan Association for Aerosol Research 2018 Aerosol and air quality research Vol.18 No.9

Unique solvability for the stationary Navier-Stokes equations in exterior domains

Hyunseok Kim,Hideo Kozono 한국산업응용수학회 2009 한국산업응용수학회 학술대회 논문집 Vol.2009 No.5

In this talk, we present a unique solvability result for the stationary Navier-Stokes equations in an exterior domain Ω in R³, where the external force is given by div F with F = F(x) = (F<SUP>i</SUP>j(x))i,j=1,2,3. Our main result is the existence and uniqueness of a weak solution for F ∈ L3/2,∞(Ω)∩L₂(Ω) provided ∥F∥L3/2,∞(Ω) is sufficiently small. This weak solution is also unique in the class of weak solutions satisfying the energy inequality, the existence of which was proved by Leray in 1933.