신용등급전이행렬의 경험적 베이지안 추정과 비교

김성철,박지연,Kim, Sung-Chul,Park, Ji-Yeon 한국통계학회 2009 응용통계연구 Vol.22 No.3

신용전이행렬을 추정함에 있어서 국내의 등급전이자료의 축적이 부족한 점을 극복하기 위하여 외국의 신용평가기관(무디스)의 전이행렬자료와 국내의 신용등급 부여자료를 이용하여 경험적 베이지안 추정방법에 의한 전이행렬을 도출하고, 이 전이행렬을 다른 전이행렬과 비교해보기 위하여 전이행렬의 동적인 요소를 평균전이확률의 개념으로 표시할 수 있는 특성척도를 개발하여 신용전이행렬의 시계열 특성과 통계적 특성을 비교한다. 시계열자료의 척도는 베이지안 추정행렬이 안정적임을 보여주는 반면 국내 행렬은 시간적으로 변화의 폭이 크고 무디스나 베이지안 행렬보다 상대적으로 인접전이의 비율이 높게 나타났다. 붓스트랩 검정을 통하여 세 가지 추정방법이 통계적으로 유의한 차이가 있음을 보이고 베이지안 행렬이 무디스 자료보다는 국내자료에 더 많은 영향을 받았음을 유추할 수 있다. 신용등급 전이에 따른 포트폴리오의 가치변화를 고려하는 몬테칼로 시뮬레이션을 통하여 신용 VaR를 구하여 비교하였다. 국내 전이행렬의 경우에 평균은 가장 크고 신용위험도 가장 큰 값을 보였다. 시뮬레이션에서도 베이지안 추정에 의한 결과가 국내자료에 의한 결과와 더 가깝다는 것을 알 수 있다. In order to overcome the lack of Korean credit rating migration data, we consider an empirical Bayes procedure to estimate credit rating migration matrices. We derive the posterior probabilities of Korean credit rating transitions by utilizing the Moody's rating migration data and the credit rating assignments from Korean rating agency as prior information and likelihood, respectively. Metrics based upon the average transition probability are developed to characterize the migration matrices and compare our Bayesian migration matrices with some given matrices. Time series data for the metrics show that our Bayesian matrices are stable, while the matrices based on Korean data have large variation in time. The bootstrap tests demonstrate that the results from the three estimation methods are significantly different and the Bayesian matrices are more affected by Korean data than the Moody's data. Finally, Monte Carlo simulations for computing the values of a portfolio and its credit VaRs are performed to compare these migration matrices.

침도 침술시 부작용과 예방법에 관한 연구

김성철,Kim, Sung-Chul 대한침구의학회 2008 대한침구의학회지 Vol.25 No.4

Objectives : Analyze according to types of event causing the adverse outcome due to acupotomy, and discuss problems and safety reqirements to using this therapy in Korea. Methods : Based upon the indication, contraindication, treatment procedures, clinical obsevations, acupotomy-related adverse outcome case reports, the factors of damaging event were classified. Results : The main factors of adverse outcome by acupotomy were anatomical ignorance, contamination of device or hospital staff, failure to notice preexisting disease(cardiovascular disease, hypertension, renal failure, hemophilia, chronic Liver Disease, etc.), unskilled treatment procedures(massive bleeding) and techniques(nerve injury, hepatic and splenic injury, Pneumothorax). Conclusions : It is mandatory to prepare adequate sterilie aseptic technique. The clinician should ensure understand genernal health state of patient and anatomical direction.

경기론(經氣論)에 근거(根據)한 사상체질(四象體質) 형성(形成)에 관한 문헌적(文獻的) 고찰(考察)

김성철,Kim, Sung-Chul 사상체질의학회 2003 사상체질의학회지 Vol.15 No.2

Objective: The purpose of this study is to discourse upon that the construction of Sasang Constitutional Medicine has a significant property of Oriental Medicine by explaining the disparity of the viscera and bowels of four constitutions through the special quality of ying-qi and wei-qi circulating in human body on the basis of the channel-qi theory of ${\ulcorner}Huangdi$ $Neijing{\lrcorner}$ Conclusion: 1. Primordial-qi is the congenital essence inherited from the parents and pectoral-qi, ying-qi and wei-qi is the acquired essence derived from the food and air that human eat and breathe. 2. Ying-qi and wei-qi circulates in the meridian system by the strength and pushing of pectoral-qi under the influence of primordial-qi 3. Ying-qi, by the pushing function of pectoral-qi, determines large lung-small liver and small lung-large liver according to the innate quantity of qi and blood. 4. Wei-qi, by the pushing function of pectoral-qi, determines large spleen-small kidney and small spleen-large kidney according to the innate quantity of qi and blood. 5. The heart in the theory of the meridian system's fetus-nourishing and Sasang Constitutional Medicine is involved in the formation of viscera and bowels as governing human body and seven emotions. 6. It is considered that Taiyang person and Taiyin person have the constitution influenced by ying-qi. 7. It is considered that Shaoyang person and Shaoyin person have the constitution influenced by wei-qi. The inquiry into several literatures on the basis of the channel-qi theory of ${\ulcorner}Huangdi$ $Neijing{\lrcorner}$ leads us to the idea that the construction of Sasang Constitotional Medicine is another well-implied representation of the property of the meridian doctrine in the existing Oriental Medicine. And it is considered that the more continual studies of literatures and Sasang Constitutional Medicine Acupuncture are necessary henceforth.

근위축성 측삭경화증에 대한 한방 치료의 임상선행연구

김성철,나원민,임나라,이도상,장은하,송봉근,Kim, Sung-Chul,Na, Won-Min,Lim, Na-Ra,Lee, Do-Sang,Jang, Eun-Ha,Song, Bong-Keun 대한약침학회 2009 Journal of pharmacopuncture Vol.12 No.1

Objectives : This study was to investigate the effect of Oriental medical treatment on ALS. Methods : We investigated 12 ALS patients which were admitted to Gwang-Ju O.M. hospital from Oct. 14, 2008 to Nov. 14, 2008. All patients were treated by SAAM-acupuncture, herb medication, Bee venom Pharmacopuncture therapy, Needle-embedding therapy, etc. We evaluated patients using the Amyotrophic lateral sclerosis Functional Rating Scale-Revised(ALSFRS-R), Medical Research Council (MRC) Scale. Results : After 30 days, mean ALSFRS-R score of patients was improved from $28.42{\pm}7.83$ to $29.08{\pm}7.99$, and mean MRC Scale of patients was improved from $24.79{\pm}8.37$ to $25.34{\pm}8.45$. But in both cases, the variation was not statistically significant. After 30 days, mean ALSFRS-R score and mean MRC Scale of patients was more improved in subjects with bulbar-onset, onset age: 51-60yrs., disease duration: 24-48mo. And the results showed partially significant difference. Conclusions : We think that the results of this case be a pilot study that proves the effect of Oriental Medical treatment on ALS.

초오 약침 개발을 위한 백서 독성 연구 및 생리활성에 대한 연구

김성철,안성훈,김성하,이상관,송봉근,Kim, Sung-Chul,Ahn, Seong-Hun,Kim, Sung-Ha,Lee, Sang-Kwan,Song, Bong-Keun 대한약침학회 2011 Journal of pharmacopuncture Vol.14 No.1

Objective : We investigate toxicity of Aconiti ciliare tuber and antioxidant activity of Aconiti ciliare tuber Pharmacopuncture to develop safe Aconiti ciliare tuber Pharmacopuncture and find out the effect. Methods : In order to investigate toxicity of Aconiti ciliare tuberm, we administered Aconiti ciliare tuberm orally to rats and examined the survival rate, comparing with the survival rate of rats administered by Radix aconitum simmered with Semen Glycine and Radix Glycyrrhizae. We examined the in vitro biological activity of Aconiti ciliare tuber Pharmacopuncture, including the total polyphenol content, and ABTS radical scavenging. Results and Conclusions : The $LD_{50}$ of Radix aconitum simmered with Semen Glycine and Radix Glycyrrhizae was 9.0g/kg, on the other hand, the $LD_{50}$ of Aconiti ciliare tuberm was more than 15g/kg. The total polyphenol contents of Aconiti ciliare tuberm Pharmacopuncture was 2.31mg/L. The 2,2'-azinobis-3-ehtlbezothiazoline-6-sulfonic acid radical decolorization (ABTS) was 10.26%. We conclude that Aconiti ciliare tuberm is not highly toxic, Aconiti ciliare tuber Pharmacopuncture has a little antioxidant effect.

오공약침(蜈蚣藥鍼)에 대한 연구현황분석(硏究現況分析)과 치료법(治療法)에 관한 연구(硏究)

김성철,Kim, Sung-Chul 대한약침학회 2006 Journal of pharmacopuncture Vol.9 No.2

Objectives : We review a result of studies until the present and suggest the method of medical treatment for the clinical treatment of Scolopendrid Herbalacupuncture. Methods : We analysis the paper of the bibliographic studies, the experiment studies and the clinical studies from 2001 developed Scolopendrid Herbalacupuncture and grope for the course of studies. Results : 1. Scolopendrid Herbalacupuncture is proved the clinical safety by the aninmal and human tests. 2. The pharmacological action of Scolopendra subspinipes mutilans L. Koch is anti-convulsive action, analgesic action, lowering blood pressure, anti-inflammatory action, anti-tumor action and microbe inhibition 3. Scolopendrid Herbalacupuncture has been a fine effect to the entrapment neuropathy and inflammatory. 4. Scolopendrid Herbalacupuncture was thought effective on a acute phase and to the excessive symptoms. The Sub-chronic toxicity experiment observing the response after hypodermic medication over 90 days, The Genetic-mutagenic toxity experiment and the clinical effect studies are necessary.

오공약침의 아만성독성 시험 및 생산량 증가방안에 관한 연구

김성철,Kim, Sung-Chul 대한약침학회 2008 Journal of pharmacopuncture Vol.11 No.4

Purpose The purpose of this study was to investigate sub-chronic toxicity of scolopendrid pharmacopuncture in mouse and method of increasing output of scolopendrid pharmacopuncture. Methods In order to prove the clinical safety of scolopendrid pharmacopuncture during 90 days, We have observed the physical reaction(side effect) and clinical pathology test after scolopendrid pharmacopuncture treatment and investigated method of increasing Output of scolopendrid pharmacopuncture for 90%, 80%, 70% ethanol. Results In subchronic toxicity test, there was no significant sign in clinical sign, opthalmological values, body weights, hematological values and urinalysis values. And we could see that food consumptions and water consumptions increased significantly, albumin, triglycerides, GPT in blood chemical values and Liver, Testis(right) in organ weights changed significantly in some groups, compared with those in the S1 group. But these changes were observed within the scope of physiology. So there was no sign of toxication in subchronic toxicity test, and we can tell that NOAEL(No Observed Adverse Effect Level) is above 0.286mg/kg/day. And 70% ethanol solution of scolopendrid was yielded the most amount of substance. Conclusions This study demonstrates that scolopendrid pharmacopuncture is to treatment of safety for a long time and we can obtain much amount from 70% ethanol solution of scolopendrid.

동일 농도0.1mg/ml)의 Sweet Bee Venom과 봉약침의 퇴행성 슬관절염에 대한 임상연구

김성철,나원민,이성용,장은하,임승일,Kim, Sung-Chul,Na, Won-Min,Lee, Sung-Young,Jang, Eun-Ha,Lim, Seung-Il 대한약침학회 2008 Journal of pharmacopuncture Vol.11 No.1

Objectives : To verify pain relief effects and allergy inhibitory action for the osteoarthritis of the knee joint in Sweet Bee Venom in which allergy causing enzyme is removed. Methods : We randomly allocated 30 participants to treatment group Sweet Bee Venom and Bee Venom. Outcomes on pain reduction were measured by 100mm VAS(Visual Analog Scale). And we recorded into details allergic responses during Pharmacopuncture treatment. Results : Whole body condition and pain rate through VAS measurement were improved significantly in 2 weeks. We could get difference in pain score of two Pharmacopuncture groups significantly in 2 weeks. Sweet BV group($0.1{\beta}mg/m{\ell}$) showed superior reduction in pain compared to the BV group($0.1{\beta}mg/m{\ell}$) significantly. And other allergic responses such as edema, itchiness, pain were significantly lower in the Sweet BV group.

알콜과 각막상피절삭기를 이용한 각막 상피층 분리 및 창상치유 정도 비교

김성철,김웅재,정성근,Sung Chul Kim,Wung Jae Kim,Sung Kun Chung 대한안과학회 2006 대한안과학회지 Vol.47 No.8

Purpose: Laser epithelial keratomileusis (LASEK) is a refractive surgery technique in which the cornea is covered with the epithelial flap after keratectomy. However, there have been reports of tissue damage by the alcohol utilized in this procedure while preparing the epithelial flap, which has led to novel methods. One of these is the mechanical designing of the epithelial flap named epipolis laser assisted in situ keratomileusis (Epi-LASIK). This study evaluates the histologic features and wound healing process of the corneal flap using Epi-Tome, which is the epithelial cutter of the newly introduced Epi-Lasik. Methods: Twenty-four eyes of 12 dogs were devided into two groups. In one group (n=12), 20% alcohol was used and, in the other group (n=12), Epi-Tome (Gebauer, Germany) was used to make a corneal flap. The size change of a fluorescein-stained epithelial defect was followed postoperatively at 6, 12, 24, and 36 hours. Results: The maximum decrease in defect size were observed at 0 to 6 hours in the Epi-Tome group, and from 6 to 12 hours in the alcohol group; the value were 10.01±5.32 mm2 and 9.23±4.75 mm2 respectively. Histologic review revealed that there was less tissue damage and smoother cut edge in the Epi-Tome group compared to the alcohol group, and the adhesion between stroma and epithelium was faster in the Epi-Tome group. Conclusions: Mechanically detached corneal flaps had favorable chances of survival such that re-epithelialization occurred early in the postoperative phase. A few epithelial fragments at a corneal section plane prevent corneal opacification and minimize inflammatory reaction, thus reducing postoperative pain.

Who' Calling the Shots on State AFDC Policy ; The Governor , the State Legislature or the Bureaucracy ?

김성철,Kyu Cheon Lee,Robert Jay Dilger (Sung Chul Kim) 한국정책학회 1996 한국정책학회 기타자료 Vol.1996 No.2