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Bayesian Forecasting with Nonlinear Autoregressive Conditional Duration Models
박수남,김영재 한국산업경제학회 2014 산업경제연구 Vol.27 No.1
The purpose of this paper is to provide nonlinear autoregressive conditional duration (ACD) models to forecast price duration with Bayesian method and compare the forecast performances of several ACD models altering observations. The main findings and their implications are as follows: First, though duration shock is very persistent, the nonlinear specification is effective for forecasting duration since exponential smooth transition component-ACD (EST-C-ACD) models show better performance than component-ACD (C-ACD). Second, forecast performances of most of the ACD models are not significantly different across experiments with different sample sizes. Hence, with an appropriate number of observations, extending observations to forecast intraday transactions would not be required. Third, although insignificantly different in forecast performance, Weibull-ACD (WACD) models require much more CPU time than exponential-ACD (EACD) and are therefore inefficient in forecasting intraday duration. Fourth, in all of the forecast experiments, the EST-C-EACD model shows good overall performance and better CPU time. In the presence of heterogeneous traders in a financial market, a component-model can appropriately exhibit the price process consisting of heterogeneous components. The smooth transition model could especially better exhibit a price process than others by allowing for a smooth transition between heterogeneous components.
박수남,Sun Young Kim,Gyu Nam Lim,Na Rae Jo,Min Hye Lee 한국공업화학회 2012 Journal of Industrial and Engineering Chemistry Vol.18 No.2
The objective of this study was to compare astragalin (kaempferol-3-O-glucoside) isolated from Suaeda asparagoides extract with kaempferol, an aglycone of astragalin showing the anti-oxidative activity, the cellular protective effect, and skin permeability. Kaempferol was superior to (+)-a-tocopherol and Lascorbic acid known as strong antioxidants in the antioxidative activity by DPPH method and chemiluminescence assay. Astragalin and kaempferol exhibited more prominent cellular protective effect than the lipid peroxidation chain blocker, (+)-a-tocopherol. In this in vitro permeation experiment of astragalin and kaempferol through the ICR mouse skin, kaempferol permeated deeper into the skin than astragalin. These results indicate that kaempferol and astragalin can function as antioxidants in biological systems, particularly skin exposed to solar radiation, and protect cellular membranes against reactive oxygen species.
박수남,원두현,황준필,한샛별 한국공업화학회 2014 Journal of Industrial and Engineering Chemistry Vol.20 No.5
The purpose of this study was to identify the substance responsible for significant cellular protective effect of the extract from Juncus effusus L. on the photohemolysis of erythrocyte and to investigate the mechanism underlying this effect. The single substance was identified as ‘‘dehydroeffusol’’. To investigate the mechanism, cellular protective effect, singlet oxygen quenching rate constant, free radical and reactive oxygen species (ROS) scavenging activity and erythrocyte membrane penetration efficiency were tested. The results showed that ROS incidentally produced in the Type II reaction is the main reason for photohemolysis and that erythrocyte membrane penetration ability is crucial to cell protection.
Chitosan-coated liposomes for enhanced skin permeation of resveratrol
박수남,조나래,전소하 한국공업화학회 2014 Journal of Industrial and Engineering Chemistry Vol.20 No.4
In this study, chitosan-coated liposomes were investigated for use in enhanced transdermal delivery of resveratrol. Particle size, entrapment efficiency, stability, and skin-permeation efficiency were evaluated. The particle size was seen to increase on coating with chitosan, with higher concentrations of coating solution forming larger particles. The zeta potential of the liposomes also followed the same trend, i.e., it changed from a negative value for uncoated liposomes to increasingly positive values for the chitosan-coated ones. The chitosan coating was seen to increase the stability of the liposomes by preventing their aggregation. Transdermal delivery of uncoated and 0.1% chitosan-coated liposomes containing 0.1% resveratrol was investigated using Franz diffusion cells. The proportions of resveratrol that permeated the animal skin were 40.42% and 30.84% for the coated and uncoated liposomes, respectively. This increased skin-permeation efficiency with the coating could be explained by the tendency of positively charged liposomes to interact more strongly with the skin surface. These results indicate that chitosan-coated liposomes could be an effective transdermal delivery system for delaying skin aging using resveratrol.