Cross-sectional analysis of MAX effects in Won-based cryptocurrency market

학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2024.2,[iii, 46 p. :]본 논문은 한국 가상화폐 시장에서 최대 일일 수익률과 미래 수익률 간의 관계, 즉 MAX 효과를 연구한다. 한국의 가상화폐 시장은 큰 양의 왜도와 같은 복권적 자산의 특성을 나타내며, MAX 효과를 연구하기에 이상적인 환경을 제공한다. 포트폴리오 분석과 코인 수준의 횡단면 회귀 분석 모두 MAX와 가상화폐의 예상 수익률 간에 부정적이고 유의한 관계를 나타내며 이는 Bali et al.(2011)의 연구와 일맥상통한다. 이러한 결과들은 시가총액, 지난 3주간의 누적 수익, 유동성 부족, 고유 변동성 및 왜도 변수들에 대한 통제 하에도 견고하다. Ang et al.(2006)에 의해 미국 주식시장에서 처음 발견된 고유 변동성 퍼즐이 주식 시장 뿐만 아니라 가상화폐 시장에서도 나타나는 것을 보이며, 또한 Bali et al.(2011)의 연구와 일관되게, MAX를 통제함으로써 미래 수익률과 고유 변동성 간의 부정적 관계가 역전되는 것을 보인다.한국과학기술원 :금융공학프로그램

Hahella chejuensis Pigments Killing Red-tide Microalgae

Algicidal effect of red pigment of a marine bacterium Hahella chejuensis strain 96CJ10356 were tested with Cochlodinium polykrikoides, Gyrodinium impudicum, Heterosigma akashio, Procentrium micans and Alexandium catenella. Among the tested species three species of red-tide microalgae, Cochlodinium polykrikoides, Gyrodinium impudicum and Heterosigma akashio showed strong cell lysis in the presence of red pigment, which had maximum absorptions at 486 and 539 nm. In f/2 medium containing 1 mg/l ethanol-soluble crude red pigment, more than 99.1% of C. polykrikoides cells were lysed within 1 h, At the same conditions, cell lysis density of G. impudicum was 59.7, and H. akashiond 72.9%, respectively. After exposure to this pigment, the algal cells lose their motility, became round, expanded and finally burst.2

Novel emulsifier from marine microorganism

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Algicidal effect of Red Pigment from the Marine Bacterium Hahella chejuensis strain 96CJ10356 on Red-tide Microalgae

The algicidal effects of red pigment from the marine bacterium Hahella chejuensis strain 96CJ10356 on two species of red-tide microalgae (Cochlodinium polykrikoides and Gyrodinium impudicum) were examined. The isopropanol-soluble crude red pigments with maximum absorptions at 496, and 533.5 nm, were produced. Swimming cell density of C. polykrikoides and G. impudicum decreased to less than 8% of the initial density within 1 h in f/2 medium containing 10 mg/l crude red pigment. After losing their motility, almost all of the cells became round and then expanded and burst. Once cells had become round, none of them recovered to normal vegetative cells within 24 h even if they were transplanted to f/2 medium.1

Novel Exopolysaccharide from Marine Biofilm-Forming Microorganisms

We performed 1) isolation of bacteria from the various slides that had been exposed to natural seawater and the natural biofilms, 2) identification of bacterial strains, 3) estimation of exopolysaccharide-producing ability, 4) characterization of the exopolysaccharide produced by selected strains, and 5) presentation of usage from isolated exopolysaccharide.2

A novel sulfated polysaccharide derived from the marine microalgae Gyrodinium impudicum strain KG03 with immunostimulating activity in vitro

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Exopolysaccharide from Colorless Mutant of Hahella chejuensis strain 96CJ10356

Red pigment forming Hahella chejuensis 96CJ10356 producde novel viscous exopolysaccharide(EPS), named as EPS-R. In order to prepare colorless EPS, mutants of H. chejuensis 96CJ10356 were developed using by EMS (ethylmetane sulfonate) mutagenesis. Strain m10356, one of non-pigment forming mutants, produced white colored EPS, p-m10356 with higher productivity. The characteristics of p-m10356 such as average molecular masses, sugar compositions, element composition, thermal properties were analyzed. After the effects of salt, pH, temperature, inorganic compounds, and C, N-source were tested, M-m10356 medium was proposed for optimal EPS production. Rheological properties of p-M10356 at various temperatures, concentrations, salts, pH and mixed other polysaccharide were monitored using oscillatory measurement and steady-shear viscosity measurement.2

Utilization of geneticresources and procurement of marine microbial diversity

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