회귀모형에서 혼합주기자료를 이용한 정보 업데이트 방법에 관한 이론 및 실증연구

학위논문 (박사)-- 서울대학교 대학원 : 경제학부 경제학 전공, 2016. 2. 류근관.This paper considers the econometric problems arising from using outdated data in a regression model in which the independent variable is observed less frequently than the dependent variable. Specifically, OLS estimates may suffer from a form of omitted variable bias if outdated data is correlated with information during the time no observation takes place. We claim that using data correlated with the independent variable but with a shorter observation period to update the independent variable can eliminate the bias, as well as reducing uncertainty in estimating the dependent variable. We test the theory with an empirical model of bankruptcy forecast for medium sized firms. We present a more accurate default forecast model that updates the average change in firms financial standing with monthly business cycle information. Financial institutions may use the monthly estimates to monitor losses on their loan portfolios more accurately and more frequently.1. Introduction 1 1.1 Motivation 1 1.2 Contributions and outline of the paper 5 2. Is it problematic to use outdated data in regression models? 8 2.1 Introduction 8 2.2 Omitted variable bias from using outdated data and information update with auxiliary variable 10 2.3 Information update and regression variance 17 2.4 Conclusion 19 3. Forecasting Bankruptcy More Frequently: Information Update via High Frequency Data 21 3.1 Introduction 21 3.2 Hazard model and outdated data 25 3.3 Estimating portfolios expected loss using monthly business cycle data 27 3.4 Data construction and basic description 30 3.5 Estimation results 35 3.6 Robustness checks 41 3.7 Application in financial institutions 49 3.8 Conclusion 50 4. Concluding remarks 51 References 52 Appendix 52 A.1 Proof of the equation (11) 54 A.2 Multiple outdated variables 55 A.3 Measurement error in the auxiliary variable z 57 A.4 Yearly financial statements data summary 62 A.5 Financial ratios 64 A.6 Estimation results with financial ratios in Altman(1968) and Zmijewski (1984) 65 국문초록 70Docto

Metabolomics of Oxidative Stress in Recent Studies of Endogenous and Exogenously Administered Intermediate Metabolites

Aerobic metabolism occurs in a background of oxygen radicals and reactive oxygen species (ROS) that originate from the incomplete reduction of molecular oxygen in electron transfer reactions. The essential role of aerobic metabolism, the generation and consumption of ATP and other high energy phosphates, sustains a balance of approximately 3000 essential human metabolites that serve not only as nutrients, but also as antioxidants, neurotransmitters, osmolytes, and participants in ligand-based and other cellular signaling. In hypoxia, ischemia, and oxidative stress, where pathological circumstances cause oxygen radicals to form at a rate greater than is possible for their consumption, changes in the composition of metabolite ensembles, or metabolomes, can be associated with physiological changes. Metabolomics and metabonomics are a scientific disciplines that focuse on quantifying dynamic metabolome responses, using multivariate analytical approaches derived from methods within genomics, a discipline that consolidated innovative analysis techniques for situations where the number of biomarkers (metabolites in our case) greatly exceeds the number of subjects. This review focuses on the behavior of cytosolic, mitochondrial, and redox metabolites in ameliorating or exacerbating oxidative stress. After reviewing work regarding a small number of metabolites—pyruvate, ethyl pyruvate, and fructose-1,6-bisphosphate—whose exogenous administration was found to ameliorate oxidative stress, a subsequent section reviews basic multivariate statistical methods common in metabolomics research, and their application in human and preclinical studies emphasizing oxidative stress. Particular attention is paid to new NMR spectroscopy methods in metabolomics and metabonomics. Because complex relationships connect oxidative stress to so many physiological processes, studies from different disciplines were reviewed. All, however, shared the common goal of ultimately developing “omics”-based, diagnostic tests to help influence therapies

E-MIND II를 이용한 고립단어 인식 시스템의 설계

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REALIZING TDNN FOR WORD RECOGNITION ON A WAVEFRONT TOROIDAL MESG-ARRAY NEUROCOMPUTER

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In Vitro Toxicity Screening of Fifty Complex Mixtures in HepG2 Cells

To develop the risk prediction technology for mixture toxicity, a reliable and extensive dataset of experimental results is required. However, most published literature only provides data on combinations containing two or three substances, resulting in a limited dataset for predicting the toxicity of complex mixtures. Complex mixtures may have different mode of actions (MoAs) due to their varied composition, posing difficulty in the prediction using conventional toxicity prediction models, such as the concentration addition (CA) and independent action (IA) models. The aim of this study was to generate an experimental dataset comprising complex mixtures. To identify the target complex mixtures, we referred to the findings of the HBM4EU project. We identified three groups of seven to ten components that were commonly detected together in human bodies, namely environmental phenols, perfluorinated compounds, and heavy metal compounds, assuming these chemicals to have different MoAs. In addition, a separate mixture was added consisting of seven organophosphate flame retardants (OPFRs), which may have similar chemical structures. All target substances were tested for cytotoxicity using HepG2 cell lines, and subsequently 50 different complex mixtures were randomly generated with equitoxic mixtures of EC10 levels. To determine the interaction effect, we calculated the model deviation ratio (MDR) by comparing the observed EC10 with the predicted EC10 from the CA model, then categorized three types of interactions: antagonism, additivity, and synergism. Dose–response curves and EC values were calculated for all complex mixtures. Out of 50 mixtures, none demonstrated synergism, while six mixtures exhibited an antagonistic effect. The remaining mixtures exhibited additivity with MDRs ranging from 0.50 to 1.34. Our experimental data have been formatted to and constructed for the database. They will be utilized for further research aimed at developing the combined CA/IA approaches to support mixture risk assessment

Investigation on Combined Inhalation Exposure Scenarios to Biocidal Mixtures: Biocidal and Household Chemical Products in South Korea

Global regulations of biocides have been continuously enhanced for protecting human health and the environment from potentially harmful biocidal products. Such regulations consider the combined toxicity caused by mixture components in a biocidal product of which approval and authorization are to be enhanced. Although the combined exposure scenarios of components in mixtures are firstly needed to conduct the mixture risk assessment, systematic combined exposure scenarios are still lacking. In this study, combined inhalation exposure scenarios of biocides in household chemical and biocidal products marketed in South Korea were investigated based on the European Union (EU) and Korean chemical product databases and various data sources integration. The information of 1058 biocidal products and 675 household chemical products that are likely to cause inhalation exposure with two or more biocides was collected, and mixture combination patterns were investigated. Binary mixtures occupied 72% in biocidal products. The most frequently appearing binary mixture was phthalthrin and d-phenothrin. Based on the frequency of use, we suggested a priority list of biocide mixture combinations which need to be firstly evaluated for identifying their combined toxicity for the mixture risk assessment. This study highlights that the derived combined inhalation exposure scenarios can support and facilitate further studies on priority settings for mixture risk assessment and management of potentially inhalable biocides

Investigation on Combined Inhalation Exposure Scenarios to Biocidal Mixtures: Biocidal and Household Chemical Products in South Korea

Global regulations of biocides have been continuously enhanced for protecting human health and the environment from potentially harmful biocidal products. Such regulations consider the combined toxicity caused by mixture components in a biocidal product of which approval and authorization are to be enhanced. Although the combined exposure scenarios of components in mixtures are firstly needed to conduct the mixture risk assessment, systematic combined exposure scenarios are still lacking. In this study, combined inhalation exposure scenarios of biocides in household chemical and biocidal products marketed in South Korea were investigated based on the European Union (EU) and Korean chemical product databases and various data sources integration. The information of 1058 biocidal products and 675 household chemical products that are likely to cause inhalation exposure with two or more biocides was collected, and mixture combination patterns were investigated. Binary mixtures occupied 72% in biocidal products. The most frequently appearing binary mixture was phthalthrin and d-phenothrin. Based on the frequency of use, we suggested a priority list of biocide mixture combinations which need to be firstly evaluated for identifying their combined toxicity for the mixture risk assessment. This study highlights that the derived combined inhalation exposure scenarios can support and facilitate further studies on priority settings for mixture risk assessment and management of potentially inhalable biocides

Importance of pore size and Lewis acidity of Pt/Al2O3 for mitigating mass transfer limitation and catalyst fouling in triglyceride deoxygenation

© 2022 Elsevier B.V.The deoxygenation of triglycerides via hydrotreating is a promising route for producing hydrocarbon fuels from renewable biomass. Because triglycerides are bulky esters possessing multiple C=C bonds, mass transfer limitation and coke deposition within the pore space of catalysts are significant problems. In this study, the catalytic effects of porous structure and surface acidity of Pt/Al2O3 were rigorously investigated in triglyceride deoxygenation. Pt was supported on a series of Al2O3 materials with various crystal structures (γ, θ, and α), pore sizes (3.3–28.6 nm), and Lewis acid amounts (0–337 µmol g−1), which were prepared by sol–gel synthesis. The γ- and θ-Al2O3 phases containing appreciable pentacoordinated Al sites effectively stabilized highly dispersed Pt particles (1.3–1.5 nm) via strong metal-support interactions and exhibited high catalytic activities. Conversely, Pt on α-Al2O3 without pentacoordinated Al sites exhibited very poor dispersion (> 12.6 nm), resulting in low catalytic activity. The results also showed that large mesopores (pore diameter > ∼12 nm) were essential to obtain maximum catalytic activity without mass transfer limitation and to suppress catalyst deactivation by fouling. When comparing the γ- and θ-Al2O3 phases, the latter generally showed inhibited formation of heavy products and coke owing to its larger pore size and smaller amount of Lewis acid sites that can catalyze undesirable oligomerization of unsaturated fatty acids. Consequently, Pt on θ-Al2O3 with extra-large mesopores (pore diameter: 28.6 nm) simultaneously exhibited the highest deoxygenation activity, selectivity toward diesel-range paraffins, and long-term stability.11Nsciescopu