• Journal of Korean Medicine Rehabilitation
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• v.30 no.1
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• pp.105-113
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• 2020

Objectives Excess weight and obesity are a crucial public health problem worldwide and are considered as the main cause of many chronic diseases. The present study evaluated the effects of Aronia melanocarpa extract (AMEX) supplementation on body compositions in overweight or obese people. Methods This randomized, double-blind, placebo-controlled clinical trial was carried out on 66 healthy overweight or obese peoples. The eligible subjects were divided into AMEX and placebo supplement treatment for 12 weeks. Anthropometrics, body composition (dual-energy X-ray absorptiometry), and blood analysis were performed preand post intervention. Results We observed significant reductions in the body weight and body mass index in both groups; however, the decrease was higher in the AMEX group. Body fat mass and percent body fat showed a tendency to decreases after AMEX supplementation. No clinically significant changes were observed for any safety parameter. Conclusions In conclusion, the data of this trial indicate that AMEX were not effective in reducing body compositions, but as a safe supplement, it may help weight loss in overweight or obese people.

• IE interfaces
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• v.20 no.2
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• pp.94-102
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• 2007

Portfolio management deals with decision making on 'when' and 'how' to revise an existing portfolio. In this paper, we show that a classical statistical process control (SPC) chart for normal data, a wellestablished tool in quality engineering, can effectively be used for signaling times for revising a portfolio. Noting that the day-to-day performance of a portfolio may be auto-correlated, we use the exponentially weighted moving average center-line chart to develop an automatic portfolio management procedure. The portfolio management procedure is extensively tested on historical data of equities traded in the Korea Exchange (KRX), the American Stock Exchange (AMEX), and the New York Stock Exchange (NYSE). In comparison with the performances of the KOSPI, XAX, and NYA indices during the same time periods, results from these experiments show that SPC chart-based portfolio revision presents itself a convenient and reliable method for optimally managing portfolios.

• Journal of the Korea Society of Computer and Information
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• v.17 no.11
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• pp.1-10
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• 2012

In this paper, the extension of the addressing mode in the 16-bit Thumb instruction set architecture is proposed to improve the performance of 16-bit Thumb code. The key idea of the proposed approach is the introduction of new addressing modes for more frequent instructions by using the saved bits from the reduction of the register fields in less frequently used instructions. The proposed approach adopts efficient addressing modes from the 32-bit ARM architecture, which is the superset of the 16-bit Thumb architecture. To speed up access to a data list, scaled register offset addressing mode and post-indexed addressing mode are introduced for load and store instructions. Experiments show that the proposed approach improves performance by an average of 8.5% when compared to the conventional approach.

• The Korean Journal of Financial Studies
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• v.2 no.2
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• pp.221-256
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• 1995

This paper compares the intra-day patterns on the NYSE and AMEX of volatility, trading volume and bid-ask spreads for European and Japanese dually-listed stocks with American stocks of comparable average trading volume and volatility. It is shown that the intra-day patterns for these stocks are remarkably similar even though public information flows differ markedly across these stocks during the trading day. In the early morning, all stocks have higher volatility than later in the day, but this phenomenon is most pronounced for Japanese stocks and affects American stocks the least. We argue that these patterns are consistent with markets reacting to the overnight accumulation of public information but are inconsistent with the view that early morning volatility can be attributed to monopolistic specialist behavior.