• Journal of the Korean Data and Information Science Society
• /
• v.28 no.1
• /
• pp.119-130
• /
• 2017

In many literatures on VaR and CTE for multivariate distribution, these are estimated by using transformed univariate distribution with a specific ratio of many kinds of portfolios. Even though there are lots of works to define quantiles for multivariate distributions, there does not exist a quantile uniquely. Hence, it is not easy to define the VaR and CTE. In this paper, we propose the weighted CTE vectors corresponding to various ratio combinations of many kinds of portfolios by extending the researches on the alternative VaR and integrated multivariate CTE based on multivariate quantiles. We extend relation equations about univariate CTEs to multivariate CTE vectors and discuss their characteristics. The proposed weighted CTEs are explored with some data from multivariate normal distribution and illustrative examples.

• The Korean Journal of Applied Statistics
• /
• v.29 no.7
• /
• pp.1201-1212
• /
• 2016

Value at Risk (VaR) for market risk management is a favorite method used by financial companies; however, there are some problems that cannot be explained for the amount of loss when a specific investment fails. Conditional Tail Expectation (CTE) is an alternative risk measure defined as the conditional expectation exceeded VaR. Multivariate loss rates are transformed into a univariate distribution in real financial markets in order to obtain CTE for some portfolio as well as to estimate CTE. We propose multivariate CTEs using multivariate quantile vectors. A relationship among multivariate CTEs is also derived by extending univariate CTEs. Multivariate CTEs are obtained from bivariate and trivariate normal distributions; in addition, relationships among multivariate CTEs are also explored. We then discuss the extensibility to high dimension as well as illustrate some examples. Multivariate CTEs (using variance-covariance matrix and multivariate quantile vector) are found to have smaller values than CTEs transformed to univariate. Therefore, it can be concluded that the proposed multivariate CTEs provides smaller estimates that represent less risk than others and that a drastic investment using this CTE is also possible when a diversified investment strategy includes many companies in a portfolio.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.20 no.12
• /
• pp.298-305
• /
• 2019

Cudrania tricuspidata has been reported to have many biological activities, including anti-inflammatory, anti-cancer, and antioxidant properties. However, the effects of C. tricuspidata root extract (CTE) on human platelet aggregation induced by collagen as well as the signaling pathways involved remain unknown. In the present study, we investigated the effect of CTE on human platelets. CTE inhibited platelet aggregation via down-regulation of thromboxane A₂ (TXA₂) by blocking cyclooxygenase-1 (COX-1) activity and intracellular Ca²⁺ mobilization in collagen-induced platelets. CTE also reduced the phosphorylation of phospholipase C (PLC) γ2 and syk. CTE regulated platelet aggregation via cyclic guanosine monophosphate (cGMP)-dependent phosphorylation of vasodilator-stimulated phosphoprotein (VASP) Ser²³⁹. In addition, administration of CTE (50 and 100 mg/kg) significantly reduced hyper-aggregated platelet aggregation by collagen (5 ㎍/mL) without hepatotoxicity in HFD (high fat diet)-fed rats. Taken together, these results suggest that CTE has anti-platelet effects both in vitro and in vivo. Therefore, CTE may be an effective therapeutic and preventive agent for cardiovascular disease, and is a safe and natural product.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.18 no.2
• /
• pp.218-225
• /
• 2017

To investigate the anti-hangover effects of Cudrania tricuspidata root extract (CTE), the blood alcohol metabolism and blood gas imbalance of CTE in rats treated with 10 ml/kg alcohol were examined. CTE (500 mg/kg and 750 mg/kg) was administrated after 30 minutes of alcohol consumption (10 ml/kg). Blood collection was implemented from the tails of the animals after 1, 3, and 5 hours post alcohol consumption. The Condition drink (a commercial anti-hangover beverage) was used as a positive control. Single administration by the oral route was performed. The consumption of CTE (500 mg/kg and 750 mg/kg) decreased the serum alcohol concentration by increasing and maintaining both the alcohol dehydrogenase (ADH) and acetaldehyde dehydrogenase (ALDH) enzyme activity levels in the blood and liver. In addition, CTE led to recovery from the imbalances in the blood gas levels, including carbon dioxide ($CO_2$) and changes in pH, bicarbonate ($HCO_3{^-}$) and lactic acid levels due to alcohol ingestion. In conclusion, CTE exerted a more pronounced anti-hangover effect than a commercial anti-hangover drink. Therefore, CTE can be a novel and safe anti-hangover natural product agent for the prevention or treatment of symptoms caused by excessive alcohol consumption.

• Journal of The Korean Society of Integrative Medicine
• /
• v.7 no.2
• /
• pp.189-195
• /
• 2019

Purpose : The purpose of this study was to investigate the effects of chin tuck exercise (CTE) on the craniovertebral angle (CVA), strength and endurance of deep cervical flexor (DCF) muscles in subjects with forward head posture(FHP). This study was performed on 30 subjects with FHP. Method : Thirty subjects were divided into two groups; modified CTE (n=15), conventional CTE (n=15). Both of the group performed the exercise 4 times a week for 6 weeks. The subjects performed CTE in two different methods; modified CTE, with device designed that help keep cervical lordois curve, and coventional CTE, without using device. The CVA was measured using Image software version. A pressure biofeedback unit was used to measure the strength and endurance of the DCF muscles. The data was analyzed by the paired t-test for comparing before and after changes of variables in each group and the independent t-test for comparing the between groups. Result : There was statistically significant difference of before and after strength and endurance of DCF muscles in modified CTE (p<0.05). There was statistically significant difference of before and after only endurance of DCF muscles in conventional CTE (p<0.05). There was statistically significant difference of between the two group in strength of DCF muscles (p<0.05). Conclusion : Muscle strength to stabilize the spine plays an important role in maintaining a good posture. Therefore, we suggest that the application of CTE with a device designed to maintain the lordotic curvature in the neck is likely to yield better outcomes in FHP subjects in future studies.

• YAKHAK HOEJI
• /
• v.56 no.1
• /
• pp.26-34
• /
• 2012

Mast cells play an important role in early and late phase allergic reactions through allergen and IgE-dependent release of histamine, proteases, prostaglandins, and several multifunctional cytokines. In this study, we investigated whether Cudrania tricuspidata extract (CTE) suppresses IgE-mediated allergic responses in mast cells, an allergic animal model, and its mechanism of action in mast cells. We found that CTE inhibited IgE-mediated degranulation and cytokine production in rat basophilic leukemia (RBL)-2H3 mast cells and bone marrow-derived mast cells (BMMC), as well as passive cutaneous anaphylaxis (PCA) in mice. With regard to its mechanism of action, CTE suppressed the activating phosphorylation of spleen tyrosine kinase (Syk), a key enzyme in mast cell signaling processes and that of LAT, a downstream adaptor molecule of Syk in $Fc{\varepsilon}RI$-mediated signal pathways. CTE also suppressed the activating phosphorylation of mitogen-activated protein (MAP) kinases and Akt. The present results strongly suggest that the anti-allergic activity of CTE is mediated through inhibiting degranulation and allergic cytokine secretion by inhibition of Syk kinase in mast cells. Therefore, CTE may be useful for the treatment of allergic diseases.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.2
• /
• pp.421-433
• /
• 2017

The CTE (conditional tail expectation) is a useful risk management measure for a diversified investment portfolio that can be generally estimated by using a transformed univariate distribution. Hong et al. (2016) proposed a multivariate CTE based on multivariate quantile vectors, and explored its characteristics for multivariate normal distributions. Since most real financial data is not distributed symmetrically, it is problematic to apply the CTE to normal distributions. In order to obtain a multivariate CTE for various kinds of joint distributions, distribution fitting methods using copula functions are proposed in this work. Among the many copula functions, the Clayton, Frank, and Gumbel functions are considered, and the multivariate CTEs are obtained by using their generator functions and parameters. These CTEs are compared with CTEs obtained using other distribution functions. The characteristics of the multivariate CTEs are discussed, as are the properties of the distribution functions and their corresponding accuracy. Finally, conclusions are derived and presented with illustrative examples.

• Korean Journal of Pharmacognosy
• /
• v.48 no.2
• /
• pp.155-159
• /
• 2017

Cudrania tricuspidata Bureau (Moraceae) is a traditional oriental medicine that has been widely used as anti-oxidant, anti-inflammatory and immunomodulatory in Korea. This study was performed that the 70% ethanol extract of the roots of C. tricuspidata (CTE) suppressed receptor activator of NF-${\kappa}B$ ligand (RANKL)-induced osteoclastogenesis, actin ring formation in RAW 264.7 cell lines. CTE significantly inhibited the JNK/mitogen-activated protein kinase (MAPK) signaling pathway without affecting ERK and p38 signaling in RANKL-stimulated RAW 264.7 cells. Also, CTE inhibited RANKL-induced expression of c-Fos, an upstream activator of NFATc1. Consequently, CTE suppresses osteoclast differentiation by inhibiting RANKL induced MAPK signaling pathways and disrupts the actin rings in mature osteoclasts. Thus, CTE can be used for the development of osteoporosis treatment drug with a natural material.

• Proceedings of the KSME Conference
• /
• 2003.04a
• /
• pp.1315-1320
• /
• 2003

The thermal expansion coefficient, which causes the micro failure at the interfacial state of thin films is necessary to consider for proper designing MEMS. The effect of temperature on the coefficient of thermal expansion(CTE) of $SiO_2$ and $Si_3N_4$ film was investigated. Thermal strain induced by mismatch of CTE between substrate and thin film continuously measured with resolution-improved electronic speckle pattern interferometry(ESPI). The thermal stress induced by mismatch of CTE derivate through thermal strain. The thermal expansion coefficients of thin film were calculated with the general equation of CTE and thermal stress in thin films, and it confirmed that CTE of $SiO_2$changed from $0.25{\times}10^{-6}/^{\circ}C$ to $1.4{\times}10^{-6}/^{\circ}C$ with temperature increasing from 50 to $600^{\circ}C$

• Development and Reproduction
• /
• v.24 no.2
• /
• pp.89-100
• /
• 2020

Clerodendrum trichotomum is a folk medicine exhibiting anti-hypertension, anti-arthritis, and anti-rheumatism properties. However, little is known about whether the material might prevent hyperuricemia and associated inflammation. In this study, we explored whether C. trichotomum leaf extract (CTE) prevented hyperuricemia induced by potassium oxonate (PO) in mice. CTE (400 mg/kg body weight) significantly reduced the serum uric acid (UA), blood urea nitrogen (BUN), and serum creatinine levels and increased urine UA and creatinine levels. CTE ameliorated PO-induced inflammation and apoptosis by reducing the levels of relevant proteins in kidney tissues. Also, CTE ameliorated both UA-induced inflammatory response in RAW 263.7 cells and UA-induced cytotoxicity in HK-2 cells. In addition, liver transcriptome analysis showed that CTE enriched mainly the genes for mediating positive regulation of MAPK cascade and apoptotic signaling pathways. Together, the results show that CTE effectively prevents hyperuricemia and associated inflammation in PO-induced mice.