Bivariate GARCH-Jump Model

Chuang-Chang Chang,Hsiao-Wei Ho,Tzu-Hsiang Liao,Yaw-Huei Wang 한국재무학회 2011 한국재무학회 학술대회 Vol.2011 No.09

In this paper we consider the pricing of quanto derivatives with the bivariate GARCH-Jump model, in which jumps take place in the price kernel, and consequently in foreign asset returns and in exchange rates. In the empirical investigation, we use Dow Jones, NASDAQ and NIKKEI 225 indexes, exchange rates and corresponding index warrants data to examine the effects of jump on derivative pricing. The empirical results suggest that the unrestricted bivariate NGARCH-Jump model outperforms the other four models considered in this study. The evidence also reveals that the average pricing error is the smallest for the unrestricted bivariate NGARCH-Jump model. Hence, the nonlinear asymmetric model with jumps captures the dynamics of index return and exchange rate well.

Which Severe Mental Illnesses Most Increase the Risk of Developing Dementia? Comparing the Risk of Dementia in Patients with Schizophrenia, Major Depressive Disorder and Bipolar Disorder

Wei Hung Chang,Chien-Chou Su,Kao Chin Chen,Yin Ying Hsiao,Po See Chen,Yen Kuang Yang 대한정신약물학회 2023 CLINICAL PSYCHOPHARMACOLOGY AND NEUROSCIENCE Vol.21 No.3

Objective: Previous studies have shown that certain severe mental illnesses (SMIs) increase the risk of dementia, but those that increase the risk to a greater degree in comparison with other SMIs are unknown. Furthermore, physical illnesses may alter the risk of developing dementia, but these cannot be well-controlled. Methods: Using the Taiwan National Health Insurance Research Database, patients with schizophrenia, bipolar disorder and major depressive disorder (MDD) were recruited. We also recruited normal healthy subjects as the control group. All subjects were aged over 60 years, and the duration of follow-up was from 2008 to 2015. Multiple confounders were adjusted, including physical illnesses and other variables. Use of medications, especially benzodiazepines, was analyzed in a sensitivity analysis. Results: 36,029 subjects (MDD: 23,371, bipolar disorder: 4,883, schizophrenia: 7,775) and 108,084 control subjects were recruited after matching according to age and sex. The results showed that bipolar disorder had the highest hazard ratio (HR) (HR: 2.14, 95% confidence interval [CI]: 1.99−2.30), followed by schizophrenia (HR: 2.06, 95% CI: 1.93−2.19) and MDD (HR: 1.60, 95% CI: 1.51−1.69). The results remained robust after adjusting for covariates, and sensitivity analysis showed similar results. Anxiolytics use did not increase the risk of dementia in any of the three groups of SMI patients. Conclusion: SMIs increase the risk of dementia, and among them, bipolar disorder confers the greatest risk of developing dementia. Anxiolytics may not increase the risk of developing dementia in patients with an SMI, but still need to be used with caution in clinical practices.

Label-free Detection of Transport Kinetics and Inhibitor Binding of Membrane Transport Proteins with a Two-mode Plasmonic Sensor

Chia-Wei KUO,Tse-Han KUO,Hui-An LEE,Yu-Ting LIN,Cheng-Jung KUO,Kai-Hung HSIAO,Meng-Hua YANG,Kevin TANADY,Shu-Yu CHANG,Tzy-Rong LIN,Ling CHAO 한국생물공학회 2022 한국생물공학회 학술대회 Vol.2022 No.9

Professionals’ experiences and attitudes toward use of Traditional Chinese Medicine in hospice palliative inpatient care units: A multicenter survey in Taiwan

Yu-Jia Lin,Hsiao-Ting Chang,Ming-Hwai Lin,Ru-Yih Chen,Ping-Jen Chen,Wen-Yuan Lin,Jyh-Gang Hsieh,Ying-Wei Wang,Chung-Chieh Hu,Yi-Sheng Liou,Tai-Yuan Chiu,Chun-Yi Tu,Yi-Jen Wang,Bo-Ren Cheng,Tzeng-Ji Ch 한국한의학연구원 2021 Integrative Medicine Research Vol.10 No.2

Background: Medical staff may have difficulties in using conventional medicine to manage symptoms among terminally ill patients, including adverse effects of the treatment. Traditional Chinese medicine (TCM) is regarded as a complementary or alternative medicine, and has been increasingly used in the field of palliative medicine in recent years. This study aimed to investigate the experiences of and attitudes toward using TCM among palliative care professionals, and to provide preliminary information about its use in palliative care. Methods: This was a cross-sectional survey study conducted in eight inpatient hospice wards in Taiwan between December 2014 and February 2016. The questionnaire was self-administered, and was analyzed with descriptive statistics including Pearson’s Chi-square test and Fisher’s exact test. Results: A total of 251 palliative care professionals responded to the questionnaire, of whom 89.7% and 88.9% believed that the use of TCM could improve the physical symptoms and quality of life in terminally ill patients, respectively. Overall, 59.8%, of respondents suggested that TCM had rare side effects, and 58.2% were worried that TCM could affect the liver and kidney function of patients. In total, 89.7% and 88.0% of professionals agreed there were no suitable clinical practice guidelines and educational programs, respectively, for TCM use in palliative care. Conclusions: Most of the respondents agreed there was insufficient knowledge, skills-training, and continuing education on the use of TCM in terminally ill patients in Taiwan. These results show that to address patient safety considerations, guidelines about use of TCM in palliative care should be established.

Microstructure study of the Co-added FePt thin films with high energy density

F. T. Yuan,S. N. Hsiao,S. K. Chen,H. W. Huang,Y. W. Hsu,H. W. Chang,D. H. Wei,Y. D. Yao,H. Y. Lee 한국자기학회 2007 한국자기학회 학술연구발표회 논문개요집 Vol.- No.-

A New Comprehensive Short-form Health Literacy Survey Tool for Patients in General

Tuyen Van Duong,Peter WuShou Chang,Shih-Hsien Yang,Ming-Chu Chen,Wei-Ting Chao,Tara Chen,Priscilla Chiao,Hsiao-Ling Huang 한국간호과학회 2017 Asian Nursing Research Vol.11 No.1

Purpose: To validate a conceptual short-form health literacy 12 items questionnaire (HL-SF12) in patient populations. Methods: A cross-sectional study was conducted via a convenient sample of 403 patients from three departments of a community general hospital in the northern Taiwan. Patients’ health literacy was assessed with a validated HL-SF12, derived from the full scale, the European Health Literacy Survey Questionnaire (HLS-EU-Q), as well as a single-item from Chew’s Set of Brief Health Literacy Question. A reference population in Northern Taiwan (n = 928) via the HLS-EU-Q in 2013e2014 was used as a reference to compare the health literacy between that of the general public and the patients. Data was analyzed by confirmatory factor analysis (CFA), internal consistency analysis, correlation analysis, and linear regression models. Results: Patients’ health literacy assessed with the HL-SF12 was shown with high internal consistency (Cronbach a = .87), and moderately correlated with the single-item from Chew's Set of Brief Health Literacy Question, with satisfactory item-scale convergent validity (item-scale correlation> .40), without floor/ceiling effect, and with satisfactory goodness of fit indices of the three-factor construct model for most of the patients. Their health literacy was significantly positively associated with female gender, higher income, and more often watching health-related TV programs. On the other hands, patients were reported with significantly higher healthcare health literacy than the general public, but not in general health literacy, disease prevention health literacy, or health promotion health literacy. Conclusion: The comprehensive HL-SF12 was a valid and easy to use tool for assessing patients’ health literacy in the hospitals to facilitate healthcare providers in enhancing patients’ health literacy and healthcare qualities.

Approximate Detection Method for Image Up-Sampling

( Ching-ting Tu ),( Hwei-jen Lin ),( Fu-wen Yang ),( Hsiao-wei Chang ) 한국인터넷정보학회 2014 KSII Transactions on Internet and Information Syst Vol.8 No.2

This paper proposes a new resampling detection method for images that detects whether an image has been resampled and recovers the corresponding resampling rate. The proposed method uses a given set of zeroing masks for various resampling factors to evaluate the convolution values of the input image with the zeroing masks. Improving upon our previous work, the proposed method detects more resampling factors by checking for some periodicity with an approximate detection mechanism. The experimental results demonstrate that the proposed method is effective and efficient.

The 5p15.33 Locus Is Associated with Risk of Lung Adenocarcinoma in Never-Smoking Females in Asia

Hsiung, Chao Agnes,Lan, Qing,Hong, Yun-Chul,Chen, Chien-Jen,Hosgood III, H. Dean,Chang, I-Shou,Chatterjee, Nilanjan,Brennan, Paul,Wu, Chen,Zheng, Wei,Chang, Gee-Chen,Wu, Tangchun,Park, Jae Yong,Hsiao, Public Library of Science 2010 PLoS genetics Vol.6 No.8

<▼1><P>Genome-wide association studies of lung cancer reported in populations of European background have identified three regions on chromosomes 5p15.33, 6p21.33, and 15q25 that have achieved genome-wide significance with p-values of 10<SUP>−7</SUP> or lower. These studies have been performed primarily in cigarette smokers, raising the possibility that the observed associations could be related to tobacco use, lung carcinogenesis, or both. Since most women in Asia do not smoke, we conducted a genome-wide association study of lung adenocarcinoma in never-smoking females (584 cases, 585 controls) among Han Chinese in Taiwan and found that the most significant association was for rs2736100 on chromosome 5p15.33 (p = 1.30×10<SUP>−11</SUP>). This finding was independently replicated in seven studies from East Asia totaling 1,164 lung adenocarcinomas and 1,736 controls (p = 5.38×10<SUP>−11</SUP>). A pooled analysis achieved genome-wide significance for rs2736100. This SNP marker localizes to the <I>CLPTM1L</I>-<I>TERT</I> locus on chromosome 5p15.33 (p = 2.60×10<SUP>−20</SUP>, allelic risk = 1.54, 95% Confidence Interval (CI) 1.41–1.68). Risks for heterozygote and homozygote carriers of the minor allele were 1.62 (95% CI; 1.40–1.87), and 2.35 (95% CI: 1.95–2.83), respectively. In summary, our results show that genetic variation in the <I>CLPTM1L-TERT</I> locus of chromosome 5p15.33 is directly associated with the risk of lung cancer, most notably adenocarcinoma.</P></▼1><▼2><P><B>Author Summary</B></P><P>Worldwide, approximately 15% of lung cancer cases occur among nonsmokers. Genome-wide association studies (GWAS) of lung cancer conducted in populations of European background have identified three regions on chromosomes 5, 6, and 15 that harbor genetic variants that confer risk for lung cancer. Prior studies were conducted primarily in cigarette smokers, raising the possibility that the associations could be related to tobacco use, lung carcinogenesis, or both. A GWAS of lung cancer among never-smokers is an optimal setting to discover effects that are independent of smoking. Since most women in Asia do not smoke, we conducted a GWAS of lung adenocarcinoma among never-smoking females (584 cases, 585 controls) in Taiwan, and observed a region on chromosome 5 significantly associated with risk for lung cancer in never-smoking women. The finding was independently replicated in seven studies from East Asia totaling 1,164 lung adenocarcinomas and 1,736 controls. To our knowledge, this study is the first reported GWAS of lung cancer in East Asian women, and together with the replication studies represents the largest genetic association study in this population. The findings provide insight into the genetic contribution of common variants to lung carcinogenesis.</P></▼2>