Browsing by Author "Huang, Szu-Wei"

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Characterization of the Drug Resistance Profiles of Patients Infected with CRF07_BC Using Phenotypic Assay and Ultra-Deep Pyrosequencing
(2017-01-20)
Huang, Szu-Wei
;
Li, Wei-You
;
Wang, Wen-Hung
;
Lin, Yu-Ting
;
Chou, Chih-Hung
The usefulness of ultra-deep pyrosequencing (UDPS) for the diagnosis of HIV-1 drug resistance (DR) remains to be determined. Previously, we reported an explosive outbreak of HIV-1 circulating recombinant form (CRF) 07_BC among injection drug users (IDUs) in Taiwan in 2004. The goal of this study was to characterize the DR of CRF07_BC strains using different assays including UDPS. Seven CRF07_BC isolates including 4 from early epidemic (collected in 2004 - 2005) and 3 from late epidemic (collected in 2008) were obtained from treatment-naive patient\'s peripheral blood mononuclear cells. Viral RNA was extracted directly from patient\'s plasma or from cultural supernatant and the pol sequences were determined using RT-PCR sequencing or UDPS. For comparison, phenotypic drug susceptibility assay using MAGIC-5 cells (in-house phenotypic assay) and Antivirogram were performed. In-house phenotypic assay showed that all the early epidemic and none of the late epidemic CRF07_BC isolates were resistant to most protease inhibitors (PIs) (4.4 - 47.3 fold). Neither genotypic assay nor Antivirogram detected any DR mutations. UDPS showed that early epidemic isolates contained 0.01 +/- 0.08% of PI DR major mutations. Furthermore, the combinations of major and accessory PI DR mutations significantly correlated with the phenotypic DR. The in-house phenotypic assay is superior to other conventional phenotypic assays in the detection of DR variants with a frequency as low as 0.01%.
The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
(2011-10-01)
Wang, Kehluh
;
Chen, Yi-Hsuan
;
Huang, Szu-Wei
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資訊管理與財務金融系註：原資管所+財金所
;
Department of Information Management and Finance
The purpose of this paper is to study the dependence structures between the Chinese market and other major world markets, a reflection of China's increasing integration into the global economy. We used time-varying copula models to show that conditional copulas outperform both unconditional copulas and conventional GARCH models. We consistently found the Chinese market to have the highest levels of dependence, as well as the greatest variability in dependence, with markets in Japan and the Pacific. Our results provide investors interested in the Chinese market with more timely suggestions for portfolio diversification, risk management, and international asset allocation than those derived from static models. (C) 2010 Elsevier Inc. All rights reserved.