| 2021 |
Portfolio Allocation with Dynamic Risk Aversion via Reinforcement Learning: Evidence from Taiwan 50 Index |
陳昱成、Chen, Yu-Cheng |
thesis |
pdf(0) |
| 2021 |
Constructing ESG Portfolio with Factor Investing for Dividend Yield and Volatility by Machine Learning |
賴晨心、Lai, Chen-Hsin |
thesis |
pdf(0) |
| 2021 |
The Impact of Net Buy/Sell of Inverse ETFs and Net Changes in Index Futures Open Interest on the Next Day`s Spot Returns and Volatility－Application of Asymmetric GARCH in TAIEX |
孫茂程、Sun, Mao-Cheng |
thesis |
pdf(134) |
| 2021 |
Applying Machine Learning for the Prediction of Foreign Exchange Return |
朱珮錡、Chu, Pei-Chi |
thesis |
pdf(0) |
| 2021 |
集成學習框架下BERTopic主題學習之於企業違約預測 |
李宗𤳉 |
thesis |
pdf(258) |
| 2021 |
Performance Analysis of Target Volatility Strategy using Realized Volatility and VIX Index and ARMA-GARCH Model |
黃韋中、Huang, Wei-Chung |
thesis |
pdf(0) |
| 2021 |
How to choose the best ETF portfolio model: Take the Greater China ETFs as an example |
黃彬怡、Huang, Bin-Yi |
thesis |
pdf(0) |
| 2021 |
Constructing a Multi-factor Investing Strategy Based on Scoring Method: An Empirical Analysis of China A- share market |
胡維維、Hu, Wei-Wei |
thesis |
pdf(0) |
| 2021 |
ESG Integration : Value and Growth Strategies in Taiwan Market |
葉承哲、Yeh, Cheng-Che |
thesis |
pdf(0) |
| 2021 |
Option pricing of Liquidity-Adjusted Stochastic Interests Model |
李欣禧、Li, Xin-Xi |
thesis |
pdf(0) |
| 2021 |
Machine Learning application on the ESG factor analysis on Firm Risks |
孫嘉蔚、Sun, Chia-Wei |
thesis |
pdf(28) |
| 2021 |
A study of the effects of bank`s CSR activities on its economic efficiency when endogenous inputs and undesirables present |
邱義晃、Chiu, Yi-Huang |
thesis |
pdf(0) |
| 2022 |
Calibration of the market term structure with SOFR futures: Comparison between Covid-19 and non-Covid-19 periods |
張弘仕、Zhang, Hong-Shi |
thesis |
pdf(0) |
| 2022 |
Analysis on the Current Development Status and Prospect of China`s New Energy Vehicle Industry — Based on DEA and Neural Network Model |
黃舒平、Huang, Shu-Ping |
thesis |
pdf(0) |
| 2022 |
Variance Risk Premium and Expected Returns in Bull and Bear Markets |
徐躍華、Hsu, Yueh-Hua |
thesis |
pdf(0) |
| 2022 |
The Impact of the Sentiment in Earnings Call and Financial Reports on Return under Extreme Events: Evidence from U.S. Stock Market |
姚詠馨、Yao, Yung-Hsin |
thesis |
pdf(0) |
| 2020 |
The effect of corporate social responsibility on bank performances: an application of network data envelopment analysis and network stochastic frontier analysis |
胡聚男、Hu, Chu-Nan |
thesis |
pdf(149) |
| 2022 |
An Empirical Study of Investment Strategies Based on Machine Learning and Volatility Cluster Analysis |
李強、Li, Qiang |
thesis |
pdf(0) |
| 2022 |
The impacts of the development of internet-only banks on conventional banks: Evidence from China and Japan |
陳冠潔、Chen, Kuan-Chieh |
thesis |
pdf(0) |
| 2022 |
The Influence of Information Transparency on Stock Excess Return: Empirical Evidence from Brexit Referendum |
林曉群、Lin, Hsiao-Chun |
thesis |
pdf(0) |
| 2022 |
Empirical Analysis of Price Momentum and Trading Volume in French Stock Market |
郭士銘、Kuo, Shih-Ming |
thesis |
pdf(70) |
| 2022 |
Research on Trading Volume and Price Momentum Strategies in Taiwan Stock Market |
林彧生、Lin, Yu-Sheng |
thesis |
pdf(0) |
| 2022 |
Price Momentum and Trading Volume Strategies in Japan Stock Market |
吳怡蓁、Wu, Yi-Chen |
thesis |
pdf(0) |
| 2022 |
Does max effect exist in Japan stock market? Empirical evidence from the Financial Instrument and Exchange Law. |
吳艾樺、Wu, Ai-Hua |
thesis |
pdf(0) |
| 2022 |
Extreme positive return and BETA anomaly in French stock market |
盛寶陞、Sheng, Bao-Sheng |
thesis |
pdf(93) |
