Showing results 1 to 20 of 36
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| Date | Title | Author(s) |
| 17-Apr-2017 | A Nonparametric Test of a Strong Leverage Hypothesis | 顏佑銘; Linton, Oliver;Whang, Yoon-Jae;Yen, Yu-Min |
| 27-Dec-2022 | An attention algorithm for solving large scale structured L0-norm penalty estimation problems | 顏佑銘; Yen, Yu-Min; Yen, Tso-Jung |
| 24-Nov-2014 | Discussion on ＂Stability Selection＂ by Meinshausen and Buhlmann | 顏佑銘; Yen, Tso-Jung ;Yen, Yu-Min |
| 6-Jul-2023 | ESG基金成分股中加權範數懲罰函數的實證應用 | 黃怡穎; Huang, Yi-Ying |
| 6-Sep-2017 | Estimating Links of a Network from Time to Event Data | 顏佑銘; Yen, Tso-Jung; Lee, Zong-Rong; Chen, Yi-Hau; Yen, Yu-Min; Hwang, Jing-Shiang |
| 26-Feb-2020 | Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market | 顏佑銘; Yen, Yu-Min |
| 27-Apr-2020 | Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market | 顏佑銘; Yen, Yu-Min |
| 21-Jan-2021 | Macroeconomic Forecasting Using Approximate Factor Models with Outliers | 顏佑銘; Yen, Yu-Min; Chou, Ray Yeutien; Yen, Tso-Jung |
| 17-Apr-2017 | Risk Evaluations with Robust Approximate Factor Models | 顏佑銘; Chou, Ray Yeutien;Yen, Tso-Jung;Yen, Yu-Min |
| 24-Nov-2014 | Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms | 顏佑銘; Yen, Yu-Min ;Yen, Tso-Jung |
| 2-Nov-2015 | Sparse Weighted Norm Minimum Variance Portfolios | 顏佑銘; Yen, Yu-Min |
| 29-Oct-2015 | Sparse Weighted-Norm Minimum Variance Portfolios | 顏佑銘; Yu-MinYen |
| 15-Jan-2016 | Structured variable selection via prior-induced hierarchical penalty functions | Yen, Tso-Jung;Yen, Yu-Min; 顏佑銘 |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 24-Nov-2014 | Testing Jumps via False Discovery Rate Control | 顏佑銘; Yen, Yu-Min |
| 18-Dec-2014 | Testing Jumps via False Discovery Rate Control. | 顏佑銘; Yen,Yu-Min |
| 25-May-2021 | The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses | 顏佑銘; Yen, Yu-Min; Linton, O.; Whang, Y-J. |
| 4-Aug-2021 | 以範數懲罰函數建構之投資組合實證研究：以新冠肺炎區間為例 | 蔡宛廷; Tsai, Wan-Ting |