Browsing by Author Liao, Szu-Lang


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DateTitleAuthor(s)
30-Jul-2018Analyzing Target Redemption Forward Contracts under Levy ProcessYang, Jerry T.; 廖四郎; Liao, Szu-Lang; Chen, Jun-Home
1-Aug-2022Black-Litterman 模型結合強化學習之投資組合配置李雍群; Li, Yung-Chun
4-Aug-2021Black-Litterman模型結合長時間短期記憶神經網路林承緯; Lin, Cheng-Wei
14-May-2018Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets廖四郎; Liao, Szu-Lang; 林士貴; Lin, Shih-Kuei; 廖志偉; Liao, Chih-Wei
21-Nov-2018Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes陳正暉; Chen, Zheng-Hui; 廖四郎; Liao, Szu-Lang
30-Jul-2018Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets廖四郎; Liao, Szu-Lang; Lin, Chien-Hsiu; Lai, Chia-Wei; Lin, Jung-Hsuan
19-Dec-2019Lévy與GARCH-Lévy過程之選擇權評價與實證分析:台灣加權股價指數選擇權為例林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che;  廖四郎; Liao, Szu-Lang
30-Aug-2017Product market competition, R&D investment choice, and real earnings management廖四郎; Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, Hao-Chang
10-Feb-2022中國新能源汽車產業發展現狀及前景探析— DEA和神經網路模型黃舒平; Huang, Shu-Ping
23-Jul-2018以循環神經網路信號建構交易策略陳采駿; Chen, Tsai-Chun
2-Sep-2020使用C-RNN神經網絡模型預測匯率變動—以中美日台為例陳思奇; Chen, Si-Qi
31-Mar-2016信用風險下可轉換公司債之評價紀景耀; Chi, Ching-Yao
14-Mar-2016兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵廖四郎;連育民;林斯郁; Liao, Szu-Lang
2-Jun-2023具有方向性台灣VIX指標之建構與實證林俊良; Lin, Chun-Liang
6-Jul-2023具有方向性台灣VIX指標之建構與實證林俊良; Lin, Chun-Liang
7-Aug-2019卷積神經網路結合投資組合理論之交易策略實證研究: 以台灣股市為例莊承勳; Chuang, Cheng-Hsun
3-Jul-2018卷積神經網路預測時間序列能力分析賴嘉蔚; Lai, Chia-Wei
7-Aug-2019單曲線LMM模型與OIS折現下多曲線LMM模型之價格與未來潛在曝險比較—以可贖回CMS利率交換為例黃詩淳; Huang, Shih-Chun
10-Jul-2018基于神經網路模型的台指選擇權定價實證分析唐寧; Tang, Ning
1-Aug-2022基於F-score以及修正式F-score的交易策略夏明義; Hsia, Ming-Yi