Publications- All

Showing 1-25 of 42
Date Title Type Full Text
2025-10 非結構化資料中的氣候變遷情緒萃取之深度學習與分析 report web page(13)
2024-10 以語意深度遷移學習胃納ESG永續責任投資情緒於信用違約預警模型之建構 report web page(14)
2024-02 Retrieving almost stochastic Dominance momentum in Taiwan stock market article web page(647)
2022-10 後疫情時代情緒異象之量化、分析與應用:稀疏預測迴歸、主題文本分析與情緒貝塔套利 report web page(9)
2022-08 基於集成學習框架之信用違約預測-以信用卡客戶為例 article pdf(674)
2021-10 基於潛在語意主題學習的企業違約預警 report web page(11)
2021-09 Predictive Ability of Similarity-based Futures Trading Strategies article pdf(613)
2021-08 媒體情緒於企業違約預警:基於公開資訊語意分析 article pdf(518)
2021-03 Relevance of the Disposition Effect on the Options Market: New Evidence article pdf(624)
2019-10 自適應機器學習與情境相似度辨認於技術交易策略之建構 report web page(11)
2019-09 漫步於隨機森林: 輔以多數決學習的台股指數期貨交易策略 article pdf(853)
2019-03 公司治理與獨特性風險異象 article pdf(643)
2019-01 Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms article pdf(905)
2018-11 處置效果行為偏誤於衍生性商品市場之實證:以個股選擇權及可轉換債券為例 report web page(15)
2018-09 Analytical Approximations for American Options: The Binary Power Option Approach article pdf(673)
2018-09 A Liquidity-based Betting-against-beta Strategy article pdf(870)
2018-01 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps article pdf(731)
2017-10 非完備馬可夫調控跳躍擴散市場下通膨指數型衍生性商品之評價 report web page(10)
2015-01 集中度風險於結構式商品的量化與分析:以房屋抵押貸款證券為例 article pdf(655)
2014-09 On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches article pdf(1164)
2014 流動性風險下信用違約傳染模型之建構及實證研究 report pdf(755)
2013 模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析 report web page(1200)pdf(701)
2012-12 跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制 article pdf(1342)
2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market article web page(2093)web page(1880)
2012 固定比例擔保債務憑證之研究 report pdf(608)