photo
Name Chou-Wen Wang
Title Professor
Research Interests Financial Engineering, High-dimensional Asset Model, Quantitative Investment and Program Trading, Mortality Model and Longevity Securitization, Dimension Reduction In Portfolio Selection,AI Big Data Analysis,Sustainable Finance,ESG Investment, Fintech ,Retirement Fund Management,Machine Learning
Office 管4096
Phone 4827
Email chouwenwang@mail.nsysu.edu.tw


Education 2002, Ph.D., Money and Banking, National Chengchi University
1998, Master, Finance, National Sun Yat-sen University
1960, Bachelor, Management Science, National Chiao Tung University
Experience 2023-06-30 ~ , School of Banking and Finance Institute of Golbal Asset Management, 所長
2021-08-01 ~ , Asia-Pacific EMBA, Class Teacher
2019-06-01 ~ , Hua Nan Financial Holdings, Director
2017-08-01 ~ 2023-07-31, National Sun Yat-sen University, Chair
2015-01-01 ~ , Taiwan Academy of Banking and Finance, 菁英講座
2013-08-01 ~ 2017-01-31, National Kaohsiung University of Science and Technology, Department of Finance , Professor
2013-04-01 ~ , Risk and Insurance Research Center, College of Commerce, NCCU, Research Fellow
Administrative Positions
2023-06-30 ~ , School of Banking and Finance Institute of Golbal Asset Management, 所長
2017-08-01 ~ 2023-07-31, Department of Finance, National Sun Yat-sen University, Chair
Category Year Title
Journal Article 2024 Hung-Tsung Hsiao, Chou-Wen Wang, I-Chien Liu, Ko-Lun Kung (2024). Mortality improvement neural-network models with autoregressive effects. Geneva Papers on Risk and Insurance - Issues and Practice , 49, 363–383. (SSCI)
Journal Article 2024 Yang Qiao, Chou-Wen Wang, Wenjun Zhu (2024). Machine Learning in Long-term Mortality Forecasting. Geneva Papers on Risk and Insurance - Issues and Practice, 49, 340–362. (SSCI)
Journal Article 2022 Feng, Zhi-Yuan; Wang, Chou-Wen; Lu, Yu-Hong (2022). The Impact of Climatic Disaster on Corporate Investment Policy. JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, 66. (SSCI)
Journal Article 2022 Wang, Chou-Wen; Liu, Kai; Li, Bin; Tan, Ken Seng (2022). Portfolio Optimization Under Multivariate Affine Generalized Hyperbolic Distributions. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 80, 49-66. (SSCI)
Journal Article 2021 吳錦文、王昭文、黃振聰、田高銘 (2021). Empirical Study of Financial News Sentiment Classification: Evidence from Anue Financial News. Journal of Futures and Options, 14(3), 71-118. (TSSCI)
Journal Article 2021 Wang, C. W., Zhang, J. G., & Zhu, W. J. (2021). Neighbouring Prediction for Morality. ASTIN Bulletin, 51(3), 689-718. (SSCI)
Journal Article 2021 Lin, T. L., Wang, C. W., & Tsai, C.-L. C. (2021). Correlated age-specific morality model: an application to annuity portfolio management. European Actuarial Journal, 11, 413-440. (SSCI)
Journal Article 2021 Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen (2021). Modeling and pricing longevity derivatives using Skellam distribution. INSURANCE MATHEMATICS & ECONOMICS, 99(1), 341-354. (SSCI)
Journal Article 2020 Sharon S. Yang, Chou-Wen Wang, I-Chien Liu (2020). Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework. Journal of Financial Studies, 28(1), 1-25. (TSSCI)
Journal Article 2018 Zhu, WJ; Tan, KS; Porth, L; Wang, CW (2018). Spatial dependence and aggregation in weather risk Hedging: A levy subordinated hierarchical archimedean copulas (LSHAC) approach. Astin Bulletin, 48(2), 779-815. (SSCI)
Journal Article 2017 Wang, CW; Huang, HC (2017). RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS. ASTIN BULLETIN, 47(2), 501-525. (SSCI)
Journal Article 2017 Wang, CW; Yang, SS; Huang, JW (2017). Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. QUANTITATIVE FINANCE, 17(10), 1567-1581. (SSCI)
Journal Article 2017 Zhu, WJ; Tan, KS; Wang, CW (2017). Modeling Multicountry Longevity Risk With Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas Approach. Journal of Risk and Insurance, 84, 477-493. (SSCI)
Conference Paper 2019 I-Chien Liu, Hong-Chih Huang, Chou-Wen Wang (2019). Modeling and Pricing Longevity Derivatives Using CBD Mortality Model withMultivariate Ane non-Gaussian Distributions. 23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Germany.
Conference Paper 2019 Chou-Wen Wang, Chin-Wen Wu, Po-Wen Su (2019). Smart Investment Strategies with Candlestick Convolutional Autoencoder. 23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Germany.
Conference Paper 2019 Chou-Wen Wang, Tzuling Lin (2019). Longevity Securitization with multivariate ane mortality model. 23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Germany.
Conference Paper 2017 Chou-Wen Wang, Tzuling Lin, Cary Chi-Liang Tsai (2017). Annuity Portfolio Management with Correlated Age-Specific Mortality Rates. 21st International Congress on Insurance: Mathematics and Economics - IME 2017, Australia.
Conference Paper 2016 Chou-Wen Wang, Bin Li, Kai Liu, Ken Seng Tan (2016). Asset Allocation model under Multivariate Affine Generalized Hyperbolic Framework.. 2016 International Conference on Business and Information (BAI 2016), Japan.
Book and Chapter 2017

Chou-Wen Wang (2017). 期貨與選擇權. 新陸書局

Year Title
2023

補助國內大專院校購置「Eikon with Datastream for Office 財經資訊」資料庫專案. Ministry of Science and Techonology (112-2740-H-110-001-EDS)

2022

CSRone永續指數開發計畫. 致德國際股份有限公司 (15)

2022

國立中山大學111年度秋季班金融創新產業碩士專班. 台新國際商業銀行股份有限公司 (8)

2022

補助國內大專院校購置「Eikon with Datastream for Office 財經資訊」資料庫專案. Ministry of Science and Techonology (111-2740-H-110-001-EDS)

2021

國立中山大學110年度秋季班金融創新產業碩士專班. 台新國際商業銀行股份有限公司 (8)

2021

互動式極限梯度提昇演算法在長壽風險管理之運用. Ministry of Science and Techonology (110-2410-H-110-021-MY3)

2021

補助國內大專校院購置「Eikon with Datastream for Office 財經資訊」資料庫專案. Ministry of Science and Techonology (110-2740-H-110-001-EDS)

2020

Research on Modeling and Data Source Optimization Model for Small and Medium Enterprise Credit Rating. Institute for Information Industry (N109077)

2020

Construction and Prediction of Multi-Country Mortality Models with Non-Gaussian Extreme Gradient Boosting. Ministry of Science and Techonology (109-2410-H-110-022-)

2020

基金智能理財資訊服務產學合作案. 移通數碼科技股份有限公司 (N109004)

2020

國立中山大學109年度秋季班金融創新產業碩士專班. Taishin International Bank (N109144)

2019

國立中山大學108年度秋季班金融創新產業碩士專班. Taishin International Bank (N108112)

2018

Pension Fund Management: Longevity Securitization and Smart Beta Strategies. Ministry of Science and Technology, R.O.C (107-2410-H-110-010-MY3)

2018

開辦大專院校金融講堂課程. Taiwan Stock Exchange Corporation (N105079)

2018

理財資訊服務產學合作案. THIZLINUX INC. (N107067)

2018

國立中山大學107年度秋季班金融創新產業碩士專班. Taishin International Bank (N107056)

2018

開辦大專院校金融講堂課程. 臺灣證券交易所股份有限公司 (N107122)

2017

國立中山大學106年度秋季班金融創新產業碩士專班. Taishin International Bank (N106044)

2017

Efficient Portfolio Dimension Reduction in Index Tracking and Enhanced Indexation: Smart Beta Score, Time-Varying Asset Return and Optimal Combination Rule. Ministry of Science and Technology, R.O.C (105-2410-H-110-089-MY2)

2017

FINANCIAL MANAGEMENT & RESEARCH. 安泰證券股份有限公司 (N106104)

Year Semester Required / Selected Department Course Code Course
112 2 Required EMBA EMBA9006 ANALYSIS IN ASIA-PACIFIC ECNOMIC AND TRADE ENVIRONMENT （二）
112 2 Required EMBA EMBA9005 ANALYSIS IN ASIA-PACIFIC ECNOMIC AND TRADE ENVIRONMENT （一）
112 2 Required EMBA EMBA901B ANALYSIS IN CORPORATE FINANCE
112 2 Selected Department of Finance FM505 INVESTMENT THEORIES AND STRATEGIES
112 2 Selected Department of Finance FM613F INDEPENDENT STUDIES(II)
112 2 Selected College of Management CM506 FINANCIAL SERVICE AND FINANCIAL TECHNOLOGY CAPSTONE
112 2 Selected Department of Finance FM905 THE THEORY AND PRACTICE OF INVESTMENT MANAGEMENT
112 1 Required Department of Finance FM401 CASE STUDIES IN FINANCE
112 1 Required Department of Finance FM303 INVESTMENT
112 1 Selected College of Management CM514 FINANCIAL DATA ANALYSIS
112 1 Required EMBA EMBA997 ANALYSIS IN GLOBAL ECONOMY AND TRADE
112 1 Selected Department of Finance FM617 FINANCIAL INVESTING AND PROGRAM TRADING
112 1 Required EMBA EMBA975 FINANCIAL INSTITUTIONS AND CAPITAL MARKETS
111 2 Required EMBA EMBA901B ANALYSIS IN CORPORATE FINANCE
111 2 Selected Department of Finance FM803 INVESTMENT THEORY AND EMPIRICAL STUDY
111 2 Selected 跨院選修(管) GEAI1438 SEMINAR IN CURRENT FINANCIAL ISSUES (II)
111 2 Selected Department of Finance FM905 THE THEORY AND PRACTICE OF INVESTMENT MANAGEMENT
111 2 Required Department of Finance FI502 CURRENT FINANCIAL PROBLEMS ANALYSIS
111 2 Selected Department of Finance FM114 SEMINAR IN CURRENT FINANCIAL ISSUES (II)
111 2 Required Department of Finance FI501 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (I)
111 2 Selected Department of Finance FM613F INDEPENDENT STUDIES(II)
111 2 Required Department of Finance FM545 CURRENT FINANCIAL PROBLEMS ANALYSIS
111 2 Selected Department of Finance FM506 FINANCIAL MARKETS THEORY AND PRACTICE
111 2 Required Department of Finance FM912 CURRENT FINANCIAL PROBLEMS ANALYSIS
111 2 Required Department of Finance FI603 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (IV)
111 2 Required Department of Finance FI605 INDEPENDENT STUDIES IN MASTER THESIS （II）
111 1 Selected 跨院選修(管) GEAI1457 INTRODUCTION TO FINANCIAL MANAGEMENT
111 1 Required Department of Finance FI601 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （II）
111 1 Required Department of Finance FI604 INDEPENDENT STUDIES IN MASTER THESIS （I）
111 1 Required EMBA EMBA997 ANALYSIS IN GLOBAL ECONOMY AND TRADE
111 1 Required EMBA EMBA975 FINANCIAL INSTITUTIONS AND CAPITAL MARKETS
111 1 Required Department of Finance FM303 INVESTMENT
111 1 Selected College of Management CM406 INTRODUCTION TO FINANCIAL MANAGEMENT
111 1 Selected Department of Finance FM617 FINANCIAL INVESTING AND PROGRAM TRADING
111 1 Selected Department of Finance FM616 THE DEVELOPMENT OF FINTECH SERVICES
111 1 Required Department of Finance FI602 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （III）
110 2 Required EMBA EMBA9004 ANALYSIS IN ASEAN MARKET AND TRADE ENVIRONMENT（IV）
110 2 Required Department of Finance FM912 CURRENT FINANCIAL PROBLEMS ANALYSIS
110 2 Required Si Wan College GEAE2429 INTRODUCTION TO ARTIFICIAL INTELLIGENCE
110 2 Required Department of Finance FM545 CURRENT FINANCIAL PROBLEMS ANALYSIS
110 2 Required Department of Finance FI501 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (I)
110 2 Selected College of Management CM506 FINANCIAL SERVICE AND FINANCIAL TECHNOLOGY CAPSTON
110 2 Required Department of Finance FI605 INDEPENDENT STUDIES IN MASTER THESIS （II）
110 2 Required Department of Finance FI502 CURRENT FINANCIAL PROBLEMS ANALYSIS
110 2 Required EMBA EMBA9005 ANALYSIS IN ASIA-PACIFIC ECNOMIC AND TRADE ENVIRON
110 2 Required Department of Finance FI603 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (IV)
110 2 Selected Department of Finance FM905 THE THEORY AND PRACTICE OF INVESTMENT MANAGEMENT
110 2 Required EMBA EMBA901B ANALYSIS IN CORPORATE FINANCE
110 1 Required Department of Finance FM303 INVESTMENT
110 1 Selected Department of Finance FM616 THE DEVELOPMENT OF FINTECH SERVICES
110 1 Required EMBA EMBA975 FINANCIAL INSTITUTIONS AND CAPITAL MARKETS
110 1 Required Department of Finance FI601 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （II）
110 1 Selected Department of Finance FM704 ECONOMETRICS (I)
110 1 Required EMBA EMBA9003 ANALYSIS IN ASEAN MARKET AND TRADE ENVIRONMENT（II
110 1 Selected Department of Finance FM617 FINANCIAL INVESTING AND PROGRAM TRADING
110 1 Required Department of Finance FI602 PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （III）
110 1 Required EMBA EMBA997 ANALYSIS IN GLOBAL ECONOMY AND TRADE
110 1 Required Department of Finance FI604 INDEPENDENT STUDIES IN MASTER THESIS （I）
Year Name Degree Title
2023 M104810013
2022 Yi-Wen Lin Master Using Input-Output Analysis of the Domestic Manufacturing Industry to Estimate the Embedded Emissions, the Domestic Carbon Fees, and Potential Reductions under the EU’s Carbon Border Adjustment Mechanism
2022 Ming-Shen Yang Master A Comparative Study on the Technologies and Strategic Alliances of X86, ARM and RISC-V
2022 Yu-Ning Liu Master A Study on the Factors Affecting the Return of Real Estate Investment Trusts （REITs）in the United States
2022 Yi-Nung Sun Master Application of the BERT Model in Predicting Taiwanese Stock Returns Based on Financial News Sentiment
2022 Kuo-Wei Chia Master Application of Machine Learning in Constructing Investment Strategies for the Taiwan Stock Market
2022 Tai-Wei Wu Master Empirical Analysis of the Application of Machine Learning in Price Breakout Strategies for Taiwan Stock Market
2022 Chong Wilson Master Investigating Machine Learning in Momentum and Reversal Factor-based Trading Strategies
2022 Chi-Jiun Chang Master Optimization Analysis of Quantitative Fundamental Stock Selection Strategies in Taiwan Stock Market
2022 Kai-Bin Sheu Master Employing Machine Learning for Index ETF Portfolio Construction
2022 Hsiang-Yu Wang Master Feasibility Analysis of Leverage Trading Strategies with Convertible Corporate Bonds
2022 Po-Chun Yang Master Exploration on Response Strategies of Taiwan Electricity Industry for Net-Zero Transition
2022 Tzu-En Chang Master Analysis of the Feasibility and Progression of Taiwan's Carbon System under Global Climate Change
2022 Quan-Fu You Master Application of XGBoost Model in Moving Average Price Breakout Strategies for Taiwan Stock Market
2022 Peng-Yu Chen Master Empirical Analysis of the Impact of Fundamental Signals on Investment Strategies in the Taiwan Stock Market
2022 Shu-Han Chang Master The Relationship between TESG and the Performance of Companies in Taiwan
2022 CHIH MAO HSIAO Master A Comparative Study Of TSMC and UMC
2022 Chia-Hung Liu Master Empirical Analysis of Employing the XGBoost Model in Predicting Mini-TAIEX Futures Prices
2022 Jung-Hsiu Wang Master Analysis of Sustainable Business Strategies for Taiwan's Petrochemical Industry
2022 Wu-Hsiung Sun Master Analysis of Key Factors for the Success of Popping Boba
2022 Min-Ling Liao Master Strategic Analysis of Taiwan's Low-Earth Orbit Satellite Industry: A Case Study of Company A
2022 Yi-An Wan Master Analyzing Sustainable Linked Loans in Domestic Financial Institutions：A Case Study of M Bank
2022 Yung-Hsiang Chen Master Analyzing Critical Factors for Family Business Succession
2022 Wen-Chieh Ku Master Application of the XGBoost Algorithm in Option Trading Strategies with Volatility Risk Premium
2022 Yi-Ru Chen Master Analyzing the Effects of TESG Factors on Stock Price Crash Risk and Portfolio Performance
2021 Po-Lin Chen Master Option Pricing Using Machine Learning with Intraday Data of TAIEX Option
2021 Ya-Jun Yang Master Genetic Programming-based Construction of Alpha Factors：Evidence from Taiwan
2021 Chih-Chao Chan Master Application of XGBoost Model in the Prediction of Stock Price Crash Risk
2021 Yan-Ting Lin Master Construct a US Stock Portfolio by Using XGBoost Factor Timing with Black-Litterman Model
2021 Yu-Jie Hsu Master An Empirical Study of Portfolio Construction with the Net Buy-and-sell Signals of Securities Investment Trust Companies
2021 Hsin-Lun Hsieh Master Taiwanese Stock Portfolio Construction with Chip and Fundamental Indicators
2021 Yen-Ju Lin Master Empirical Study on TAIEX Futures Price Prediction with Machine Learning Models
2021 Ying-Chiao Liu Master Empirical Analysis on Trading Strategies with Quarter-End Window Dressing of Securities Investment Trust Companies
2021 Peng-Hsun Huang Master The Application of Smart Medical Care in the Smart Ward -Take A Company as an Example
2021 Chien-Fan Yin Master Analysis of the business strategy of a niche engineering company: Case Study of B Company
2021 Ya-Wen Yang Master The Study of Consumer Behavior Toward Car Wash Service Quality Within Gas Stations
2021 Chung-Yu Wu Master Analysis of Competitive Advantages of High Density Seismic Server Instrument Cabinets- Case Study of A Company
2021 Kai-Yun Tsai Master The Study in Financial Investment Behavior of High-Asset Customers After COVID-19 Epidemic
2021 Ho-Chun Tsai Master Discussion on the Housing Needs of Employees – Case Study of A Company
2021 Chung-Fu Tsai Master Analysis for New Business Model of Enterprise Employees’ Physical Examination
2021 Ching-Huang Lin Master Study on Stroke Holistic Care Promotion - Using Kaohsiung Veteran General Hospital As an Example
2021 Meng-Chang Kuo Master Analysis of Green Adhesives Supply Chain - Taking N Company’s Shoe Adhesives As an Example
2021 Chia-Lin Liu Master Study of business model for non-staple food - A Case Study of Little Spoon
2021 Jia-Wei Chen Master Using Technological Innovation to Enhance The Core Value of Commercial Vehicle Drivers in the Transportation Industry
2021 Chiao-Ling Chen Master Hot Fund Performance Tracking-Taking Fixed Income Funds as an Example
2021 Mei-Ling Yeh Master The Development of Central Bank Digital Currency and the Impact on Commercial Bank —Taking A Bank as an Example
2021 Hui-Chen Chao Master The Development Strategy of Taiwan Asset Management Industry under Digital Trends –Case Study of Y Company
2021 Yu-Min Lai Master The Analysis of Optimized Holding Company Model in Taiwan
2021 Chung-Hsuan Li Master The Dilemma of Digital Transformation at the Factory - Case study of S Company
2021 Cheng Tang Master Case Study of Taiwanese Holding Company in Taiwan
2021 Zi-Yuan Huang Master Analysis of Social Media Sentiment and Stock Price Return Prediction Based on BERT Model
2021 Wan-Yu Wu Master The influence of Lotto’s accumulated prize on the stock market –Evidence from Taiwan
2020 Ya-Yuan Chang Master News Sentiment and Stock Returns: Some Empirical Analysis
2020 Chia-Fang Yang Master Research on Sustainable Management of Fastener Machinery Industry- Case Study of C Company
2020 Shih-En Hsu Master Study on Corporate Governance and Sustainable Operation-A Case Study of Two Companies
2020 Man-Hsuan Wu Master An Empirical Analysis of Social Media Sentiment, Volume and Stock Price Returns
2020 Ming-Hsiang Kuo Master The Construction and Application of XGBoost Distribution Estimation Model
2020 Tai-Lin Wan Master Business Model of Multinational Metal Processing Company -Case Study of Company F
2020 Chien-Lin Peng Master The Impact of Advertising Utility on Company Profit
2020 Chin-Hua Chang Master Digital Transformation Strategy Analysis in XYZ English Learning Publishing Company
2020 Chia-Li Kuo Master Analysis of Business Strategy under the China–United States Trade War- Case Study of Medical Equipment Manufacturing Company
2020 Chung-Wei Lee Master The Study of Board Size and Derivative Operation in Banking Industry
2020 Cheng-Yuan Wang Master Analysis of Taiwan's IPO Process and Capital Market
2020 I-Huan Huang Master Empirical Analysis of Financial Factors Strategies Using Regression Model
2020 Jia-Ming Lee Master An Empirical Analysis of Trading Strategies with Three Major Institutional Investors’ Trading Data
2020 Hsiu-Yu Kuo Master A Case Study about Waste Treatment Business Restructuring-Resource Sharing for the Utilization Processing Plant：An Example of Company W
2020 Chia-Tung Wu Master Explicit Service Innovation: Discussion on the Win-win of International Freight Transport Contractors and Customers-The Case of M Company
2020 Chi-An Chen Master Empirical Study of the Performance of Constituent Stocks of Taiwan 50 Index with Technical Analysis
2020 Yuan-Po Liu Master The Application of Chip Analysis and Machine Learning on predicting Taiwan stock market
2020 Rui-Ting Chang Master The Impart of CSR Disclosure on Employee Compensation
2020 Hsuan-Tse Huang Master Exchange Traded Fund Portfolio Construction with Deep Learning
2020 Kuang-Ching Lai Master Generating Technical Indicator Factors by Using Genetic Programming: A Multifactor Stock Selection Strategy
2020 Jeng-Lin Huang Master Research on the Strategic Marketing Analysis of Lubricants Industry —A Case Study of Taiwan Company A
2020 Yung-Hsiao Lin Master Business Merger and Cooperation Research of Driving IC Package, Taking Company C as an Example
2020 Hsin-Ting Chiang Master Using XGBoost and Candlestick Chart to construct investment trading strategy: Evidence from Taiwan stock market
2020 Ching-Chin Hsu Master Analysis of Sustainable Management Strategy of Wharf and Storage Industry-Taking E Company as an Example
2019 Ming Chi Cheng Master Marketing Strategy Analysis of Bank Mortgage Life Insurance
2019 Wei-Lun Chiang Master Multi-Factor Model in Taiwan Stock Market: A Deep Learning Approach
2019 Chung-Yi Huang Master An Empirical Analysis For XGBoost Investment Strategies
2019 Pin-Hui Shih Master Family Business Property Inheritance Planning-Case Study and Governance Planning of Intergenerational Inheritance
2019 I-Ching Wu Master Empirical Analysis of Moving Average Trading Strategies
2019 Liu Yi Master Application of Machine Learning in Behavior Finance and Trading Strategy in Taiwan Stock Market
2019 Wan-Ling Wu Master Efficiency Evaluation of Taiwan’s Banks under Bank holding companies：the Case Study of S Commercial Bank
2019 Yu-Cheng Tsai Master Constructing Fund of Funds with Deep Learning
2019 Jhen-Yu Cai Master A Study On the Strategy and Marketing Analysis of Non-fried Shrimp Cake
2019 Yu-Ching Lin Master A Study on Marketing Strategies of a Health Examination Center
2019 Shih-Yin Lin Master Research on the Innovation Strategy of Information Service Industry-Taking H Company as an Example
2019 Chih-Ying Huang Master Co-opetition Strategies of Slot Machine Industry-Case Study of Company S
2019 Lung-Yu Lee Master A Study on the Co-opetition Strategy of Hardware Scrap Industry - the Case of Company L.
2018 Yu-Cheng Tsai Master Constructing Fund of Funds with Deep Learning
2018 Kuan-Ting Liu Master Portfolio Construction with Cluster Analysis: Evidence from Index Funds
2018 Yih-Ru Horng Master Taiwan Stock Trading Strategies with Sentiment Factors of Financial News
2018 Bo-Wen Su Master Application of Convolutional Autoencoder and K-means Clustering under Stock Price Pattern
2018 Hsiu-Ming Hsu Master Global Stock and Bond Funds Allocation with Robo-Advisor
2018 Yin-Hui Tsai Master Analysis of Investment Strategies for High-Cash-Dividend-Yield Stocks
2018 Tzu-Hao Su Master Analysis of Default Factors of Small and Medium Enterprise-– A Case Study of C Leasing Company
2018 Ya-Ni Lee Master Analysisi of Systenatic Investment Plan for Odd-Let Trading
2018 Yi-Chun Ho Master High-Yield Bond Fund Approved in Taiwan–The Analysis of Long-Term Investment Risk and Return
2017 Yu-Chan Hsieh Master Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market
2017 Yu-han Liu Master Stock Index Trend Prediction With XGBoost, Random Forest, Elastic Net— Evidence from TAIEX, Nikkei 225 Index, S&P500 Index
2017 謝育展 Master 以深度學習建構SmartBeta交易策略:以臺灣股票市場為例
2017 Yu-han Liu Master Stock Index Trend Prediction With XGBoost, Random Forest, Elastic Net— Evidence from TAIEX, Nikkei 225 Index, S&P500 Index
2017 Yu Ting Wu Master Investment Performance of Moving Average in Mutual Fund
2017 Tzu-Hsuan Chen Master Using Fundamental, Technical and Chip Factors to Construct Taiwan Stock Deep Learning Trading Strategies
2016 Shin-cheng Sie Master Smart Beta Strategy with Technical Pattern Recognition and Machine Learning
2016 謝信誠 Master 技術分析型態辨識與機器學習之SmartBeta交易策略應用
2016 Yi-Chang Chen Ph.D Market Fundamentals, Rational Expectations and Herding Behavior
2015 Tung-yen Wu Master Pattern Recognition with the Fuzzy Theory ?in Taiwan Stock Market
2015 Tung-yen Wu Master Pattern Recognition with the Fuzzy Theory in Taiwan Stock Market
2015 Ya-ting Chang Master Kelly Criterion under Stock Price Pattern Recognition Method
2015 Zih-yu Hong Master Trend Trading Strategies in Taiwan Stock Market
2015 Yen-Ting Su Master TAIEX Trend Prediction with Support Vector Machine
2015 Chih-Hung Liao Master A study of strategy trading in Taiwan stock market-An application of Markov Switch Regression Model on Smart Beta
2015 Tai-Yuan Lu Master Fund of Funds with optimal Smart Beta strategies in Taiwan Stock Market
2014 Chien-chi Yeh Master Quantitative Stock Selection Strategy- Using Taiwan Stock Market as Example
2014 Sin-ying Cai Master Forecasting TAIEX under Regime Switch Model with Macroeconomic and Financial indicators.
2013 Po-Cheng Lai Master Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market
2013 Chi-Han Huang Master The Feasibility Analysis of Taiwanese Leasing Industry's Expansion to Chinese Civil Aviation Leasing Market
2012 Chun-Hsiang Chang Master An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond
2012 Jia-Syun Li Master The Empirical Analysis of Volatility Smile in Taiwan Options Market
2012 Yu-Chieh Hung Master A Study on the Financial Characteristics and Business Strategies of Chain Enterprises – The Case of Taiwan and Hong Kong Listed Companies
2012 Yen-na Lien Master How Does The Macroeconomy Asymmetrically Affect The Return of Marketing Portfolios Under Different Business Cycles?
2012 Lin-Yi Chiu Master The Decision Model of Sales-Leaseback: Case Study from CMO
2012 Jui-Chun Yin Master Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case
2012 Yong-Sen Huang Master The Financial Impact of Merger and Acquisition-A Case Study Based on Innolux Merger with CMO and TPO
2011 Hsuan-Yu Fang Master Leverage Trading Strategy of the Kelly Criterion
2011 Shih-Hung Chan Master Studying on stock indexes return’s dependence：Application of dynamic copula method
2011 Pin-yao He Master The Effect of Fama and French Three-Factor and Exchange Rate on Stock Market
2011 Hao-Yu Ni Master The application of Multifactor model and VaR model in predicting market meltdown
2011 Chia-ying Wu Master Volatility Forecasting of Crude Oil Future－Under Normal Mixture Model and NIG Mixture Model
2011 Hong-Jhuang Fang Master The Impacts of Advertising and Customer Satisfaction on Shareholder Value under Different Volatility Market States
2011 Chia-Wei Lin Master Financial Market dependence : Stock Markets
2011 Han-Chih Yang Master Predicting Stock Market Crises by VAR Model
2011 Yi-Li Kan Master The Application of 75 Rule in Stock Index Trading Strategies
2010 Jhan-yi Liao Master General Sharpe Ratio Innovation with Levy Process and tis Performance in Different Stock Index
2010 李訓強 市場與行為因素對股票報酬之影響-馬可夫轉換模型之應用
2010 Pei-ru Ke Master Forecasting Volatility for commodity futures using fat-tailed model
2010 De-ruei Gao Master What is the optimal leverage of ETF?
2010 Hsun-Chiang Li Master Market and Behavioral Factors on Stock Returns-The Application of Markov Regime-Switching Models
2010 Wei-ping Chen Master The Analysis of Credit Risk under the Barrier Option Framework-The Comparison between VG Process and NIG Process
2009 陳昌志 Ph.D 信用評等轉移如何影響最適化資本結構決策?
2009 Chao-chih Yang Master The Analysis of Implied Default Point under the Barrier OptionFramework -An Application of Variance Gamma Process
2009 Ju-Ying Chen Master Option Pricing under Stochastic Volatility for Levy Processes: An Empirical Analysis of TAIEX Index Options
2009 Chih-Hsuan Chen Master The Valuation of Participating Life Insurance Contracts under Levy Processes
2009 Liang-Hsueh Feng Master Generalized Sharpe Ratio under the Levy Processes
2009 Ching-ru Liang Master Effective Factors of Real Exchange Rate-Under Markov Regime Switch model
2009 Chang-chih Chen Ph.D How does credit rating migration impacts an optimal capital structure decision?
2008 Shyh-weir Tzang Ph.D The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan
2005 Wei-chih Lien Master The pricing of CDO based on Incomplete Information Credit model
Year Title Awarding Organization
2021 產學研究績優教師 National Sun Yat-sen University
2020 產學研究績優教師 國立中山大學
2019 產學研究績優教師 國立中山大學
2018 國立中山大學新進教師獎勵 國立中山大學
2017 國立中山大學新進教師獎勵 國立中山大學
Period Activity Description Role