E-LIB Suche - Ergebnisse für: Dai, Tian-Shyr

1

Improving Cointegration-Based Pairs Trading Strategy with A..:

Ti, Yen-Wu ; Dai, Tian-Shyr ; Wang, Kuan-Lun..
Computational Economics. , 2024

Link: https://doi.org/10.1007/..

2

Asymptotic analyses for trend-stationary pairs trading stra..:

Dai, Tian-Shyr ; Luo, Yi-Jen ; Chang, Hao-Han...
Review of Quantitative Finance and Accounting. , 2024

Link: https://doi.org/10.1007/..

3

Constructing Optimal Portfolio Rebalancing Strategies with ..:

Dai, Tian-Shyr ; Chen, Bo-Jen ; Sun, You-Jia..
Computational Economics. , 2024

Link: https://doi.org/10.1007/..

4

On the design of bail-in-able bonds from the perspective of..:

Liu, Liang-Chih ; Dai, Tian-Shyr ; Zhou, Lei
International Review of Economics & Finance. 89 (2024) - p. 1136-1155 , 2024

Link: https://doi.org/10.1016/..

5

Pricing tenure payment reverse mortgages with optimal exerc..:

Dai, Tian-Shyr ; Liu, Liang-Chih ; Yang, Sharon S.
Quantitative Finance. 23 (2023) 9 - p. 1325-1339 , 2023

Link: https://doi.org/10.1080/..

6

A novel state-transition forest: pricing corporate securiti..:

Liu, Liang-Chih ; Dai, Tian-Shyr ; Chang, Hao-Han.
Quantitative Finance. 22 (2022) 11 - p. 2021-2045 , 2022

Link: https://doi.org/10.1080/..

7

Option pricing with the control variate technique beyond Mo..:

Chiu, Chun-Yuan ; Dai, Tian-Shyr ; Lyuu, Yuh-Dauh..
The North American Journal of Economics and Finance. 62 (2022) - p. 101772 , 2022

Link: https://doi.org/10.1016/..

8

Feature generation and contribution comparison for electron..:

Ti, Yen-Wu ; Hsin, Yu-Yen ; Dai, Tian-Shyr..
Scientific Reports. 12 (2022) 1 - p. , 2022

Link: https://doi.org/10.1038/..

9

Feature Engineering and Resampling Strategies for Fund Tran..:

Hsin, Yu-Yen ; Dai, Tian-Shyr ; Ti, Yen-Wu...
IEEE Access. 10 (2022) - p. 86101-86116 , 2022

Link: https://doi.org/10.1109/..

10

Improving Pairs Trading Strategies Using Two-Stage Deep Lea..:

Kuo, Wei-Lun ; Chang, Wei-Che ; Dai, Tian-Shyr..
IEEE Access. 10 (2022) - p. 97030-97046 , 2022

Link: https://doi.org/10.1109/..

11

Efficient and Robust Combinatorial Option Pricing Algorithm..:

Wang, Jr-Yan ; Wang, Chuan-Ju ; Dai, Tian-Shyr...
Mathematical Problems in Engineering. 2022 (2022) - p. 1-20 , 2022

Link: https://doi.org/10.1155/..

12

Analytical pricing formulae for vulnerable vanilla and barr..:

Liu, Liang-Chih ; Chiu, Chun-Yuan ; Wang, Chuan-Ju..
Review of Quantitative Finance and Accounting. 58 (2021) 1 - p. 137-170 , 2021

Link: https://doi.org/10.1007/..

13

Structural break-aware pairs trading strategy using deep re..:

Lu, Jing-You ; Lai, Hsu-Chao ; Shih, Wen-Yueh...
The Journal of Supercomputing. 78 (2021) 3 - p. 3843-3882 , 2021

Link: https://doi.org/10.1007/..

14

Improving Pair Trading Performances with Structural Change ..:

, In: 2020 International Conference on Pervasive Artificial Intelligence (ICPAI),

Chang, Hao-Han ; Dai, Tian-Shyr ; Wang, Kuan-Lun.. - p. 105-109 , 2020

Link: https://doi.org/10.1109/..

15

Online Structural Break Detection for Pairs Trading Using W..:

, In: 2020 IEEE International Conference on Big Data and Smart Computing (BigComp),

Huang, Shen-Hang ; Shih, Wen-Yueh ; Lu, Jing-You... - p. 209-216 , 2020

Link: https://doi.org/10.1109/..