Journal Paper

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Year Paper Title
2022 Yao-Tsung Chen, Chunchi Wu and Chung-Ying Yeh, Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds, Review of Asset Pricing Studies, vol. 12, 3, pp. 754-807, Aug. 2022
2022 Yao-Tsung Chen and Yang Sheng, Portfolio optimization with tri-objective for index fund management, Algorithmic Finance, vol. 9, 3-4, pp. 121-127, Aug. 2022
2022 Jul. 2022
2022

Huei-Wen Teng and Ming-Hsuan Kang

, On accelerating Monte Carlo integration using orthogonal projections, Methodology and Computing in Applied Probability, vol. 24, 2, pp. 1143-1168, 2022
2022 Spilak B, Härdle WK, Tail-Risk Protection: Machine Learning Meets Modern Econometrics, Encyclopedia of Finance, 2022
2022 Zharova A, Härdle WK, Lessmann S, Data-driven support for policy and decision-making in university research management: A case study from Germany., European Journal of Operational Research, 2022
2022 Yu Z, Yu K, Härdle WK, Zhang XL, Wang K, Tian MZ ., Bayesian Spatiotemporal Modeling for Costs of Alcohol-related Hospital Discharges, J Royal Stat Society.Series A, 2022
2022 Huang, Yi-Hou, Woan-lih Liang, Quang-Thai Truong, and Yanzhi Wang, No new tricks for old dogs? Old directors and innovation performance., Technological Forecasting & Social Change, vol. 179, pp. 121659-, 2022
2022 Chen, H. Y., & Huang, S. H.*, Generating a Trading Strategy in the financial market from Sensitive Expert Data Based on the Privacy-Preserving Generative Adversarial Imitation Network, Neurocomputing(SCI), vol. 500, pp. 616-631, 2022
2022 Lin, Y. C., Chen, C. T., Sang, C. Y., & Huang, S. H.*, Multiagent-based deep reinforcement learning for risk-shifting portfolio management, Applied Soft Computing(SCI), vol. 123, 108894, 2022