每年專案
個人檔案
研究專長
財務統計、統計計算、貝氏分析、財務工程
經歷
2017/2~迄今 國立交通大學財務金融所副教授
教育/學術資格
PhD, Pennsylvania State University
外部位置
指紋
查看啟用 Huei-Wen Teng 的研究主題。這些主題標籤來自此人的作品。共同形成了獨特的指紋。
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網路
國家層面的近期外部共同作業。通過按一下圓點深入探索詳細資料。
專案
研究成果
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A heteroskedastic black-litterman portfolio optimization model with views derived from a predictive regression
Lin, W. H., Teng, H. W. & Yang, C. C., 1 一月 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 563-581 19 p.研究成果: Chapter › 同行評審
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Estimation procedures of using five alternative machine learning methods for predicting credit card default
Teng, H. W. & Lee, M., 1 一月 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 3545-3572 28 p.研究成果: Chapter › 同行評審
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Machine Learning in Empirical Asset Pricing Models
Teng, H. W., Li, Y. H. & Chang, S. W., 十二月 2020, Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020. Institute of Electrical and Electronics Engineers Inc., p. 123-129 7 p. 9302638. (Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020).研究成果: Conference contribution › 同行評審
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Simulating false alarm probability in K-distributed sea clutter
Teng, H. W. & Fuh, C. D., 1 一月 2020, (Accepted/In press) 於: Communications in Statistics: Simulation and Computation.研究成果: Article › 同行評審
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A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Y. D., Teng, H-W., Tseng, Y. T. & Wang, S. X., 1 一月 2019, (Accepted/In press) 於: Quantitative Finance. 19, 7, p. 1199-1219 21 p.研究成果: Article › 同行評審