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。
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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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
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Estimation procedures of using five alternative machine learning methods for predicting credit card default
Teng, H. W. & Lee, M., 1 九月 2019, 於: Review of Pacific Basin Financial Markets and Policies. 22, 3, 1950021.研究成果: Article › 同行評審
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A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management
Teng, H-W., 4 一月 2018, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (編輯). Institute of Electrical and Electronics Engineers Inc., p. 469-480 12 p. (Proceedings - Winter Simulation Conference).研究成果: Conference contribution › 同行評審
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Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
Fuh, C. D., Teng, H-W. & Wang, R. H., 1 四月 2018, 於: Computational Economics. 51, 4, p. 973-990 18 p.研究成果: Article › 同行評審