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Conference contribution

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  • 2020

    Improving Pair Trading Performances with Structural Change Detections and Revised Trading Strategies

    Chang, H. H., Dai, T. S., Wang, K. L., Chu, C. H. & Wang, J. Z., 十二月 2020, Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020. Institute of Electrical and Electronics Engineers Inc., p. 105-109 5 p. 9302715. (Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020).

    研究成果: Conference contribution同行評審

  • Online structural break detection for pairs trading using wavelet transform and hybrid deep learning model

    Huang, S. H., Shih, W-Y., Lu, J. Y., Chang, H. H., Chu, C. H., Wang, J. Z., Huang, J-L. & Dai, T-S., 二月 2020, Proceedings - 2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020. Lee, W., Chen, L., Moon, Y-S., Bourgeois, J., Bennis, M., Li, Y-F., Ha, Y-G., Kwon, H-Y. & Cuzzocrea, A. (編輯). Institute of Electrical and Electronics Engineers Inc., p. 209-216 8 p. 9070533. (Proceedings - 2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020).

    研究成果: Conference contribution同行評審

  • 2015

    An economic model for utilizing cloud computing resources via pricing elasticity of demand and supply

    Qanbari, S., Li, F., Dustdar, S. & Dai, T-S., 1 一月 2015, Cloud Computing and Services Sciences - International Conference in Cloud Computing and Services Sciences, CLOSER 2014, Revised Selected Papers. Helfert, M., Desprez, F., Ferguson, D., Leymann, F. & Muñoz, V. M. (編輯). Springer Verlag, p. 47-62 16 p. (Communications in Computer and Information Science; 卷 512).

    研究成果: Conference contribution同行評審

    1 引文 斯高帕斯(Scopus)
  • 2014

    Cloud Asset Pricing Tree (CAPT) elastic economic model for cloud service providers

    Qanbari, S., Li, F., Dustdar, S. & Dai, T-S., 1 一月 2014, CLOSER 2014 - Proceedings of the 4th International Conference on Cloud Computing and Services Science. SciTePress, p. 221-229 9 p. (CLOSER 2014 - Proceedings of the 4th International Conference on Cloud Computing and Services Science).

    研究成果: Conference contribution同行評審

    4 引文 斯高帕斯(Scopus)
  • 2012

    A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables

    Wang, C. J., Dai, T-S. & Lyuu, Y. D., 27 十一月 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings. p. 77-84 8 p. 6327775. (2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings).

    研究成果: Conference contribution同行評審

    1 引文 斯高帕斯(Scopus)
  • 2009

    An efficient and accurate lattice for pricing derivatives under a jump-diffusion process

    Wang, C. J., Dai, T-S., Lyuu, Y. D. & Liu, Y. C., 1 十二月 2009, 24th Annual ACM Symposium on Applied Computing, SAC 2009. p. 966-970 5 p. (Proceedings of the ACM Symposium on Applied Computing).

    研究成果: Conference contribution同行評審

    1 引文 斯高帕斯(Scopus)
  • 2007

    A hybrid importance sampling algorithm for value-at-risk

    Dai, T. S., Lin, S. K. & Liu, L. M., 1 一月 2007, Second International Conference on Innovative Computing, Information and Control, ICICIC 2007. IEEE Computer Society, 4427853. (Second International Conference on Innovative Computing, Information and Control, ICICIC 2007).

    研究成果: Conference contribution同行評審

  • An efficient, and fast convergent algorithm for barrier options

    Dai, T-S. & Lyuu, Y. D., 1 十二月 2007, Algorithmic Aspects in Information and Management - Third International Conference, AAIM 2007, Proceedings. p. 251-261 11 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 卷 4508 LNCS).

    研究成果: Conference contribution同行評審

    2 引文 斯高帕斯(Scopus)
  • An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options

    Dai, T-S., Wang, J. Y. & Wei, H. S., 1 十二月 2007, Algorithmic Aspects in Information and Management - Third International Conference, AAIM 2007, Proceedings. p. 262-272 11 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 卷 4508 LNCS).

    研究成果: Conference contribution同行評審

    2 引文 斯高帕斯(Scopus)
  • 2006

    A hybrid fingerprint enhancement algorithm

    Liu, L. M. & Dai, T-S., 1 十二月 2006, Proceedings of the 2006 International Conference on Image Processing, Computer Vision, and Pattern Recognition, IPCV'06. p. 35-40 6 p. (Proceedings of the 2006 International Conference on Image Processing, Computer Vision, and Pattern Recognition, IPCV'06; 卷 1).

    研究成果: Conference contribution同行評審

    2 引文 斯高帕斯(Scopus)
  • Very fast algorithm for barrier options

    Dai, T-S. & Lyuu, Y. D., 1 十二月 2006, WMSCI 2006 - The 10th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 12th International Conference on Information Systems Analysis and Synthesis, ISAS 2006 - Proc.. p. 306-311 6 p. (WMSCI 2006 - The 10th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 12th International Conference on Information Systems Analysis and Synthesis, ISAS 2006 - Proc.; 卷 6).

    研究成果: Conference contribution同行評審

  • 2005

    Pricing Asian options with an efficient convergent approximation algorithm

    Dai, T-S., Huang, G. S. & Lyuu, Y. D., 1 十二月 2005, Soft Computing as Transdisciplinary Science and Technology - Proceedings of the 4th IEEE International Workshop, WSTST 2005. AISC 編輯 p. 1121-1130 10 p. (Advances in Soft Computing; 編號 AISC).

    研究成果: Conference contribution同行評審

  • Pricing double barrier options by combinatorial approaches

    Dai, T-S. & Lyuu, Y. D., 1 十二月 2005, Soft Computing as Transdisciplinary Science and Technology - Proceedings of the 4th IEEE International Workshop, WSTST 2005. AISC 編輯 p. 1131-1140 10 p. (Advances in Soft Computing; 編號 AISC).

    研究成果: Conference contribution同行評審

    1 引文 斯高帕斯(Scopus)
  • 2003

    Analytics and algorithms for geometric average trigger reset options

    Dai, T-S., Chen, I. Y., Fang, Y. Y. & Lyuu, Y. D., 1 一月 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 55-62 8 p. 1196242. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr); 卷 2003-January).

    研究成果: Conference contribution同行評審