戴天時

Market Distribution and Trading Willingness in the Catastrophe Bond Market

資訊管理與財務金融學系財務金融

巨災、巨災債券、損失起賠、產業指數、年度累積損失、單次損失、Catastrophe、Catastrophe Bonds、Indemnity、Industry Index、Annual Aggregate、Per-occurrence

From Edge AI to Agentic AI: Service Innovation Models for E-Paper Display Technology in Smart Retail

高階主管管理碩士學程・共同指導：林春成

智慧零售、代理型 AI、電子紙顯示技術、全通路、動態定價、零售媒體聯播網、雙軸轉型、Smart Retail、Agentic AI、E-Paper Display Technology、Omnichannel、Dynamic Pricing、Retail Media Network、Twin Transition

Two Essays on the Taiwan Stock Market

理學院碩士在職專班-應用科技組

台灣股票市場、動量效應、價格延續與修正、注意交易資訊與處置制度、日內價格反應、taiwan stock market、momentum effect、price continuation and correction、attention trading information and disposition measures、intraday price reaction

Investigating the Optimal Mix of Employee Compensation Using the RDEU Model: A Study Integrating Capital Forest Structure and Empirical Data

資訊管理與財務金融學系財務金融

FAS 123R、員工認股選擇權、限制型股票、樹狀模型、最適薪酬策略、會計制度、等級相依期望效用模型、Employee Stock Options、Restricted Stock、Accounting Adjustments、Pricing Model、Optimal Compensation Strategy、Rank-Dependent Expected Utility

Global Manufacturing Footprint Strategy for Electric Vehicle Electronic Control Components: A Case Study of Company H

高階主管管理碩士學程・共同指導：林春成

電動車、電控元件、全球製造策略、AI 賦能、總體擁有成本、Electric Vehicle (EV)、Global Manufacturing Strategy、Ferdows Model、AI-enabled Transformation

Release-Time-Aware Hierarchical Fusion Transformer for Long-Horizon Stock Return Prediction

資訊科學與工程研究所・共同指導：黃俊龍

長期股票報酬預測、異質時間序列、不規則時間序列、階層式特徵融合、Transformer、Long-horizon stock prediction、Heterogeneous time series、Irregular time series、Hierarchical fusion

A Business Model for the Adoption of Solid Oxide Fuel Cells (SOFCs) and Carbon Capture, Utilization, and Storage (CCUS) in Taiwan's Semiconductor Supply Chain

高階主管管理碩士學程・共同指導：林春成

供應鏈導入固態氧化物燃料電池與碳捕捉利用、碳捕捉利用之商業模式研究、能源轉型、營運持續計畫、A Business Model for the Adoption of Carbon Capture、Utilization、and Storage (CCUS)、Energy Transition、Business Continuity Plan

The Strategic Evolution and Transformation of Small-Generation LCD Lines: An Application of the Conditional Causality Theory to Analyze the G Company Case

高階主管管理碩士學程・共同指導：張家齊

邊際資產、自組織突圍、非對稱優勢、識局破局立局、Marginal Assets、Self-organized Breakthrough、Asymmetric Advantage、Situation Recognition/Breaking/Establishment

A Study on the Competitiveness and Investment Value of Taiwan's ASIC and IP Companies Amid the Generative AI Wave

高階主管管理碩士學程・共同指導：張家齊

生成式AI、特殊應用積體電路、矽智財、先進封裝、投資價值評估、競爭力分析、Generative AI、Application-Specific Integrated Circuit (ASIC)、Intellectual Property (IP)、Advanced Packaging、Investment Valuation、Competitiveness Analysis

Operational Strategy Comparison of Taiwan's Big Three IC Substrate Firms under the AI Trend

高階主管管理碩士學程・共同指導：張家齊

人工智慧、IC載板、五力分析、資源基礎理論、動態能力、Artificial intelligence、IC substrate、Porter's Five Forces、Resource-based view、Dynamic capabilities

Dynamic Capabilities and Ecosystem Strategy: A Case Study of Resource Integration and Capability Building in N Company's AI SoC Development

高階主管管理碩士學程・共同指導：張家齊

動態能力、生態系統策略、資源基礎觀點、邊緣人工智慧、AI SoC、IC 設計產業、dynamic capabilities、ecosystem strategy、resource-based view、edge artificial intelligence、IC design industry

Research on Industrial Transformation from General-Purpose to Semiconductor Adhesives: The Case of Nan Pao Resins Chemical.

高階主管管理碩士學程・共同指導：張家齊

南寳樹脂、半導體製程膠帶、企業轉型、動態能力、Nan Pao Resins、Semiconductor Process Tapes、Corporate Transformation、Dynamic Capabilities

From Brand Experience to Profit Model: A Study of Brand Marketing and Business Model Transformation in the European SMB Networking Market — The Case of Z Company

高階主管管理碩士學程・共同指導：張家齊

品牌體驗、峰值體驗、Gioia 方法、商業模式畫布、平衡計分卡、管理服務供應商、中小企業網通、資安服務、brand experience、peak experience、Gioia methodology、Business Model Canvas、Balanced Scorecard、Managed Service Provider、SMB networking、Cybersecurity services

Analyzing Regulatory Compliance and Bond Purpose Consistency with Large Language Models

資訊管理與財務金融學系財務金融

大型語言模型、法規遵循、雙編碼器、交叉編碼器、主動學習、債券分 析、信用風險、Large Language Models (LLMs)、Regulatory Compliance、Bi-encoder、Cross-encoder、Active Learning、Bond Analysis、Credit Risk

Neural Network Model Enhanced CDI Method for Short-Term Pricing Kernel Estimation and Investor Sentiment Analysis

資訊管理與財務金融學系財務金融

選擇權定價、神經網路模型、定價核、風險中立機率密度函數、投資者信念、投資者情緒分析、option pricing、neural network model、pricing kernel、risk-neutral probability density function、investor beliefs、investor sentiment analysis

Analyszing Triggers and Loss Metrics for Catbonds

資訊管理與財務金融學系財務金融

巨災、巨災債券、損失起賠、產業指數、年度累積損失、單一事件損失、Catastrophe、Catastrophe Bonds、Indemnity、Industry Index、Annual Aggregate、Per-occurrence

Investigating the Impact of Firm Value on the Issuance of Employee Stock Options and Restricted Stock Using the RDEU Model

資訊管理與財務金融學系財務金融

員工認股選擇權、限制型股票、樹狀模型、最適薪酬策略、會計 制度、FAS 123R、Employee Stock Options、Restricted Stock、Accounting Adjustments、Pricing Model、Optimal Compensation Strategy、Compensation Package

An Empirical Study of Intraday Pairs Trading Incorporating Capital Allocation and Slippage

資訊管理與財務金融學系財務金融・共同指導：黃宜侯

日內當沖配對交易、資金配置、現代投資組合理論、Hierarchical Risk Parity、流動性衝擊、滑價機制、Intraday pairs trading、capital allocation、Modern Portfolio Theory、liquidity impact、slippage mechanism

An Analysis of the Theoretical Valuation Model of Equity Release Products in Practical Markets

資訊管理與財務金融學系財務金融・共同指導：黃星華

股權釋放產品、監管型RM、不受監管RM、監管型HR、不受監管型HR、HECM機構、Equity Release Products、Regulated Reverse Mortgage (RM)、Unregulated Re verse Mortgage (RM)、Regulated Home Reversion (HR)、Unregulated Home Reversion (HR)、HECM institutions

Strategic Transformation and R&D Management of a Display IC Design Company: A Case Study of Company N

高階主管管理碩士學程・共同指導：林春成

顯示驅動晶片、策略轉型、研發管理、產品開發、動態能力、邊緣運算、Display Driver IC、Strategic Transformation、R&D Management、Product Development、Dynamic Capabilities、Edge Computing

Analysis of Contract Design for Catastrophe Derivatives: A Case Study of CatEPut

資訊管理與財務金融學系財務金融

或有資本、巨災風險、巨災權益賣權、巨災債券、權衡理論、合約條款、Contingent Capital、Catastrophe Risk、CatEPut、Cat bond、Trade-off Theory、Contract Provision

Banking Digital Transformation : Navigating Legacy Systems and Cross-Border Governance in International Banks

管理學院專班-財務金融學程

數位轉型、銀行、新興科技、跨國治理、主機系統、Digital Transformation、Banking、Emerging Technologies、International Governance、Legacy System

GGWP: A Novel Approach to Optimizing Pairs Trading Strategy by Predicting Spread Variable Distributions Using Deep Learning

資訊科學與工程研究所・共同指導：陳穎平

配對交易策略、深度學習、高斯關聯函數、動態參數校準、Pairs trading strategy、Deep learning、Gaussian copula、Dynamic parameter calibration

Application of TOC Demand-pull and SOX for Dynamic Inventory Adjustment: A Case Study of a U.S. Semiconductor Packaging and Testing Company

管理學院專班-財務金融學程

TOC Demand-pull、SOX、庫存管理、半導體封測、供應鏈效能、inventory management、semiconductor packaging and testing、supply chain efficiency

Optimizing Language Models with Zero-Shot Retrieval-Augmented Generation: A Case Study in Enterprise Customer Service

資訊管理與財務金融學系財務金融

自然語言處理、零樣本學習、語言模型、資訊檢索、檢索增強生成、提示工程、Natural Language Processing (NLP)、Zero-Shot Learning、Language Models、Information Retrieval、Retrieval-Augmented Generation (RAG)、Prompt Engineering

Analyzing the Instantaneous and Permanent Price Impact of Metaorder Strategies in the Japanese Stock Market: Strategies for Reducing Risk and Cost

資訊管理與財務金融學系財務金融・共同指導：黃星華

大單交易、日本股票市場、市場影響、交易量、股價成本、市場波動度、最佳交易策 略、滑動視窗法、I* 模型、VWAP 策略、簡單策略、Meta-order、Japanese stock market、trading volume、market impact factor、optimal trading strategy、share price cost、market volatility、sliding window method、I* model、VWAP strategy、naïve strategy

Analyzing Trigger Type for CatBonds

資訊管理與財務金融學系財務金融

巨災、巨災債券、基差風險、交易區間、損失起賠、保險公司、抵換理論、Catastrophe、Catastrophe Bonds、Basis Risk、Trading Range、Indemnity、Insurance Company、Trade-off Theorem

Comparison of Profits and Risks of Equity Release Products

資訊管理與財務金融學系財務金融・共同指導：黃星華

反向抵押貸款、房屋逆轉計劃、長期照顧、風險價值模型、Reverse Mortgage、Home Reversion、Long-Term Care、Value at Risk、Conditional Value at Risk

Study of Correlation between Macroeconomic Indexes and Industry Revenue

管理學院專班-財務金融學程

總體經濟、景氣循環、Macroeconomics、Business cycle

Two Essays on Investment: Day Trading of Single Stock Using AR Model and Option Pricing Using Neural Networks

資訊管理與財務金融學系財務金融

ADF test、ECM model、當沖交易、Frobenius Norm、選擇權定價、神經網路演算法、day trading、option pricing、neural network algorithms

Two Essays of Investment: Performance Analysis Comparison of Pair Trading Models and Discussion of Option Pricing Using Neural Networks

資訊管理與財務金融學系財務金融

配對交易、VECM、共整合、共變異數矩陣之弗羅貝尼烏斯範數、機器學習、神經網路、選擇權評價、Pairs Trading、Cointegration、Frobenius Norm、Machine Learning、Neural Network、Option Pricing

Practical Research of Smart Phone Software Project Management in IC Design House

高階主管管理碩士學程・共同指導：張家齊

SCRUM、敏捷軟體開發、專案管理、晶片設計、軟體專案管理、Agile Software Development、Project Management、Chip Design、Software Project Management

The Impact of FAS 123R and Employee Stock Option Maturity Date on Stock-Based Compensation Issuance Using the RDEU Model

資訊管理與財務金融學系財務金融・共同指導：黃星華

員工認股權、限制型股票、FAS 123R、會計調整、定價模型、最適薪酬策略、薪酬組合、Employee Stock Options、Restricted Stock、Accounting Adjustments、Pricing Model、Optimal Compensation Strategy、Compensation Package

Localization Strategy for Key Semiconductor Consumables - Taking H Company as an Example

高階主管管理碩士學程・共同指導：張家齊

產業在地化、轉型策略、供應鏈整合、半導體材料、Industry Localization、Transformation Strategy、Supply Chain Integration、Semiconductor Materials

Optimizing Chain Dental Clinic Management in Taiwan: Balancing Affordable Services, Profitability, and Patient Care in a Competitive Market

高階主管管理碩士學程・共同指導：張家齊

連鎖牙醫、數位轉型、管理中心、醫患關係重新定義、Dental clinic management

A Case Study on Digital Transformation of Truck Navigation Product Design Company - Taking R Company as an Example

高階主管管理碩士學程・共同指導：張家齊

數位轉型、個案研究法、商業模式畫布、SWOT 分析、波特五力分析、Digital Transformation、Case Study Method、Business Model Canvas、SWOT Analysis、Porter's Five Forces Analysis

Two Essays: Exploring Imbalanced Data for Reverse Mortgage Prediction and Abnormal Account Detection

管理學院專班-財務金融學程

時間序列分析、異常帳戶偵測、深度學習、不平衡資料、Time series analysis、Abnormal account detection、Deep learning、Imbalanced data

Enhancing Fund Transfer Fraud Detection: A Fusion of Self-Attention and Graph Neural Networks for Irregular Transaction Time-series and Customer Relationships

資訊科學與工程研究所・共同指導：陳穎平

欺詐偵測、不規則時間序列、自我注意機制、圖神經網絡、變分自編碼器、Fraud detection、Irregular Time-Series、Self-Attention Mechanism、Graph Neural Networks、Variational autoencoder

Analyzing Proper Provision Designs for CatBonds

資訊管理與財務金融學系財務金融・共同指導：黃星華

巨災、巨災債券、巨災賣權、抵換理論、交易區間、保險公司、Catastrophe、Catastrophe Bond、Catastrophe Equity Put Option、Trade-off Theorem、Feasible Trading Regions、Insurance Company

Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality

資訊科學與工程研究所・共同指導：陳穎平

金融、約束優化、機器學習應用、神經網路、Finance、Constraint Optimization、Machine Learning Applications、Neural Network

A Study of The Relationship between Net Buy/Sell of Brokerage Branches and Percentage Change in Stock Price in Taiwan Stock Market

管理學院專班-財務金融學程

券商分點、時間序列資料、單根檢定、向量自我迴歸模型、Granger因果關係檢定、傳遞熵、brokerage branches、unit root test、vector autoregression model、Granger causality test、Transfer Entropy

Gated Neural Network for TXO Option Pricing

管理學院專班-財務金融學程

選擇權定價、類神經網路、機器學習、資料清洗、Option pricing、Neural Network、Machine Learning

Comparing Reverse Mortgage and Home Reversion with and without Embedding Long-Term Care

資訊管理與財務金融學系財務金融

反向房屋貸款、房屋租回、售後租回、長期照護、Reverse Mortgage、Home Reversion、Sale and Leaseback、Long-Term Care

Incorporating Stock Returns and Broker Branches’ Volumes in a Deep Learning Based Ensemble Framework for Stock Returns Prediction

資訊科學與工程研究所・共同指導：黃俊龍

股市預測、券商分點、深度學習、Stock prediction、Broker Branch、Deep Learning

Continuous Sigmoid Transform for Rule Threshold Optimization in Anti-Money Laundering

資訊管理與財務金融學系財務金融

sigmoid 函數、資料前處理、閾值最佳化、梯度下降法、規則系統、洗錢防制、Sigmoid Function、Data Preprocessing、Threshold Optimization、Gradient Descent、Rule-Base System、Anti-Money Laundering

Evaluation of Restricted Stock mixed Employee Stock Option Compensation using the Probability-Weighted Expected Utility model (RDEU)

資訊管理與財務金融學系財務金融

員工認股權、限制型股票、FAS 123R、會計調整、定價模型、最適薪酬策略、薪酬組合、Employee Stock Options、Restricted Stock、Accounting Adjustments、Pricing Model、Optimal Compensation Strategy、Compensation Package

Practical Adjustments for Pairs Trading Strategy

資訊管理與財務金融學系財務金融

配對交易、VECM、共整合、結構性改變、CUSUM控制圖、Rolling Windows滾動窗口、Pairs Trading、VECM (Vector Error Correction Model)、cointegration、structural change、CUSUM control chart、Rolling Windows strategy

An Application of the Conditional Causality Theory to Analyze A High Tech Startup Company：A case Study of Company X.

管理學院高階主管管理碩士學程・共同指導：毛治國

創業、因緣成果、形機成勢、Entrepreneurship、Conditional Causality、Ying-Yang Power Principle

The research of Outsourcing Management Decisions in Mechanical and Electrical Engineering: A Case Study of Small-scale Company F

管理學院高階主管管理碩士學程・共同指導：張家齊

工程外包、工程履約、個案研究法、深度訪談、五力分析、SWOT分析、engineering outsourcing、project performance、case study method、in-depth interview、five forces analysis、SWOT analysis

Analyzing the Development Process of a Network Information Flow Management Startup Using the Conditional Causality Theory - A Case Study of Company G.

管理學院高階主管管理碩士學程・共同指導：毛治國

自組織理論、因緣成果、常變循環、臨機破立、BCG矩陣、安索夫矩陣、Self-organization System Theory、Conditional Causality、Cyclic Adaptation、Threshold Criticality、BCG Matrix、Ansoff Matrix

Post-Pandemic Semiconductor Wafer Sorter Manufacturers' Development Strategies: A Case Study of Taiwan's H Company

管理學院高階主管管理碩士學程・共同指導：張家齊

半導體、晶圓分類機、中美貿易戰、新冠疫情、SWOT分析、Semiconductor、Wafer Sorter、US-China Trade War、COVID-19 Pandemic、SWOT analysis

A Case Study on the Successful Transition of a Company from a Trader to a Manufacturer - Taking Company I as an Example

管理學院高階主管管理碩士學程・共同指導：張家齊

企業轉型、半導體、氣體除膜、貿易代理、Enterprise transformation、Semiconductor、Gas film removal、Trade agency

Pricing Corporate Securities with Intertemporal Exercise Policies and Corresponding Capital Structure Changes Example: Convertible Bond and Employee Stock Option

財務金融研究所

跨期履約、可轉換債券、員工認股選擇權、狀態轉換森林、馬可夫決策過程、intertemporal exercise、share dilution、capital injection、convertible bonds、executive/employee stock options、Markov decision process

Theoretical and Empirical Analyses of Bond Embedded Options Design and Execution Strategies

財務金融研究所

或有資本、結構性信用風險模型、可轉換債券、可贖回債券、風險中性估值、contingent capital、structural credit risk model、convertible bond、callable bond、risk-neutral valuation

Evaluating a Co-insured Reverse Mortgage with Termination Option and Long-Term Care

財務金融研究所

反向房屋貸款、夫妻共保、Copula、長期照護、提前解約選擇權、Reverse Mortgage、Coinsurance、Long-Term Care、Cancellation Option

Pricing the Feasible Trading Regions of CatBond under the Twin-Tree Structure Model

財務金融研究所

巨災、巨災債券、巨災賣權、抵換理論、交易區間、保險公司、Catastrophe、Catastrophe Bond、Catastrophe Equity Put Option、Trade-off Theorem、Feasible Trading Regions、Insurance Company

Micro LED Industry Strategy Analysis

管理學院高階主管管理碩士學程・共同指導：張家齊

微發光二極體、有機發光二極體、液晶顯示器、產品發展策略、量產關鍵技術、Micro LED、OLED、LCD、Product Development Strategy、Key Technologies for Mass Production

How Enterprises can Master Competitiveness in Development and Transformation - A Case Study of Company K

管理學院高階主管管理碩士學程・共同指導：張家齊

技術變革、企業轉型、競爭策略、ODM品牌化、Technological change、corporate transformation、competitive strategy、ODM branding

The Study on Marketing Strategy of Surgical Light by Ansoff Matrix Analysis

管理學院高階主管管理碩士學程・共同指導：毛治國

醫療器材、手術燈、安索夫矩陣、因緣成果理論、市場行銷策略、Medical device、Surgical lights、Ansoff matrix、Conditional causality theory、Marketing strategy

Integrating Transfer Learning and Local Learning with Deep Reinforcement Learning to Improve Pairs Trading Strategy

資訊科學與工程研究所・共同指導：陳穎平

深度強化學習、遷移學習、局域學習、配對交易、非監督式學習、Deep Reinforcement Learning、Transfer Learning、Local Learning、Pairs Trading、Unsupervised Learning

The Impact of Stock Return of the GDR Event and the Main Investor Study in Taiwan Stock Market

管理學院財務金融學程

海外存託憑證、券商分點、集保股權、事件研究法、迴歸分析、global depository receipt、security firm、chip analysis、event study method、regression

Suspicious Transaction Detection based on Machine Learning and Expert Feature Construction

資訊科學與工程研究所・共同指導：陳穎平

機器學習、資料不平衡、可疑交易偵測、資料集偏移、Machine Learning、Data Imbalance、Suspicious transaction detection、Dataset shift

Automatic Feature Generation and Insight of Dataset Shift in Finance Machine Learning Models

財務金融研究所

機器學習、資料集偏移、樣本權重、自動特徵生成、特徵分佈、machine learning、cost-sensitive learning、KS test、automatic feature generation、deep feature synthesis

Research on the Digital Transformation and Development of Taiwan's Financial Industry-Focus on Digital Deposit Account

管理學院財務金融學程

數位轉型、金融科技、線上開戶、數位存款帳戶、digital transformation、Fintech、open account online、digital account

Pricing Empolyee Stock Option with Cumulative Prospect Theory

財務金融研究所

員工認股選擇權、三元樹、資產數森林結構、累積展望理論、機率加權函數、確定等值、Employee Stock Option、trinomial tree、state-transition forest、Cumulative Prospect Theory、probability weighting function、certainty equivalence

The Development of Robo-Advisor and Its influence on Wealth Management Business in Domestic Banks

管理學院財務金融學程

機器人理財、演算法、再平衡、普惠金融、財富管理、Robo-Advisor、Algorithm、Rebalance、Financial Inclusion、Wealth Management

The establishment of the call protection period considering the debt maturity structure: empirical analysis

財務金融研究所

可贖回債券、贖回保護期、展期風險、提前贖回再融資、callable bond、call protection、rollover risk、early refinance

Reference Employee Stock Option Issuer Policy With Empirical Implication And Forest Evaluation Model

管理科學系所・共同指導：謝國文

高階認股選擇權、稅盾、注資、稀釋、破產風險、森林結構、CEO最適薪資組合配置、Executive Stock Option、shield benefits、injection、dilution、bankruptcy risk、asset forest model、compensation allocation

Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions

財務金融研究所

電子轉賬、詐欺偵測、特徵工程、提升決策樹、可解釋性、Electronic Transfer Fraud、Fraud Detection、Feature Engineering、Boosted Decision Tree、Interpretability

Revising Dynamic Programming Based Auto-Rebalancing Method and Comparing Performance with Urban Planning

財務金融研究所

資產再平衡、動態規劃、維度詛咒、資產成長、狀態空間、Auto-rebalancing、Dynamic programming、Curse of dimensionality、Asset growth、State space

Inferring the Employee Stock Options’ Granting Policy Under Capital Forest Structure and Rank-Dependent Expected Utility Model

財務金融研究所

員工認股選擇權、資產森林評價、等級相依期望效用、機率加權函數、部分履約、Employee stock options、Capital forest pricing、Issuance strategy、Rank-Dependent Expected Utility、Probability weighting function

Reverse Mortgages Puls Long-Term Care Pricing Evaluetion

財務金融研究所

反向房屋貸款、長期照顧、提前解約選擇權、Reverse Mortgage、Long-Term Care、Cancellation Option

Refining Pairs Trading with Reverse Cumsum and Convergence of Cointegration Vectors Measured in Frobenius Norms

財務金融研究所

配對交易、結構式斷裂、共整合、時間趨勢、誤差修正向量模型、管制圖、弗羅貝尼烏斯範數、Pair trade、Structural Break、Cointegration、Trend stationery、Control chart、Frobenius norm

Prospects for the Digital Transformation Strategy of Traditional Banks

管理學院財務金融學程

數位轉型、金融科技、普惠金融、開放銀行、digital transformation、financial technology、inclusive finance、open banking

An Empirical Study of Self-defining Indicator Strategy Combine with MOC Algorithm for testing on EMH

管理學院財務金融學程

效率市場假說、行為財務學、技術分析、指數期貨、MOC演算法、擇時能力、處分效應、Efficient Market Hypothesis、Behavioral Finance、Technical Analysis、MOC algorithm、Index futures、Market Timing Abilities、Disposition Effect

Constructing Pair Trading Strategy via Machine Learning and Labelling Mechanism

數據科學與工程研究所・共同指導：陳穎平

配對交易、共整合、標記技術、機器學習、深度學習、群集分類、Deep learning、Co-integration、Pair Trading、Labelling Mechanism

Pair trading for trend stationary process

應用數學系所・共同指導：陳冠宇

配對交易、共整合、時間趨勢、誤差修正向量模型、交錯個數、收斂、Pair trade、Cointegration、Trend Stationary、High frequency、zero crossing rates、convergence

Research on the Operating Strategy and Performance of Taiwan Semiconductor Testing Factory-Taking K Company as an Example

管理學院高階主管管理碩士學程・共同指導：張家齊

半導體產業、半導體測試、經營策略、Semiconductor industry、Semiconductor test、and Strategy

The Research on the Construction of International-Level Startup Accelerators - A Case Study of ITRI TAcc+

管理學院高階主管管理碩士學程・共同指導：張家齊

導師、募集資金、天使投資人、創業投資、新創生態、實證場域、Mentors、Fund Raising、Angel Investors、Venture Capitalists、Startup Ecosystem、Validation Space

Research of Marketing Innovation and Organizational Performance for Energy-saving Lighting

管理學院高階主管管理碩士學程・共同指導：張家齊

知識管理、組織創新、組織學習、策略創新、Knowledge management strategic innovation、Organizational innovation strategic innovation、Organizational learning、Strategic innovation

Research on the Alliance of Semiconductor Enterprises -Taking H Company and W Company as an Example

管理學院高階主管管理碩士學程・共同指導：張家齊

個案研究法、競合策略、五力分析、SWOT 分析、半導體設備 產業、Case study method、Co-opetition strategy、Five-force analysis、SWOT model、Semiconductor equipment industry

The Sales Process Study of Semiconductor Equipment

管理學院高階主管管理碩士學程・共同指導：張家齊

積體電路、半導體設備、SWOT分析法、商業模式圖、銷售服務、integrated circuits、semiconductor equipment、SWOT analysis tool、business model canvas、sales services

Diabetes Care Business Model of Primary Clinics - A Case Study of A Clinic

管理學院高階主管管理碩士學程・共同指導：張家齊

衛生福利部、健保署、慢性病照護、糖尿病、台灣糖尿病年鑑、Ministry of Health and Welfare、National Health Insurance Agency、Chronic Disease Care、Diabetes、Taiwan Diabetes Yearbook

Research On The Developing Strategy of Display Panel IC Design Company — Taking Company A as an Example

管理學院高階主管管理碩士學程・共同指導：張家齊

面板、積體電路、IC設計、Panel、Integrated Circuit、IC Design

Research on Marketing Strategies of Smart Sonic Electric Toothbrush - Take Y Company as an example

管理學院高階主管管理碩士學程・共同指導：張家齊

智慧型、電動牙刷、行銷、策略、刷牙、smart、electric toothbrush、marketing、strategy、toothbrushing

Long-term Care Insurance Pricing Evaluation—Adopting Upper Triangular Model

財務金融研究所・共同指導：梁婉麗

類長期照顧險定價模型、上三角模型、失能、身心障礙、盛行率、吸收馬可夫鏈、狀態轉換機率矩陣估計、豁免保險費、Long-term Care Insurance Pricing Model、Upper Triangular (UT) Model、Disability、Mentally and Physically Disabled、Prevalence Rate、Absorbing Markov chain、Estimation of the Transition Matrix、Waiver of Premium

Using Copula to price Reverse Mortgages with Coinsurance and Cancellation Policies

財務金融研究所

反向房屋貸款、夫妻共保、提前解約選擇權、耦合、reverse mortgage、couple co-insurance、cancellation policy、copula

The convergence of stationary process and the pair trading performance

財務金融研究所

配對交易、共整合、誤差修正向量模型、高頻交易、收斂、Pair trade、Cointegration、Vector error correction model、High frequency、convergence

Empirical study for the call and conversion policies of corporate bonds with several embedded options

財務金融研究所

可贖回、可賣回、可轉換、贖回策略、轉換策略、callable、putable、convertible、call policy、conversion policy

The Optimal Allocation between Employee Stock Option and Wage

財務金融研究所

員工認股選擇權、三元樹、確定性等值、效用、部分履約、employee stock option、trinomial tree、utility、certainty equivalence、multiple-exercises

A Case Study of Marketing analysis of PCB drying equipment an example A Company

管理學院高階主管管理碩士學程

五力分析、行銷分析、4C 架構、Porter five forces analysis、Marketing Strategy、4C Framework of Strategic Marketing Analysis

Decision on the Optimal Maturity Date and Debt Cost for Issuing Callable Bonds

財務金融研究所・共同指導：梁婉麗

森林結構、結構式信用風險、可贖回債券、Forest structure、Structural credit inspection、Callable bonds

A Probe into the Feasibility of Taiwan Stock Index Option Seller's Spread Trading Strategy

管理學院財務金融學程

賣方策略交易、跨式交易、勒式交易、Seller's strategic trading、straddling

Comparison of Operating Performance of Public Natural Gas Utilities Listed in Taiwan

管理學院財務金融學程

公用天然氣事業、平衡計分卡、資料包絡分析法、麥氏指數、gas utilities、Balanced scorecard、DEA、MPI

La Jolla Brand Globalization Strategy: A Case Study for Hongshen Company

管理學院高階主管管理碩士學程・共同指導：張家齊

品牌全球化、策略、行銷、Brand internationalization、Strategy、Marketing

Development and Evolution of Photo-Lithography in Semiconductor A Case Study of Company C

管理學院高階主管管理碩士學程・共同指導：張家齊

曝光機、半導體製造、管理策略、Photo-Lithography、Semiconductor manufacturing process、Management strategy

A study of competitive advantages and growth strategies for fan driver IC design companies ─ A Case Study of A Company─

管理學院高階主管管理碩士學程・共同指導：張家齊

IC設計、競爭優劣勢、經營策略、IC design、competitive advantages and disadvantages、business strategy

Growth Strategy of Semiconductor Equipment Industry in China A Case Study of Company S

管理學院高階主管管理碩士學程・共同指導：張家齊

半導體設備、中國製造2025、最後一塊拼圖、Semiconductor equipment、Made in China 2025、Last piece of puzzle

The Hinges Manufacturer Growth Strategies A Case Study For Shin-Zu-Shing Inc

管理學院高階主管管理碩士學程・共同指導：張家齊

樞紐、筆記型電腦、新日興、營運績效、營運模式、成長策略、Hinges、Notebook、Xin-Zu-Shing、Operation Performance、Business model、Growth Strategy

Linear-Time Combinatorial Algorithm of Polynomial Barrier Option on the Trinomial Lattice Model

財務金融研究所

三元樹模型、多項式障礙選擇權、組合數學方法、計算複雜度、trinomial lattice model、polynomial barrier option、combinatorial approach、time complexity、backward induction

Research On Abnormal Transactions Detection Of Deposit Accounts: A Case Study of an Anonymous Bank

管理學院財務金融學程

異常交易預警、警示帳戶、深度學習、長短期記憶模型、Abnormal Transactions Detection、Watch-listed Accounts、Deep learning、LSTM

A study of Taiwan insurer’s product strategy

管理學院財務金融學程

壽險、商品策略、IFRS 17、Life insurance、Product strategy

Application of Deep Learning for Dynamic Portfolio of Taiwan Stock Market

管理學院財務金融學程

機器學習、深度學習、神經網路、長短期記憶、三大法人、時間序列、最佳投資組合、Machine learning、Deep learning、Neural network、LSTM、Institutional investor、Time series、Optimal portfolio

A Study of Mortgage Lending Related to Non-Performance Loan

管理學院財務金融學程

購置住宅貸款、邏輯斯迴歸分析、逾期放款、mortgage、logistic regression、non-performing loans

Pricing Employee Stock Option Under Progressive Tax and Optimal Exercise Proportion

財務金融研究所

員工認股權、累進所得稅率、三元樹模型、多期履約、效用函數、Employee Stock Option、Progressive Tax、Trinomial Structure、Multiple Exercise、Utility function

Asset Allocation and Rebalancing between CAPM and Kelly Criterion

財務金融研究所

凱利法則、CAPM、資產再平衡、資產配置、Kelly criterion、asset rebalancing、asset allocation

Practical and Theoretical Analysis of Convertible Bond with Embedded Options

管理科學系所・共同指導：欒紀成

可轉換公司債、贖回策略、轉換策略、提前/延遲贖回、條件期望到期日、callable convertible bonds、call policy、conversion policy、early call、delay call、conditional expectation maturity

Pricing Reverse Mortgages with co-insurance and Cancellation Policies

財務金融研究所

反向房屋貸款、夫妻共同投保、提前解約權、Reverse Mortgage、Co-insurance、Cancellation Option

Research on Transforming the Operating Model of Domestic Fuel Depots in the Age of Electric Vehicles

管理學院高階主管管理碩士學程・共同指導：張家齊

燃油車、電動車、燃油車廠、營運模式、轉型、Electric motorcycles、Fuel motorcycles、Locomotive manufacturers、Business model、Industrial transformation

Analyzing Derivatives Selections for Hedging Catastrophic Risk

財務金融研究所

美式賣權、巨災權益賣權、巨災、權衡理論、再保險合約、巨災債券、保險、American Option、Catastrophe Equity Put Options、Disaster、Trade-off Theory、Reinsurance Contract、Catastrophe Bond、Insurance

The Startup and Growth of A Company in LED Lighting Industry – A Case Study of Company H

管理學院高階主管管理碩士學程・共同指導：張家齊

LED照明產業、創業、外包、政府採購法、工業安全、LED Lighting Industry、Business startup、Outsourcing、Government Procurement law、Industrial safety

The Common Value and Business Model Between Digital Out-of-Home Media and Smart Retail- store owner choice his DOOH service company

管理學院高階主管管理碩士學程・共同指導：張家齊

家外媒體服務公司、家外媒體、評選模式、修正式德菲法、層級分析法、Out-of-Home media agency、Out of Home media、Select ion Model、Modified Delphi Method、Out-of-Home media agency Out ofAnalytic Hierarchy Process

How to Formulate an Innovation Business Model in a Saturated Market of LED Lighting Industry–A Case Study of H Company

管理學院高階主管管理碩士學程・共同指導：張家齊

圖案化藍寶石基板(PSS)、創新經營模式、個案研究、Pattern Sapphire Substrate(PSS)、Innovation Business Model、Competitive Strategies

Semiconductor Test Equipment Procurement And Equipment Contract Strategy

管理學院高階主管管理碩士學程・共同指導：張家齊

中國製造2025、測試廠、測試設備、設備維護合約、策略、Made in China 2025、Testing House、Testing Equipment、Equipment Service Contract、Strategy

Decisions and Analyses of the Product Developments based on Functional Modules and Assembly

管理學院高階主管管理碩士學程・共同指導：張家齊

客製化市場、利基型市場、功能模組化、競爭策略、customized market、niche market、functional modules、competitive strategy

Strategy of Semiconductor Foundries in The International Trade War – A Case Study of Company T

管理學院高階主管管理碩士學程・共同指導：張家齊

半導體、晶圓代工、台積電、貿易戰、出口管制系統、Semiconductor、Foundry、TSMC、Trade War、xport Management System

Dynamic Programming Applied on Auto-Rebalance

財務金融研究所

馬可夫決策過程、資產配置再平衡、交易成本、追蹤誤差、動態規劃、維度詛咒、Markov decision process、Auto-rebalance、Transaction cost、Tracking error、Dynamic programming、Curse of dimensionality

Structural Break Detections, Cost-Driven Transaction Threshold and Improvements of Pairs Trading Strategies

財務金融研究所

配對交易、共整合、誤差修正向量模型、結構性改變、高頻交易、Pair trading、Cointegration、Vector error correction model、Structural change、High frequency

Research on the Competitiveness of Taiwan Semiconductor Silicon Intellectual Property (SIP) Industry - Take a case company as an example

管理學院高階主管管理碩士學程・共同指導：張家齊

矽智財、物聯網、系統單晶片、SIP(Silicon Intellectual Property)、IoT(Internet of Things)、SoC(System on a Chip)

Marketing researchers of Taiwan children －the case of McDonald's in Taiwan.

管理學院高階主管管理碩士學程・共同指導：張家齊

QSC&V、品牌形象與價值、廣告行銷、親子共同消費、公益行銷、Brand image and value、Advertise marketing strategy、Parent-child-centered consumption、Charity marketing

Pricing the Feasible Trading Regions of CatEPut under Revised Trade-off Theory and the Twin-Tree Structure Model

財務金融研究所

美式賣權、巨災權益賣權、巨災、權衡理論、連結標的資產的違約風險、保險、American Option、Catastrophe Equity Put Options、Disaster、Trade-off Theory、Reference Entity Risk、Insurance

Business Strategy for Patten Sapphire Substrate Industry in Taiwan -The Case Study as P Company

管理學院高階主管管理碩士學程・共同指導：張家齊

圖案化藍寶石基板(PSS)、五力分析、SWOT分析、競爭策略、個案研究、Pattern Sapphire Substrate(PSS)、Five Force Analyze、SWOT Analyze、Competitive Strategies

Performance analysis of technical analysis on Taiwan stock market

管理學院財務金融學程

技術分析、台灣股市、KD、MACD、SMA、Technical analysis、Taiwan stock

Research on the Competitiveness of Taiwan Laser Printer Industry - Take a case company as an example

管理學院高階主管管理碩士學程・共同指導：張家齊

雷射印表機、競爭策略、五力分析、SWOT

The Behaviour of Winner and Loser in Taiwanese Index Future Market

財務金融研究所

交易行為、期貨交易、Trading Behaviour、Futures Trading

Pricing Reverse Mortgages with Cancellation Policies and Penalties

財務金融研究所

反向房屋抵押貸款、提前解約權、懲罰條款、Reverse Mortgage、cancellation option、penalty policies

Analyzing Swap Bank Call Policies for (Zero) Coupon Callable Bonds Under the Hull-White Interest Rate Model

財務金融研究所

可贖回債券、交換銀行、贖回策略、可取消利率交換契約、評價模型、利率交換選擇權、Callable bond、Swap bank、Call policy、Cancelable interest rate swap、Hull-White model、Bermudan Swaption

Option Pricing with the Control Variate Technique beyond Monte Carlo Simulation

資訊管理研究所

選擇權定價、衍生性商品定價、傅利葉變換、摺積、二元樹、Option Pricing、Derivative Pricing、Fourier Transform、Convolution、Binomial Tree

American Catastrophe Equity Put Evaluation and Cost Processing

財務金融研究所

結構式模型、巨災權益賣權、發行者成本、股東權益價值、債權人價值、蒙地卡羅模擬、Structural model、CatEPut、Issuer、Equity holder、Debt holder、Monte Carlo Simulation

Pricing Reverse Mortgage with Cancellation Option

管理科學系所・共同指導：包曉天

累積貸款金額、貸款保險金、貸款人損失、房屋淨值、解約選擇權價值、解約損失價值、解約獲得價值、Loan Amount、Mortgage Insurance Premium(MIP)、Lender Loss、Net Equity、Cancellation Value、Value Gain、Value Loss

Multivariate Pairs Trading with Structural Change Detections in Cointegrated Relationships

應用數學系所・共同指導：薛名成

配對交易、共整合、計量策略、統計套利、結構性改變、高頻、Pairs trading、Cointegration、Quantitative strategies、Statistical arbitrage、Structural change、High frequency

Comparisons of Empirical and Numerical Models

財務金融研究所・共同指導：俞明德

可轉換公司債、贖回策略、生存年限、提早贖回、延遲贖回、convertible bonds、call policy、expected survival age、early call、delay call

Pricing International Zero Callable Bonds Under The Hull-White Interest Rate Model

財務金融研究所

可贖回債券、利率模型、校正參數、Callable Bond、Calibration、Hull-White Model

Online Derivatives Arbitrage Trading Mechanism Based on CUDA Framework

資訊科學與工程研究所・共同指導：陳穎平

平行運算、套利策略、Parallel Computing、Arbitrage Strategy

Pricing Convertible Bonds that Paying Converted Shares with Treasury Stocks

財務金融研究所

可轉換公司債、部分轉換、轉換策略、贖回策略、庫藏股、生存年限、convertible bonds、partial conversion、conversion strategy、call policy、treasury、expected survival age

Pricing Catastrophe Equity Put under Jump Diffusion Tree Model

資訊管理研究所

跳躍擴散樹狀模型、巨災權益賣權、非線性誤差、Jump Diffusion Tree model、CatEPut、nonlinear error

Extending Tree Structure and Its Application in Contingent Claims’ Pricing and Empirical Phenomena Analyses

財務金融研究所

變額年金、最低保證提領附約、終生保證提領附約、利率風險、死亡風險、與債權結構相依的違約觸發、森林結構、封鎖公司償還其他債券的條款、贖回策略、財富移轉效果、Variable annuity、guaranteed minimum withdral benefi、guranteed life withdrawal benefits、interest rate risk、mortality risk、debt-structure-dependent default trigger、forest、payment blockage covenant、call policy、wealth transfer effect

Issuing Contingent Capital and Assets Substitution Problem

財務金融研究所

應急資本、代理問題、資產替代、舉債能力、信用增強、債權稀釋、contingent capital、debt capacity、asset substitution、claim dilution、wealth transfer、agency problem

An Empirical Analysis of Risk Alert with the Text Mining of Internet Financial News

管理學院財務金融學程

監督式機器學習、超額報酬、中文分詞、邏輯迴歸、貝氏分類器、支持向量分類、支持向量迴歸、Supervised machine learning、Excess return、Chinese words、Logit regression、Naïve Bayes classifier、Support vector classifier、Support vector regression

Use the Structural Model to Evaluate Catastrophe Equity Put

財務金融研究所

結構式模型、巨災權益賣權、發行者成本、股東權益價值、債權人價值、Structural model、CatEPut、Issuer、Equity holder、Debt holder

Using Time Series Model To Construct Market Neutral Strategy

財務金融研究所

配對交易、市場中性策略、共整合、交易門檻與設計、PCA/HCA分群、Pairs-trading、market neutral strategy、co-integration、trading filter、PCA/HCA

Analyzing the Impacts of Issuing Contingent Convertible Bond

財務金融研究所

大到不能倒、或有可轉換債券、次順位債券、最適資本結構、信用增強、代理問題、財富移轉、債權稀釋、too big to fail、contingent convertible bond、subordinated debt、optimal capital structure、debt capacity、agency problem、wealth transfer、claim dilution

Pricing Reverse Mortgage under Hull-White Interest Rate Model and Stochastic Mortality Model

財務金融研究所

年金型給付、利率風險、死亡風險、房價風險、反向房屋抵押貸款、房屋殘值、tenure、interest risk、mortality risk、house price risk、reverse mortgage、net equity

Design and Comparison of Triple Trading with Existent Pairs Trading Strategies

財務金融研究所

配對交易、Pairs trading

Pricing Reverse Mortgage under Hull-White Interest Rate Model and Stochastic Mortality Model

財務金融研究所

反向房屋抵押貸款、死亡率風險、利率風險、房價風險、終身年金給付、RM、mortality risk、interest risk、house price risk、tenure

Analyzing the Risks of Mortality Models on Evaluating Fair Insurance Fees of GLWBs

財務金融研究所・共同指導：李漢星

保證終身給付提領附約、Lee-Carter、CBD、年代效應、世代效應、公平保費率、GLWB、period-effects、cohort-effects、Fair Charge

Analyzing the Impacts of Issuing Subordinated Debt

財務金融研究所

次順位債券、最適資本結構、信用增強、代理問題、財富移轉、債權稀釋、資產替代、subordinated debt、optimal capital structure、debt capacity、agency problem、wealth transfer、claim dilution、asset substitution

Game-Theoretic Pricing of Convertible Bonds －The Analyses of Partial Conversion Strategies between Oligopoly Bondholders

財務金融研究所

賽局理論、可轉換公司債、部分轉換、寡占、Game theory、Convertible bond、Partial conversion、Oligopoly

Pricing Convertible Bonds with Default Risk under the Structural Model

財務金融研究所

可轉換公司債、股票、公司資產、違約機率、結構式模型、違約門檻、首次通過模型、Vasicek、Fortet Method、convertible bonds、shares、corporate assets、default probability、structural models、default threshold for the first time through the model

Evaluating Corporate Bonds and Their Embedded Options with Game Options Analyses

財務金融研究所

信用風險、隨機利率、結構式模型、內生違約門檻、公司債、可轉換債券、賽局選擇權。、Credit risk、stochastic interest rates、structural models、endogenous default boundary、corporate bonds、convertible bonds、game options.

Risk-Neutral-Valuation-Based, Analysis of Early/Delay Call Phenomenon of Convertible Bonds And the Comparisons with Empirical Studies

財務金融研究所

可轉換公司債、贖回策略、贖回邊界、延遲贖回、提前贖回、convertible bond、call policy、call boundary、early call、delay call

Analyzing the impacts of issuing contingent capital

財務金融研究所

或有資本、信用增強、財富移轉、資產替代、contingent capital、credit enhancement、wealth transfer、asset substitution

Pricing Convertible Bonds with Game Theory under Stochastic Interest Rate

財務金融研究所

可轉換公司債、賽局理論、贖回延遲、浮動利率、部份轉換、Convertible Bond、Game Theory、Call Delay、Stochastic Interest Rate、Sequential Conversion

A Novel Error-Reducing Approach on the Fast Fourier Transform Option Valuation

財務金融研究所

快速傅立葉變換、選擇權評價、FFT、Option pricing

Pricing Convertible Bonds with Novel Tree with Game Theory Analysis

資訊管理研究所

可轉換公司債、股利、贖回延遲、償債順序、最佳轉換比例、Convertible Bond、Dividend、Call Delay、Priority、Optimal Proportion

Analyze Convertible Bonds with Sequential Conversion and Call Policies

財務金融研究所

可轉換公司債、部分轉換、舉債策略、贖回策略、生存年限估計、convertible bonds、sequential conversion、leverage ratio、call policy、living period estimate

Pricing Guaranteed Life Withdrawal Benefit under Hull-White Interest Rate Model and Stochastic Mortality Model

財務金融研究所

保證終身給付提領附約、死亡率風險、利率風險、長壽風險、分期繳費機制、GLWB、mortality risk、interest risk、longevity risk、installment plan

The Valuation of Reverse Exchangeable Bonds on the Impact of Firm’s Value by Option

財務金融研究所

反轉可替換債券、最適資本結構、Reverse Exchangeable、Optimal Capital Structure

Analysing and Improving the Numerical Method of the Bankruptcy Model under the Chapter 11 and Multi Strategic Actions, Using Lattice Tree

資訊管理研究所

破產模型、chapter 11破產條款、破產協商、破產門檻、二元樹、策略行為、bankruptcy model、chapter 11、bargaining game、default boundary、lattice method、strategic actions

Reducing the Pricing Error on Tree Models with Proxy Method

資訊管理研究所

樹狀評價模型、評價誤差、Proxy、Tree Models、Pricing Error、Proxy Method