Huei-Wen Teng
鄧惠文 Huei-Wen Teng
Biography
I am a Professor in the Department of Information Management and Finance at National Yang Ming Chiao Tung University. My research interests include Financial Statistical Methods, Machine Learning and Artificial Intelligence, Credit Scoring, Financial Derivatives, and Wealth and Risk Management.
Google Scholar: HDPf0-IAAAAJ
SSRN: 378952
GitHub: venteng
Email: venteng@gmail.com
Bio
Google Scholar: HDPf0-IAAAAJ
SSRN: 378952
GitHub: venteng
Email: venteng@gmail.com
Bio
COMING SOON
- ESG Financing: Citizen Power Plant 全民電廠
- Backtesting VaR and ES under Basel III
- Financial Derivatives
- xAI in credit scoring
- Network-Based systemic risk of Taiwan
Academic Positions
- National Yang Ming Chiao Tung University, Department of Information Management and Finance, Professor, Aug 2024 - Present
- National Yang Ming Chiao Tung University, Department of Information Management and Finance, Associate Professor, Feb 2017 - July 2024
- National Yang Ming Chiao Tung University, Department of Applied Mathematics, Joint Appointment, Sep 2017 - Present
- National Yang Ming Chiao Tung University, Institute of Statistics, Joint Appointment, Oct 2024 - Present
- IDA Institute of Digital Assets, Experienced Researcher, Apr 2024 - Dec 2024
- Humboldt-Universität zu Berlin, Germany, Visiting Scholar, 2011, 2012, 2023
- National Central University, Graduate Institute of Statistics, Associate Professor, Aug 2016 - Jan 2017
- National Central University, Graduate Institute of Statistics, Assistant Professor, Aug 2010 - Jul 2016
- National Central University, Department of Finance, Joint Appointment, Aug 2016 - Jan 2017
Education
- The Pennsylvania State University, Ph.D. Statistics, 2010
- Adviser: Prof. John Liechty
- Dissertation: Bayesian nonparametric approaches for financial option pricing
- National Taiwan University, MBA Finance, 2004
- Adviser: Prof. Yuh-Dauh Lyuu
- Thesis: On pricing rainbow options
- National Taiwan University, BS Mathematics, 2001
- Johannanes Kepler University, Austria, Exchange Student, Aug 1999 to Jan 2000