FIMA Research Lab
Finance ∙ Intelligence ∙ Math ∙ Analytics
FIMA Research Lab is a research initiative founded in 2024 by Prof. Huei-Wen Teng of National Yang Ming Chiao Tung University, Taiwan, as she moved into a new stage of her career. The lab brings together her research in statistics, machine learning, financial engineering, and FinTech, turning data into practical, evidence-based ideas.
Innovate with Us
We’re a hub for international collaboration, academic publishing, and mentoring in AI-powered finance, and we bring hands-on consulting experience to real-world problems. We’d love to team up with industry leaders, startups, and organizations to build solutions grounded in math, statistics, and finance. If that sounds like you, get in touch — let’s collaborate!
Our research spans four pillars, with lab members actively collaborating on ongoing projects across these domains:
- Explainable AI & FinTech — machine learning for credit scoring and default prediction
- Trading & Portfolio Management — empirical asset pricing with machine learning
- Financial Market Risk Management — tail risk and digital asset regulation
- Financial Derivatives Pricing — Monte Carlo simulation and cryptocurrency options
Interested in Joining? Let’s Make an Impact Together!
- Enrolling in my Machine Learning & FinTech course is a great way to build relevant skills for our research — it’s highly recommended.
- If you are from a different department, we encourage you to review the suggested course plan to help build a solid foundation in finance.
- Email me! ✉️ hwteng@nycu.edu.tw
Invited Talks and Events
Upcoming
- Nov 30, 2026 — Trading BTC with robust pricing kernels [slides] at Digital Finance for Supervision, MSCA DIGITAL Network Workshop, European Central Bank, Frankfurt am Main, Germany
Recent
- Jun 26, 2026 — Trading BTC with robust pricing kernels [slides] at the 35th South Taiwan Statistics Conference, Department of Statistics and Data Science, National Cheng Kung University, Tainan
- 🎊 Jun 23, 2026 — FIMA–IDA Workshop 2026 at NYCU
- Jun 12, 2026 — Trading BTC with robust pricing kernels [slides] at the Quantitative Finance Conference 2026, Center for Quantitative Finance, National University of Singapore
- Jun 6, 2026 — Financial analytics of inverse BTC options in a stochastic volatility world [slides] at the 2026 AIDA Conference, Bucharest University of Economic Studies, Romania
- May 29, 2026 — Cross-Attentive Multimodal RNNs for Forecasting Bitcoin Realized Volatility [slides], Data Science Degree Program, National Taiwan University
- Apr 24, 2026 — Cross-Attentive Multimodal RNNs for Forecasting Bitcoin Realized Volatility [slides], College of Commerce joint seminar (Finance, International Business, and Money & Banking), National Chengchi University
- Mar 19, 2026 — Cross-Attentive Multimodal RNNs for Forecasting Bitcoin Realized Volatility [slides], Department of Quantitative Finance, National Tsing Hua University