Students
Current Students
博士
- 李彥璋 Lee, Yenchang — Integrating Explainable AI with Polynomial Analytics to Enhance Credit Scoring Model Compliance
2nd Year Master Students
- 陳諾恆 Chan, Jason — Utilizing Graphical Models to Measure Systemic Risk in Taiwan
LinkedIn, More - 陳怡仁 Chen, Paul — Enhancing Model Accuracy and Interpretability in FinTech
LinkedIn, More - 黃馨霈 Huang, Wendy — Assessing Value of Risk for Cryptocurrencies
LinkedIn, More - 施昱全 Shih, James — LLM for Taiwan’s Financial Statement Analysis and Future Earning Predictions
LinkedIn, More - 吳柏賢 Wu, Howard — Enhancing Financial Resilience in Taiwan’s Green Energy Sector: ESG-Focused Contract Redesign and Risk Mitigation
LinkedIn, More
1st Year Master Students
- 鄭凱鴻 Cheng, Allen
LinkedIn, More - 鄭詠融 Cheng, Martin
LinkedIn, More - 邱瀚奕 Chiou, Elvis
LinkedIn, More - 蘇家灝 Su, Ben
LinkedIn, More - 王惠芯 Wang, Chrissy
LinkedIn, More - 余柔柔 Yu, Mabel
LinkedIn, More
Executive Master’s Students
Undergraduate Students
- 許柏堯 Hsu, Frank (陽明交通大學資財系大三)
LinkedIn, More - 黃以樂 Huang, Yile (陽明交通大學應數系大三)
LinkedIn, More - 吳冠霖 Wu, Guan-Lin (陽明交通大學應數系大三)
LinkedIn, More
Past Students
⭐ Indicates awards or publications derived from research work
National Yang Ming Chiao Tung University
Department of Information Management and Finance
- 陳彥廷 Yen-Ting Chen — Exploring Multifaceted Drivers for Bitcoin Return Analysis
中信銀行, Chinatrust 8/2024 - 鄭翔澧 Siang-Li Jheng — Financial Risk Meters in Taiwan’s High-Cap Sectors
MSCA Industrial PhD Program, Bucharest University of Economic Studies, Romania 8/2024 - 吳旻修 Min-Hsiu Wu — Applying Reinforcement Learning for Trading in the Taiwan Stock Market and Bitcoin
8/2024 - 潘俞綺 Yu-Ci Pan — On BTC Option Pricing Kernels: Pre- and Post-Pandemic Analysis
8/2023 - 呂映葇 Ying-Rou Lu — Empirical Analysis for Gold Options in Taiwan Futures Exchange
8/2022 - 李育賢 Yu-Hsien Bill Li — An Empirical Comparison between Traditional Methods and Machine Learning in Asset Pricing Models
⭐ Teng, Li, Chang (2020), Teng and Li (2023)
6/2020 - 吳哲杭 Zhe-Hang Jeff Wu — An Empirical Comparison of Multivariate GARCH Models with a Portfolio Management Application for the A-Share in Shanghai Stock Exchange
6/2020 - 林益嘉 Yi-Chia Kelly Lin — Deep Time-Series Feature Extraction in Credit Scoring Models
6/2019 - 許至妤 Chih-Yu Emma Hsu — An Empirical Investigation on Estimations of VaR in Financial Risk Management Based on Basel Accords
6/2019 - 陳奕翔 Yi-Xiang Arikson Chen — On Boosting Methods in Machine Learning with Applications in Delinquency Prediction for Credit Risk Management
7/2019
Institute of Data Science and Engineering
Co-advised with Prof. Chu-Lan Kao
- 李亦涵 I-Han Lee — Cluster-then-Predict for Binary Classification with Imbalance Problem: Applications of Credit Scoring Models
[台積電 TSMC] 8/2022
⭐ Teng, Kang, Lee, Bai (2024)
Department of Applied Mathematics
Co-advised with Prof. Ming-Hsuan Kang
- 張詠淇 Yung-Chi Chang — Pricing and Hedging Inverse BTC Options with Heston’s Stochastic Volatility Model
⭐ 榮獲 2022 New Futures 期貨學術與實務交流研討會論文金質獎, (Chang, Teng, and Härdle, 2023)
8/2022 - 陳律翔 Lu-Xiang Chen — Global Portfolio Management with the Black-Litterman Model Using Stocks in Taiwan and the US Markets
8/2022 - 張尚文 Shang-Wen Chang — Maximum Likelihood Estimate of $L$-Isotropic Multivariate Normal Distributions and Its Applications
⭐ Teng, Lee, Chang (2020)
8/2021 - 趙祥安 Xiang-An Zhao — An Empirical Comparison between the Heston Stochastic Volatility Model and the NGARCH Model in Pricing Quanto Options
[台積電 TSMC] 6/2020
⭐ Teng and Zhao (2021)
Graduate Institute of Statistics, National Central University
- 葉惠瑄 Huei-Hsuan Yeh — A Multivariate Markov Switching Model for Portfolio Optimization
6/2017 - 應劭玄 Shao-Hsuan Jason Yin — Portfolio Allocation with Regime Switching Models
6/2017 - 李宛柔 Wan-Zoe Cora Lee — A Dynamic Rebalancing Strategy for Portfolio Allocation
6/2017 - 吳柏辰 Po-Chen Wu — Simulating Average Run Lengths of a Copula-Based Control Chart with the Use of Control Variates
7/2016 - 江厚德 Arron Chiang — An Empirical Comparison of Various Approaches in Calculating Value at Risk
7/2016 - 林煒紘 Wei-Hung Lin — Asset Allocation Based on the Black-Litterman and GARCH Models
⭐ Lin, Teng, Yang (2020)
6/2015
Undergraduate Projects
- 鄭有朋 — Exploring Multifaceted Drivers for Bitcoin Return Analysis
⭐ 國立陽明交通大學第一屆智慧創新跨域潛力人才競賽, 金融科技組, 優等; Spring 2023 - Fall 2023 - 王鳴謙 — Exploring Multifaceted Drivers for Bitcoin Return Analysis
⭐ 國立陽明交通大學第一屆智慧創新跨域潛力人才競賽, 金融科技組, 優等; Spring 2023 - Fall 2023 - 李語涵 — Exploring Multifaceted Drivers for Bitcoin Return Analysis
⭐ 國立陽明交通大學第一屆智慧創新跨域潛力人才競賽, 金融科技組, 優等; Spring 2023 - Fall 2023 - 陳品蓁 — Statistical Modeling for the Exchange Rate between NTD and USD
8/2021 - 7/2022 - 范凱翔 — Credit Scoring Model
[PhD program in Stat, Ohio State, USA]
⭐ 榮獲 109 年度科技部大專生計畫; 8/2019 - 7/2020 - 陸恭葦 — Credit Scoring Model
中信銀行, Chinatrust
8/2019 - 7/2020