Dr. Huei-Wen Teng attained her PhD from the Department of Statistics at the Pennsylvania State University in 2010. She is a Professor in the Department of Information Management and Finance at National Yang Ming Chiao Tung University.
Her research focuses on variance reduction techniques for Monte Carlo simulation, statistical modeling, financial engineering and FinTech. She has experiences in developing solutions in portfolio management, credit scoring models, and anti-money laundry system for top data analytics firms and commercial banks. She is a member of American Statistical Association (ASA), the Institute for Operations Research and Management Sciences (Informs), and Blockchain Research Center (BRC). She has published widely in leading academic journals in Finance, Insurance, Statistics, and Applied Probability, including Finance and Stochastics, Insurance: Mathematics and Economics, Quantitative Finance, Computational Economics, Advances in Applied Probability, and Applied Spatial Analysis and Policy. She has two patents in accelerating calculation of financial risk measures and compex derivatives’ prices using Monte Carlo simulation.
Her web page is venteng.github.io