Refereed Conference Papers
Refereed Conference Papers
Wu-Po Liu, Yen*, Meng-Feng, and Tai-Ying Wu (2021, Mar). Textual Mining of Key Audit Matters in Audit Reports: A Deep Learning-Based Natural Language Processing Approach. 1st International Conference of the Journal of Information Systems , 台灣國立中正大學. 教育部: 高教深耕計劃特色領域研究中心-金融 科技商創研究中心D109-H6001.
Yen*, Meng-Feng, Ying-Lin Hsu, and Yong-Sheng Huang (2021, Nov). A Study of How the Textual Attributes of 10-K Filings are Associated with the Big-Five Personality Traits of CEOs. 2021金融科技、監理法遵與綠色金融國際趨勢與 展望論壇, 國立成功大學. 教育部: 教育部高教深耕計劃特色領域研究中心金融科技商創研究中心D110-H6001.
Yen*, Meng-Feng and Yung-Ming Shiu (2019, Jul.) The Moderating Role of Corporate Social Responsibility Engagement on the Cost of Equity Capital. International Conference on Innovative Computing and Management Science 2019, Osaka, Japan.
Yen*, Meng-Feng and Yu-Pei Huang (2017, Aug.) Devising a Model to Predict Financial Distress Based on the Deep Belief Network and Support Vector Machine Algorithms. 2017 International Congress on Economy, Finance, and Business, Osaka, Japan. (Outstanding Paper Award)
Yen*, Meng-Feng and Yu-Pei Huang (2016, Dec.) An Automatic System of Reporting and Interpreting Financial Statements Using Machine Learning Approaches. The 10th NCTU International Finance Conference, National Chiao Tung University, Hsinchu, Taiwan.
Yen*, Meng-Feng, Hsuan-Chu Lin, and Yung-Ming Hsu (2016, Aug.) Engagement in Corporate Social Responsibility and the Effects on the Cost of Capital, the 5-th International Conference on Social Science and Business, Tokyo, Japan (MOST 105-2410-H-006-014)
Yen, Meng-Feng, Jia-Hui Lin, and Wen-Cheng Chang (2015, Dec.) "R-Squareds, Active Risk, and Active Risk Volatility of Hedge Funds," the 9-th IASC-ARS, Singapore (103-2410-H-006-035-)
Yen*, Meng-Feng, Hsuan-Chu Lin, and Yung-Ming Hsu (2014, Dec.) ' On the relation between firms’ CSR and their cost of equity - evidence from Taiwan listed companies,' the 16th Asia Pacific Management Conference , Kobe, Japan
Yu-Chin Hsu, Chung-Ming Kuan, and Meng-Feng Yen* (2013, Jul). 'A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing.' the 9th International Symposium on Econometric Theory and Applications (SETA 2013), Seoul, South Korea. (NSC 97-2410-H-006-011)
Meng-Feng Yen*, Ying-Lin Hsu, and Hsiu-Lien Sun (2012, Jul). 'A Study on the Performance Persistence of Hedge Funds.' BAI 2012 International Conference on Business and Information, July 3-5, Sapporo, Japan.
‘Improving the Power of Stepwise Procedures in Multiple Inequalities Testing — evidence from global CTA funds,’ Joint Meeting of the 2011 Taipei International Statistical Symposium and the 7th Conference of the Asian Regional Section of the IASC, Academia Sinica, Taipei, Taiwan, Dec 16-19, 2011 (invited paper, co-authored with S. G. Donald, Y.-C. Hsu, C.-M. Kuan)
‘On Value Relevance of CSR Performance: Evidence from Taiwan’ The Second Asian Business & Management Conference 2011, Osaka, Japan, Nov. 11-13, 2011 (co-authored with H.-C. Lin) (NSC 100-2410-H-006-019)
H.-C. Lin and M.-F. Yen ‘The Financial Performance of CSR awarded Firms in Taiwan,’ 16th Euro-Asia International Research Seminar- Corporate Social Responsibility: European And Asian Perspectives, 2-3 Sep. 2010, Hiroshima, Japan
Yen, M.-F. and Y.-L. Hsu‘Examining the Hot-Hand Effect of Hedge Funds without the Data-Snooping Bias and a Case Study of the Subprime Crisis,’the 3rd Conference of Thailand Econometric Society, Jan. 7-8, 2010, Chiang Mai, Thailand
Yen, M.-F., Y.-L.Hsu, L.-C. Ou-Yang, and B.-J. Wu‘On The Performance Persistence of Hedge Funds ―A New Perspective,’International Workshop on Derivatives Innovation and Risk Management, Oct. 29-30, 2009, Taipei
Yen, M.-F., Y.-L. Hsu, and S.-Y. Chang‘Are The Performance of Top Hedge Funds Real? A Perspective Based On The Stepwise Reality Check’ Western Economic Association International-8th Biennial Pacific Rim Conference, March 24-27, 2009, Kyoto, Japan (NSC 97-2410-H-006-011)
Yen, M.-F., T.-N. Chou, H.-C. Li and Y.-Y. Ho ‘Using Neural Network and Genetic Programming Techniques to Forecast Inter-Commodity Spreads,’ The 2nd International Conference on Innovative Computing, Information and Control, Kumamoto, Japan, Sep 2007. (Proceeding will be indexed by EI)
Yen, M.-F., K.-L. Wang and M.-Y. Li ‘Aggregation of Forecasts, Data and Model,’ The 15th Annual Conference on Pacific Basin Finance, Economics, Accounting, Business and Management, Ho Chi Minh, Vietnam, Jul 2007
Yen, M.-F, T Chou, and Y. Ho ‘Intra-commodity spread trading using neural network and genetic programming techniques,’ The 9th Joint Conference on Information Sciences, Kaohsiung, 2006
Yen, M.-F ‘Three GARCH-based volatility forecast approaches in the context of periodicities -an empirical study based on foreign exchange and equity data,’ The 14th Annual Conference on Pacific Basin Finance, Economics, and Accounting, Taipei, 2006
Chen, M., P. Ammermann, M.-F Yen, and S. Kao ‘Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Market’ The 12th Asia Pacific Management Conference, Bangkok, 2006
Meng-Feng Yen, Kai-Li Wang, Shu-Ting Fu, and An-Chi Wu (2012, Dec). A Study of the Dynamic Relations Analysis between International Investor Sentiment and Market Returns. 2012 Macroeconometric Modelling Workshop: A Study of Economy Crises in Taiwan, Institute of Economics, Academia Sinica, Taipei.
Yen, M.-F. and Y.-L. Hsu ‘Profitability of Technical Analysis in Financial and Commodity Futures Markets – A Reality Check,’ 19th South Taiwan Statistics Conference and 2010 Cross-Strait Conference on Probability and Statistics, National Cheng Kung University, Tainan
Yen, M., T. Chou and K. Chang ‘Application of Grey Relational Analysis and Neural Network to a Forecast Model for the spread between financial product prices,' 2006 E-commerce and Digital Life, National Taipei University, Taipei
Y. Ho,Yen M., and T. Chou ‘A Programme Trading System for Taiwan stock index futures spread- an empirical application of neural network and genetic planning,' 2006 Annual Conference of FeAT on Risk Management, Taipei
Yen, M. ‘Experience of Taiwanese Companies in the Thai Financial Markets,' 2005 Conference on International Cooperation of the Private industries and Academics Amongst Taiwan, Vietnam and Thailand, Chaoyang University of Technology, Taichung