Ministry of Science and Technology Research Program
Ministry of Science and Technology Research Program
● Aug 2022 – Jul 2023
Using ClimateBERT to analyze the content of banks' Climate Related Financial Information (TCFD) reports and their relevance to the environmental performance of banks' corporate finance customers: Are the TCFD - supporting banks walking the talk or greenwashing?
● Aug 2021 – Jan 2023
Constructing a M&A success prediction system based on ESG similarity using text analytics and hybrid machine learning models prediction system
● Aug 2018 – Jan 2020
Exploring whether web-based risk sentiment indicators can help predict financial crises: A case study of Taiwanese listed companies
● Aug 2016 – Jan 2018
Exploring the determinants of future hedge fund performance: systemic risk or fund-specific risk?
● Aug 2015 – Jul 2016
Exploring the effect of corporate social responsibility performance and credit rating on the ability to explain the cost of equity
● Aug 2014 – Jul 2015
To explore the correlation between active risk, active risk volatility, operational performance, management fees and performance fees of hedge funds
● Aug 2013 – Jul 2014
Exploring whether technical trading rules have incremental predictive power for GARCH models - the example of foreign exchange volatility
● Aug 2012 – Jul 2013
Examining the impact of risk-varying behavior of hedge funds on fund survivability
● Aug 2011 – Jul 2012
Exploring the relationship between firms' corporate-social-responsibility performance and their financial performance and stock abnormal returns