2. 著作

Pi, H. K., Guo, M. H., Chen, R. B., and Huang, S. F.* (2024). ECOPICA: Empirical copula-based independent component analysis. Statistics and Computing 34, 52. (NSTC 112-2118-M-008-004-MY3) SCI

Huang, S. F. and Wang, D. K.* (2023). A less volatile value-at-risk estimation under a semi-parametric approach. Asia-Pacific Journal of Financial Studies 52, 374-393. https://onlinelibrary.wiley.com/doi/10.1111/ajfs.12433  (MOST 110-2118-M-390-002-MY2) SSCI   (MOST 110-2118-M-390-002-MY2) SSCI 

Chua, C. H., Guo, M. H., and Huang, S. F.* (2022). Using the kriging correlation for unsupervised feature selection problems. Scientific Reports 12, 11522. https://doi.org/10.1038/s41598-022-15529-4  (MOST 110-2118-M-390-002-MY2) SCI 

Chen, Z. R., Tsai, W. C., Huang, S. F., Li, T. Y., and Song, C. Y.* (2022). Classification of plank techniques using wearable sensors. Sensors, 22, 4510. SCI 

Huang, S. F.* and Liao, Y. P. (2022). Housing price forecasting by generalized additive models. J. Chinese Stat. Assoc., 60, 95-124. (MOST 110-2118-M-390-002-MY2) 

Chang, C. H., Chen, Z. B., and Huang, S. F.* (2022). Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. Applied Energy, 309, 118418.   (MOST 110-2118-M-390-002-MY2) SCI 

Hong, T. P.*, Chiu, H. W., Huang, S. F., and Chen, Y. T. (2021). Deep-learning-based extraction of electronic component parameters from datasheets. In 2021 IEEE International Conference on Big Data (Big Data) (pp. 5501-5506). IEEE. 

Huang, S. F.*, Chiang, H. H., and Lin, Y. J. (2021). A network autoregressive model with GARCH effects and its applications. PLOS ONE, 16, e0255422 . (MOST 108-2118-M-390-003-MY2) SCI 

Huang, S. F.* and Lin, Y. W. (2020). A features fusion approach for multiple signal classification. In Proceedings of the ICS 2020 Workshop on AI Learning & Statistics. (MOST 108-2118-M-390-003-MY2)

Huang, S. F.*, Wen, Y. H., Chu, C. H., and Hsu, C. C. (2020). A shape approximation for medical imaging data. Sensors, 20, 5879. (MOST 108-2118-M-390-003-MY2) SCI

Huang, S. F.* and Lu, H. P. (2020).  Classification of temporal data using dynamic time warping and compressed learning. Biomedical Signal Processing and Control, 57, 101781. (MOST 108-2118-M-390-003-MY2) SCI

Huang, S. F. and Hsu, H. L.* (2020).  Prediction intervals for time series and their applications to portfolio selection. REVSTAT-Stat. J., 18, 131-151. (MOST 104-2118-M-390-003-MY2) SCI

Huang, S. F., Guo, M. H.*, and Chen, M. R. (2020).  Stock market trend prediction using functional time series approach. Quantitative Finance, 20, 69-79. (MOST 106-2118-M-390-001-MY2) SCI, SSCI

Huang, P. Y., Hsu, C. S., Hong, T. P.*, Wang, Y. Z., Huang, S. F., and Li, S. M. (2020). Automatic parameter setting in Hough circle transform. In: Nguyen N., Jearanaitanakij K., Selamat A., Trawiński B., Chittayasothorn S. (eds) Intelligent Information and Database Systems. ACIIDS 2020. Lecture Notes in Computer Science, vol 12033, pp. 527-535. Springer, Cham.

Chu, C. H., Lo Huang, M. N., Huang, S. F.* and Chen, R. B. (2019).  Bayesian structure selection for vector autoregression model. Journal of Forecasting, 38, 422-439. (MOST 106-2118-M-390-001-MY2) SSCI

Huang, S. F.* and Lin, T. Y. (2018).  A linearization of portfolio optimization problem with general risk measures under multivariate conditional heteroskedastic models. Asia-Pacific Journal of Financial Studies, 47, 449-469. (MOST 106-2118-M-390-001-MY2) SSCI

Huang, S. F.* and Ciou, G. C. (2018). Multi-asset empirical martingale price estimators for financial derivatives. Statistica Sinica, 28, 995-1008. ( MOST 104-2118-M-390-003-MY2 ) SCI

Huang, S. F.*, Lin, C. H., and Lin, T. Y. (2017). Portfolio selection with spectral risk measures. In Applied Quantitative Finance, 3rd Edition (Edited by W. Härdle, C. Chen, and L. Overbeck), Springer, GmbH Germany, 39-56. (MOST 104-2118-M-390-003-MY2)

Huang, S. F.* and Tsai, C. Y. (2015). Hedging barrier options in GARCH models with transaction costs. Australian & New Zealand Journal of Statistics, 57, 301-324. ( NSC 101-2118-M-390-002 ) SCI

Chen, R. B., Guo, M. H.*, Haerdle, W. and Huang, S. F. (2015). COPICA－Independent component analysis via copula techniques. Statistics and Computing, 25, 273-288. ( NSC 101-2118-M-390-002 ) SCI

Chen, B., Huang, S. F., and Pan, G.* (2015). High dimensional mean-variance optimization through factor analysis. J. Multivariate Analysis, 133, 140-159. ( MOST 103-2118-M-390-003 ) SCI

Huang, S. F. and Guo, M. H.* (2014). Model risk of the implied GARCH-normal model. Quantitative Finance, 14, 2215-2224. ( NSC 99-2118-M-390-003 ) SCI, SSCI

Huang, S. F.* and Tu, Y. T. (2014). Asymptotic distribution of the EPMS estimator for financial derivatives pricing. Computational Statistics & Data Analysis, 73, 129-145.  ( NSC 101-2118-M-390-002 ) SCI

Huang, S. F.* (2014). A modified empirical martingale simulation for financial derivative pricing. Communications in Statistics - Theory and Methods, 43, 328-342. ( NSC 100-2118-M-390-001 ) SCI

Huang, S. F., Lee, Y. J., and Shih, S. H.* (2013). Path integral method for limiting distribution of an estimator arising from an AR(1)-process. Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 16, 1350029 (15 pages). ( NSC 100-2118-M-390-001 ) SCI

Chan, N. H., Huang, S. F., and Ing, C.-K.* (2013). Moment bounds and mean squared prediction errors of long-memory time series. Annals of Statistics, 41, 1268-1298. ( NSC 100-2118-M-390-001 ) SCI

Huang, S. F. and Guo, M. H.* (2013). An optimal multi-step quadratic risk-adjusted hedging strategy. J. Korean Statistical Society, 42, 37-49. ( NSC 100-2118-M-390-001 ) SCI

Huang, S. F.* (2012). A strike-spread hedge of barrier options. Journal of Statistics and Computing, 14, 17-34. (NSC 101-2118-M-390-002) 

Guo, M. H., Liu, C. A., and Huang, S. F.* (2012). Dynamic co-movement detection of high frequency financial data. J. Data Science, 10, 345-362. ( NSC 100-2118-M-390-001 )

Huang, S. F.* and Yu, J. F. (2012). Hedging rainbow options in discrete time. J. Chinese Stat. Assoc., 50, 1-20. ( NSC 100-2118-M-390-001 )

Huang, S. F.*, Liu, Y. C., and Wu, J. Y. (2012). An empirical study on implied GARCH models. J. Data Science, 10, 87-105. ( NSC 99-2118-M-390-003 )

Huang, S. F.* and Guo, M. H. (2012). Dynamic programming and hedging strategies in discrete time. In Handbook of Computational Finance, (Edited by J. C. Duan, J. Gentle, and W. Härdle), Springer, Berlin, 605-631. (NSC 98-2118-M-390-003)

Guo, M. H.*, Chang, Y. C., and Huang, S. F. (2011). Pricing American options in a jump diffusion model. Proceedings of the 14th IEEE International Conference on Computational Science and Engineering (CSE-2011), 221-228. EI

Huang, S. F.* and Huang, J. Y. (2009). Hedging strategies against path-dependent contingent claims. J. Chinese Stat. Assoc., 47, 194-218. ( NSC 97-2118-M-194-002 )

Huang, S. F. and Guo, M. H.* (2009). Financial derivative valuation – A dynamic semiparametric approach. Statistica Sinica 19, 1037-1054. ( NSC 97-2118-M-194-002 ) SCI

Huang, S. F.* and Guo, M. H. (2009). Valuation of multidimensional Bermudan options. In Applied Quantitative Finance, 2nd Edition (Edited by W. Härdle, N. Hautsch, and L. Overbeck), Springer, Berlin, 295-309.

Myers, J.*, Huang, S. F., and Tsay, J. S. (2007). Exact conditional inference for two-way randomized Bernoulli experiments. J. Stat. Softw., 21, Code Snippet 1. SCI

Guo, M. H.* and Huang, S. F. (2001). Power approximations for test statistics with dominant components. Statistica Sinica 11, 675-689. SCI