3.2 碩士班畢業學生

李濬紘 (2023). A Trading Strategy Based on Q-learning and Unsupervised Learning. Graduate Institute of Statistics, NCU.

簡豪新 (2023). Application of Q-learning Combined with Supervised Learning in the Stock Market. Graduate Institute of Statistics, NCU.

林育彬 (2023). Visualizing the Changing States of Stock Markets. Graduate Institute of Statistics, NCU.

陳虹君 (2023). Dynamic Asset Allocation Based on Machine Learning. Institute of Statistics, NUK.

何郁涵 (2023). High-Dimensional Clustering via Features Segmentation and Fusion. Institute of Statistics, NUK.

何婉瑜 (2023). Dimension Reduction for High-Dimensional Regression by Iteratively Subgrouping Selection Procedure. Institute of Statistics, NUK.

羅育聖 (2023). Boosted Hybrid Method for Non-stationary Data Analysis. Institute of Statistics, NUK.

薛皓澤 (2023). Electronic Parts Parameter Identification System. Institute of Statistics, NUK. 

朱苡雯 (2022). A Dynamic Stock Trading Strategy Based on Machine Learning and Statistical Hypothesis Test. Institute of Statistics, NUK. 

黃昶愷 (2022). Threshold Autoregressive Model with a Weighted Support Vector Machine and Its Applications. Institute of Statistics, NUK. 

陳衎宇 (2022). A Study on Trend Forecasting Using Time Series to Image Encoding. Institute of Statistics, NUK. 

李姿儀 (2022). Hysteretic Multivariate Bayesian Structural GARCH Model and Its Applications. Institute of Statistics, NUK. 

柯俊廷 (2022). A Study on Q-learning and Its Applications. Department of Applied Mathematics, NUK. 

陳子冰 (2021). A Functional Time Series Model with Stochastic Functional Covariates for High-resolution Data and Its Applications. Institute of Statistics, NUK. （榮獲110年中國統計學社論文獎優等）

林昱君 (2021). A Network Time Series Model and Its Applications. Institute of Statistics, NUK.

王睿婕 (2021). Spatial-Temporal Image Pattern Prediction using Multilinear Principal Component Analysis. Institute of Statistics, NUK.

吳蕙均 (2021). An Image-on-Scalar Regression-based Classifier and Its Applications. Institute of Statistics, NUK. 

溫永暄 (2020). A Shape Approximation for Medical Imaging Data. Institute of Statistics, NUK. （榮獲109年中國統計學社論文獎佳作）

林彥妏 (2020). A Study on Multiple Signal Classification. Institute of Statistics, NUK.

江欣翰 (2020). A Network Vector Autoregressive Model with GARCH Effects and it’s Applications. Institute of Statistics, NUK.

林子妤 (2020). Time-varying Causal Networks of Global Indices and Applications. Institute of Statistics, NUK.

廖育苹 (2020). Forecasting Kaohsiung Housing Prices by Generalized Additive Models. Institute of Statistics, NUK.

方奕婷 (2019). A Generalized Nearly Isotonic Regression and its Applications. Institute of Statistics, NUK.

同悅誠 (2019). Single Photon Emission Computed Tomography Classification System of Parkinson’s Disease. Institute of Statistics, NUK.

李政葦 (2019). An Interactive Web Application of Data Science with R using Shiny. Institute of Statistics, NUK.

張益誠 (2019). Applications of HAR-GARCH Models. Institute of Statistics, NUK.

彭筱雅 (2019). A Prediction System of Kaohsiung Housing Prices and its Visualization Interface. Institute of Statistics, NUK.

廖育佐 (2018). Industrial Gas Process Analysis. Institute of Statistics, NUK.

郭玲佑 (2018). A Multivariate Compound Poisson Model with Copula and Stochastic Intensity Rates for Limit Order Book. Institute of Statistics, NUK.

黃惠巧 (2018). Modeling Financial Time Series with Soft Information. Institute of Statistics, NUK.（榮獲107年中國統計學社論文獎佳作）

呂弘屏 (2018). Time Series Classification by Dynamic Time Warping with Compressed Learning. Institute of Statistics, NUK.

林逸飛 (2018). A Study on Monitoring Multiple Stream Processes. Institute of Statistics, NUK.

錢冠邑 (2017). Fluctuation Reduction of Value-at-Risk Estimation and Its Applications. Institute of Statistics, NUK. (榮獲106年中國統計學社論文獎優等)

李家瑜 (2017). A Comparison on GARCH Option Pricing Models. Institute of Statistics, NUK.

尤致景 (2017). Functional Time Series Analysis and Its Application on Limit Order Book. Institute of Statistics, NUK.

余啟豪 (2017). A Modified Kernel SIR Method with Applications in Finance and Education. Institute of Statistics, NUK.

邱冠智 (2015). An EPMS Price Estimator for Multi-Asset Financial Derivatives. Institute of Statistics, NUK. (榮獲104年中國統計學社論文獎優等)

林家嬅 (2015). An Importance Sampling of Conditional Tail Expectations for Functions of Random Variables. Institute of Statistics, NUK.

林慈雍 (2014). Portfolio Selection with Spectral Risk Measures under ARMA-EGARCH-Copula Models. Institute of Statistics, NUK.

盧建宏 (2014). Estimation for the Expected Returns of Co-Integration Based Statistical Arbitrage Trading Strategies. Institute of Statistics, NUK.

蔡展伊 (2013). A Comparison Study on Hedging Methods of Barrier Options. Institute of Statistics, NUK.

林曉祺 (2013). Optimal Portfolio Selection with Spectral Risk Measure under AR(1) – Copula Model. Institute of Statistics, NUK.

黃龍格 (2013). A Study on Selection Schemes of Co-Integrated Assets for Pairs Trading. Institute of Statistics, NUK.

曾品源 (2012). Pricing Catastrophe Options in GARCH-Jump with Stochastic Intensity Models. Institute of Statistics, NUK.

凃雅婷 (2012). Asymptotic Distribution of the EPMS Estimator for Option Pricing. Institute of Statistics, NUK.

余佳芳 (2011). Pricing and Hedging Rainbow Options. Dept. Applied Math., NUK.

康玉屏 (2011). A Semi-Static Hedging Strategy of Barrier Options. Dept. Applied Math., NUK.

吳璟妤 (2011). An Empirical Study on Implied GARCH Models. Institute of Statistics, NUK.

黃景榆 (2009). Hedging Strategies against Path-Dependent Contingent Claims. Dept. Math., CCU.

劉耀群 (2009). The Effect of Different Risk-neutral Measures on GARCH Option Valuation with Leptokurtic Innovations. Dept. Math., CCU.