4.1 學術演講

1. “Hysteretic Multivariate Bayesian Structural GARCH Model with Soft Information”, invited talk given at The 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo, Japan, Aug. 01-03, 2023.
2. “Forecasting of High-resolution Electricity Consumption with Stochastic Climatic Covariates via a Functional Time Series Approach”, invited talk given at International Conference for Statistics and Data Science, Academia Sinica, Taipei, Taiwan, July 13-14, 2023.
3. “Hysteretic Multivariate Bayesian Structural GARCH Model with Soft Information”, invited talk given at The 31st Annual Conference on Pacific Basin Finance, Economics, Accounting and Management, National Yang Ming Chiao Tung University, Hsinchu, Taiwan, June 02-03, 2023.
4. “A Network Autoregressive Model with GARCH Effects and its Applications”, invited talk given at The 5th International Conference on Econometrics and Statistics Conference, Ryukoku University, Kyoto, Japan, June 04-06, 2022. (Virtual Conference)
5. “A Network Autoregressive Model with GARCH Effects and its Applications”, invited talk given at Waseda International Symposium - Topological Data Science, Causality, Analysis of Variance & Time Series, Tokyo, Japan, Mar. 07-09, 2022. (Virtual Conference)
6. “A Network Autoregressive Model with GARCH Effects and its Applications”, invited talk given at Department of Statistics, Tunghai University, Taichung, Taiwan, Dec. 07, 2021.
7. “A Network Autoregressive Model with GARCH Effects and its Applications”, invited talk given at The Cross-Strait Conference 2021, National Chengchi University, Taipei, Taiwan, Jul. 31, 2021. (Virtual Conference)
8. “Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives”, invited talk given at Waseda International Symposium - Topological Data Science, Causality & Time Series Analysis, Tokyo, Japan, Feb. 25-27, 2021. (Virtual Conference)
9. “A Network Autoregressive Model with GARCH Effects and its Applications”, invited talk given at The 2020 Statistical Meeting, Academia Sinica, Taipei, Taiwan, Dec. 19, 2020.
10. “A Features Fusion Approach for Multiple Signal Classification”, contributed talk given at The 2020 International Computer Symposium (ICS), National Cheng Kung University, Tainan, Taiwan, Dec. 17-19, 2020.
11. “A Less Volatile Value-at-Risk Estimation under a Semiparametric Approach”, invited talk given at National Chung Cheng University, Chiayi, Taiwan, Nov. 18, 2020.
12. “Stock Market Trend Prediction Using Functional Time Series Approach”, invited talk given at National Central University, Taoyuan, Taiwan, Nov. 17, 2020.
13. “A Semiparametric Estimation of Value-at-Risk”, invited talk given at The 29th South Taiwan Statistics Conference, National Chung Cheng University, Chiayi, Taiwan, Aug. 20-21, 2020.
14. “Modeling Financial Time Series with Soft Information”, invited talk given at The 11th ICSA International Conference, Zhejiang University, Hangzhou, China, Dec. 19-22, 2019.
15. “Modeling Financial Time Series with Soft Information”, invited talk given at The Annual Meeting of Chinese Statistical Society, National Chiao Tung University, Hsinchu, Taiwan, Dec. 14, 2019.
16. “Modeling Financial Time Series with Soft Information”, invited talk given at AI and Data Science One Day Workshop, National Cheng Kung University, Tainan, Taiwan, Nov. 21, 2019.
17. “Stock Market Trend Prediction Using Functional Time Series Approach”, invited talk given at Taiwan-Waseda International Workshop, National Sun Yat-sen University, Kaohsiung, Taiwan, Sep. 02-03, 2019.
18. “Classification of Temporal Data Using Dynamic Time Warping and Compressed Learning”, invited talk given at Academia Sinica, Taipei, Taiwan, Aug. 12, 2019.
19. “Classification of Temporal Data Using Dynamic Time Warping and Compressed Learning”, contributed talk given at European Meeting of Statisticians 2019, Palermo, Italy, July 22-26, 2019.
20. “A Semiparametric Estimation of Value-at-Risk and Its Applications”, invited talk given at The 3rd International Conference on Econometrics and Statistics Conference, National Chung Hsing University, Taichung, Taiwan, June 25-27, 2019.
21. “A Semiparametric Estimation of Value-at-Risk and Its Applications”, invited talk given at The 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, National Taiwan University, Taipei, Taiwan, June 15-16, 2019.
22. “Fluctuation Reduction of Value-at-Risk Estimation”, invited talk given at The 12th NCTU International Finance Conference, National Chiao Tung University, Hsinchu, Taiwan, Jan. 11, 2019.
23. “A Multivariate Compound Poisson Model with Copula and its Application on Limit Order Book”, invited talk given at The 2018 CSA & NCU Joint Statistical Meetings, National Central University, Taoyuan, Taiwan, Nov. 09-10, 2018.
24. “Functional Time Series Analysis and its Application to Limit Order Books”, invited talk given at The 27th South Taiwan Statistics Conference, National Cheng Kung University, Tainan, Taiwan, June 29-30, 2018.
25. “Prediction Intervals for Time Series and their Applications to Portfolio Selection”, invited talk given at The 2nd International Conference on Econometrics and Statistics Conference, City University of Hong Kong, Hong Kong, June 19-21, 2018.
26. “Functional Time Series Analysis and its Application to Limit Order Books”, invited talk given at Academia Sinica, Taipei, Taiwan, Apr. 23, 2018.
27. “Fluctuation Reduction of Value-at-Risk Estimation and its Applications”, contributed talk given at 2017 IASC-ARS/NZSA Conference, University of Auckland, Auckland, New Zealand, Dec. 10-14, 2017.
28. “Functional Time Series Analysis and its Application to Limit Order Books”, invited talk given at Recent Development in Time Series Analysis and Related Topics, Seoul National University, Korea, Nov. 17, 2017.
29. “Functional Time Series Analysis for Limit Order Book Dynamics”, invited talk given at 2017 Japanese Joint Statistical Meeting, Nanzan University, Nagoya, Japan, Sep. 03-06, 2017.
30. “Fluctuation Reduction of Value-at-Risk Estimation and its Applications”, contributed talk given at European Meeting of Statisticians 2017, University of Helsinki, Helsinki, Finland, July 24-28, 2017.
31. “Bayesian Structure Selection for Vector Autoregression Models”, invited talk given at The 1st International Conference on Econometrics and Statistics, Hong Kong University of Science and Technology, Hong Kong, China, June 14-17, 2017.
32. “A Modified Kernel SIR Method with Applications in Finance and Education”, invited talk given at The 24th Military Academy Symposium on Fundamental Sciences, R.O.C. Air Force Academy, Kaohsiung, Taiwan, June 2, 2017.
33. “Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives”, invited talk given at 2017 統計學門研究成果發表會, National Chung Hsing University, Taichung, Taiwan, Feb. 7-8, 2017.
34. “Fluctuation Reduction of Value-at-Risk Estimation and its Applications”, invited talk given at Department of Finance, National University of Kaohsiung, Kaohsiung, Taiwan, December 14, 2016.
35. “Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives”, invited talk given at The 10th海峽兩岸機率統計研討會, Chengdu, China, August 11-13, 2016.
36. “A Linearization of Portfolio Optimization Problem with General Risk Measures under Multivariate Conditional Heteroscedastic Models”, invited talk given at University of Science and Technology of China, Hefei, China, August 02, 2016.
37. “A Linearization of Portfolio Optimization Problem with General Risk Measures under Multivariate Conditional Heteroscedastic Models”, invited talk given at Hefei University of Technology, Hefei, China, August 02, 2016.
38. “A High-Dimensional Location-Dispersion Model with Applications to Root Cause Detection for Wafer Fabrication Processes”, invited talk given at The 25th South Taiwan Statistics Conference, National Sun Yat-sen University, Kaohsiung, Taiwan, June 24-25, 2016.
39. “Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives”, invited talk given at the 9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015), Singapore, Dec. 17-19, 2015.
40. “A High-dimensional Location-Dispersion Model with Applications to Root Cause Detection for Wafer Fabrication Processes”, invited talk given at the Workshop on Complex and High-Dimensional Data Analysis, National Sun Yat-sen University, Kaohsiung, Taiwan, Dec. 09-10, 2015.
41. “An EPMS Price Estimator for Multi-Asset Financial Derivatives”, invited talk given at Academia Sinica, Taipei, Taiwan, August 17, 2015.
42. “A Linearization of Portfolio Optimization Problem with General Risk Measures under Multivariate Conditional Heteroscedastic Models”, contributed talk given at European Meeting of Statisticians 2015, Amsterdam, Netherlands, July 06-11, 2015.
43. “A Linearization of Portfolio Optimization Problem with General Risk Measures under Multivariate Conditional Heteroscedastic Models”, invited talk given at National Central University, Jhongli, Taiwan, April 28, 2015.
44. “A Linearization of Portfolio Optimization Problem with General Risk Measures under Multivariate Conditional Heteroscedastic Models”, invited talk given at Workshop on Statistical Methods for Large Complex Data, Kaohsiung, Taiwan, March 12-14, 2015.
45. “Portfolio Selection with Spectral Risk Measures under Multivariate Conditional Heteroscedastic Models”, contributed talk given at The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting, Taipei, Taiwan, June 29-July 3, 2014.
46. “Asymptotic Distribution of the EPMS Estimator for Financial Derivatives Pricing”, contributed talk given at The 23rd South Taiwan Statistics Conference, National Dong Hwa University, Hualien, Taiwan, June 27-28, 2014.
47. “Asymptotic Distribution of the EPMS Estimator for Financial Derivatives Pricing”, invited talk given at Self-Normalized Asymptotic Theory in Probability, Statistics and Econometrics, Singapore, May 19-23, 2014.
48. “Portfolio Selection with Spectral Risk Measures under Multivariate Conditional Heteroscedastic Models”, invited talk given at The 9th海峽兩岸機率統計研討會, Taichung, Taiwan, May 16-18, 2014.
49. “A Modified Empirical Martingale Simulation for Financial Derivative Pricing”, invited talk given at National Changhua University of Education, Changhua. April 10, 2014.
50. “Efficient Importance Sampling for Conditional Tail Expectation”, invited talk given at National Chuang Cheng University, Chiayi, Taiwan. Nov. 19, 2013.
51. “A Modified Empirical Martingale Simulation for Financial Derivative Pricing”, invited talk given at 2013 CSA-KSS-JSS International Statistical Conference, DonggukUniversity, Seoul, Korea., Nov. 2, 2013.
52. “Efficient Importance Sampling for Conditional Tail Expectation”, invited talk given at National Sun Yat-sen University, Kaohsiung, Taiwan. Oct. 22, 2013.
53. “Efficient Importance Sampling for Conditional Tail Expectation”, contributed talk given at The 22nd South Taiwan Statistics Conference, National University of Kaohsiung, Kaohsiung, Taiwan, June 29, 2013.
54. “Efficient Importance Sampling for Conditional Tail Expectation”, invited talk given at Tamkang University, Taipei, Taiwan, April 16, 2013.
55. “A Modified Empirical Martingale Simulation for Financial Derivative Pricing”, invited talk given at The 8th海峽兩岸機率統計研討會, Harbin, China, Aug. 14-18, 2012.
56. “A Modified Empirical Martingale Simulation for Financial Derivative Pricing”, invited talk given at International Symposium on Financial Engineering and Risk Management Conference (Ferm2012), Changsha, China, July 05-06, 2012.
57. “A Unified Least Squared Estimation with Applications to Model Selection in Time Series”, invited talk given at The 21st South Taiwan Statistics Conference, Fu Jen Catholic University, Taipei, Taiwan, June 29-30, 2012.
58. “A Modified Empirical Martingale Simulation for Financial Derivative Pricing”, invited talk given at Workshop on Statistics and Risk, National Central University, Jhongli, Taiwan, June 01, 2012.
59. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at National Chung Cheng University, Chiayi, Taiwan, March 21, 2012.
60. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at National Chung Hsing University, Taichung, Taiwan, March 15, 2012.
61. “Moment Bounds and Multistep Prediction of Linear Processes”, contributed talk given at Joint Meeting of The 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC, Academia Sinica, Taipei, Taiwan, Dec. 16, 2011.
62. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at 2011 Mathematical Conference and Annual Meeting of the Taiwan Mathematical Society, Chuang Yuan University, Jhongli, Taiwan, Dec. 10, 2011.
63. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at National Central University, Jhongli, Taiwan, Oct. 11, 2011.
64. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at National Cheng Kung University, Tainan, Taiwan, Sep. 22, 2011.
65. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at National Taiwan University, Taipei, Taiwan, Sep. 16, 2011.
66. “Moment Bounds and Multistep Prediction of Linear Processes”, invited talk given at Academia Sinica, Taipei, Taiwan, Sep. 05, 2011.
67. “Model Risk of the Implied GARCH-normal Model”, invited talk given at The 20th South Taiwan Statistics Conference, National Chung Cheng University, Chiayi, Taiwan, June 25, 2011.
68. “Convergence of Moments of Nonlinear Least Squares Estimators with Application to Long-Memory Time Series”, invited talk given at NSYSU-CUNK Workshop in Statistics, Kaohsiung, Taiwan, March 4, 2011.
69. “Model Risk of the Implied GARCH-normal Model”, invited talk given at The 2010 Annual Meeting of Chinese Statistical Society and International Statistical Conference, National Central University, Jhongli, Taiwan. Dec. 16, 2010.
70. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, invited talk given at 2010 CSA-KSS-JSS International Statistical Conference, Kyonggi University, Seoul, Korea. Nov. 4, 2010.
71. “Optimal Multi-Period Quadratic Risk-Adjusted Hedging Strategy”, invited talk given at Chinese Week for the Celebrations of the 200th Anniversary of the Humboldt University, Berlin, Germany. July 23, 2010.
72. “Optimal Multi-Period Quadratic Risk-Adjusted Hedging Strategy”, invited talk given at The 19th South Taiwan Statistics Conference, National Cheng Kung University, Tainan, Taiwan. July 7, 2010.
73. “Dynamic Programming and Hedging Strategies in Discrete Time”, invited talk given at Symposium on Computational Finance, Singapore. June 29, 2010.
74. “Multi-Period Hedging Strategy Minimizing Squared Risk Adjusted Costs”, invited talk given at The Annual Meeting of Chinese Institute of Probability and Statistics, National Dong Hwa University, Hualien, Taiwan. May 2, 2010.
75. “Hedging Strategies Against Path-dependent Contingent Claims”, invited talk given at DAGStat2010 Conference, Dortmund, Germany. Mar. 24, 2010.
76. “Hedging Strategies Against Path-dependent Contingent Claims”, invited talk given at National Tsing Hua University, Hsinchu, Taiwan. Oct. 16, 2009.
77. “Option Pricing and Hedging for Conditional Leptokurtic Returns”, invited talk given at National University of Kaohsiung, Kaohsiung, Taiwan. Feb. 25, 2009.
78. “Option Pricing and Hedging for Conditional Leptokurtic Returns”, invited talk given at Financial Mathematics and Financial Statistics Seminar, Taipei, Taiwan. Jan. 23, 2009.
79. “Option Pricing and Hedging for Conditional Leptokurtic Returns”, invited talk given at International Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics and Data Analysis, Yokohama, Japan. Dec. 8, 2008.
80. “Option Pricing and Hedging for Conditional Leptokurtic Returns”, invited talk given at National Taipei University, Taipei, Taiwan. Oct. 15, 2008.
81. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, invited talk at The 16th South Taiwan Statistics Conference, National Dong Hwa University, Hualien, Taiwan. June 27, 2008.
82. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, contributed talk given at International Symposium on Financial Engineering and Risk Management Conference, Shanghai, China. June 9, 2008.
83. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, invited talk given at National Taichung University, Taichung, Taiwan. May 5, 2008.
84. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, invited talk given at National Chung Cheng University, Chiayi, Taiwan. Apr. 8, 2008.
85. “Financial Derivative Valuation – A Dynamic Semiparametric Approach”, invited talk given at Tunghai University, Taichung, Taiwan. Apr. 2, 2008.
86. “A SFIR Approach to Financial Derivative Valuation”, contributed talk given at The 2007 Taipei International Statistical Symposium and ICSA International Conference, Taipei, Taiwan. June 27, 2007.
87. “Valuation of High Dimensional American Options – A Semi-parametric Approach”, contributed talk given at The 16th South Taiwan Statistics Conference, National University of Kaohsiung, Kaohsiung, Taiwan. June 23, 2007.
88. “A SFIR Approach of Financial Derivative Valuation”, invited talk given at Quantitative Finance Seminar, Berlin, Germany. Nov. 14, 2005.
89. “Option Pricing and Delta Hedging for Heavy-tailed Returns”, contributed talk given at Taiwan Statistics Conference, National Chung Cheng University, Chiayi, Taiwan. Nov. 14, 2004.