PhD student
114學年 孫晨一 The comparison of methods for extacting bankruptcy chance
Master students
104學年 李易潔 Information content of the model-free volatility expectation with bankruptcy chance
105學年 劉學謙 A comparison of density forecast for FTSE100
106學年 楊啟斌 State price density of S&P 500 index and heterogeneous beliefs
106學年 施政佑 The comparison of density forecasts for 1-day ahead stock price of TSMC ADR, obtained from high-frequency returns
107學年 許文昌 A study of the implied probability of default
107學年 洪穎真 Related variance risk premia: Term structure and stock return predictability
107學年 陳怡儒 The related risk premia in DJIA 30 and seven DJIA stocks
- 2019. 32th Australasian Finance and Banking Conference. 發表.
109學年 劉姿伶 A study of implied probability of bankruptcy - an example of US listed companies during mid-to-late period of Coronavirus
109學年 曾貫岑 Analysis of S&P 500 returns with LSTM
110學年 崔期翔 Forecast bankruptcy正卷積近似模型之破產機率預測
110學年 曾華容 Liquidity and risk neutral moments around jumps
110學年 楊登蘭 新聞內容是否能協助預測股價指數波動度？
111學年 楊承恕 The research of order imbalance and the price explanatory in Taiwan future market
112學年 林競妍 Risk neutral skewness puzzle on FTSE 100 index option- informed trading or hedging demand
113學年 林郁揚 期貨市場特徵與其價格躍動成因之探討：以台指期為例 - 2026 期貨與選擇權學刊 (TSSCI). 接受.
113學年 周弘才 Bankruptcy forecasting with option-based information with PCA model and CDS information
113學年 孫晨一 Bankruptcy forecasting with MLN and GB2 models - 2025,2026 台灣財務工程學會研討會.發表.
114學年 張晁維 臺指選擇權造市商淨 Gamma 曝險與臺指期貨報酬率日內動能之關聯性研究：
基於 Black–Scholes 模型與風險中立機率密度之比較分析 - 投稿 2026 期貨與選擇權論文徵集.
114學年 李誌軒 臺灣加權指數期貨日盤與夜盤之波動率預測:日內波動模式下已實現波動率與隱含波動率的資訊內涵
- 投稿 2026 期貨與選擇權論文徵集.
115學年 薛筑楚 Improvement of the information content of option-based volatility measurement
115學年 張立妍 High-frequency volatility forecast with adjusted HAR regression
115學年 吳品蓉 The study of Gamma squeeze and volatility
115學年 盧新瑋 The WTI oil risk premia and equity returns
Undergraduates
115學年 賴子睿 何凱琳 A initial study of the determinations of options jumps