Personal profile
Research Interests
Derivatives Pricing, Credit Risk, Interest Rate Term Structure, Algorithms
Experience
2014 ~ present Director, Institute of Finance, National Chiao Tung University
Education/Academic qualification
PhD, Computer Science and Information Engineering, National Taiwan University
Jun 1999 → Jan 2004
Master, Computer Science and Information Engineering, National Taiwan University
Sep 1997 → Jun 1999
Bachelor, Computer Science and Information Engineering
Sep 1993 → Jun 1997
External positions
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 31 Finished
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Analyzing The Covenants That Cause Assets Injections/Leakages And The Change Of Capital Structures On The Evaluations Of Catastrophe-Type Derivatives And Employee Stock Options
Dai, T.-S. (PI)
1/08/22 → 31/07/23
Project: Government Ministry › Other Government Ministry Institute
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產學合作計畫-處理多樣態配對交易而開發客製化強化學習、預訓練模型及偵測交易量發生結構變動的機制
Dai, T.-S. (PI)
1/06/22 → 31/05/23
Project: Government Ministry › Other Government Ministry Institute
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Analyzing The Covenants That Cause Assets Injections/Leakages And The Change Of Capital Structures On The Evaluations Of Catastrophe-Type Derivatives And Employee Stock Options
Dai, T.-S. (PI)
1/08/21 → 31/07/22
Project: Government Ministry › Other Government Ministry Institute
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Trading with the trend stationary process filtered by Intraday news
Dai, T.-S. (PI)
1/06/21 → 31/05/22
Project: Government Ministry › Other Government Ministry Institute
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Analyzing The Covenants That Cause Assets Injections/Leakages And The Change Of Capital Structures On The Evaluations Of Catastrophe-Type Derivatives And Employee Stock Options
Dai, T.-S. (PI)
1/08/20 → 31/07/21
Project: Government Ministry › Other Government Ministry Institute
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Optimizing stock portfolios with deep reinforcement learning after FNN-based fundamental analysis
Sun, Y. J., Lu, Z. Y., Liao, C. H., Dai, T. S. & Yuan, S. M., 2026, In: Quantitative Finance. 26, 1, p. 137-159 23 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A Novel Feature Filtering Mechanism to Avoid Concept Shifts from Deteriorating Model Predictability
Shih, Y. C., Dai, T. S., Ti, Y. W., Kuo, Y., Wang, W. H. & Chen, Y. P., 2025, Proceedings - 2025 IEEE International Conference on Big Data and Smart Computing, BigComp 2025. 2025 ed. Institute of Electrical and Electronics Engineers Inc., p. 236-243 8 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks
Shih, Y. C., Dai, T. S., Chen, Y. P., Ti, Y. W., Wang, W. H. & Kuo, Y., 1 Jan 2025, In: Expert Systems with Applications. 259, 125211.Research output: Contribution to journal › Article › peer-review
10 Scopus citations -
Unconventional Refinement for VECM-Based Pairs Trading Strategy through Asymptotic Properties
Dai, T. S., Kuo, H. S., Chang, H. H., Huang, T. C. & Kao, C. L. M., 2025, (Accepted/In press) In: Computational Economics.Research output: Contribution to journal › Article › peer-review
Open Access -
Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality
Hsu, C. W., Dai, T. S., Wang, C. J. & Chen, Y. P., 21 Oct 2024, CIKM 2024 - Proceedings of the 33rd ACM International Conference on Information and Knowledge Management. Association for Computing Machinery, p. 860-869 10 p. (International Conference on Information and Knowledge Management, Proceedings).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Open Access
Prizes
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2015 FMA Annual Meeting. Best Paper Award in Derivatives
Dai, T.-S. (Recipient), Wang, C.-J. (Recipient) & Liu, L.-C. (Recipient), 2015
Prize: Honorary award
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Asian FA/FMA 2006 Meeting, Auckland, New Zealand, Jul. 2006. (Winner of the University of Rhode Island best paper awards)
Dai, T.-S. (Recipient), Lyuu, Y.-D. (Recipient) & Shea, J. (Recipient), 2006
Prize: Honorary award
Activities
- 1 Invited talk