Tian-Shyr Dai

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Tian-Shyr Dai

Professor

 https://orcid.org/0000-0002-9226-3056
Calculated based on number of publications stored in Pure and citations from Scopus
Calculated based on number of publications stored in Pure and citations from Scopus
Calculated based on number of publications stored in Pure and citations from Scopus
20022022

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  • 2020

    Improving Pair Trading Performances with Structural Change Detections and Revised Trading Strategies

    Chang, H. H., Dai, T. S., Wang, K. L., Chu, C. H. & Wang, J. Z., Dec 2020, Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020. Institute of Electrical and Electronics Engineers Inc., p. 105-109 5 p. 9302715. (Proceedings - 2020 International Conference on Pervasive Artificial Intelligence, ICPAI 2020).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations

  • Online structural break detection for pairs trading using wavelet transform and hybrid deep learning model

    Huang, S. H., Shih, W-Y., Lu, J. Y., Chang, H. H., Chu, C. H., Wang, J. Z., Huang, J-L. & Dai, T-S., Feb 2020, Proceedings - 2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020. Lee, W., Chen, L., Moon, Y-S., Bourgeois, J., Bennis, M., Li, Y-F., Ha, Y-G., Kwon, H-Y. & Cuzzocrea, A. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 209-216 8 p. 9070533. (Proceedings - 2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations
  • 2015

    An economic model for utilizing cloud computing resources via pricing elasticity of demand and supply

    Qanbari, S., Li, F., Dustdar, S. & Dai, T-S., 1 Jan 2015, Cloud Computing and Services Sciences - International Conference in Cloud Computing and Services Sciences, CLOSER 2014, Revised Selected Papers. Helfert, M., Desprez, F., Ferguson, D., Leymann, F. & Muñoz, V. M. (eds.). Springer Verlag, p. 47-62 16 p. (Communications in Computer and Information Science; vol. 512).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations
  • 2014

    Cloud Asset Pricing Tree (CAPT) elastic economic model for cloud service providers

    Qanbari, S., Li, F., Dustdar, S. & Dai, T-S., 1 Jan 2014, CLOSER 2014 - Proceedings of the 4th International Conference on Cloud Computing and Services Science. SciTePress, p. 221-229 9 p. (CLOSER 2014 - Proceedings of the 4th International Conference on Cloud Computing and Services Science).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    5 Scopus citations
  • 2012

    A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables

    Wang, C. J., Dai, T-S. & Lyuu, Y. D., 27 Nov 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings. p. 77-84 8 p. 6327775. (2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations
  • 2009

    An efficient and accurate lattice for pricing derivatives under a jump-diffusion process

    Wang, C. J., Dai, T-S., Lyuu, Y. D. & Liu, Y. C., 1 Dec 2009, 24th Annual ACM Symposium on Applied Computing, SAC 2009. p. 966-970 5 p. (Proceedings of the ACM Symposium on Applied Computing).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations
  • 2007

    A hybrid importance sampling algorithm for value-at-risk

    Dai, T. S., Lin, S. K. & Liu, L. M., 1 Jan 2007, Second International Conference on Innovative Computing, Information and Control, ICICIC 2007. IEEE Computer Society, 4427853. (Second International Conference on Innovative Computing, Information and Control, ICICIC 2007).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • An efficient, and fast convergent algorithm for barrier options

    Dai, T-S. & Lyuu, Y. D., 1 Dec 2007, Algorithmic Aspects in Information and Management - Third International Conference, AAIM 2007, Proceedings. p. 251-261 11 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4508 LNCS).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations

  • An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options

    Dai, T-S., Wang, J. Y. & Wei, H. S., 1 Dec 2007, Algorithmic Aspects in Information and Management - Third International Conference, AAIM 2007, Proceedings. p. 262-272 11 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4508 LNCS).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations
  • 2006

    A hybrid fingerprint enhancement algorithm

    Liu, L. M. & Dai, T-S., Jun 2006, Proceedings of the 2006 International Conference on Image Processing, Computer Vision, and Pattern Recognition, IPCV'06. p. 35-40 6 p. (Proceedings of the 2006 International Conference on Image Processing, Computer Vision, and Pattern Recognition, IPCV'06; vol. 1).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations

  • Very fast algorithm for barrier options

    Dai, T-S. & Lyuu, Y. D., 1 Dec 2006, WMSCI 2006 - The 10th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 12th International Conference on Information Systems Analysis and Synthesis, ISAS 2006 - Proc.. p. 306-311 6 p. (WMSCI 2006 - The 10th World Multi-Conference on Systemics, Cybernetics and Informatics, Jointly with the 12th International Conference on Information Systems Analysis and Synthesis, ISAS 2006 - Proc.; vol. 6).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • 2005

    Pricing Asian options with an efficient convergent approximation algorithm

    Dai, T-S., Huang, G. S. & Lyuu, Y. D., 1 Dec 2005, Soft Computing as Transdisciplinary Science and Technology - Proceedings of the 4th IEEE International Workshop, WSTST 2005. AISC ed. p. 1121-1130 10 p. (Advances in Soft Computing; no. AISC).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Pricing double barrier options by combinatorial approaches

    Dai, T-S. & Lyuu, Y. D., 1 Dec 2005, Soft Computing as Transdisciplinary Science and Technology - Proceedings of the 4th IEEE International Workshop, WSTST 2005. AISC ed. p. 1131-1140 10 p. (Advances in Soft Computing; no. AISC).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations
  • 2003

    Analytics and algorithms for geometric average trigger reset options

    Dai, T-S., Chen, I. Y., Fang, Y. Y. & Lyuu, Y. D., 1 Jan 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 55-62 8 p. 1196242. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr); vol. 2003-January).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review