資訊管理與財務金融學系

2024

A multi-dimensional assessment of the accuracy of analyst target prices

Lee, Y. I., Hsieh, W. L. & Miao, D. W. C., 6月 2024, 於: International Review of Economics and Finance. 93, p. 947-969 23 p.

研究成果: Article › 同行評審

An investment strategy based on news sentiment words and its empirical performance

Chen, Y.-T., Yu, C.-Y. & Lin, S.-Y., 31 7月 2024, 於: Journal of Investing. 33, 5, p. 55-67 13 p.

研究成果: Article › 同行評審

Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading

Dai, T. S., Luo, Y. J., Chang, H. H., Kao, C. L., Wang, K. L. & Liu, L. C., 2024, (Accepted/In press) 於: Review of Quantitative Finance and Accounting.

研究成果: Article › 同行評審

Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

Teng, H. W., Kang, M. H., Lee, I. H. & Bai, L. C., 1月 2024, 於: International Review of Financial Analysis. 91, 103005.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model

Dai, T. S., Chen, B. J., Sun, Y. J., Yang, D. Y. & Wu, M. E., 2024, (Accepted/In press) 於: Computational Economics.

研究成果: Article › 同行評審

開啟存取

Credit Card Fraud Detection via Intelligent Sampling and Self-supervised Learning

Chen, C. T., Lee, C., Huang, S. H. & Peng, W. C., 28 3月 2024, 於: ACM Transactions on Intelligent Systems and Technology. 15, 2, p. 1-29 29 p., 35.

研究成果: Article › 同行評審

開啟存取

4 引文斯高帕斯（Scopus）

Debt capacity, cash holdings and financial constraints

Lu, C. L., Chen, H. C., Chou, R. K. & Lin, C. Y., 1 7月 2024, 於: Journal of Business Finance and Accounting. 51, 7-8, p. 2020-2054 35 p.

研究成果: Article › 同行評審

Do Old Board Directors Promote Corporate Social Responsibility?

Lee, H. H., Liang, W. L., Tran, Q. N. & Truong, Q. T., 2024, (Accepted/In press) 於: Journal of Business Ethics.

研究成果: Article › 同行評審

開啟存取

Emoji Driven Crypto Assets Market Reactions

Zuo, X., Chen, Y.-T. & Härdle, W. K., 13 7月 2024, 於: Management and Marketing. 19, 2, p. 158-178 21 p.

研究成果: Article › 同行評審

開啟存取

Evolving Knowledge Graph Representation Learning with Multiple Attention Strategies for Citation Recommendation System

Liu, J. C., Chen, C. T., Lee, C. & Huang, S. H., 28 3月 2024, 於: ACM Transactions on Intelligent Systems and Technology. 15, 2, p. 1-26 26 p., 33.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters

Ti, Y. W., Dai, T. S., Wang, K. L., Chang, H. H. & Sun, Y. J., 2024, (Accepted/In press) 於: Computational Economics.

研究成果: Article › 同行評審

開啟存取

2 引文斯高帕斯（Scopus）

Inter-industry network and credit risk

Huang, M. N. & Lee, H. H., 4月 2024, 於: International Review of Economics and Finance. 92, p. 598-625 28 p.

研究成果: Article › 同行評審

Interlocked executives’ bad reputation in the labor market

Tang, N., Chen, J., Lin, C. Y. & Tuan, L. Q., 1月 2024, 於: Finance Research Letters. 59, 104788.

研究成果: Article › 同行評審

Machine learning methods for predicting failures of US commercial bank

Tuan, L. Q., Lin, C. Y. & Teng, H. W., 2024, 於: Applied Economics Letters. 31, 15, p. 1353-1359 7 p.

研究成果: Article › 同行評審

Member-Augmented Group Recommendation With Multi-Interest Framework and Knowledge Graph Embeddings

Lin, S. J., Chen, C. T. & Huang, S. H., 1 6月 2024, 於: IEEE Transactions on Computational Social Systems. 11, 3, p. 3193-3206 14 p.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs

Wu, M. C., Huang, S. H. & Chen, A.-P., 3月 2024, 於: Applied Intelligence. 54, 5, p. 4189-4209 21 p.

研究成果: Article › 同行評審

開啟存取

On the design of bail-in-able bonds from the perspective of non-financial firms

Liu, L. C., Dai, T. S. & Zhou, L., 1月 2024, 於: International Review of Economics and Finance. 89, p. 1136-1155 20 p.

研究成果: Article › 同行評審

Ownership structure and carbon emissions reduction

Yeh, Y. H. & Liao, C. C., 2月 2024, 於: Pacific Basin Finance Journal. 83, 102262.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Risk culture in corporate innovation

Ho, P. H., Huang, C. W., Lin, C. Y. & Yen, J. F., 1月 2024, 於: International Review of Financial Analysis. 91, 102999.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

Search symbols, trading performance, and investor participation

Huang, Y. S., Chuang, H. C., Hasan, I. & Lin, C. Y., 4月 2024, 於: International Review of Economics and Finance. 92, p. 380-393 14 p.

研究成果: Article › 同行評審

The ESG washing in banks: Evidence from the syndicated loan market

Huang, K. J., Bui, D. G., Hsu, Y. T. & Lin, C. Y., 4月 2024, 於: Journal of International Money and Finance. 142, 103043.

研究成果: Article › 同行評審

4 引文斯高帕斯（Scopus）

Trade secret laws and initial public offering underpricing

Chang, C. H., Liang, W. L. & Wang, Y., 7月 2024, 於: Review of Quantitative Finance and Accounting. 63, 1, p. 325-353 29 p.

研究成果: Article › 同行評審

開啟存取

2023

Adaptive Adversarial Contrastive Learning for Cross-Domain Recommendation

Hsu, C. W., Chen, C. T. & Huang, S. H., 9 12月 2023, 於: ACM Transactions on Knowledge Discovery from Data. 18, 3, 57.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

A multi-agent virtual market model for generalization in reinforcement learning based trading strategies

He, F. F., Chen, C. T. & Huang, S. H., 2月 2023, 於: Applied Soft Computing. 134, 109985.

研究成果: Article › 同行評審

8 引文斯高帕斯（Scopus）

Attentive gated graph sequence neural network-based time-series information fusion for financial trading

Huang, W. C., Chen, C. T., Lee, C., Kuo, F. H. & Huang, S. H., 3月 2023, 於: Information Fusion. 91, p. 261-276 16 p.

研究成果: Article › 同行評審

18 引文斯高帕斯（Scopus）

Bank CEO risk-taking incentives and bank lending quality

Zhai, R. X., Ho, P. H., Lin, C. Y. & Linh, T. T. T., 4月 2023, 於: Review of Quantitative Finance and Accounting. 60, 3, p. 949-981 33 p.

研究成果: Article › 同行評審

3 引文斯高帕斯（Scopus）

Bank safety-oriented culture and lending decisions

Tang, N., Kamar, A., Lin, C. Y. & Lu, C. L., 6月 2023, 於: Journal of Financial Stability. 66, 101122.

研究成果: Article › 同行評審

Charitable CEOs and employee protection

Du, Y., Chan, C. Y., Lin, C. Y. & Lu, C. L., 12月 2023, 於: Pacific Basin Finance Journal. 82, 102187.

研究成果: Article › 同行評審

Counteracting Side Channels in Cross-user Client-side Deduplicated Cloud Storage

Yu, C. M., 2023, (Accepted/In press) 於: IEEE Internet of Things Journal. p. 1 1 p.

研究成果: Article › 同行評審

Generalized dividend behavior model and dividend smoothing: theory and empirical evidence

Lee, C. F. & Lin, J. J., 11月 2023, 於: Review of Quantitative Finance and Accounting. 61, 4, p. 1529-1561 33 p.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Hierarchical Reinforcement Learning for Conversational Recommendation With Knowledge Graph Reasoning and Heterogeneous Questions

Yang, Y. C., Chen, C. T., Lu, T. Y. & Huang, S. H., 2023, (Accepted/In press) 於: IEEE Transactions on Services Computing. p. 1-14 14 p.

研究成果: Article › 同行評審

6 引文斯高帕斯（Scopus）

Interactively transforming chinese ink paintings into realistic images using a border enhance generative adversarial network

Chung, C. Y. & Huang, S. H., 3月 2023, 於: Multimedia Tools and Applications. 82, 8, p. 11663-11696 34 p.

研究成果: Article › 同行評審

13 引文斯高帕斯（Scopus）

Knowledge distillation for portfolio management using multi-agent reinforcement learning

Chen, M. Y., Chen, C. T. & Huang, S. H., 8月 2023, 於: Advanced Engineering Informatics. 57, 102096.

研究成果: Article › 同行評審

7 引文斯高帕斯（Scopus）

LDoS Attacks Detection for ICPS NB-IoTs Environment via SE-Based CNN

Cho, H. H., Tsai, M. Y., Zeng, J. Y., Yu, C. M., Chao, H. C. & You, I., 2023, (Accepted/In press) 於: IEEE Systems Journal. p. 1-12 12 p.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

Managerial ability and financial statement disaggregation decisions

Bui, D. G., Chen, Y., Chen, Y. S. & Lin, C. Y., 12月 2023, 於: Journal of Empirical Finance. 74, 101427.

研究成果: Article › 同行評審

3 引文斯高帕斯（Scopus）

Managerial Overconfidence and Dividend Stickiness

Lin, J. C. & Yu, M. T., 2023, (Accepted/In press) 於: Journal of Accounting, Auditing and Finance.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

Modeling Cross-session Information with Multi-interest Graph Neural Networks for the Next-item Recommendation

Wang, T. Y., Chen, C. T., Huang, J. C. & Huang, S. H., 20 2月 2023, 於: ACM Transactions on Knowledge Discovery from Data. 17, 1, 1.

研究成果: Article › 同行評審

7 引文斯高帕斯（Scopus）

Momentum in machine learning: Evidence from the Taiwan stock market

Bui, D. G., Kong, D. R., Lin, C. Y. & Lin, T. C., 2023, (Accepted/In press) 於: Pacific Basin Finance Journal. 102178.

研究成果: Article › 同行評審

開啟存取

2 引文斯高帕斯（Scopus）

On the Private Data Synthesis Through Deep Generative Models for Data Scarcity of Industrial Internet of Things

Chen, Y. T., Hsu, C. Y., Yu, C. M., Barhamgi, M. & Perera, C., 1 1月 2023, 於: IEEE Transactions on Industrial Informatics. 19, 1, p. 551-560 10 p.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

Poisoning attacks on face authentication systems by using the generative deformation model

Chan, C. T., Huang, S. H. & Choy, P. P., 2023, (Accepted/In press) 於: Multimedia Tools and Applications.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk

Dai, T. S., Liu, L. C. & Yang, S. S., 2023, 於: Quantitative Finance. 23, 9, p. 1325-1339 15 p.

研究成果: Article › 同行評審

Reinforced PU-learning with Hybrid Negative Sampling Strategies for Recommendation

Yang, W. T., Chen, C. T., Sang, C. Y. & Huang, S. H., 8 5月 2023, 於: ACM Transactions on Intelligent Systems and Technology. 14, 3, 57.

研究成果: Article › 同行評審

6 引文斯高帕斯（Scopus）

Short-selling threats and bank risk-taking: Evidence from the financial crisis

Bui, D. G., Hasan, I., Lin, C. Y. & Nguyen, H. T., 5月 2023, 於: Journal of Banking and Finance. 150, 106834.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

Western cultural influence on corporate innovation: Evidence from Chinese listed companies

Li, G. & Yeh, Y. H., 2月 2023, 於: Global Finance Journal. 55, 100810.

研究成果: Article › 同行評審

3 引文斯高帕斯（Scopus）

2022

Addressing the cold-start problem of recommendation systems for financial products by using few-shot deep learning

Hung, T. Y. & Huang, S. H., 2022, (Accepted/In press) 於: Applied Intelligence.

研究成果: Article › 同行評審

6 引文斯高帕斯（Scopus）

Analyzing interactive call, default, and conversion policies for corporate bonds

Liu, L. C., Dai, T. S., Zhou, L. & Chang, H. H., 8月 2022, 於: Journal of Futures Markets. 42, 8, p. 1597-1638 42 p.

研究成果: Article › 同行評審

1 引文斯高帕斯（Scopus）

A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes

Liu, L. C., Dai, T. S., Chang, H. H. & Zhou, L., 2022, 於: Quantitative Finance. 22, 11, p. 2021-2045 25 p.

研究成果: Article › 同行評審

A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model

Dai, T. S., Fan, C. C., Liu, L. C., Wang, C. J. & Wang, J. Y., 12月 2022, 於: Journal of Futures Markets. 42, 12, p. 2103-2134 32 p.

研究成果: Article › 同行評審

Bank loans during the 2008 quantitative easing

Chen, H. C., Chou, R. K., Lin, C.-Y. & Lu, C. L., 4月 2022, 於: Journal of Financial Stability. 59, 100974.

研究成果: Article › 同行評審

5 引文斯高帕斯（Scopus）

Board corruption and loan contracts

Chen, R., Huang, C. W. & Lin, C. Y., 1 10月 2022, 於: Journal of Business Finance and Accounting. 49, 9-10, p. 1929-1956 28 p.

研究成果: Article › 同行評審

2 引文斯高帕斯（Scopus）

資訊管理與財務金融學系

研究成果

搜尋結果