每年專案
個人檔案
研究專長
衍生性金融商品定價、信用風險、利率期限結構、演算法
經歷
2014 ~ 迄今 國立交通大學財務金融研究所兼資訊管理與財務金融學系系主任
教育/學術資格
PhD, 資訊工程, National Taiwan University
6月 1999 → 1月 2004
Master, 資訊工程, National Taiwan University
9月 1997 → 6月 1999
Bachelor, 資訊工程
9月 1993 → 6月 1997
外部位置
指紋
查看啟用 Tian-Shyr Dai 的研究主題。這些主題標籤來自此人的作品。共同形成了獨特的指紋。
- 1 類似的個人檔案
過去五年中的合作和熱門研究領域
國家/地區層面的近期外部共同作業。按一下圓點深入探索詳細資料，或
專案
- 31 已完成
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分析具備資本流入/出及資本結構改變的條款對評價巨災衍生性商品和員工認股選擇權的影響
Dai, T.-S. (PI)
1/08/22 → 31/07/23
研究計畫: 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
研究計畫: Other Government Ministry Institute
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分析具備資本流入/出及資本結構改變的條款對評價巨災衍生性商品和員工認股選擇權的影響
Dai, T.-S. (PI)
1/08/21 → 31/07/22
研究計畫: Other Government Ministry Institute
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產學合作計畫-建構趨勢定態交易策略並用盤中新聞判斷調整策略
Dai, T.-S. (PI)
1/06/21 → 31/05/22
研究計畫: Other Government Ministry Institute
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分析具備資本流入/出及資本結構改變的條款對評價巨災衍生性商品和員工認股選擇權的影響
Dai, T.-S. (PI)
1/08/20 → 31/07/21
研究計畫: Other Government Ministry Institute
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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 編輯 Institute of Electrical and Electronics Engineers Inc., p. 236-243 8 p.研究成果: Conference contribution › 同行評審
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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 1月 2025, 於: Expert Systems with Applications. 259, 125211.研究成果: Article › 同行評審
4 引文 斯高帕斯（Scopus） -
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 10月 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).研究成果: Conference contribution › 同行評審
開啟存取 -
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., 11月 2024, 於: Review of Quantitative Finance and Accounting. 63, 4, p. 1391-1411 21 p.研究成果: Article › 同行評審
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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., 11月 2024, 於: Computational Economics. 64, 5, p. 3117-3142 26 p.研究成果: Article › 同行評審
開啟存取5 引文 斯高帕斯（Scopus）
獎項
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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
獎項: 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
獎項: Honorary award
活動
- 1 Invited talk