Efficient exponential tilting with applications von Fuh, Cheng-Der, Wang, Chuan-Ju

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Item Concept Network: Towards Concept-Based Item Representation Learning von Wang, Ting-Hsiang, Yang, Hsiu-Wei, Chen, Chih-Ming, Tsai, Ming-Feng, Wang, Chuan-Ju

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Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options von Wang, Jr-Yan, Wang, Chuan-Ju, Dai, Tian-Shyr, Chen, Tzu-Chun, Liu, Liang-Chih, Zhou, Lei

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A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model von Dai, Tian‐Shyr, Fan, Chen‐Chiang, Liu, Liang‐Chih, Wang, Chuan‐Ju, Wang, Jr‐Yan

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Analytical pricing formulae for vulnerable vanilla and barrier options von Liu, Liang-Chih, Chiu, Chun-Yuan, Wang, Chuan-Ju, Dai, Tian-Shyr, Chang, Hao-Han

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Assessing the Profitability of Timely Opening Range Breakout on Index Futures Markets von Tsai, Yi-Cheng, Wu, Mu-En, Syu, Jia-Hao, Lei, Chin-Laung, Wu, Chung-Shu, Ho, Jan-Ming, Wang, Chuan-Ju

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Discovering Finance Keywords via Continuous-Space Language Models von Tsai, Ming-Feng, Wang, Chuan-Ju, Chien, Po-Chuan

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On the risk prediction and analysis of soft information in finance reports von Tsai, Ming-Feng, Wang, Chuan-Ju

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Multi-Stage Conversational Passage Retrieval: An Approach to Fusing Term Importance Estimation and Neural Query Rewriting von Lin, Sheng-Chieh, Yang, Jheng-Hong, Nogueira, Rodrigo, Tsai, Ming-Feng, Wang, Chuan-Ju, Lin, Jimmy

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Markov chain importance sampling for minibatches von Fuh, Cheng-Der, Wang, Chuan-Ju, Pai, Chen-Hung

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A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables von Dai, Tian-Shyr, Wang, Chuan-Ju, Lyuu, Yuh-Dauh

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Optimal search for parameters in Monte Carlo simulation for derivative pricing von Wang, Chuan-Ju, Kao, Ming-Yang

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Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure von Liu, Liang-Chih, Dai, Tian-Shyr, Wang, Chuan-Ju

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Evaluating corporate bonds with complicated liability structures and bond provisions von Wang, Chuan-Ju, Dai, Tian-Shyr, Lyuu, Yuh-Dauh

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On the construction and complexity of the bivariate lattice with stochastic interest rate models von Lyuu, Yuh-Dauh, Wang, Chuan-Ju

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Exploring the Persistent Behavior of Financial Markets von Tsai, Yi-Cheng, Lei, Chin-Laung, Cheung, William, Wu, Chung-Shu, Ho, Jan-Ming, Wang, Chuan-Ju

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An efficient and accurate lattice for pricing derivatives under a jump-diffusion process von Dai, Tian-Shyr, Wang, Chuan-Ju, Lyuu, Yuh-Dauh, Liu, Yen-Chun

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Keyword Extraction with Character-Level Convolutional Neural Tensor Networks von Lin, Zhe-Li, Wang, Chuan-Ju

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CPR: Cross-Domain Preference Ranking with User Transformation von Huang, Yu-Ting, Chen, Hsien-Hao, Wu, Tung-Lin, Yeh, Chia-Yu, Lou, Jing-Kai, Tsai, Ming-Feng, Wang, Chuan-Ju

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XRR: Explainable Risk Ranking for Financial Reports von Lin, Ting-Wei, Sun, Ruei-Yao, Chang, Hsuan-Ling, Wang, Chuan-Ju, Tsai, Ming-Feng

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