棗厥庸 / Chueh-Yung Tsao
職稱: 副教授
現職: 工商管理學系 副教授 / Associate Professor
電話: 3248
學歷: 國立中央大學財務金融博士
專長領域: 財務工程、應用統計分析
個人網頁: http://www.sedonaws.com/members/cytsao/cv/
發表著作
- Tzu-Yu Lina, Chia-Yu Chena, Chueh-Yung Tsao, Kuang-Hung Hsua (2017). The association between personal income and aging: A population-based 13-year longitudinal study. Archives of Gerontology and Geriatrics 70, May–June 2017, 76-83.
- Chueh-Yung Tsao & Ya-Chi Huang. Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market, Journal of Economic Interaction and Coordination (Online Published: 2017-03-12).
- Tyan-Yu Wu, Chueh-Yung Tsao, & Sie Cian-Yu (2017). Unity enhances product aesthetics and emotion. International Journal of Industrial Ergonomics 59, 92-99.
- Ya-Chi Huang & Chueh-Yung Tsao (2017), Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market, Computational Economics 49 (2).
- Ya-Chi Huang and Chueh-Yung Tsao*, “Discovering Traders' Heterogeneous Behavior in High-Frequency Financial Data,” Computational Economics (2016/11/6, Accept).
- Tsao, Chueh-Yung, Chun I Lee*, and Yih-Wen Shyu, “Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures,” Journal of Behavioral Finance 18(4), 427-447.
- Tsao, C.-Y. & Chen, T. (2016). A projection-based compromising method for multiple criteria decision analysis with interval-valued intuitionistic fuzzy information. Applied Soft Computing, 45, 207-223.
- Tsao, C., Lee, C., & Shyu, Y. (in press, 2016). Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures. Journal of Behavioral Finance.
- Huang, Y. & Tsao, C. (in press, 2016). Discovering Traders' Heterogeneous Behavior in High-Frequency Financial Data. Computational Economics.
- Wang, J., Tsao, C., & Chen, T. (2015). A Likelihood-Based QUALIFLEX Method with Interval Type-2 Fuzzy Sets for Multiple Criteria Decision Analysis. Soft Computing, 19, 2225–2243.
- Tsao, C. & Liu, C. (2012). Asian Options with Credit Risks: Pricing and Sensitivity Analysis. Emerging Markets Finance and Trade, 48, 96-115.
- Chang, C., Liao, T., & Tsao, C. (2011). Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options. Journal of Derivatives, 18 (4), 37-53.
- Chang, C. & Tsao, C. (2011). Efficient and accurate quadratic approximation methods for pricing Asian strike options. Quantitative Finance, 11 (5), 729-748.
- Tsao, C. (2010). Portfolio Selection Based on the Mean-VaR Efficient Frontier. Quantitative Finance, 10 (8), 931-945.
- Tsao, C. & Lee, Y. (2010). Corporate Failure Prediction: Econometric Models and Variable Selection. Journal of Futures and Options.
- Tsao, C. & Lin, C. (2009). The Pricing of Asian Options With Default Risk. Research in Finance.
- Chen, T. & Tsao, C. (2008). The interval-valued fuzzy TOPSIS method and experimental analysis. Fuzzy Sets and Systems.
- Chen, S., Kuo, T., & Tsao, C. (2007). Regression Trees for Housing Price Models: An Empirical Study in Taiwan. Journal of Housing Studies, 16 (1), 1-20.
- Tsao, C. & Huang, C. (2007). Efficient solutions for discrete Asian options. Soft Computing.
- Lee, J., Lin, S., Lee, W., & Tsao, C. (2006). Common Factors in Liquidity: Evidence from Taiwan Stock Market. International Review of Financial Analysis.
- Tsao, C. & Chen, S. (2004). Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies. Advances in Econometrics.
- Tsao, C. & Chang, C. (2003). Analytic Approximation Formulae for Pricing Forward-starting Asian Options. Journal of Futures Markets.