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Showing items 1-25 of 42. (2 Page(s) Totally)
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Date
Title
Authors
2010-09
Bandit Cellphones: A Blue Ocean Strategy
Chang, Shih-Chi
1998
The Behavior of Stock Returns around the Holidays: Observations from the Taiwan Stock Market
Lin, Che-peng
;
Mark Walker
2009-04
A Case Study of Applying Data Mining Techniques in An Outfitter's Customer Value Analysis
Huang, Shian-Chang
;
Chang, En-Chi
;
Wu, Hsin-Hung
2010-12
Chaos-based Support Vector Regressions for Exchange Rate Forecasting
Huang, Shian-Chang
;
Chuang, Pei-Ju
;
Wu, Cheng-Feng
;
Lai, Hiuen-Jiun
2006
Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting
Shian-Chang Huang
;
Tung-Kuang Wu
2006
Combining Time-Scale Feature Extractions with SVMs for Stock Index Forecasting
Shian-Chang Huang
;
Hsing-Wen Wang
2013
The Effects of Strategic Hospital Alliances on Hospital Efficiency
Chu, Hsuan-Lien
;
Chiang, Chia-Yu
2011-12
Forecasting Stock Indices with Wavelet Domain Kernel Partial Least Square Regressions
Huang, Shian-Chang
2006
A Hybrid Unscented Kalman Filter and Support Vector Machine Model in Option Price Forecasting
Shian-Chang Huang
;
Tung-Kuang Wu
2010-04
Integrating GA with Boosting Methods for Financial Distress Predictions
Liu, Hsin-Yu
;
Huang, Shian-Chang
2008-11
Integrating GA-based Time-scale Feature Extractions with SVMs for Stock Index Forecasting
Shian-Chang Huanga
;
Tung-Kuang Wub
2009-05
Integrating Nonlinear Graph Based Dimensionality Reduction Schemes with SVMs for Credit Rating Forecasting
Shian-Chang Huang
2010-08
Integrating Recurrent SOM with Wavelet-based Kernel Partial Least Square Regressions for Financial Forecasting
Huang, Shian-Chang
;
Wu, Tung-Kuang
2011-02
Integrating Spectral Clustering with Wavelet Based Kernel Partial Least Square Regressions for Financial Modeling and Forecasting
Huang, Shian-Chang
2012-02
Kernel Local Fisher Discriminant Analysis Based Manifold-regularized SVM Model for Financial Distress Predictions
Huang, Shian-Chang
;
Tang, Yu-Cheng
;
Lee, Chih-Wei
;
Chang, Ming-Jen
2000
The Monthly Effect in Taiwan: A Robustness Examination
Lin, Che-peng
1998-06
The Normality of Financial Ratio Distributions- Observations from Securities Companies Listed at the OTC in Taiwan
Lin, Che-peng
;
Chen, Shr-jya
2010-09
Optimal Hedging on Spot Indexes with a Duration-Dependent Markov-Switching Model
Huang, Shian-Chang
;
Pan, Tzu-Hui
;
Lo, Yin-Chih
2010-09
Option Pricing under Copula-Based Asymmetric Dynamic Leverage Effects
Huang, Lin-Ying
;
Huang, Shian-Chang
2005
PRICING FOREIGN EQUITY OPTIONS UNDER LEVY PROCESSES
SHIAN-CHANG HUANG
;
MAO-WEI HUNG
2010-08
Return and Volatility Contagions of Financial Markets over Different Time Scales
Huang, Shian-Chang
2011-10
Returns to scale in DEA models for performance evaluations
Chang, Shih-Chi
1996
The Robustness of the Day-of-the-Week Effect: Evidence from the Taiwan Stock Exchange
Lin, Che-peng
;
Mark Walker
2010-12
Role of Trading Volume on the Estimation of Dynamic Extreme Value-at-Risk in Futures Markets
Huang, Ming-Hsiang
;
Yang, Yung-Lieh
;
Huang, Shian-Chang
;
Chen, Jiun-Ju
2010-07
The SEEDS of oil price fluctuations: A management perspective
Chang, Shih-Chi
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