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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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