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Introduction: 企業管理學系


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DateTitleAuthors
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
2011-07 Credit Quality Assessments Using Manifold Based Semi-supervised Discriminant Analysis and Support Vector Machines Huang, Shian-Chang; Wu, Tung-Kuang
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
2007 RIV與OJ評價模型之實證研究 江家瑜
1996 The Robustness of the Day-of-the-Week Effect: Evidence from the Taiwan Stock Exchange Lin, Che-peng; Mark Walker

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