61 citations
- Humboldt-Universität zu BerlinDE2 papers
- National Yang Ming Chiao Tung UniversityTW2 papers
- Singapore Management UniversitySG2 papers
- Chinese Culture UniversityTW1 paper
- Dalian University of TechnologyCN1 paper
- National Taichung University of EducationTW1 paper
- National Tsing Hua UniversityTW1 paper
- Peking UniversityCN1 paper
- Tongji UniversityCN1 paper
- Tunghai UniversityTW1 paper
6 papers
Copula-Based Factor Model for Credit Risk Analysis
Meng-Jou Lu, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
A standard quantitative method to access credit risk employs a factor model based on joint multivariate normal distribution properties. By extending a one-factor Gaussian copula mo…
Distillation of News Flow into Analysis of Stock Reactions
Junni L. Zhang, Wolfgang Karl Härdle, Cathy Y. Chen +1
The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of st…
Real rectifiable currents, holomorphic chains and algebraic cycles
Jyh-Haur Teh, Chin-Jui Yang
We study some fundamental properties of real rectifiable currents and give a generalization of King's theorem in characterizing currents defined by positive real holomorphic chains…
The Power of Smartphones
Feng Xia, Ching-Hsien Hsu, Xiaojing Liu +2
Smartphones have been shipped with multiple wireless network interfaces in order to meet their diverse communication and networking demands. However, as smartphones increasingly re…
An Efficient Method for Optimizing RFID Reader Deployment and Energy Saving
Ching-Hsien Hsu, Daqiang Zhang, Chao-Tung Yang +1
The rapid proliferation of Radio Frequency IDentification (RFID) systems realizes integration of physical world with the cyber ones. One of the most promising is the Internet of Th…
Coherent control of spontaneous emission of a three-level atom in a coherent photonic band gap reservoir
Szu-Cheng Cheng, Jing-Nuo Wu, Tzong-Jer Yang +1
By studying the fluorescence and optical properties of a three-level system, we propose a new point of view on the coherent control of these spectra. With the definite phase differ…