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Assistant Research Fellow  |  Wang, Chuan-Ju  
 
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Publications
 
Journal Articles
 
1. Yi-Cheng Tsai, Mu-En Wu, Jia-Hao Syu, Chin-Laung Lei, Chung-Shu Wu, Jan-Ming Ho, Chuan-Ju Wang, "Assessing the Profitability of Timely Opening Range Breakout on Index Futures Markets," to appear in IEEE Access.
2. Chuan-Ju Wang and Tian-Shyr Dai, "An Accurate Lattice Model for Pricing Catastrophe Equity Put under the Jump-Diffusion Process," IEEE Computational Intelligence Magazine, volume 13, number 4, pages 35-45, October 2018.
3. Yi-Cheng Tsai, Chin-Laung Lei, William Cheung, Chung-Shu Wu, Jan-Ming Ho, and Chuan-Ju Wang, "Exploring the Persistent Behavior of Financial Markets," Finance Research Letters, volume 24, pages 199-220, March 2018.
4. Ming-Feng Tsai and Chuan-Ju Wang, "On the Risk Prediction and Analysis of Soft Information in Finance Reports," European Journal of Operational Research, volume 257, number 1, pages 243-250, February 2017.
5. Liang-Chic Liu, Tian-Shyr Dai, and Chuan-Ju Wang, "Evaluating Corporate Bonds and Analyzing Claim Holders’ Decisions with Complex Debt Structure," Journal of Banking and Finance, volume 72, pages 151-174, November 2016.
6. Ming-Feng Tsai, Chuan-Ju Wang, and Po-Chuan Chien, "Discovering Finance Keywords via Continuous Space Language Models," ACM Transactions on Management Information Systems, volume 7, number 3, pages No. 7, August 2016.
7. Chuan-Ju Wang and Ming-Yang Kao, "Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing," European Journal of Operational Research, volume 249, number 2, pages 683-690, March 2016.
8. Chuan-Ju Wang, Tian-Shyr Dai, and Yuh-Dauh Lyuu, "Evaluating Corporate Bonds with Complicated Liability Structures and Bond Provisions," European Journal of Operational Research, volume 237, number 2, pages 749-757, September 2014.
9. Tian-Shyr Dai and Chuan-Ju Wang, "Realized Tax Benefits and Capital Structure," International Journal of Bonds and Currency Derivatives, volume 1, number 1, pages 88-109, November 2013.
10. Tian-Shyr Dai, Chuan-Ju Wang, and Yuh-Dauh Lyuu, "A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables," Journal of Futures Markets, volume 33, number 9, pages 795-826, September 2013.
11. Yuh-Dauh Lyuu and Chuan-Ju Wang, "On the Construction and Complexity of Bivariate Lattice with Stochastic Interest Rate Models," Computers and Mathematics with Applications, volume 61, number 4, pages 1107-1121, February 2011, (Authors are listed in alphabetical order.)
12. Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, and Yen-Chun Liu, "An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process," Applied Mathematics and Computation, volume 217, number 7, pages 3174-3189, December 2010.
13. Chun-Ying Chen, Pei-Ju Chou, Jeff Yu-Shun Hsu, Wisely Po-Hong Liu, Yuh-Dauh Lyuu, and Chuan-Ju Wang, "A Closed-form Formula for an Option with Discrete and Continuous Barriers," Communications in Statistics - Theory and Methods, volume 40, number 2, pages 345-357, October 2010, (Authors are listed in alphabetical order.)
 
 
Conference Papers
 
1. Chih-Ming Chen, Chuan-Ju Wang, Ming-Feng Tsai and Yi-Hsuan Yang, "Collaborative Similarity Embedding for Recommender Systems," to appear in The Web Conference 2019 (WWW),, (short paper, acceptance rate: 20%)
2. Zhe-Li Lin and Chuan-Ju Wang, "Keyword Extraction with Character-level Convolutional Neural Tensor Networks," to appear in the 23rd Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD),, (full paper, acceptance rate: 24.7%)
3. Chun-Hsiang Wang, Kang-Chun Fan, Chuan-Ju Wang, and Ming-Feng Tsai, "UGSD: User Generated Sentiment Dictionaries from Online Customer Reviews," to appear in the 33rd AAAI Conference on Artificial Intelligence (AAAI),, (full paper, acceptance rate: 16.2%)
4. Chi-Han Du, Yi-Shyuan Chiang, Kun-Che Tsai, Liang-Chih Liu, Ming-Feng Tsai, and Chuan-Ju Wang, "FRIDAYS: A Financial Risk Information Detecting and Analyzing System," to appear in the 33rd AAAI Conference on Artificial Intelligence (AAAI),, (demo paper)
5. Kwei-Herng Lai, Chih-Ming Chen, Ming-Feng Tsai, and Chuan-Ju Wang, "NavWalker: Information Augmented Network Embedding," to appear in the 2018 IEEE/WIC/ACM International Conference on Web Intelligence (WI),, (full paper)
6. Kwei-Herng Lai*, Ting-Hsiang Wang*, Heng-Yu Chi, Yian Chen, Ming-Feng Tsai, and Chuan-Ju Wang, "Superhighway: Bypass Data Sparsity in Cross-Domain Collaborative Filtering," the 12th ACM Conference on Recommender Systems (RecSys), October 2018, (poster paper, acceptance rate: 38%, * indicates equal contributions)
7. Chuan-Ju Wang and Tian-Shyr Dai, "An Accurate Lattice Model For Pricing Catastrophe Equity Put Under the Jump-Diffusion Process," Annual Meeting of the Financial Management Association (FMA), October 2018.
8. Jheng-Hong Yang, Chih-Ming Chen, Chuan-Ju Wang, and Ming-Feng Tsai, "HOP-Rec: High-Order Proximity for Implicit Recommendation," the 12th ACM Conference on Recommender Systems (RecSys), October 2018, (short paper, oral presentation, acceptance rate: 25%),Best short paper runner-up.
9. Chih-Chun Hsia, Kwei-Herng Lai, Yian Chen, Chuan-Ju Wang, and Ming-Feng Tsai, "Representation Learning for Image-based Music Recommendation," the 12th ACM Conference on Recommender Systems (RecSys), October 2018, (poster paper, acceptance rate: 38%)
10. Yu-Wen Liu, Liang-Chih Liu, Chuan-Ju Wang, and Ming-Feng Tsai, "RiskFinder: A Sentence-level Risk Detector for Financial Reports," the 16th Annual Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies (NAACL), pages 81-85, June 2018, (demo paper)
11. Chih-Yu Chao*, Yi-Fan Chu*, Hsiu-Wei Yang, Chuan-Ju Wang, and Ming-Feng Tsai, "Text Embedding for Sub-Entity Ranking from User Reviews," the 26th ACM International Conference on Information and Knowledge Management (CIKM), pages 2011-2014, November 2017, (short paper, acceptance rate: 30%, * indicates equal contributions)
12. Chuan-Ju Wang, Ting-Hsiang Wang*, Hsiu-Wei Yang*, Bo-Sin Chang, and Ming-Feng Tsai, "ICE: Item Concept Embedding via Textual Information," ACM SIGIR Conference on Information Retrieval (SIGIR), pages 85-94, August 2017, (full paper, acceptance rate: 22%, * indicates equal contributions)
13. Chuan-Ju Wang, Tian-Shyr Dai, and Jr-Yan Wang, "Pricing Convertible Bonds under the First-Passage Credit Risk Model," Annual Meeting of the Financial Management Association (FMA), October 2016.
14. Yu-Wen Liu, Liang-Chih Liu, Chuan-Ju Wang, and Ming-Feng Tsai, "FIN10K: A Web-based Information System for Financial Report Analysis and Visualization," the 25th ACM Conference on Information and Knowledge Management (CIKM), pages 2441-2444, October 2016, (demo paper, acceptance rate: 34.5%)
15. Chih-Yu Chao, Yi-Fan Chu, Yi Ho, Chuan-Ju Wang, Ming-Feng Tsai, "Dish Discovery via Word Embeddings on Restaurant Reviews," the 10th ACM Conference on Recommender Systems (RecSys), September 2016.
16. Zhe-Li Lin, Yu-Ming Lu, Ming-Feng Tsai, and Chuan-Ju Wang, "Measuring Social Influence on Online Collaborative Communities," the 7th Asian Conference on Social Sciences (ACSS), June 2016.
17. Tian-Shyr Dai, Chuan-Ju Wang, and Liang-Chih Liu, "Evaluating Corporate Bonds and Analyzing Market Participants Behaviors with Complex Debt Structure," Annual Meeting of the Financial Management Association (FMA), October 2015, Best paper award in derivatives sponsored by Chicago Trading Company.
18. Shu-Hao Yeh, Chuan-Ju Wang, and Ming-Feng Tsai, "Deep Belief Networks for Predicting Corporate Defaults," the 24th IEEE Wireless and Optical Communication Conference (WOCC), pages 159-163, October 2015.
19. Ming-Feng Tsai, Chuan-Ju Wang, and Zhe-Li Lin, "Social Influencer Analysis with Factorization Machines," ACM Web Science Conference (WebSci), pages Article No. 50, June 2015.
20. Chen-Yi Lai, Chuan-Ju Wang, and Ming-Feng Tsai, "On the Construction and Analysis of Financial Time-Series-Oriented Lexicons," the 35th International Symposium on Forecasting (ISF), June 2015.
21. Ming-Feng Tsai and Chuan-Ju Wang, "Financial Keyword Expansion via Continuous Word Vector Representations," Conference on Empirical Methods in Natural Language Processing (EMNLP), pages 1453-1458, October 2014, (short paper, acceptance rate: 28%)
22. Ta-Wei Hung, Mu-En Wu, Chuan-Ju Wang, William W.Y. Hsu, and Jan-Ming Ho, "On the Design of Trading Schemes of Equity Funds Based on Random Traders," IEEE International Conference on Granular Computing (GC), pages 106-111, October 2014.
23. Tian-Shyr Dai, Jr-Yan Wang, and Chuan-Ju Wang, "Pricing Convertible Bonds under the First-Passage Credit Risk Model," the 22nd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management (PBFEAM), September 2014.
24. Shu-Hao Yeh, Chuan-Ju Wang, and Ming-Feng Tsai, "Corporate Default Prediction via Deep Learning," the 34th International Symposium on Forecasting (ISF), June 2014.
25. Tian-Shyr Dai, Chuan-Ju Wang, and Liang-Chih Liu, "Evaluating Corporate Bonds with Complex Debt Structure," the 23rd European Financial Management Association Conference (EFMA), June 2014.
26. Chuan-Ju Wang and Ming-Yang Kao, "Optimal Search for Parameters in Monte Carlo Simulation for Derivative Pricing," IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), pages 384-390, March 2014.
27. Ta-Wei Hung, Mu-En Wu, Chuan-Ju Wang, and Jan-Ming Ho, "A Trading Scheme of Equity Funds Based on Random Traders," Macao International Symposium on Accounting and Finance 2013, November 2013.
28. Chuan-Ju Wang, Ming-Feng Tsai, Tse Liu, and Chin-Ting Chang, "Financial Sentiment Analysis for Risk Prediction," the 6th International Joint Conference on Natural Language Processing (IJCNLP), pages 802-808, October 2013, (short paper, acceptance rate: 38%)
29. Ming-Feng Tsai and Chuan-Ju Wang, "Risk Ranking from Financial Reports," the 35th annual European Conference on Information Retrieval (ECIR), pages 804-807, March 2013, (short paper, acceptance rate: 30%)
30. Ming-Feng Tsai and Chuan-Ju Wang, "Visualization on Financial Terms via Risk Ranking from Financial Reports," the 24th International Conference on Computational Linguistics (COLING), pages 447-452, December 2012, (demo paper)
31. Ming-Feng Tsai and Chuan-Ju Wang, "Post-Modern Portfolio Theory for Information Retrieval," International Neural Network Society Symposium on Data Analytics and Competitions, volume 13, pages 80-85, October 2012.
32. Chuan-Ju Wang, Tian-Shyr Dai, and Yuh-Dauh Lyuu, "A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives on Multiple Market Variables," IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), number 1-8, March 2012, Best paper award.
33. Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, and Yen-Chun Liu, "Evaluating Corporate Bonds with General Liability Structures and Bond Covenants under the Jump-Diffusion," Annual Meeting of the Financial Management Association (FMA), October 2011.
34. Tian-Shyr Dai, Wanye Lee, and Chuan-Ju Wang, "Realized Tax Benefits and Capital Structure," Southern Finance Association Meetings (SFA), November 2010.
35. Chun-Ying Chen, Yuh-Dauh Lyuu, and Chuan-Ju Wang, "How To Build Formulas for Options with Both Continuous and Discrete Barriers from Few Basic Barrier-Type Options," Asian Finance Association 2010 International Conference (AsianFA), June 2010.
36. Tian-Shyr Dai, Chuan-Ju Wang, and Yuh-Dauh Lyuu, "A Novel Lattice Model for Evaluating Corporate Debts with Complex Liability Structures and Debt Covenants," Asian Finance Association 2010 International Conference (AsianFA), June 2010.
37. Chuan-Ju Wang, and Yuh-Dauh Lyuu, "On the Complexity of the Bivariate Lattice with Stochastic Interest Rate Models," International Multi-Conference on Complexity, Informatics and Cybernetics, pages 144-149, April 2010, This paper was selected as the best paper in the session Complexity.
38. Chun-Ying Chen, Pei-Ju Chou, Jeff Yu-Shun Hsu, Wisely Po-Hong Liu, Yuh-Dauh Lyuu, and Chuan-Ju Wang, "A Closed-Form Formula for an Option with Discrete and Continuous Barriers," the 49th Southwestern Finance Association Annual Meeting (SWFA), March 2010.
39. Chuan-Ju Wang, Tian-Shyr Dai, and Yuh-Dauh Lyuu, "A Novel Tree Model for Evaluating Credit Risk Based on Enhanced Structural Model," the 44th EURO Working Group on Financial Modeling Meeting (EWGFM), pages 428-432, May 2009.
40. Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, and Yen-Chun Liu, "An Efficient and Accurate Lattice for Pricing Derivatives under a Jump-Diffusion Process," the 24th annual ACM Symposium on Applied Computing (SAC), pages 428-432, March 2009, (full paper, acceptance rate: 29%)
 
 
 
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