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| Publications |
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| Journal Articles | | |
| 1. |
Cheng-Der Fuh*, Chuan-Ju Wang*, and Chen-Hung Pai, "Markov Chain Importance Sampling for Minibatches," Machine Learning, volume 113, pages 789-814, January 2024, (* indicates equal contributions) |
| 2. |
Cheng-Der Fuh and Chuan-Ju Wang, "Efficient Exponential Tilting with Applications," Statistics and Computing, volume 34, pages Article No. 65, January 2024. |
| 3. |
Tian-Shyr Dai, Chen-Chiang Fan, Liang-Chih Liu, Chuan-Ju Wang, and Jr-Yan Wang, "A Stochastic-Volatility Equity-Price Tree for Pricing Convertible Bonds with Endogenous Firm Values and Default Risks Determined by the First-Passage Default Model," Journal of Futures Markets, volume 42, number 12, pages 2103-2134, December 2022. |
| 4. |
Liang-Chih Liu, Chun-Yuan Chiu, Chuan-Ju Wang, Tian-Shyr Dai, and Hao-Han Chang, "Analytical Pricing Formulae for Vulnerable Vanilla and Barrier Options," Review of Quantitative Finance and Accounting, volume 58, pages 137-170, May 2022. |
| 5. |
Jr-Yan Wang, Chuan-Ju Wang, Tian-Shyr Dai, Tzu-Chun Chen, Liang-Chih Liu, and Lei Zhou, "Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options," Mathematical Problems in Engineering, volume 2022, pages Article ID 5843491, May 2022. |
| 6. |
Ting-Hsiang Wang*, Hsiu-Wei Yang*, Chih-Ming Chen, Ming-Feng Tsai, and Chuan-Ju Wang, "Item Concept Network: Towards Concept-based Item Representation Learning," IEEE Transactions on Knowledge and Data Engineering, volume 34, number 3, pages 1258-1274, March 2022, (* indicates equal contributions) |
| 7. |
Jheng-Hong Yang*, Sheng-Chieh Lin*, Rodrigo Nogueira, Ming-Feng Tsai, Chuan-Ju Wang, and Jimmy Lin, "Multi-stage Conversational Passage Retrieval: An Approach to Fusing Term Importance Estimation and Neural Query Rewriting," ACM Transactions on Information Systems, volume 39, number 4, pages 1-29, October 2021, (* indicates equal contributions) |
| 8. |
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," IEEE Access, volume 7, pages 32061-32071, February 2019. |
| 9. |
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. |
| 10. |
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. |
| 11. |
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. |
| 12. |
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. |
| 13. |
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. |
| 14. |
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. |
| 15. |
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. |
| 16. |
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. |
| 17. |
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. |
| 18. |
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.) |
| 19. |
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. |
| 20. |
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.) |
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| Conference Papers | | |
| 1. |
Ching-Hsuan Liu, Chih-Ming Chen, Jing-Kai Lou, Ming-Feng Tsai, and Chuan-Ju Wang, "SARA: Semantic-assisted Reinforced Active Learning for Entity Alignment," to appear in the International Joint Conference on Neural Networks (IJCNN'24),. |
| 2. |
Chia-Ying Tsao, Chih-Ting Yeh, Roger Jang, Yung-Yaw Chen, and Chuan-Ju Wang, "Multi-behavior Recommendation with Action Pattern-aware Networks," the 22nd IEEE/WIC International Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT), pages 16-23, November 2023, (full paper, acceptance rate: 28%) |
| 3. |
Wei-Lun Lou, Jin-Chuan Duan, Ming-Feng Tsai, and Chuan-Ju Wang, "Multiperiod Corporate Default Prediction – A Domain Knowledge-Tailored Neural Network Approach," the 32nd European Financial Management Association Annual Meetings (EFMA), July 2023. |
| 4. |
Jia-Huei Ju, Yu-Shiang Huang, Cheng-Wei Lin, Che Lin, and Chuan-Ju Wang, "A Compare-and-contrast Multistage Pipeline for Uncovering Financial Signals in Financial Reports," the 61st Annual Meeting of the Association for Computational Linguistics (ACL), pages 14307-14321, July 2023, (full paper, acceptance rate: 25.2%) |
| 5. |
Jia-Huei Ju, Sheng-Chieh Lin, Ming-Feng Tsai, and Chuan-Ju Wang, "Improving Conversational Passage Re-ranking with View Ensemble," the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), pages 2077-2081, July 2023, (short paper, acceptance rate: 25.12%) |
| 6. |
Ta-Wei Huang, Jia-Huei Ju, Yu-Shiang Huang, Cheng-Wei Lin, Yi-Shyuan Chiang, and Chuan-Ju Wang, "FISH: A Financial Interactive System for Signal Highlighting," the 17th Conference of the European Chapter of the Association for Computational Linguistics (EACL), pages 50–56, May 2023, (demo paper) |
| 7. |
Yu-Ting Huang, Hsien-Hao Chen, Tung-Lin Wu, Chia-Yu Yeh, Jing-Kai Lou, Ming-Feng Tsai, and Chuan-Ju Wang, "CPR: Cross-domain Preference Ranking with User Transformation," the 45th European Conference on Information Retrieval (ECIR), pages 448–456, May 2023, (short paper, acceptance rate: 27%) |
| 8. |
Shih-Yang Liu, Hsien Hao Chen, Chih-Ming Chen, Ming-Feng Tsai and Chuan-Ju Wang, "IPR: Interaction-level Preference Ranking for Explicit Feedback," the 45th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), pages 1912-1916, July 2022, (short paper, acceptance rate: 24.7%) |
| 9. |
Yi-Shyuan Chiang, Yu-Ze Liu, Chen Feng Tsai, Jing-Kai Lou, Ming-Feng Tsai and Chuan-Ju Wang, "RecDelta: An Interactive Dashboard on Top-k Recommendation for Cross-model Evaluation," the 45th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), pages 3324-3228, July 2022, (demo paper, acceptance rate: 52%) |
| 10. |
Wei-Lun Luo, Yu-Ming Lu, Jheng-Hong Yang, Jin-Chuan Duan, and Chuan-Ju Wang, "Multiperiod Corporate Default PredictionThrough Neural Parametric Family Learning," the 22nd SIAM International Conference on Data Mining (SDM), pages 316-324, July 2022, (full paper, acceptance rate: 27.8%) |
| 11. |
Chih-Hen Lee, Yi-Shyuan Chiang and Chuan-Ju Wang, "INForex: Interactive News Digest for Forex Investors," the 44th European Conference on Information Retrieval (ECIR), pages 300-304., April 2022, (demo paper, acceptance rate: 55%) |
| 12. |
Chih-Ting Yeh, Zhe-Li Lin, Sheng-Chieh Lin, Jing-Kai Lou, Ming-Feng Tsai, and Chuan-Ju Wang, "A Learning Framework with Disposable Auxiliary Networks for Early Prediction of Product Success," the 20th IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology (WI-IAT), pages 186-193, December 2021. |
| 13. |
Ting-Wei Lin, Ruei-Yao Sun, Hsuan-Ling Chang, Chuan-Ju Wang, and Ming-Feng Tsai, "XRR: Explainable Risk Ranking for Financial Reports," the European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD), pages 253-268, September 2021, (full paper, acceptance rate: 29%) |
| 14. |
Yi-Ning Juan, Yi-Shyuan Chiang, Shang-Chuan Liu, Ming-Feng Tsai, and Chuan-Ju Wang, "HIVE: Hierarchical Information Visualization for Explainability," the 30th International Joint Conference on Artificial Intelligence (IJCAI), August 2021, (demo paper, acceptance rate: 24%) |
| 15. |
Jia-Huei Ju, Jheng-Hong Yang, and Chuan-Ju Wang, "Text-to-Text Multi-view Learning for Passage Re-ranking," the 44th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), July 2021, (short paper, acceptance rate: 27.6%) |
| 16. |
Chih-Hen Lee, Chih-Ming Chen, Jun-En Ding, Jing-Kai Lou, Ming-Feng Tsai and Chuan-Ju Wang, "LSTPR: Graph-based Matrix Factorization with Long Short-term Preference Ranking," the 44th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), July 2021, (short paper, acceptance rate: 27.6%) |
| 17. |
Hao-Lun Lin, Jr-Shian Wu, Yu-Shiang Huang, Ming-Feng Tsai, and Chuan-Ju Wang, "NFinBERT: A Number-Aware Language Model for Financial Disclosures," the 6th Swiss Text Analytics Conference (SwissText), June 2021, (short paper) |
| 18. |
Chia-Yuan Chang*, Cheng-Wei Lu*, Chuan-Ju Wang, "A Multi-step-ahead Markov Conditional Forward Model with Cube Perturbations for Extreme Weather Forecasting," the 35th AAAI Conference on Artificial Intelligence (AAAI), February 2021, (full paper, acceptance rate: 21%, * indicates equal contributions) |
| 19. |
Jheng-Hong Yang*, Sheng-Chieh Lin*, Rodrigo Nogueira, Ming-Feng Tsai, Chuan-Ju Wang, and Jimmy Lin, "Designing Templates for Eliciting Commonsense Knowledge from Pretrained Sequence-to-Sequence Models," the 28th International Conference on Computational Linguistics (COLING), pages 3449-3453, December 2020, (short paper, oral presentation, acceptance rate: 26.2%, * indicates equal contributions) |
| 20. |
Chia-Yuan Chang*, Hsien-Hao Chen*, Ning Chen*, Wei-Ting Chiang*, Chih-Hen Lee*, Yu-Hsuan Tseng*, Ming-Feng Tsai, and Chuan-Ju Wang, "Query Expansion with Semantic-based Ellipsis Reduction for Conversational IR," the 29th Text REtrieval Conference (TREC), November 2020, (* indicates equal contributions) The second, third, fifth place in the automatic run and the fourth place in the manual run |
| 21. |
Yu-Neng Chuang*, Chih-Ming Chen*, Chuan-Ju Wang, Ming-Feng Tsai, Yuan Fang, and Ee Peng Lim, "TPR: Text-aware Preference Ranking for Recommender Systems," the 29th ACM International Conference on Information and Knowledge Management (CIKM), pages 215–224, October 2020, (full paper, acceptance rate: 21%, * indicates equal contributions) |
| 22. |
Chuan-Ju Wang*, Yu-Neng Chuang*, Chih-Ming Chen, and Ming-Feng Tsai, "Skewness Ranking Optimization for Personalized Recommendation," the 36th Conference on Uncertainty in Artificial Intelligence (UAI), pages PMLR 124:400–409, August 2020, (full paper, acceptance rate: 27.6%, * indicates equal contributions) |
| 23. |
Sheng-Chieh Lin, Wen-Yuh Su, Po-Chuan Chien, Ming-Feng Tsai, Chuan-Ju Wang, "Self-attentive Sentimental Sentence Embedding For Sentiment Analysis," the 45th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), pages 1678-1682, May 2020. |
| 24. |
Jheng-Hong Yang, Sheng-Chieh Lin, Jimmy Lin, Ming-Feng Tsai, Chuan-Ju Wang, "Query and Answer Expansion from Conversation History," the 28th Text REtrieval Conference (TREC), November 2019, The first place in the automatic run and the second place in the manual run. |
| 25. |
Sheng-Chieh Lin, Yu-Neng Chuang, Sheng-Fang Yang, Ming-Feng Tsai and Chuan-Ju Wang, "Negative-Aware Collaborative Filtering," the 13th ACM Conference on Recommender Systems (RecSys), September 2019, (LBR paper, acceptance rate: 31%) |
| 26. |
Chih-Ming Chen, Ting-Hsiang Wang, Chuan-Ju Wang, and Ming-Feng Tsai, "SMORe: Modularize Graph Embedding for Recommendation," the 13th ACM Conference on Recommender Systems (RecSys), pages 582-583, September 2019, (Tutorial paper) |
| 27. |
Chi-Han Du, Ming-Feng Tsai, Chuan-Ju Wang, "Beyond Word-level to Sentence-level Sentiment Analysis for Financial Reports," the 44th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pages 1562-1566, May 2019. |
| 28. |
Chih-Ming Chen, Chuan-Ju Wang, Ming-Feng Tsai and Yi-Hsuan Yang, "Collaborative similarity embedding for recommender systems," The Web Conference 2019 (WWW), number 2637-2643, May 2019, (short paper, acceptance rate: 20%) |
| 29. |
Zhe-Li Lin and Chuan-Ju Wang, "Keyword Extraction with Character-level Convolutional Neural Tensor Networks," the 23rd Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD), pages 400-413, April 2019, (full paper, acceptance rate: 24.7%) |
| 30. |
Chun-Hsiang Wang, Kang-Chun Fan, Chuan-Ju Wang, and Ming-Feng Tsai, "UGSD: User Generated Sentiment Dictionaries from Online Customer Reviews," the 33rd AAAI Conference on Artificial Intelligence (AAAI), pages 313-320, January 2019, (full paper, acceptance rate: 16.2%) |
| 31. |
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," the 33rd AAAI Conference on Artificial Intelligence (AAAI), pages 9853-9854, January 2019, (demo paper) |
| 32. |
Kwei-Herng Lai, Chih-Ming Chen, Ming-Feng Tsai, and Chuan-Ju Wang, "NavWalker: Information Augmented Network Embedding," the 2018 IEEE/WIC/ACM International Conference on Web Intelligence (WI), pages 9-16, December 2018, (full paper) |
| 33. |
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%) |
| 34. |
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. |
| 35. |
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), pages 140-144, October 2018, (short paper, oral presentation, acceptance rate: 25%), Best short paper runner-up. |
| 36. |
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) |
| 37. |
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) |
| 38. |
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) |
| 39. |
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) |
| 40. |
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%) |
| 41. |
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. |
| 42. |
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. |
| 43. |
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. |
| 44. |
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. |
| 45. |
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. |
| 46. |
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. |
| 47. |
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. |
| 48. |
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%) |
| 49. |
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. |
| 50. |
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. |
| 51. |
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. |
| 52. |
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. |
| 53. |
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. |
| 54. |
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. |
| 55. |
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%) |
| 56. |
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%) |
| 57. |
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) |
| 58. |
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. |
| 59. |
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. |
| 60. |
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. |
| 61. |
Tian-Shyr Dai, Wanye Lee, and Chuan-Ju Wang, "Realized Tax Benefits and Capital Structure," Southern Finance Association Meetings (SFA), November 2010. |
| 62. |
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. |
| 63. |
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. |
| 64. |
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. |
| 65. |
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. |
| 66. |
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. |
| 67. |
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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