指導研究生及其論文
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83年畢業 |
Forecast
problems of nonlinear time series models |
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時間序列期望值改變點的預測
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84年畢業 |
A
recursive algorithm of the threshold estimator in SETAR model |
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溫國基
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人體心率的統計分析
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胡美月
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A
Monte Carlo study of LBI and LM test statistic for local level models |
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85年畢業 |
局部水平模型之誤差項為移動平均時的拉格朗日乘子檢定統計量
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Studies
on the recursive algorithm for the threshold estimator and on the spectra
in connection with the limit cycle behaviour for SETAR models |
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86年畢業 |
劉文麗
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Testing
for a moving average unit root via time series regression models |
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88年畢業 |
Power
approximation for test statistics with dominant components |
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Taiwan
energy demand model-seemingly unrelated regression, dynamic adjustment
models and cointegration analysis
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Asymptotic
distribution of least squares estimators of fractional cointegration
vectors |
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Statistical
analysis of ECG and blood pressure data-Logistic regression and spectrum
analysis |
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89年畢業 |
Classification
analysis of ECG and study on the ratio of low spectral powers to high
frequency spectral powers of RR intervals |
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90年畢業 |
賴志傑
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91年畢業 |
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馮文櫻 |
長鏈α神經毒蛋白中二環座標結構的研究 |
| 黃柳月 | 對財務時間序列資料配適厚尾分佈 | |
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92年畢業 |
Comparison of hedging option positions of the GARCH(1,1) and the Black-Scholes models |
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王韻婷 | Comparison between linear and nonlinear estimation of multifield N15 Relaxation parameters in protein |
| 王鴻昌 | Constructing gene network of the 51 genes related to yeast (Saccharomyces cerevisiae) DNA repair and DNA recombination from microarray data | |
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93年畢業 |
郭晉源 |
Studies in the electrocardiogram monitoring indices |
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吳仲強 | Statistical analysis of parameters of yeast (Saccharomyces cerevisiae) cell regulated genes |
| 陳紀良 | Studies on the long range dependence in stock return volatility and trading volume | |
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94年畢業 |
張育群 |
Pricing American options in the jump diffusion model |
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郭家政 |
有風險債券在離散時間模型下的定價 |
| 鄭德鴻 | Option pricing and virtual asset model system | |
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蔡儒玫 |
Pricing vulnerable options in continuous time models |
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林佳賢 |
Modeling the bid-ask spread by option hedging |
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95年畢業 |
張凱翔 | Derivative pricing based on time series models of default probabilities |
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魏安平 |
Studies on the bid-ask spread component using high frequency trading data |
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李威宏 |
Expert system for numerical methods of stochastic differential equations |
| 陳俊成 | Heavy-tail statistical monitoring charts of the active managers' performances | |
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96年畢業 |
林良靖 |
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| 郭怡婷 | ||
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李瑞欽 |
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邵華嶔 |
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