Tian-Shyr Dai
Orcid: 0000-0002-9226-3056
According to our database1,
Tian-Shyr Dai
authored at least 30 papers
between 2003 and 2022.
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Bibliography
2022
J. Supercomput., 2022
Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance.
IEEE Access, 2022
Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi.
IEEE Access, 2022
2021
Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism.
Proceedings of the CIKM 2021 Workshops co-located with 30th ACM International Conference on Information and Knowledge Management (CIKM 2021), 2021
Proceedings of the CIKM 2021 Workshops co-located with 30th ACM International Conference on Information and Knowledge Management (CIKM 2021), 2021
2020
Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model.
Proceedings of the 2020 IEEE International Conference on Big Data and Smart Computing, 2020
2018
An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process.
IEEE Comput. Intell. Mag., 2018
2015
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes.
Appl. Math. Comput., 2015
2014
Evaluating corporate bonds with complicated liability structures and bond provisions.
Eur. J. Oper. Res., 2014
An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply.
Proceedings of the Cloud Computing and Services Sciences, 2014
Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers.
Proceedings of the CLOSER 2014, 2014
2012
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables.
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012
2011
2010
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
Appl. Math. Comput., 2010
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.
Proceedings of the 2010 International Conference on Scientific Computing, 2010
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.
Proceedings of the 2010 International Conference on Scientific Computing, 2010
2009
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model.
J. Softw. Eng. Appl., 2009
Accurate and efficient lattice algorithms for American-style Asian options with range bounds.
Appl. Math. Comput., 2009
2008
2007
Int. J. Comput. Appl. Technol., 2007
Acta Informatica, 2007
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
Proceedings of the Algorithmic Aspects in Information and Management, 2007
Proceedings of the Algorithmic Aspects in Information and Management, 2007
2006
J. Univers. Comput. Sci., 2006
A Hybrid Fingerprint Enhancement Algorithm.
Proceedings of the 2006 International Conference on Image Processing, 2006
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.
Proceedings of the 2006 International Conference on Scientific Computing, 2006
2005
Appl. Math. Comput., 2005
Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005
Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005
2003
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003