Analytics and algorithms for geometric average trigger reset options. - Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; Yuh-Dauh Lyuu (CIFEr, 2003)

Pricing Asian Options with an Efficient Convergent Approximation Algorithm. - Tian-Shyr Dai; Guan-Shieng Huang; Yuh-Dauh Lyuu (WSTST, 2005)

Pricing Double Barrier Options by Combinatorial Approaches. - Tian-Shyr Dai; Yuh-Dauh Lyuu (WSTST, 2005)

An efficient convergent lattice algorithm for European Asian options. - Tian-Shyr Dai; Guan-Shieng Huang; Yuh-Dauh Lyuu (Appl. Math. Comput., 2005)

Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. - Tian-Shyr Dai; Yuh-Dauh Lyuu; Li-min Liu (CSC, 2006)

A Hybrid Fingerprint Enhancement Algorithm. - Li-min Liu; Tian-Shyr Dai (IPCV, 2006)

Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement. - Li-min Liu; Tian-Shyr Dai (J. Univers. Comput. Sci., 2006)

An Efficient, and Fast Convergent Algorithm for Barrier Options. - Tian-Shyr Dai; Yuh-Dauh Lyuu (AAIM, 2007)

An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. - Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei (AAIM, 2007)

An exact subexponential-time lattice algorithm for Asian options. - Tian-Shyr Dai; Yuh-Dauh Lyuu (Acta Informatica, 2007)

Enhanced SEA algorithm and fingerprint classification. - Li-min Liu; Ching-Yu Huang; Tian-Shyr Dai; George Chang (Int. J. Comput. Appl. Technol., 2007)

Linear-time option pricing algorithms by combinatorics. - Tian-Shyr Dai; Li-min Liu; Yuh-Dauh Lyuu (Comput. Math. Appl., 2008)

Accurate and efficient lattice algorithms for American-style Asian options with range bounds. - Tian-Shyr Dai; Yuh-Dauh Lyuu (Appl. Math. Comput., 2009)

A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. - Tian-Shyr Dai; Li-min Liu (J. Softw. Eng. Appl., 2009)

Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. - Tzu-Chun Chen; Tian-Shyr Dai; Jr-Yan Wang (CSC, 2010)

Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. - Chun-Yuan Chiu; Tian-Shyr Dai; Yu-Cheng Tien (CSC, 2010)

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. - Tian-Shyr Dai; Chuan-Ju Wang; Yuh-Dauh Lyuu; Yen-Chun Liu (Appl. Math. Comput., 2010)

A Reliable Fingerprint Orientation Estimation Algorithm. - Li-min Liu; Tian-Shyr Dai (J. Inf. Sci. Eng., 2011)

A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. - Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu (CIFEr, 2012)

Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers. - Soheil Qanbari; Fei Li 002; Schahram Dustdar; Tian-Shyr Dai (CLOSER, 2014)

An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply. - Soheil Qanbari; Fei Li 002; Schahram Dustdar; Tian-Shyr Dai (CLOSER (Selected Papers), 2014)

Evaluating corporate bonds with complicated liability structures and bond provisions. - Chuan-Ju Wang; Tian-Shyr Dai; Yuh-Dauh Lyuu (Eur. J. Oper. Res., 2014)

Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. - Chun-Yuan Chiu; Tian-Shyr Dai; Yuh-Dauh Lyuu (Appl. Math. Comput., 2015)

An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process. - Chuan-Ju Wang; Tian-Shyr Dai (IEEE Comput. Intell. Mag., 2018)

Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model. - Shen-Hang Huang; Wen-Yueh Shih; Jing-You Lu; Hao-Han Chang; Chao-Hsien Chu; Jun-Zhe Wang; Jiun-Long Huang; Tian-Shyr Dai (BigComp, 2020)

Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions. - Yu-Yen Hsin; Tian-Shyr Dai; Yen-Wu Ti; Ming-Chuan Huang (CIKM Workshops, 2021)

Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism. - Wei-Lun Kuo; Tian-Shyr Dai; Wei-Che Chang (CIKM Workshops, 2021)

Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi. - Yu-Yen Hsin; Tian-Shyr Dai; Yen-Wu Ti; Ming-Chuan Huang; Ting-Hui Chiang; Liang-Chih Liu (IEEE Access, 2022)

Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance. - Wei-Lun Kuo; Wei-Che Chang; Tian-Shyr Dai; Ying-Ping Chen; Hao-Han Chang (IEEE Access, 2022)

Structural break-aware pairs trading strategy using deep reinforcement learning. - Jing-You Lu; Hsu-Chao Lai; Wen-Yueh Shih; Yi-Feng Chen; Shen-Hang Huang; Hao-Han Chang; Jun-Zhe Wang; Jiun-Long Huang; Tian-Shyr Dai (J. Supercomput., 2022)

Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality. - Chia-Wei Hsu; Tian-Shyr Dai; Chuan-Ju Wang; Ying-Ping Chen (CIKM, 2024)

A Novel Feature Filtering Mechanism to Avoid Concept Shifts from Deteriorating Model Predictability. - Yi-Cheng Shih; Tian-Shyr Dai; Yen-Wu Ti; Yun Kuo; Wun-Hao Wang; Ying-Ping Chen (BigComp, 2025)

Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks. - Yi-Cheng Shih; Tian-Shyr Dai; Ying-Ping Chen; Yen-Wu Ti; Wun-Hao Wang; Yun Kuo (Expert Syst. Appl., 2025)