Yuh-Dauh Lyuu

Math. Comput. Simul., 2023

2022

Backtesting Trading Strategies with GAN To Avoid Overfitting.

[BibT_eX]

[DOI]

Ao Sun

CoRR, 2022

2017

The waterline tree for separable local-volatility models.

[BibT_eX]

[DOI]

U. Hou Lok

Comput. Math. Appl., 2017

2015

Accelerating the least-square Monte Carlo method with parallel computing.

[BibT_eX]

[DOI]

Ching-Wen Chen

Kuan-Lin Huang

J. Supercomput., 2015

Triggering cascades on strongly connected directed graphs.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2015

Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes.

[BibT_eX]

[DOI]

Chun-Yuan Chiu

Appl. Math. Comput., 2015

2014

Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.

[BibT_eX]

[DOI]

Kuo-Wei Wen

Yi-Chun Wu

J. Inf. Sci. Eng., 2014

Evaluating corporate bonds with complicated liability structures and bond provisions.

[BibT_eX]

[DOI]

Chuan-Ju Wang

Eur. J. Oper. Res., 2014

The hexanomial lattice for pricing multi-asset options.

[BibT_eX]

[DOI]

Wen-Hung Kao

Kuo-Wei Wen

Appl. Math. Comput., 2014

2013

Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2013

2012

The Complexity of GARCH Option Pricing Models.

[BibT_eX]

[DOI]

Ying-Chie Chen

Kuo-Wei Wen

J. Inf. Sci. Eng., 2012

A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables.

[BibT_eX]

[DOI]

Chuan-Ju Wang

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

Pricing discrete Asian barrier options on lattices.

[BibT_eX]

[DOI]

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

2011

Spreading of Messages in Random Graphs.

[BibT_eX]

[DOI]

Theory Comput. Syst., 2011

Unbiased and efficient Greeks of financial options.

[BibT_eX]

[DOI]

Huei-Wen Teng

Finance Stochastics, 2011

On the construction and complexity of the bivariate lattice with stochastic interest rate models.

[BibT_eX]

[DOI]

Chuan-Ju Wang

Comput. Math. Appl., 2011

Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits.

[BibT_eX]

[DOI]

Tak-Man Ma

Appl. Math. Comput., 2011

Efficient pricing of discrete Asian options.

[BibT_eX]

[DOI]

William Wei-Yuan Hsu

Appl. Math. Comput., 2011

Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs.

[BibT_eX]

[DOI]

Proceedings of the Combinatorial Algorithms - 22nd International Workshop, 2011

2010

Optimal bounds on finding fixed points of contraction mappings.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2010

Sets of k-Independent Strings.

[BibT_eX]

[DOI]

Int. J. Found. Comput. Sci., 2010

Efficient Testing of Forecasts.

[BibT_eX]

[DOI]

Int. J. Found. Comput. Sci., 2010

Group undeniable signatures with convertibility.

[BibT_eX]

Ming-Luen Wu

Comput. Syst. Sci. Eng., 2010

An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2010

Bounding the Number of Tolerable Faults in Majority-Based Systems.

[BibT_eX]

[DOI]

Proceedings of the Algorithms and Complexity, 7th International Conference, 2010

2009

Spreading messages.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2009

Testing Embeddability between Metric Spaces.

[BibT_eX]

[DOI]

Int. J. Found. Comput. Sci., 2009

On irreversible dynamic monopolies in general graphs

[BibT_eX]

[DOI]

CoRR, 2009

Accurate and efficient lattice algorithms for American-style Asian options with range bounds.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2009

2008

Testing whether a digraph contains H-free k-induced subgraphs.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2008

The complexity of Tarski's fixed point theorem.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2008

Linear-time option pricing algorithms by combinatorics.

[BibT_eX]

[DOI]

Li-min Liu

Comput. Math. Appl., 2008

2007

Parallelized approximation algorithms for minimum routing cost spanning trees

[BibT_eX]

[DOI]

CoRR, 2007

A convergent quadratic-time lattice algorithm for pricing European-style Asian options.

[BibT_eX]

[DOI]

William Wei-Yuan Hsu

Appl. Math. Comput., 2007

Accurate pricing formulas for Asian options.

[BibT_eX]

[DOI]

Kuan-Wen Chen

Appl. Math. Comput., 2007

An exact subexponential-time lattice algorithm for Asian options.

[BibT_eX]

[DOI]

Acta Informatica, 2007

An Efficient, and Fast Convergent Algorithm for Barrier Options.

[BibT_eX]

[DOI]

Proceedings of the Algorithmic Aspects in Information and Management, 2007

2006

Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.

[BibT_eX]

Li-min Liu

Proceedings of the 2006 International Conference on Scientific Computing, 2006

An Efficient Algorithm for Finding Long Conserved Regions Between Genes.

[BibT_eX]

[DOI]

Tak-Man Ma

Proceedings of the Computational Life Sciences II, 2006

2005

Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes.

[BibT_eX]

[DOI]

Ming-Luen Wu

Appl. Math. Comput., 2005

An efficient convergent lattice algorithm for European Asian options.

[BibT_eX]

[DOI]

Guan-Shieng Huang

Appl. Math. Comput., 2005

Pricing Double Barrier Options by Combinatorial Approaches.

[BibT_eX]

[DOI]

Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005

Pricing Asian Options with an Efficient Convergent Approximation Algorithm.

[BibT_eX]

[DOI]

Guan-Shieng Huang

Proceedings of the Soft Computing as Transdisciplinary Science and Technology, 2005

2003

Analytics and algorithms for geometric average trigger reset options.

[BibT_eX]

[DOI]

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2002

Convertible Group Undeniable Signatures.

[BibT_eX]

[DOI]

Ming-Luen Wu

Proceedings of the Information Security and Cryptology, 2002

2001

Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.

[BibT_eX]

[DOI]

SIAM J. Comput., 2001

1996

On the diameter vulnerability of Kautz digraphs.

[BibT_eX]

[DOI]

Ding-Zhu Du

D. Frank Hsu

Discret. Math., 1996

1994

Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture.

[BibT_eX]

[DOI]

Eugen Schenfeld

Proceedings of the 1994 International Conference on Parallel Processing, 1994

1993

Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs.

[BibT_eX]

[DOI]

Ding-Zhu Du

D. Frank Hsu

IEEE Trans. Computers, 1993

Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal.

[BibT_eX]

[DOI]

Networks, 1993

Total Exchange on a Reconfigurable Parallel Architecture.

[BibT_eX]

[DOI]

Eugen Schenfeld

Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, 1993

On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time.

[BibT_eX]

[DOI]

Proceedings of the Fifth IEEE Symposium on Parallel and Distributed Processing, 1993

1992

Tight Bounds on Transition to Perfect Generalization in Perceptrons.

[BibT_eX]

[DOI]

Igor Rivin

Neural Comput., 1992

Information dispersal and parallel computation.

[BibT_eX]

Cambridge international series on parallel computation 3, Cambridge University Press, ISBN: 978-0-521-43226-9, 1992

1991

The Transition to Perfect Generalization in Perceptrons.

[BibT_eX]

[DOI]

Eric B. Baum

Neural Comput., 1991

Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal.

[BibT_eX]

[DOI]

Math. Syst. Theory, 1991

Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing.

[BibT_eX]

[DOI]

Ding-Zhu Du

D. Frank Hsu

Proceedings of the 17th International Workshop, 1991

Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal.

[BibT_eX]

[DOI]

Proceedings of the Third IEEE Symposium on Parallel and Distributed Processing, 1991

1990

Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal.

[BibT_eX]

[DOI]