Shian-Chang Huang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The nexus of financial development and economic growth across major Asian economies: evidence from bootstrap ARDL testing and machine learning approach Journal of Computational and Applied Mathematics	2020-02-18	Paper
A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters Journal of Computational and Applied Mathematics	2020-02-05	Paper
Pricing multivariate options under stochastic volatility Lévy processes Journal of Information and Optimization Sciences	2011-08-04	Paper
Wavelet-based multi-resolution GARCH model for financial spillover effects Mathematics and Computers in Simulation	2011-08-04	Paper
Risk-sensitive optimal exercise strategies of R\&D projects under oligopoly competition Journal of Information and Optimization Sciences	2011-08-04	Paper
Optimal forecasting of option prices using particle filters and neural networks Journal of Information and Optimization Sciences	2011-08-04	Paper
Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting Journal of Information and Optimization Sciences	2011-08-04	Paper
Term structure of credit spreads with learning and anticipation effects Journal of Information and Optimization Sciences	2011-08-04	Paper
Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting Applied Mathematics and Computation	2011-03-28	Paper
Managing supply chain risk with options and online spot markets Journal of Statistics and Management Systems	2011-01-03	Paper
Domestic and international leverage effects of major Asian stock markets based on stochastic volatility models Journal of Statistics and Management Systems	2009-11-10	Paper
Combining wavelet-based feature extractions with SVMs for financial time series forecasting Journal of Statistics and Management Systems	2009-01-28	Paper
Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting Rough Sets and Current Trends in Computing	2008-11-13	Paper

Research outcomes over time

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