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Machine learning methods for predicting failures of US commercial bank

Applied economics letters, 2024-09, Vol.31 (15), p.1353-1359

2024

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Simulating false alarm probability in K-distributed sea clutter

Communications in statistics. Simulation and computation, 2022-09, Vol.51 (9), p.5081-5098

2022

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Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

Review of Pacific basin financial markets and policies, 2019-09, Vol.22 (3), p.1950021

2019

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Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors

Computational economics, 2023-10, Vol.62 (3), p.1125-1154

Teng, Huei-Wen

2023

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A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

2017 Winter Simulation Conference (WSC), 2017, p.469-480

Huei-Wen Teng

2017

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A systematic and efficient simulation scheme for the Greeks of financial derivatives

Quantitative finance, 2019-07, Vol.19 (7), p.1199-1219

2019

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Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events

Computational economics, 2018-04, Vol.51 (4), p.973-990

2018

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Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

International review of financial analysis, 2024-01, Vol.91, p.103005, Article 103005

2024

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On Accelerating Monte Carlo Integration Using Orthogonal Projections

Methodology and computing in applied probability, 2022-06, Vol.24 (2), p.1143-1168

2022

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The Impacts of Social Capital on Infant Mortality in the U.S.: A Spatial Investigation

Applied spatial analysis and policy, 2009-10, Vol.2 (3), p.211-227

2009

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On an automatic and optimal importance sampling approach with applications in finance

Quantitative finance, 2016-08, Vol.16 (8), p.1259-1271

2016

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On spherical Monte Carlo simulations for multivariate normal probabilities

Advances in applied probability, 2015-09, Vol.47 (3), p.817-836

2015

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Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis

Journal of applied statistics, 2015-05, Vol.42 (5), p.1120-1132

2015

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State price densities implied from weather derivatives

Insurance, mathematics & economics, 2015-09, Vol.64, p.106-125

2015

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Unbiased and efficient Greeks of financial options

Finance and stochastics, 2011, Vol.15 (1), p.141-181

2011

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Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?

Digital finance, 2023, Vol.5 (1), p.149-182

2023

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On-line VWAP Trading Strategies

Sequential analysis, 2010-07, Vol.29 (3), p.292-310

2010

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On spherical Monte Carlo simulations for multivariate normal probabilities

Advances in applied probability, 2015-09, Vol.47 (3), p.817-836

2015

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Forecasting Mortality using Imputed Data: The Case of Taiwan

Asia-Pacific journal of risk and insurance, 2016-01, Vol.10 (1), p.1-20

2016

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Financial Risk Meters in Taiwan’s High-Cap Sectors

SSRN Electronic Journal, 2024

2024

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Financial Analytics of Inverse BTC Options in a Stochastic Volatility World

SSRN Electronic Journal

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Can Deep Neural Networks Outperform Fama-MacBeth Regression and Other Supervised Learning Approaches in Stock Returns Prediction With Asset-Pricing Factors?

SSRN Electronic Journal

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Enhancing Credit Score Predictions with Dynamic Feature Engineering using Deep Learning

SSRN Electronic Journal, 2023

2023

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Improving Credit Scoring: A Rescaled Cluster-Then-Predict Approach

SSRN Electronic Journal, 2023

2023

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A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

Proceedings of the 2017 Winter Simulation Conference, 2017, p.1-12

Teng, Huei-Wen

2017

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Machine learning methods for predicting failures of US commercial bank

Simulating false alarm probability in K-distributed sea clutter

Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

A systematic and efficient simulation scheme for the Greeks of financial derivatives

Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events

Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

On Accelerating Monte Carlo Integration Using Orthogonal Projections

The Impacts of Social Capital on Infant Mortality in the U.S.: A Spatial Investigation

On an automatic and optimal importance sampling approach with applications in finance

On spherical Monte Carlo simulations for multivariate normal probabilities

Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis

State price densities implied from weather derivatives

Unbiased and efficient Greeks of financial options

Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?

On-line VWAP Trading Strategies

On spherical Monte Carlo simulations for multivariate normal probabilities

Forecasting Mortality using Imputed Data: The Case of Taiwan

Financial Risk Meters in Taiwan’s High-Cap Sectors

Financial Analytics of Inverse BTC Options in a Stochastic Volatility World

Can Deep Neural Networks Outperform Fama-MacBeth Regression and Other Supervised Learning Approaches in Stock Returns Prediction With Asset-Pricing Factors?

Enhancing Credit Score Predictions with Dynamic Feature Engineering using Deep Learning

Improving Credit Scoring: A Rescaled Cluster-Then-Predict Approach

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

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