Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks TS Dai, SS Yang, LC Liu Insurance: Mathematics and Economics 64, 364-379, 2015 | 25 | 2015 |
Evaluating Corporate Bonds and Analyzing Claim Holders' Decisions with Complex Debt Structure LC Liu, TS Dai, CJ Wang Journal of Banking & Finance 72, 151-174, 2016 | 22 | 2016 |
FIN10K: A Web-based Information System for Financial Report Analysis and Visualization YW Liu, LC Liu, CJ Wang, MF Tsai Proceedings of the 25th ACM Conference on Information and Knowledge Management, 2016 | 14 | 2016 |
Riskfinder: A sentence-level risk detector for financial reports YW Liu, LC Liu, CJ Wang, MF Tsai Proceedings of the 2018 Conference of the North American Chapter of the …, 2018 | 11 | 2018 |
Feature engineering and resampling strategies for fund transfer fraud with limited transaction data and a time-inhomogeneous modi operandi YY Hsin, TS Dai, YW Ti, MC Huang, TH Chiang, LC Liu IEEE Access 10, 86101-86116, 2022 | 8 | 2022 |
Analytical pricing formulae for vulnerable vanilla and barrier options LC Liu, CY Chiu, CJ Wang, TS Dai, HH Chang Review of Quantitative Finance and Accounting, 2021 | 4 | 2021 |
FRIDAYS: A Financial Risk Information Detecting and Analyzing System CH Du, YS Chiang, KC Tsai, LC Liu, MF Tsai, CJ Wang Proceedings of the AAAI Conference on Artificial Intelligence 33, 9853-9854, 2019 | 3 | 2019 |
Feature generation and contribution comparison for electronic fraud detection YW Ti, YY Hsin, TS Dai, MC Huang, LC Liu Scientific reports 12 (1), 18042, 2022 | 2 | 2022 |
Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options JY Wang, CJ Wang, TS Dai, TC Chen, LC Liu, L Zhou Mathematical Problem in Engineering, 2022 | 2 | 2022 |
On the Design of Bail-in-able Bonds from the Perspective of Non-Financial Firms LC Liu, TS Dai, L Zhou The Conference on Theories and Practices of Securities and Financial Markets, 2020 | 2* | 2020 |
A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model TS Dai, CC Fan, LC Liu, CJ Wang, JY Wang Journal of Futures Markets 42 (12), 2103-2134, 2022 | 1 | 2022 |
A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes LC Liu, TS Dai, HH Chang, L Zhou Quantitative Finance 22 (11), 2021-2045, 2022 | 1 | 2022 |
Option pricing with the control variate technique beyond Monte Carlo simulation CY Chiu, TS Dai, YD Lyuu, LC Liu, YT Chen The North American Journal of Economics and Finance 62, 101772, 2022 | 1 | 2022 |
Analyzing interactive call, default, and conversion policies for corporate bonds LC Liu, TS Dai, L Zhou, HH Chang Journal of Futures Markets, 2022 | 1 | 2022 |
Slicing a block into pieces: A novel tree structure to capture sequential exercise policy LC Liu, TS Dai, HH Chang Working paper]. University of National Taipei University of Technology, 2021 | 1 | 2021 |
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk TS Dai, LC Liu, SS Yang Quantitative Finance 23 (9), 1325-1339, 2023 | | 2023 |
On the Design of Bail-in-able Bonds from the Perspective of Non-Financial Firms LC Liu, TS Dai, L Zhou International Review of Economics and Finance, 2023 | | 2023 |
Hunting for Short-term Bonds via Flexibility: the Call Policy from the Perspective of Debt Maturity Decision in the Corporate Bond Market LC Liu, L Zhou, TS Dai, K Tseng | | 2023 |
The Structure of Contingent Capital and the Analysis of its Issuance: From the Perspective of Banks to Non-Bank Firms LC Liu, TS Dai, L Zhou | | 2019 |
Evaluating Corporate Bonds and Analyzing Market Participants Behaviors with Complex Debt Structure (Best paper award in derivatives sponsored by Chicago Trading Company) TS Dai, CJ Wang, LC Liu The 2015 Annual Meeting of the Financial Management Association, 2015 | | 2015 |