Tian-Shyr Dai

36 papers A* 1A 1C 3Misc 1Journal 16Unranked 14
YearRankTypeTitle / Venue / Authors
2025 — conf
A Novel Feature Filtering Mechanism to Avoid Concept Shifts from Deteriorating Model Predictability.
BigComp
Yi-Cheng Shih, Tian-Shyr Dai, Yen-Wu Ti, Yun Kuo, Wun-Hao Wang, Ying-Ping Chen
2025 J jnl
Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks.
Expert Syst. Appl.
Yi-Cheng Shih, Tian-Shyr Dai, Ying-Ping Chen, Yen-Wu Ti, Wun-Hao Wang, Yun Kuo
2024 A conf
Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality.
CIKM
Chia-Wei Hsu, Tian-Shyr Dai, Chuan-Ju Wang, Ying-Ping Chen
2024 — conf
Integrating Local Learning to Improve Deep-Reinforcement-Learning-based Pairs Trading Strategies.
CAI
Wei-Che Chang, Tian-Shyr Dai, Ying-Ping Chen, Chin-Yi Hsieh, Yu-Wei Chang, Yu-Han Huang
2022 J jnl
Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi.
IEEE Access
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang, Ting-Hui Chiang, Liang-Chih Liu
2022 J jnl
Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance.
IEEE Access
Wei-Lun Kuo, Wei-Che Chang, Tian-Shyr Dai, Ying-Ping Chen, Hao-Han Chang
2022 J jnl
Structural break-aware pairs trading strategy using deep reinforcement learning.
J. Supercomput.
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
2021 — conf
Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions.
CIKM Workshops
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang
2021 — conf
Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism.
CIKM Workshops
Wei-Lun Kuo, Tian-Shyr Dai, Wei-Che Chang
2020 — conf
Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model.
BigComp
Shen-Hang Huang, Wen-Yueh Shih, Jing-You Lu, Hao-Han Chang, Chao-Hsien Chu, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai
2018 J jnl
An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process.
IEEE Comput. Intell. Mag.
Chuan-Ju Wang, Tian-Shyr Dai
2015 J jnl
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes.
Appl. Math. Comput.
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu
2014 — conf
An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply.
CLOSER (Selected Papers)
Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai
2014 C conf
Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers.
CLOSER
Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai
2014 J jnl
Evaluating corporate bonds with complicated liability structures and bond provisions.
Eur. J. Oper. Res.
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
2012 — conf
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables.
CIFEr
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
2011 J jnl
A Reliable Fingerprint Orientation Estimation Algorithm.
J. Inf. Sci. Eng.
Li-min Liu, Tian-Shyr Dai
2010 J jnl
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
Appl. Math. Comput.
Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, Yen-Chun Liu
2010 — conf
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates.
CSC
Chun-Yuan Chiu, Tian-Shyr Dai, Yu-Cheng Tien
2010 — conf
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.
CSC
Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang
2009 J jnl
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model.
J. Softw. Eng. Appl.
Tian-Shyr Dai, Li-min Liu
2009 J jnl
Accurate and efficient lattice algorithms for American-style Asian options with range bounds.
Appl. Math. Comput.
Tian-Shyr Dai, Yuh-Dauh Lyuu
2009 Misc conf
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
SAC
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu
2008 J jnl
Linear-time option pricing algorithms by combinatorics.
Comput. Math. Appl.
Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu
2007 C conf
An Efficient, and Fast Convergent Algorithm for Barrier Options.
AAIM
Tian-Shyr Dai, Yuh-Dauh Lyuu
2007 C conf
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.
AAIM
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
2007 J jnl
An exact subexponential-time lattice algorithm for Asian options.
Acta Informatica
Tian-Shyr Dai, Yuh-Dauh Lyuu
2007 J jnl
Enhanced SEA algorithm and fingerprint classification.
Int. J. Comput. Appl. Technol.
Li-min Liu, Ching-Yu Huang, Tian-Shyr Dai, George Chang
2006 — conf
A Hybrid Fingerprint Enhancement Algorithm.
IPCV
Li-min Liu, Tian-Shyr Dai
2006 — conf
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques.
CSC
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
2006 J jnl
Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement.
J. Univers. Comput. Sci.
Li-min Liu, Tian-Shyr Dai
2005 J jnl
An efficient convergent lattice algorithm for European Asian options.
Appl. Math. Comput.
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
2005 — conf
Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
WSTST
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
2005 — conf
Pricing Double Barrier Options by Combinatorial Approaches.
WSTST
Tian-Shyr Dai, Yuh-Dauh Lyuu
2004 A* conf
An exact subexponential-time lattice algorithm for Asian options.
SODA
Tian-Shyr Dai, Yuh-Dauh Lyuu
2003 — conf
Analytics and algorithms for geometric average trigger reset options.
CIFEr
Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu