Yuh-Dauh Lyuu - RankMe

71 papers A* 2B 3C 3Misc 4Journal 44Unranked 14

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Linear convergence of the default probability and the implied barrier by trees. J. Comput. Appl. Math. Yu-Ming Lu, Yuh-Dauh Lyuu
2026	J	`jnl`	Trapezoid and trapezoidal prism for the maximum relative drawdown: Probability, crash options pricing, and risk. Appl. Math. Comput. Jia-Hao Syu, Yuh-Dauh Lyuu
2025	B	`conf`	Trapezoidal Frustum and Angle Bracket for the Maximum Drawdown. IEEE Big Data Jia-Hao Syu, Yuh-Dauh Lyuu
2023	J	`jnl`	Very fast algorithms for implied barriers and moving-barrier options pricing. Math. Comput. Simul. Yu-Ming Lu, Yuh-Dauh Lyuu
2022	J	`jnl`	Backtesting Trading Strategies with GAN To Avoid Overfitting. CoRR Ao Sun, Yuh-Dauh Lyuu
2017	J	`jnl`	The waterline tree for separable local-volatility models. Comput. Math. Appl. U. Hou Lok, Yuh-Dauh Lyuu
2015	J	`jnl`	Accelerating the least-square Monte Carlo method with parallel computing. J. Supercomput. Ching-Wen Chen, Kuan-Lin Huang, Yuh-Dauh Lyuu
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
2015	J	`jnl`	Triggering cascades on strongly connected directed graphs. Theor. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu
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
2014	J	`jnl`	Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. J. Inf. Sci. Eng. Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu
2014	J	`jnl`	The hexanomial lattice for pricing multi-asset options. Appl. Math. Comput. Wen-Hung Kao, Yuh-Dauh Lyuu, Kuo-Wei Wen
2013	J	`jnl`	Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades. Theor. Comput. Sci. Ching-Lueh Chang, 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
2012	—	`conf`	Pricing discrete Asian barrier options on lattices. CIFEr William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu, Jan-Ming Ho
2012	J	`jnl`	The Complexity of GARCH Option Pricing Models. J. Inf. Sci. Eng. Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen
2012	—	`conf`	Triggering Cascades on Strongly Connected Directed Graphs. PAAP Ching-Lueh Chang, Yuh-Dauh Lyuu
2011	J	`jnl`	Efficient pricing of discrete Asian options. Appl. Math. Comput. William Wei-Yuan Hsu, Yuh-Dauh Lyuu
2011	J	`jnl`	Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits. Appl. Math. Comput. Yuh-Dauh Lyuu, Tak-Man Ma, Yen-Wu Ti
2011	J	`jnl`	On the construction and complexity of the bivariate lattice with stochastic interest rate models. Comput. Math. Appl. Yuh-Dauh Lyuu, Chuan-Ju Wang
2011	J	`jnl`	Spreading of Messages in Random Graphs. Theory Comput. Syst. Ching-Lueh Chang, Yuh-Dauh Lyuu
2011	C	`conf`	Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs. IWOCA Ching-Lueh Chang, Yuh-Dauh Lyuu
2011	J	`jnl`	Unbiased and efficient Greeks of financial options. Finance Stochastics Yuh-Dauh Lyuu, Huei-Wen Teng
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	C	`conf`	Bounding the Number of Tolerable Faults in Majority-Based Systems. CIAC Ching-Lueh Chang, Yuh-Dauh Lyuu
2010	J	`jnl`	Efficient Testing of Forecasts. Int. J. Found. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu
2010	J	`jnl`	Group undeniable signatures with convertibility. Comput. Syst. Sci. Eng. Yuh-Dauh Lyuu, Ming-Luen Wu
2010	J	`jnl`	Optimal bounds on finding fixed points of contraction mappings. Theor. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu
2010	J	`jnl`	Sets of k-Independent Strings. Int. J. Found. Comput. Sci. Yen-Wu Ti, Ching-Lueh Chang, Yuh-Dauh Lyuu, Alexander Shen
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
2009	J	`jnl`	On irreversible dynamic monopolies in general graphs CoRR Ching-Lueh Chang, Yuh-Dauh Lyuu
2009	J	`jnl`	Spreading messages. Theor. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu
2009	—	`conf`	Spreading of Messages in Random Graphs. CATS Ching-Lueh Chang, Yuh-Dauh Lyuu
2009	J	`jnl`	Testing Embeddability between Metric Spaces. Int. J. Found. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu, Yen-Wu Ti
2008	J	`jnl`	Linear-time option pricing algorithms by combinatorics. Comput. Math. Appl. Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu
2008	Misc	`conf`	Spreading Messages. COCOON Ching-Lueh Chang, Yuh-Dauh Lyuu
2008	—	`conf`	Testing Embeddability Between Metric Spaces. CATS Ching-Lueh Chang, Yen-Wu Ti, Yuh-Dauh Lyuu
2008	J	`jnl`	Testing whether a digraph contains H-free k-induced subgraphs. Theor. Comput. Sci. Hong-Yiu Lin, Yuh-Dauh Lyuu, Tak-Man Ma, Yen-Wu Ti
2008	J	`jnl`	The complexity of Tarski's fixed point theorem. Theor. Comput. Sci. Ching-Lueh Chang, Yuh-Dauh Lyuu, Yen-Wu Ti
2007	J	`jnl`	A convergent quadratic-time lattice algorithm for pricing European-style Asian options. Appl. Math. Comput. William Wei-Yuan Hsu, Yuh-Dauh Lyuu
2007	J	`jnl`	Accurate pricing formulas for Asian options. Appl. Math. Comput. Kuan-Wen Chen, Yuh-Dauh Lyuu
2007	C	`conf`	An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM Tian-Shyr Dai, Yuh-Dauh Lyuu
2007	J	`jnl`	An exact subexponential-time lattice algorithm for Asian options. Acta Informatica Tian-Shyr Dai, Yuh-Dauh Lyuu
2007	Misc	`conf`	Efficient Testing of Forecasts. COCOON Ching-Lueh Chang, Yuh-Dauh Lyuu
2007	J	`jnl`	Parallelized approximation algorithms for minimum routing cost spanning trees CoRR Ching-Lueh Chang, Yuh-Dauh Lyuu
2006	—	`conf`	An Efficient Algorithm for Finding Long Conserved Regions Between Genes. CompLife Tak-Man Ma, Yuh-Dauh Lyuu, Yen-Wu Ti
2006	—	`conf`	Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
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	J	`jnl`	Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes. Appl. Math. Comput. Yuh-Dauh Lyuu, Ming-Luen Wu
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
2002	Misc	`conf`	Convertible Group Undeniable Signatures. ICISC Yuh-Dauh Lyuu, Ming-Luen Wu
2001	J	`jnl`	Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. SIAM J. Comput. Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
2000	J	`jnl`	Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns CoRR Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
1999	A*	`conf`	Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. STOC Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong
1996	J	`jnl`	On the diameter vulnerability of Kautz digraphs. Discret. Math. Ding-Zhu Du, D. Frank Hsu, Yuh-Dauh Lyuu
1994	—	`conf`	Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture. ICPP (3) Yuh-Dauh Lyuu, Eugen Schenfeld
1993	J	`jnl`	Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal. Networks Yuh-Dauh Lyuu
1993	J	`jnl`	Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs. IEEE Trans. Computers Ding-Zhu Du, Yuh-Dauh Lyuu, D. Frank Hsu
1993	—	`conf`	On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time. SPDP Yuh-Dauh Lyuu
1993	—	`conf`	Total Exchange on a Reconfigurable Parallel Architecture. SPDP Yuh-Dauh Lyuu, Eugen Schenfeld
1992	—	`book`	Information dispersal and parallel computation. Yuh-Dauh Lyuu
1992	J	`jnl`	Tight Bounds on Transition to Perfect Generalization in Perceptrons. Neural Comput. Yuh-Dauh Lyuu, Igor Rivin
1991	J	`jnl`	Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal. Math. Syst. Theory Yuh-Dauh Lyuu
1991	—	`conf`	Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal. SPDP Yuh-Dauh Lyuu
1991	B	`conf`	Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing. WG Ding-Zhu Du, Yuh-Dauh Lyuu, D. Frank Hsu
1991	J	`jnl`	The Transition to Perfect Generalization in Perceptrons. Neural Comput. Eric B. Baum, Yuh-Dauh Lyuu
1990	B	`conf`	Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal. SPAA Yuh-Dauh Lyuu