Tian-Shyr Dai

Full Professor, National YangMing ChiaoTung University

Joined

May 2023

Names

Tian-Shyr Dai (Preferred)

Emails

****@nycu.edu.tw (Confirmed)

Personal Links

Career & Education History

Full Professor

National YangMing ChiaoTung University (nycu.edu.tw)

2013 – Present

Advisors, Relations & Conflicts

Coauthor

Ying-Ping Chen

2022 – 2023

Coauthor

Chuan-Ju Wang

2009 – 2023

PhD Advisor

Yuh-Dauh Lyuu

1997 – 2004

Expertise

Data Science

2020 – 2023

actuarial science

2013 – 2023

Financial Engineering

1998 – 2023

Publications

Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance
Wei-Lun Kuo, Wei-Che Chang, Tian-Shyr Dai, Ying-Ping Chen, Hao-Han Chang
- Published: 01 Jan 2022, Last Modified: 10 May 2023
- IEEE Access 2022
- Readers: Everyone
Structural break-aware pairs trading strategy using deep reinforcement learning
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
- Published: 01 Jan 2022, Last Modified: 12 May 2023
- J. Supercomput. 2022
- Readers: Everyone
Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang, Ting-Hui Chiang, Liang-Chih Liu
- Published: 01 Jan 2022, Last Modified: 12 May 2023
- IEEE Access 2022
- Readers: Everyone
Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang
- Published: 01 Jan 2021, Last Modified: 12 May 2023
- CIKM Workshops 2021
- Readers: Everyone
Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism
Wei-Lun Kuo, Tian-Shyr Dai, Wei-Che Chang
- Published: 01 Jan 2021, Last Modified: 12 May 2023
- CIKM Workshops 2021
- Readers: Everyone
Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model
Shen-Hang Huang, Wen-Yueh Shih, Jing-You Lu, Hao-Han Chang, Chao-Hsien Chu, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai
- Published: 01 Jan 2020, Last Modified: 12 May 2023
- BigComp 2020
- Readers: Everyone
An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process
Chuan-Ju Wang, Tian-Shyr Dai
- 2018 (modified: 12 May 2023)
- IEEE Comput. Intell. Mag. 2018
- Readers: Everyone
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu
- Published: 01 Jan 2015, Last Modified: 12 May 2023
- Appl. Math. Comput. 2015
- Readers: Everyone
Evaluating corporate bonds with complicated liability structures and bond provisions
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
- 2014 (modified: 12 May 2023)
- Eur. J. Oper. Res. 2014
- Readers: Everyone
Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers
Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai
- Published: 01 Jan 2014, Last Modified: 12 May 2023
- CLOSER 2014
- Readers: Everyone

View all 32 publications

Co-Authors

View all 34 co-authors