邓惠文(Huei-Wen Teng)
职称 副教授
姓名 邓惠文(Huei-Wen Teng)
联络电话 03-5712121 Ext. 57092
电子邮件 venteng@gmail.com
传真 03-5729915
办公室 管理一馆M-415室
研究专长 财务统计、统计计算、贝氏分析、财务工程
学历 美国宾州州立大学统计学博士
个人履历 https://sites.google.com/view/hueiwenteng/
年度 论文名称
2016 Huei-Wen Teng*, Cheng-Der Fuh, and Chun-Chieh Chen, On an automatic and optimal importance sampling approach with applications in finance, Quantitative Finance, 16, 8, pp1259-1271
2016 Sanford Luo, Huei-Wen Teng*, and Yu-Hsuan Lee, Forecasting mortality using imputed data: The case of Taiwan, Asia-Pacific Journal of Risk and Insurance, 10, 1, pp1-20
2015 Huei-Wen Teng*, Ming-Hsuan Kang, and Cheng-Der Fuh, On spherical Monte Carlo simulations for multivariate normal probabilities, Advances in Applied Probability, 47, 3, pp817-836
2015 Wolfgang Karl Härdle, Brenda López-Cabrera, and Huei-Wen Teng, State Price Densities implied from weather derivatives, Insurance: Mathematics and Economics, 64, pp106-125
2015 Huei-Wen Teng, Wen-Liang Hung*, and Yen-Ju Chao, Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis, Journal of Applied Statistics, 42, 5, pp1120-1132
2014 Cheng-Der Fuh* and Huei-Wen Teng, Discussion of “Multiscale change point inference" by Frick, Munk and Sieling, Journal of the Royal Statistical Society: Series B, 76, 3, pp554-555
2013 Chun-Cheih Chen, Cheng-Der Fuh, and Huei-Wen Teng, Efficient Option Pricing with Importance Sampling, Journal of the Chinese Statistical Association, 51, 3, pp253-273
2011 Yuh-Dauh Lyuu and Huei-Wen Teng, Unbiased and efficient Greeks of financial Options, Finance and Stochastics, 15, 1, pp141-181
2010 Cheng-Der Fuh*, Huei-Wen Teng, and Ren-Her Wang, On-Line VWAP trading strategies, Sequential Analysis, 29, 3, pp292-310
2009 Tze-Chuan Yang*, Huei-Wen Teng, and Murali Haran, The impacts of social capital on infant mortality in The U.S.A spatial investigation, Applied Spatial Analysis and Policy, 2, 3, pp211-227