鄧惠文(Huei-Wen Teng)
職稱 副教授
姓名 鄧惠文(Huei-Wen Teng)
聯絡電話 03-5712121 Ext. 57092
電子郵件 venteng@gmail.com
傳真 03-5729915
辦公室 管理一館M-415室
研究專長 財務統計、統計計算、貝氏分析、財務工程
學歷 美國賓州州立大學統計學博士
個人履歷 https://sites.google.com/view/hueiwenteng/
年度 論文名稱
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