Tian-Shyr Dai

Publication Activity (10 Years)

Years Active: 2003-2022
Publications (10 Years): 8

Top Topics

Trading Strategies

Convergence Rate

Feature Engineering

Fraud Detection

Top Venues

IEEE Comput. Intell. Mag.

Publications

Wei-Lun Kuo, Wei-Che Chang, Tian-Shyr Dai, Ying-Ping Chen, Hao-Han Chang
Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance. IEEE Access 10 (2022)
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang, Ting-Hui Chiang, Liang-Chih Liu
Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi. IEEE Access 10 (2022)
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
Structural break-aware pairs trading strategy using deep reinforcement learning. J. Supercomput. 78 (3) (2022)
Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang
Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions. CIKM Workshops (2021)
Wei-Lun Kuo, Tian-Shyr Dai, Wei-Che Chang
Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism. CIKM Workshops (2021)
Shen-Hang Huang, Wen-Yueh Shih, Jing-You Lu, Hao-Han Chang, Chao-Hsien Chu, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai
Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model. BigComp (2020)
Chuan-Ju Wang, Tian-Shyr Dai
An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process. IEEE Comput. Intell. Mag. 13 (4) (2018)
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Appl. Math. Comput. 252 (2015)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
Evaluating corporate bonds with complicated liability structures and bond provisions. Eur. J. Oper. Res. 237 (2) (2014)
Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai
Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers. CLOSER (2014)
Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai
An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply. CLOSER (Selected Papers) (2014)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. CIFEr (2012)
Li-min Liu, Tian-Shyr Dai
A Reliable Fingerprint Orientation Estimation Algorithm. J. Inf. Sci. Eng. 27 (1) (2011)
Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, Yen-Chun Liu
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. Appl. Math. Comput. 217 (7) (2010)
Chun-Yuan Chiu, Tian-Shyr Dai, Yu-Cheng Tien
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. CSC (2010)
Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. CSC (2010)
Tian-Shyr Dai, Li-min Liu
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. J. Softw. Eng. Appl. 2 (4) (2009)
Tian-Shyr Dai, Yuh-Dauh Lyuu
Accurate and efficient lattice algorithms for American-style Asian options with range bounds. Appl. Math. Comput. 209 (2) (2009)
Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. SAC (2009)
Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu
Linear-time option pricing algorithms by combinatorics. Comput. Math. Appl. 55 (9) (2008)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An exact subexponential-time lattice algorithm for Asian options. Acta Informatica 44 (1) (2007)
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. AAIM (2007)
Li-min Liu, Ching-Yu Huang, Tian-Shyr Dai, George Chang
Enhanced SEA algorithm and fingerprint classification. Int. J. Comput. Appl. Technol. 30 (4) (2007)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM (2007)
Li-min Liu, Tian-Shyr Dai
A Hybrid Fingerprint Enhancement Algorithm. IPCV (2006)
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC (2006)
Li-min Liu, Tian-Shyr Dai
Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement. J. Univers. Comput. Sci. 12 (10) (2006)
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
Pricing Asian Options with an Efficient Convergent Approximation Algorithm. WSTST (2005)
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
An efficient convergent lattice algorithm for European Asian options. Appl. Math. Comput. 169 (2) (2005)
Tian-Shyr Dai, Yuh-Dauh Lyuu
Pricing Double Barrier Options by Combinatorial Approaches. WSTST (2005)
Tian-Shyr Dai, Yuh-Dauh Lyuu
An exact subexponential-time lattice algorithm for Asian options. SODA (2004)
Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu
Analytics and algorithms for geometric average trigger reset options. CIFEr (2003)