Financial Theory and Empirical Laboratory
Financial Theory and Empirical Laboratory

Lab Location:
Room 433, Hongyu Technology Building
Lab Supervisor/Professor:
Dr. Liangzhi Liu
Contact Number:
(02) 2771-2171 #5907
E-mail:
lcliu@ntut.edu.tw
Research Areas:
Financial Engineering, Credit Risk, Text Mining
This research lab is dedicated to developing algorithms for evaluating complex financial instruments. These methods are also applied to assess credit risk and analyze optimal capital structures. In recent years, the lab has expanded its focus to research sentiment analysis in financial texts.
年度 | 學生 | 研究 |
2020 | 彭楚峻 | 以債務到期日為決策考量的贖回決策 |
2020 | 尹宜蓁 | 以債務到期日為決策考量的贖回策略 - 實證分析 |
2018 | 許吳丞 | 森林結構在債券評價上的應用 |
Year | Description |
2019 | Taiwan Finance Association Annual Meeting - Fubon Thesis Award |
2019 | Ministry of Science and Technology Undergraduate Research Project Research and Creation Award |
2016 | The 10th Securities and Futures Golden Beetle Awards - Research and Development Paper Selection - Academic Group Excellent Award |
2015 | International Academy of Financial Management Annual Meeting Best Paper Award in the Derivatives Category |
Finance 106

Hsu Wu-Cheng
Graduated in 2019, the research topic during the master's program was the valuation of corporate bonds using tree structures. Specializes in data cleaning and transformation, cloud service development, and migrating noSQL data to SQL. Currently working as an engineer at Cathay United Bank, primarily involved in cloud development.
E-mail: mark91002@gmail.com
E-mail: mark91002@gmail.com
Finance 108

Yin Yi-Chen
Graduated in 2021, the research topic during the master's program was redemption strategies for callable corporate bonds - empirical research. Currently working as a full-time online English teacher at Funday online English learning platform.
E-mail: yinyijen@gmail.com
E-mail: yinyijen@gmail.com

Peng Chu-Chun
Graduated in 2021, the research topic during the master's program was redemption strategies for callable corporate bonds - theoretical research. Currently working as a JAVA software engineer at Yuanta Bank.
E-mail: chujun870309@gmail.com
E-mail: chujun870309@gmail.com
Finance 110

Zhang Bo-Huai
Expected graduation in 2023, the research topic during the master's program is empirical research on the contract design of callable corporate bonds. Proficient in using Stata and Python.
E-mail: brian00603@gmail.com
E-mail: brian00603@gmail.com

Yang Min-Ru
Expected graduation in 2023, the research topic during the master's program is theoretical research on the contract design of callable corporate bonds. Proficient in using Matlab.
E-mail: millu1109@gmail.com
E-mail: millu1109@gmail.com
Undergraduate Research Projects
Project Year | Student | Project Title |
2021 | Lin Shan-Ru, Huang Ya-Kuo, Liao Shao-Chi, Zhang Jie-Ling | Sentiment analysis of stock communities - a case study of TSMC |
2020 | Chen Ruo-Jia, Lin Wei-Jie, Wu Ying-Qi | Theoretical analysis of redemption strategies for Taiwan International Board bonds |
2020 | Chao Tzu-Han, Zhang Man-Yun, Su Yu-Wen, Zhang Yun-Pei, Ruan Yi-Shan | Empirical analysis of redemption strategies for Taiwan International Board bonds |
2019 | Yang Ya-Geng, Hong Yi-Yun, Zhang Bo-Huai | Comparison of loss absorption mechanisms for contingent convertible bonds |
2019 | Tu Yu-Shan, Zhan Zhi-Jun, Wu Min-Jung, Liu Cheng-Hao | Application of text mining in financial text |
2019 | Cai Yi-Ting | Construction of a multi-factor high-dimensional tree valuation model |
2019 | Liu Zi-Jing, Xu Wei-Hao, Du Fang-Yu | Code mapping system for financial databases |
2018 | Peng Chu-Chun, Xu Pei-Ying, Luo Pei-Ci, Wang Xiao-Jun | Design and analysis of contingent convertible bonds and issuance costs |
2018 | Wang Shao-Jun, Zhuo Sheng-Xiang, Yang You-An, Zhang Jia-Yu | Expanding the financial keyword dictionary and empirical test - enhanced |
2017 | Su Xiang-Yun, Yin Yi-Chen, Li Ji-Qin | Optimal proportion of callable bonds under complex corporate debt structure |
2017 | Chen Pei-Lian, Cai Xin-Tian | Partially convertible contingent convertible bonds |
2017 | Pan Qing-Wen, Zhan Xiao-Qing, Wei Yu-Ling, Li Ying-Rou | Expanding the financial keyword dictionary and empirical test |