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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

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
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

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
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

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
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