期刊內容

作者 篇名

許玉雪、張婉姿、陳金佑
Esher Hsu, Wan-Tzu Chang, and Chin-Yu Chen

EM 及MCMC 演算法在多源不完整時間數列資料的應用
An Application of EM and MCMC for Multi-source Incomplete Time Series Data

高菲菲、陳克琛、陳皇宇、陳意婷
Fei-Fei Kao, Ker-Chang Chen, Huang-Yu Chen, and I-Ting Chen

兩階段不完整取樣插補資料之調查設計
Two- stage incomplete survey design

張瑞珍、林士貴、吳庭斌、吳秋練
Ui-Jane Chang, Shih-Kuei Lin, Ting-Pin Wu, and Chiu-Lian Wu

考慮違約風險下的匯率連結外幣資產選擇權定價
Pricing Exchange-rate-Linked Options on Foreign Assets with the Counterparty Default Risk

蔡旻曉
Min-Hsiao Tsai

常態分配下平均數與變異數信賴區域之比較
A Comparison on Confidence Regions for the Mean and Variance of a Normal Distribution

期刊內容

作者 篇名

林真真、周怡婷、余長義
Jen-Jen Lin, Yi-Ting Chou, Charng-Yih Yu

多樣測驗之統計分析–以國小六年級數學科試題為例
Statistical Analysis of Various Test –Example by the Sixth Grade Mathematics Test

蘇志成
Jyh-Cherng Su

有限馬可夫鏈之和及 l 階馬可夫鏈之連續成功次數的漸近分佈
Asymptotic distributions for the sum of finite Markov chain and success runs in lth order Markov chain

黃逸輝
Yih-Huei Huang

加速壽命模型中自變數有重複觀測時原始分析的偏誤修正 The correction for naive estimation of the accelerated failure time model with repeat measurements
The correction for naive estimation of the accelerated failure time model with repeat measurements

顏汝芳、李孟峰、簡克融
Ju-Fang Yen, Mong-Hong Lee, Ke-Rong Jain

股票流動性與融資行為之探討
Stock Liquidity and Debt Market Timing

期刊內容

作者 篇名

黃錦輝、李虹儒
Hung-Ju Li, Kam-Fai Wong

人類免疫缺陷病毒盛行率之橫截面數據在Cox比例風險模型下之分析
Cox Proportional Hazards Model with Cross-Sectional HIV revalence Data

李美杏、紀怡婷、廖憲文、林財川
Mei-Hsing Lee, Yi-Ting Chi, Xian-Wen Liao, Tsair-Chuan Lin

股債報酬相關性與總體經濟因素關係之探討
Stock-bond Return Relationship and Macroeconomic Factors

陳玉英、黃啟軒
Yuh-Ing Chen, Chi-Hsuan Huang

兩期雙序列交叉設計下的貝氏生體相等性檢定
Bayesian bioequivalence test in 2x2 crossover design

沈葆聖
Pao-sheng Shen

左截資料下危險集合之大小
The Size of the Risk Set Under Random Truncationn

期刊內容

作者 篇名

朱希平、林財川、李美杏、施葦、雷淑儀
Hsi-Ping Chu, Tsair-Chuan Lin, Mei-Shing Lee, Wei Shih, S.-Y. Lei

瞬時相位於金融危機過後之股價研究
Instantaneous Phase of Stock Indexs after Financial Crises

黃士峰
Shih-Feng Huang

界限選擇權的履約價差避險方法
A Strike-Spread Hedge of Barrier Options

白惠明、鄭文豪
Hui-Ming Pai, Wen-Hao Cheng

MM(N)/K 批次服務系統下平行排隊系統的最佳使用者決策
User optimal policy for a parallel queueing system with state dependent routing under the MM(N)/K batch service

蘇南誠
Nan-Cheng Su

關於廣義偏斜 t 分佈之探討
A note of generalized skew- t distribution

期刊內容

作者 篇名

蔡旻曉、張殷實
Min-Hsiao Tsai and Yin-Shi Chang

穩健區別試驗設計
Robust Discrimination Experimental Design

陳乃華、林盛萱
Nai-Hua Chen and Sherrie Wei

本土運動服飾價格策略之探討
Considerations in Pricing Strategies for Local Sportswear

白惠明、吳庭斌、邵翊哲、吳秋練
Hui-Ming Pai, Ting-Pin Wu, Yi-Zhe Shao and Chiu-Lian Wu

彩虹型雙界限選擇權之定價
The Pricing of Rainbow Double Barrier Options

蘇聖珠、劉奕秀、施葦
Sheng-Chu Su, Yi-Hsiu Liu and Wei Shih

建構勞動失業人口因子影響模型
The study of labor participation behavior affected by micro-factors

李美杏、丁聖祐
Mei-Hsing Lee and Sheng-Yu Ting

關聯結構與最適投資組合-Copula模型的應用
Dependence structure and Optimal portfolio choice -Copula function approach

期刊內容

作者 篇名

許玉雪
Esher Hsu

國際農產價格波動對台灣農畜產品產銷之影響摩擬分析
A Simulation for the Impact from Fluctuation of International Agricultural Prices on Agricultural Sector in Taiwan

李孟峰、李淑芬
Mong-Hong Lee and Shu Feng Lee

臺灣地區租賃公司信用風險評估模型之研究
A Study of Modeling the Credit Risk for Financial Company in Taiwan

鍾麗英、郭台達
Lyinn Chung and Tai Ta Kuo

非參數統計方法應用在新巴塞爾資本協定之信用風險模型
The Application of Nonparametric Estimate Smoother to the Credit Risk Model of New Basel Accord - Focusing on the Calculation of Asset Return Correlation

江彥聖、劉宣谷
Johnson Jiang and Hsuan-Ku Liu

教學年資與教師專業成長指標之模糊線性相關探討
A study on the fuzzy linear correlation coefficients between the years of teaching and teacher professional growth indicator

期刊內容

作者 篇名

吳庭斌
Ting-Pin Wu

HJM 利率模型下後定選擇權之評價與避險
Pricing and Hedging of Chooser Options within the HJM Interest Rate Model

陳仕偉、黃柏睿
Shyh-Wei Chen and Bur-Ray Huang

股票市場價量因果關係之檢定:中國股市的實證研究
The Causal Relationship between Stock Price and Trading Volume: Empirical Evidence from the Chinese Stock Market

林定香、劉宜萍
Ting Hsiang Lin and Yi-Ping Liu

探討影響混合驗證因素分析參數估計之因子
Exploring Factors Affecting Parameter Estimates in Mixture Confirmatory Factor Analysis

陳娟
Chen Juan

中國全要素生產率增長對經濟增長方式的實證研究
Total Factor Productivity Growth on the Study of Economic Growth Pattern in China

何靜慧
He Jinghui

股票市場流動性的非參數估計
Nonparametric Estimation of Stock market Liquidity

期刊內容

作者 篇名

林財川、蘇建郎
Tsair-Chuan Lin and Chien-Lang Sue

一個考慮交乘項作用的非穩定型時間序列資料分群法
A Novel Nonstationary Time Series Clustering Analysis

許玉雪、林建宏
Esher Hsu and Chien-Hung Lin

插補法在不同缺失機制下之比較分析
A comparison of imputation methods under different mechanisms of nonresponse

葉怡成、薛仲宏
I-Cheng Yeh and Chung-Hung Hsuen

一般克利金法、倒傳遞網路與分析調整綜合網路在空間內插之實證比較
Comparisons of Ordinary Kriging Method, Back-propagation Neural Networks, and Analysis-Adjustment-Synthesis Networks in Spatial Interpolation

葉怡成、曾培彥
I-Cheng Yeh and Pei-Yen Tseng

最小風險神經網路
Minimum Risk Neural Networks

期刊內容

作者 篇名

陳玉芳、林財川
Yu-Fang Chen and Tsair-Chuan Lin

已非參數估計方法探討台灣地區奧肯法則
An Application of Nonparametric Estimation Method for the Okun's Law in Taiwan

吳俊霖
Jiunn-Lin Wu

一個使用運算矩陣之新奇分數微積分數值方法
A Novel Numerical Method for Solving Fractional Calculus via Operational Matrices

江淑玲、蔡麗茹、陳秀淋
Shu-Ling Chiang, Li-Ju Tasi and Show-Lin Chen

外資是否主導亞太地區股市、匯市?
Do Foreign Investments Dominate The Stocks and Foreign Exchange–Evidence From Asian Pacific Countries?

葉怡成、林靜婉
I-Cheng Yeh and Jing-Wan Lin

上市公司之財務危機的機率能估計嗎?
Can the probability of the financial distress of company in the stock market be estimated?

林定香、翁士傑
Ting Hsiang Lin and Shih-Chieh Weng

潛在成長曲線模式之選模指標比較及影響選模表現因子之探究
Performance Comparison of Model Selection Indices and Influential Factors in Model Selection for Latent Growth Curve Models

期刊內容

作者 篇名

林財川
Tsair-Chuan Lin

類神經網路模型結構選取-廣義統計自由度的使用
Using equivalent degree of freedom to determine the structure for neural models

成灝然
Chen Hao-Jan

「浮生六記」中的「中山記歷」偽作之統計證據
The Statistical Evidences of Counterfeit “Experience” in the fifth chapter of “ Six Chapters of a Floating Life”

林群雄
Chiun-Hsiun Lin

直接使用RGB色彩空間與類神經網路做不同照度之臉部偵測
Directly Using RGB Color Space and Neural Network for Face Detection with Various Illumination

黃怡婷、林嘉松
Yi-Ting Hwang and Jia-Song Lin

截略資料的卡方檢定
A chi-square test for randomly truncated data

期刊內容

作者 篇名

李天行
Lee Tian-Shyug

整合類神經網路與迴歸分析於匯率之預測-以東南亞金融風暴期間新台幣對現美元匯率為例
Integrating Neural Networks and Regression Analysis in Prediction of the US Exchange Rate during the Southeast Asia Financial Crisis

林財川
Tsair-Chuan Lin

伴隨時間序列誤差項的非參數模型之估計漸進理論
Asymptotic efficienct estimation in a Nonparametric Regression Model with Autoregressive Moving-average Errors

邵曰仁、王咨淵、張瑋倫

IFIS-整合型圖像使用者介面之預測資訊系統
IFIS-Integrated GUI Forecasting Information System

期刊內容

作者 篇名

劉惠美、劉相妮
Huimei Liu and Sheng-Ni Liu

改進均數比值假設檢定-應用於2×2交錯設計之生體藥效相等性試驗
Improving the Test of Mean Ratio Hypotheses- Application to Bioequivalence Trial in 2×2 Crossover Design

洪明欽、王仁德
Ming-Chin Hung and Der-Jer Wang

美元外匯風險值評估-兼論GARCH模型之問題
Foreign Exchange Value-at-Risk-and the Possible Problem of GARCH Model

莊東穎
Tong-Ying Tony Juang

在Extended Hypercube網路架構上可併行返回毀壞復原之有效演算法
Concurrent Rollback for Crash Recovery in Extended Hypercube Networks

蔡麗茹、周忠賢
Li-Ju Tsai and Chong-Hsien Chou

風險值衡量方法的比較-匯率之實證研究
The Performance of VaR Measurements-The Empirical Studies of Currency Exchange Rates

期刊內容

作者 篇名

蘇聖珠、陳麗霞
Sheng-Chu Su and L. S. Chen

存在群內相關時類別機率估計之研究
A Study for Probability of Classification with Intra-cluster Correlation

鍾麗英、Balakrishan Hosmane
Lyinn Chung and Balakrishan Hosmane

Van Elteren統計式在有限母體的特性
Finite Sample Properties of van Elteren Test

陳裕賢、張育霖
Yuh-Shyan Chen and Yu-Lin Chang

行動計算系統中之毀壞復原演算法
An Efficient Rollback Recovery Algorithm for Distributed Mobile Computing Systems

Wendy Kuo, Daisy Sang and Chang-Shyh Peng

CORBA之分散式物件計算
Distributed Object Computing with CORBA

期刊內容

作者 篇名

王鴻龍、張升懋
Hong-Long Wang and Shing-Mou Chang

多項二維資料參數差的檢定
the Test of the Difference between Parameters Using the Multinomial Data

林千代
Chien-Tai Lin

雙邊截斷Pareto分配排序統計量的動差與其特性
Moments of Order Statistics from A Doubly Truncated Pareto Distribution and Its Characterizations

蔡麗茹、彭榮茂
Li-Ju Tsai and Jung-Mao Peng

台灣美元遠期外匯市場訊息效率性之研究
Efficiency Tests of U.S. Dollars Forward Exchange Market in Taiwan

李天行、邱志洲、徐步鯤
Tian-Shyug Lee, Chih-Chou-Chiu and Smiler Hsu

類神經網路之預測-以台灣地區積體電路產量為例
Forecasting Using Neural Networks-A Case Study of the Production Volume of Integrated Circuits in Taiwan

期刊內容

作者 篇名

王克陸、石同福、許鶯珍
Kehluh Wang, Tung-Fu Shih and Ying-Jane Hsu

台灣票券持有報酬對數常態分配模型之研究
An Empirical Study on Log-Normal Distribution Model for Pure Discount Bond Returns in Taiwan

吳祥華、張金裕、顏秀娥
Shyang-Hua Wu, Jin-Yuh Chang and Shiu-O Yen

證券報酬之時變與共變分析-台灣與東京股市
An Analysis for Joint Volatility between Taiwan and Tokyo Stock Returns

林千代
Chien-Tai Lin

廣義Pareto失效分配的檢查程序
An Inspection Policy for the Generalized Pareto Failure Distributions

蘇聖珠、楊素芬
Sheng-Chu Su and S. Yang

生產線上製程管制政策-應用更新方法程式理論
On-line Process Control Policy-A Renewal Theory Approach

劉惠美、蔡典龍
Huimei Liu and Tien-Lung Tsai

設限迴歸之估計量
Estimators for Linear Regression with Censored Data

期刊內容

作者 篇名

周昭宇、鄭炳宏
Chao-Yu Chou and Ping-Hung Cheng

非常態性資料與標準差管制圖
Non-normality and the Standard Deviation Chart

邵曰仁、林茂廷
Shao, Y. Eric and Lin, Mau-Ting

自我相關誤差模式修正之研究-以消費資料為例
A Study of Correcting the Autocorrelated Error Model - An Application to the Consumption Data

袁正倫
Jen-Lun Yuan

應用以相關維度選取特徵之神經網路進行時間數列預測
Time Series Prediction using Neural Networks with Correlation-Dimension-Based Feature Selection

張金裕、黃正晏、詹青芸
Jin-Yuh Chang, Jacky Huang and Chen-Yun Jan

圖樣之模糊識別
On Fuzzy Decision and Statistical Pattern Recogniton

鄭天澤、洪幸如、陳俊成
Tian-Tzer Jeng, Shing-Ru Hong and Jium-Charn Chen

多項式迴歸的貝氏選模
Bayesian Model Selection for Polynomial Regression

期刊內容

作者 篇名

張金裕、詹青芸
Jin-Yuh Chang and Chen-Yun Jan

證券市場交易之隨機抉擇-以台灣股市為例
A Stochastic Decision Process for The Stock Market of Taiwan

吳祥華、孫長敏
Shyang-Hua Wu and Chang-Min Sun

多元ARCH模型與股票報酬率之聯合預測
The Joint Prediction of Multivariate ARCH Model for Stock Returns

許玉雪
Esher Hsu

台灣稻米生產機率分配之實證研究
An Empirical Analysis of Probability Distribution for Rice Yield in Taiwan

呂嘉穀
Jia-Guu Leu

利用高斯分佈為基礎的擴展函數進行影像的放大
Gaussian Based Spread Functions for Image Magnification

施葦
Wei Shih

利用多項式經驗貝氏分析法處理快速存取記憶體之動態管理-一個避免完整歷史記憶問題之方法
Dynamic Cache Management by Multinomial-An Approach Avoiding the Perfect Memory

王鴻龍、潘問魁
Hong-Lung Wang and Winkey U. O. Pan

偵測度量誤差與隨機系數之對數轉換法
Detecting the Measurement Error and Random Coefficient Through Log-Transformation

宋文昌、羅如強
Wen-Chang Soong and Ru-Chiang Lo

單尾全配對多重比較-單因子變異數分析
On One-Sided Simultaneous Confidence Intervals for Ordered Pairwise Differences of Treatment Means