Projects per year
Personal profile
Research Expertise
Financial Mathematics, Particle Filter, Financial Data Analysis
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Dive into the research topics where Ting-Fu Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Projects
- 2 Finished
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Parameter Estimation using Copula and State Dependent Particle Filter
Chen, T.-F. (PI)
1/08/22 → 31/07/24
Project: Research
Research output
- 7 Article
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Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning
Chen, T. F., Kuang, X. J., Liao, S. L. & Lin, S. K., 2023, (Accepted/In press) In: Computational Economics.Research output: Contribution to journal › Article › peer-review
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Upside and downside correlated jump risk premia of currency options and expected returns
He, J. C., Chang, H. H., Chen, T. F. & Lin, S. K., Dec 2023, In: Financial Innovation. 9, 1, 90.Research output: Contribution to journal › Article › peer-review
Open Access -
The Pricing Model of Pension Benefit Guaranty Corporation Insurance with Regime-Switching Processes
Chen, T. F., Lin, S. K., Chang, A. S. & Wang, W. H., Jun 2022, In: Journal of Risk and Financial Management. 15, 6, 258.Research output: Contribution to journal › Article › peer-review
Open Access -
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
Chiu, H. Y. & Chen, T. F., Apr 2020, In: North American Journal of Economics and Finance. 52, 101112.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Risk management of deposit insurance corporations with risk-based premiums and credit default swaps
Wu, Y. C., Chen, T. F. & Lin, S. K., 2 Jul 2020, In: Quantitative Finance. 20, 7, p. 1085-1100 16 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations