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查看斯高帕斯 (Scopus) 概要
黃 士峰
教授
統計研究所
https://orcid.org/0000-0001-6971-2151
電子郵件
huangsf
ncu.edu
tw
h-index
100
引文
6
h-指數
按照存儲在普爾(Pure)的出版物數量及斯高帕斯(Scopus)引文計算。
2001
2025
每年研究成果
概覽
指紋
網路
研究計畫
(6)
研究成果
(30)
類似的個人檔案
(5)
指紋
查看啟用 Shih-Feng Huang 的研究主題。這些主題標籤來自此人的作品。共同形成了獨特的指紋。
排序方式
重量
按字母排序
Keyphrases
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
76%
Martingale
69%
Portfolio Optimization
63%
Financial Derivative Pricing
61%
Hedging
57%
Semi-parametric Approach
56%
Functional Time Series
50%
Time Series Approach
50%
International Cooperative Ataxia Rating Scale (ICARS)
50%
Financial Derivatives
46%
Numerical Results
45%
American Options
42%
Quadratic Risk
42%
Hedging Strategy
42%
Jump-diffusion Process
40%
Empirical Martingale Simulation
37%
Transaction Costs
37%
Test Statistic
37%
GARCH Effect
37%
Structure Selection
37%
Barrier Options
36%
Simulation Study
34%
Risk-adjusted
33%
Market Information
33%
Asymptotic Distribution
31%
Proposed Strategy
30%
Risk-neutral
27%
Option Pricing
27%
Easy-to-implement
27%
General Risks
25%
Heteroscedastic Model
25%
Network Autoregressive Model
25%
Power Approximation
25%
Bayesian Structure
25%
Vector Autoregression Model
25%
Plank
25%
Medical Imaging Data
25%
Shape Approximation
25%
Long Memory Time Series
25%
Financial Derivative Valuation
25%
Multi-asset
25%
Asset Model
25%
Generalized Autoregressive Conditional Heteroskedasticity Model
25%
Supply Curve
25%
Three-view
25%
Empirical Copula
25%
Functional Covariates
25%
Bermudan Option
25%
Compressed Learning
25%
High-dimensional Mean
25%
Mathematics
Conditionals
100%
Copula
75%
Monte Carlo
56%
GARCH Model
52%
Independent Component
50%
Diffusion Model
50%
Asymptotic Distribution
50%
Hedging Strategy
50%
Bayesian
50%
Parametric
49%
Quadratic Risk
42%
Asymptotic Normality
37%
Mean-Variance
37%
Test Statistic
37%
Selection Structure
37%
Autoregressive Model
34%
B-Spline
33%
American Option
33%
Simulation Study
33%
Barrier Option
33%
Underlying Asset
29%
Vector Autoregression
25%
Parkinson's Disease
25%
Payoff Function
25%
Option Price
25%
Risk Measure
25%
Stock Market
25%
Time-Varying Parameter
25%
Risk Model
25%
Sample Path
25%
Covariate
25%
Sample Distribution
25%
Geometric Brownian Motion
25%
Stochastics
25%
Stochastic Volatility Model
25%
Confidence Interval
25%
Sum of Squares
25%
Value at Risk
25%
Factor Analysis
25%
Squared Prediction Error
25%
Discrete Time
25%
Power Function
25%
Limiting Distribution
25%
Bayesian Inference
25%
Gaussian Distribution
24%
Multiresolution
21%
Basis Function
21%
Option Pricing
21%
Model Structure
18%
Ellipse
18%