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查看斯高帕斯 (Scopus) 概要
黃 士峰
教授, 理學院 統計研究所所長
統計研究所
https://orcid.org/0000-0001-6971-2151
電子郵件
huangsf
ncu.edu
tw
網站
https://scholars.ncu.edu.tw/zh/persons/shih-feng-huang
h-index
107
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)
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
American Options
54%
Asset Model
32%
Asymptotic Distribution
41%
Barrier Options
47%
Bayesian Structure
32%
Bermudan Option
32%
Compressed Learning
32%
Easy-to-implement
35%
Empirical Copula
32%
Empirical Martingale Simulation
49%
Financial Derivative Pricing
80%
Financial Derivative Valuation
32%
Financial Derivatives
60%
Functional Covariates
32%
Functional Time Series
65%
GARCH Effect
49%
General Risks
32%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Generalized Autoregressive Conditional Heteroskedasticity Model
32%
Hedging
74%
Hedging Strategy
54%
Heteroscedastic Model
32%
High-dimensional Mean
32%
International Cooperative Ataxia Rating Scale (ICARS)
65%
Jump-diffusion Process
52%
Long Memory Time Series
32%
Market Information
43%
Martingale
90%
Medical Imaging Data
32%
Multi-asset
32%
Network Autoregressive Model
32%
Numerical Results
58%
Option Pricing
35%
Plank
32%
Portfolio Optimization
82%
Power Approximation
32%
Proposed Strategy
39%
Quadratic Risk
54%
Risk-adjusted
43%
Risk-neutral
36%
Semi-parametric Approach
73%
Shape Approximation
32%
Simulation Study
44%
Structure Selection
49%
Supply Curve
32%
Test Statistic
49%
Three-view
32%
Time Series Approach
65%
Transaction Costs
49%
Vector Autoregression Model
32%
Mathematics
American Option
43%
Asymptotic Distribution
65%
Asymptotic Normality
49%
Autoregressive Conditional Heteroskedasticity
39%
Autoregressive Model
45%
B-Spline
43%
Basis Function
27%
Bayesian
65%
Bayesian Inference
32%
Conditionals
90%
Confidence Interval
32%
Copula
98%
Covariate
32%
Diffusion Model
65%
Discrete Time
32%
Ellipse
24%
Factor Analysis
32%
GARCH Model
68%
Gaussian Distribution
31%
Geometric Brownian Motion
32%
Hedging Strategy
65%
Independent Component
65%
Limiting Distribution
32%
Mean-Variance
49%
Model Structure
24%
Monte Carlo
74%
Multiresolution
27%
Option Price
32%
Option Pricing
27%
Parametric
64%
Parkinson's Disease
32%
Payoff Function
32%
Power Function
32%
Quadratic Risk
54%
Risk Measure
32%
Risk Model
32%
Sample Distribution
32%
Sample Path
32%
Selection Structure
49%
Simulation Study
35%
Squared Prediction Error
32%
Stochastic Volatility Model
32%
Stochastics
32%
Stock Market
32%
Sum of Squares
32%
Test Statistic
49%
Time-Varying Parameter
32%
Underlying Asset
38%
Value at Risk
32%
Vector Autoregression
32%
