蔡輝煌
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職稱：助理教授 姓名：蔡輝煌 聯絡電話：886-37-381557 E-mail：hhtsai @nuu.edu.tw 研究專長：財務工程、固定收益證券、行為財務學 |
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學歷 |
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國立台灣大學財務金融博士 國立台灣大學財務金融碩士 |
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經歷 |
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國立臺北大學兼任教師 元智大學兼任教師 國立台灣大學研究員(博士生) |
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教授課程 |
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期貨與選擇、投資分析、財金軟體應用、理財投資、計算機概論、財金數量方法、基金管理 |
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期刊論文 |
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Son-Nan Chen, Hui-Huang Tsai, and Chia-Chou Chiu,2010, Explaining the Implied Volatility Skew from the Rational Speculation Perspective: Calibration on the Taiwan Stock Index Option Market, Journal of Futures and Options, Vol. 3(2), 1-33.(TSSCI) Chen, S.N., S.Y. Lee, H. H. Tsaiand W. H. Wu, 2008, Extend The Debt as It Is Not Deeply Out-of-the-Money, Economics Bulletin 7 (16), 1-6. (Econlit) |
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研討會論文 |
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Hui-Huang Tsai, Wei-Hwa Wu, Mu-En Wu, 2016, The Delayed Effect of Stealth Trading of Major Traders on Taiwan Stock Index Options, 2016 International Conference on Business and Information, Nagoja, Japan, July 3-5, 2016 Mu-En Wu, Hui-Huang Tsai, Raylin Tso, and Chi-Yao Weng, "An Adaptive Kelly Betting Strategy for Finite Repeated Games," In Proceeding s of the Ninth International Conference on Genetic and Evolutionary Computing (ICGEC 2015), Yangon, Myanmar, Aug. 26-28, 2015. Hui-Huang Tsai and Ting-Pin Wu, 2014, Is It Smart To Bet Against Rational Speculators In The Small Market It Depends, 2014 International Conference on Business and Information 蔡輝煌、吳庭斌，2013，理性投機者未沖銷部位結構的資訊內涵，2013年「管理思維與實務」暨「管理資訊計算」聯合學術研討會 |
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Working papers |
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Tsai, H.H., M.E. Wu, 2016, On the Study of Trading Strategies within Limited Arbitrage based on SVM, working paper. |
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服務 |
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AACSB認證執行委員，國立台北大學商學院 |
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榮譽 |
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101學年度財金專題報告競賽第三名(指導老師) 103學年度財金專題報告競賽第一名(指導老師) |
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