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蔡輝煌

 蔡輝煌助理教授

職稱:助理教授

姓名:蔡輝煌

聯絡電話:886-37-381557

部落格:http://hhtsai.meworks.cc

E-mailhhtsai @nuu.edu.tw

研究專長:財務工程、固定收益證券、行為財務學

學歷

國立台灣大學財務金融博士

國立台灣大學財務金融碩士

經歷

國立臺北大學 兼任教師

元智大學兼任講師

國立台灣大學 研究員(博士生)

教授課程

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

期刊論文

1.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)

2.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)

研討會論文

1.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

2.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.

3.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

4.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

Working papers

Tsai, H.H., M.E. Wu, 2016, On the Study of Trading Strategies within Limited Arbitrage based on SVM, working paper.

服務

AACSB認證執行委員,國立台北大學商學院

榮譽

1.101學年度財金專題報告競賽第三名(指導老師)

2.103學年度財金專題報告競賽第一名(指導老師)

 

 

 

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