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2020 – today
- 2025
[j16]Yi-Cheng Shih, Tian-Shyr Dai
, Ying-Ping Chen, Yen-Wu Ti, Wun-Hao Wang, Yun Kuo:
Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks. Expert Syst. Appl. 259: 125211 (2025)- 2022
- [j15]Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang, Ting-Hui Chiang, Liang-Chih Liu:
Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi. IEEE Access 10: 86101-86116 (2022) - [j14]Wei-Lun Kuo, Wei-Che Chang, Tian-Shyr Dai, Ying-Ping Chen, Hao-Han Chang:
Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance. IEEE Access 10: 97030-97046 (2022) - [j13]Jing-You Lu, Hsu-Chao Lai, Wen-Yueh Shih, Yi-Feng Chen, Shen-Hang Huang, Hao-Han Chang, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai:
Structural break-aware pairs trading strategy using deep reinforcement learning. J. Supercomput. 78(3): 3843-3882 (2022) - 2021
- [c17]Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti, Ming-Chuan Huang:
Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions. CIKM Workshops 2021 - [c16]Wei-Lun Kuo, Tian-Shyr Dai, Wei-Che Chang:
Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism. CIKM Workshops 2021 - 2020
- [c15]Shen-Hang Huang, Wen-Yueh Shih, Jing-You Lu, Hao-Han Chang, Chao-Hsien Chu, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai:
Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model. BigComp 2020: 209-216
2010 – 2019
- 2018
- [j12]Chuan-Ju Wang, Tian-Shyr Dai:
An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process. IEEE Comput. Intell. Mag. 13(4): 35-45 (2018) - 2015
- [j11]Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu:
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Appl. Math. Comput. 252: 418-437 (2015) - 2014
- [j10]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu:
Evaluating corporate bonds with complicated liability structures and bond provisions. Eur. J. Oper. Res. 237(2): 749-757 (2014) - [c14]Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai:
An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply. CLOSER (Selected Papers) 2014: 47-62 - [c13]Soheil Qanbari, Fei Li, Schahram Dustdar, Tian-Shyr Dai:
Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers. CLOSER 2014: 221-229 - 2012
- [c12]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu:
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. CIFEr 2012: 1-8 - 2011
- [j9]Li-min Liu, Tian-Shyr Dai:
A Reliable Fingerprint Orientation Estimation Algorithm. J. Inf. Sci. Eng. 27(1): 353-368 (2011) - 2010
- [j8]Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu, Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. Appl. Math. Comput. 217(7): 3174-3189 (2010) - [c11]Chun-Yuan Chiu, Tian-Shyr Dai, Yu-Cheng Tien:
Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. CSC 2010: 114-121 - [c10]Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang:
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. CSC 2010: 134-141
2000 – 2009
- 2009
- [j7]Tian-Shyr Dai, Yuh-Dauh Lyuu:
Accurate and efficient lattice algorithms for American-style Asian options with range bounds. Appl. Math. Comput. 209(2): 238-253 (2009) - [j6]Tian-Shyr Dai, Li-min Liu:
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. J. Softw. Eng. Appl. 2(4): 301-307 (2009) - [c9]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. SAC 2009: 966-970 - 2008
- [j5]Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu:
Linear-time option pricing algorithms by combinatorics. Comput. Math. Appl. 55(9): 2142-2157 (2008) - 2007
- [j4]Tian-Shyr Dai, Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options. Acta Informatica 44(1): 23-39 (2007) - [j3]Li-min Liu, Ching-Yu Huang, Tian-Shyr Dai, George Chang:
Enhanced SEA algorithm and fingerprint classification. Int. J. Comput. Appl. Technol. 30(4): 295-302 (2007) - [c8]Tian-Shyr Dai, Yuh-Dauh Lyuu:
An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM 2007: 251-261 - [c7]Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei:
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. AAIM 2007: 262-272 - 2006
- [j2]Li-min Liu, Tian-Shyr Dai:
Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement. J. Univers. Comput. Sci. 12(10): 1426-1438 (2006) - [c6]Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu:
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC 2006: 104-110 - [c5]Li-min Liu, Tian-Shyr Dai:
A Hybrid Fingerprint Enhancement Algorithm. IPCV 2006: 35-40 - 2005
- [j1]Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu:
An efficient convergent lattice algorithm for European Asian options. Appl. Math. Comput. 169(2): 1458-1471 (2005) - [c4]Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu:
Pricing Asian Options with an Efficient Convergent Approximation Algorithm. WSTST 2005: 1121-1130 - [c3]Tian-Shyr Dai, Yuh-Dauh Lyuu:
Pricing Double Barrier Options by Combinatorial Approaches. WSTST 2005: 1131-1140 - 2004
- [c2]Tian-Shyr Dai, Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options. SODA 2004: 710-717 - 2003
- [c1]Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu:
Analytics and algorithms for geometric average trigger reset options. CIFEr 2003: 55-62
Coauthor Index
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