Publications

Results 1-9 of 9 (Search time: 0.003 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12022Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed PricingPo-Yi Liu; Chi-Hua Wang; Henghsiu Tsai arXiv:2208.09372 [stat.ML], 1-24
22022Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum DistributionsMilan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca FusaiOperations Research 70(4), 1984-1995
32021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
42020Chapter 72: Non-Parametric Inference on Risk Measures for Integrated ReturnsHenghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin ChenHandbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company)
52020Approximate Maximum Likelihood Estimation of A Threshold Diffusion ProcessTing-Hung Yu; Henghsiu Tsai ; Heiko RachingerCOMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823
62019Detection of Differential Item Functioning via the Credible Intervals and Odds Ratios MethodsYa-Hui Su; Henghsiu Tsai Quantitative Psychology Research (PROMS 265) (Cham : Springer)
72017Using credible intervals to detect dierential item functioning in IRT modelsYa-Hui Su; Joyce Chang; Henghsiu Tsai 
82017Approximate Maximum Likelihood Estimation of A Threshold Diffusion ProcessHenghsiu Tsai ; Ting-Hung Yu
92016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648