李文毅

  • 姓名:李文毅
  • 職稱:助理教授
  • 電話:02-2236-8225 轉 63436
  • 研究室:M631
  • 電子信箱:wylee@mail.shu.edu.tw
  • 個人網站:
  • 本學期Office Hour:
  • 政府研究資訊系統 – 世新財金研究計畫(GRB)

研究領域

機器學習、深度學習、強化學習、投資組合、最佳化演算法、數量方法、決策模型

任教科目

程式交易、物聯網金融科技概論、金融大數據、統計學、金融大數據與機器學習、物聯網金融科技概論、財經英文(一)

學歷

國立交通大學科技管理研究所博士

經歷

  • 國立高雄第一科技大學財務管理系助理教授
  • 科技管理學刊(TSSCI) 編輯助理
  • 專利分析研究中心 專利分析師
  • 交通大學科技管理研究所 AACSB 執行秘書
  • 國立暨南國際大學資訊管理系講師

論文著作

研究成果

A. 期刊論文

  1. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chang. Does Worst-case Omega robust portfolio outperform CVaR-related models?. Computers & Operations Research, Revised.
  2. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Shun-Ji Lin. Does Return Forecasting Improve Performance of Risky Portfolio Models?, Technological Forecasting and Social Change, Revised.
  3. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu (2017, Dec). Does Entropy Model with Return Forecasting Enhance Portfolio Performance, Computers & Industrial Engineering, 114, 175-182.
  4. Chin-Young Hung, Wen-Yi Lee (2016, Feb). A proactive technological selection model for new technology: The case of 3D IC TSV, 103, 191-202. Technological Forecasting and Social Change.
  5. Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou (2014, Aug). Diversified portfolios with different entropy measures. Applied Mathematics and Computation, 241(15), 47–63.
  6. Chih-Young Hung, Wen-Yee Lee, Ding-Shan Wang (2013, May). Strategic foresight using a modified Delphi with end-user participation: A case study of the iPad’s impact on Taiwan ‘s PC ecosystem. Technological Forecasting and Social Change, 80(3), 485-497.
  7. Chih-Young Hung, Wen-Yi Lee, Chaing-Wei Wang (2013, May). A Technology Selection Model for Power Battery Cathode Materials. Journal of Technology Management, 18(1), 41-66. (TSSCI).
  8. Jing-Rung Yu, Wen-Yi Lee (2011, Sep). Portfolio rebalancing model using multiple criteria, 209(2), 166-175. European Journal of Operational Research.

B. 研討會論文

  1. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Yi-Ting Hsin (2016), Optimizing the Omega Ratio in Portfolio with Floating Threshold, November 13-16, INFORMS 2016 Annual Conference in TN, USA.
  2. Chih-Young Hung, Wen-Yi Lee, Chaing-Wei Wang (2013), A Technology Selection Model for Power Battery Cathode Materials, November 29, Conference of the Chinese Society for Management of Technology. (Excellent Paper Award)
  3. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wei-Yuan Chang and Wen-Yi Lee (2013), Modeling Transaction Costs and Skewness in Portfolio: Application of Fuzzy Approach, International Conference on Fuzzy Theory and Its Applications, Dec. 6-8, Taipei, Taiwan.
  4. Jing-Rung Yu and Wen-Yi Lee and Chin-Lung Lee (2011), A Fuzzy Goal Programming Model for Time Series Forecasting, The 8th International Symposium of Management Engineering, August 22-25, Taipei, Taiwan. (Excellent Paper Award)
  5. Jing-Rung Yu and Wen-Yi Lee (2010), A diversified portfolio model by using multiple objective programming, International Symposium on Financial Engineering and Risk Management, June 10-12, National Taiwan University, Taiwan.
  6. Jing-Rung Yu and Wen-Yi Lee (2009), Portfolio rebalancing model with transaction costs using multiple criteria, The 3rd Annual Financial Engineering and Risk Management Conference, January 15, Chiao Tung University, Taiwan. (Invited paper)

C. 專書及譯著:暫無資料。

 

研究計畫

科技部補助研究計畫:暫無計畫。

 

其他