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:週一第5-8節
  • 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, Shun-Ji Lin (2020, Mar). Portfolio models with return forecasting and transaction costs, International Review of Economics & Finance, 66, 118-130 (SSCI, IF 1.432, FINANCE, Q2).
  2. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang (2019, Apr). Realized performance of robust portfolios: Worst-case Omega vs. CVaR related models. Computers & Operations Research, 104, 239-255 (SCIE, IF 3.002, OPERATIONS RESEARCH & MANAGEMENT SCIENCE, Q1).
  3. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu (2017, Oct). Does entropy model with return forecasting enhance portfolio performance. Computers and Industrial Engineering, 114, 174-182 (SCIE, IF 3.518, COMPUTER SCIENCE & INTERDISCIPLINARY APPLICATIONS, Q1).
  4. Chin-Young Hung, Wen-Yi Lee (2016, Feb). A proactive technological selection model for new technology: The case of 3D IC TSV. Technological Forecasting and Social Change (SSCI, IF 3.815, PLANNING & DEVELOPMENT, Q1).
  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 (SCIE, IF 3.092, MATHEMATICS & APPLIED, Q1).
  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. (SSCI, IF 3.815, PLANNING & DEVELOPMENT, Q1).
  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. European Journal of Operational Research. (SCI, IF 3.806, OPERATIONS RESEARCH & MANAGEMENT SCIENCE, Q1).

B. 研討會論文

  1. Wen-Yi Lee (2019, Oct). The influence of feature scaling on the stock prediction. 2019 INFORMS 2019 Annual Meeting, Seattle, United States of America.
  2. Wen-Yi Lee, Tyng-Shi Liu (2019, May). The portfolio construction with machine learning. 2019 9th International Conference on Economics, Trade and Development (ICETD 2019).
  3. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Yi-Ting Hsin (2016, Nov). Optimizing the Omega Ratio in Portfolio with Floating Return Threshold. 2019 INFORMS 2019 Annual Meeting, Nashville, United States of America.
  4. Jing-Rung Yu, Wan-Jiun Paul Chiou, Wei-Yuan Chang and Wen-Yi Lee (2013, Dec). Modeling Transaction Costs and Skewness in Portfolio: Application of Fuzzy Approach. International Conference on Fuzzy Theory and Its Applications.
  5. Chih-Young Hung, Wen-Yi Lee, Chaing-Wei Wang (2013, Oct). A Technology Selection Model for Power Battery Cathode Materials. Conference of The Chinese Society for Management of Technology.
  6. Jing-Rung Yu and Wen-Yi Lee and Chin-Lung Lee (2011, Aug). A Fuzzy Goal Programming Model for Time Series Forecasting. The 8th International Symposium of Management Engineering.

C. 專書及譯著:暫無資料。

 

研究計畫

1. 107學年度特色研究計畫案:應用機器學習於逆向投資策略, 教育部, 107.10.15~108.06.30  
2. 106年教學創新先導計畫-問題解決導向(PBL)課程, 教育部, 2017/06/01~2018/03/31.
3. 106年教學創新先導計畫-教學創新實驗, 教育部, 2017/06/01~2018/03/31.
4. 商品銷售預測與評估計劃, 產學合作計畫, 2018/11/01~2019/02/28.

 

其他

1.107學年度特色研究計畫案:應用機器學習於逆向投資策略,金額:100,000元,執行期間:107.10.15~108.06.30