Ph.D., National Chengchi University
113 學年度院級教學優良獎
Chen, Ting-Fu, Hsin-Yu Chiu & Chieh Shen. 2026. Modeling EUA Price Dynamics: A Multistage PDE Framework with Market Stability Reserve Mechanisms. International Review of Economics and Finance. https://doi.org/10.1016/j.iref.2026.105626 (SSCI)
Chen, Ting-Fu, Chih-Chen Hsu, Cheng-Chieh Yu & Sheng-Guan Hong. 2026. An Investigation into the Application of Artificial Intelligence for False Reject Screening in Advanced System-on-Chip Final Testing. Journal of the Chinese Institute of Engineers. https://doi.org/10.1080/02533839.2026.2690233 (SCIE)
Chen, Ting-Fu & Tzyy-Leng Horng. 2026. Chebyshev Pseudospectral Method for Option Valuation under the Mean Reversion, Jumps, and Non-affine Stochastic Volatility Model. Computational Economics. https://doi.org/10.1007/s10614-026-11362-3 (SSCI, SCIE)
Chen, Ting-Fu, Sheng-Guan Hong & John M. Hong. 2026. Deep Reinforcement Learning with Particle Filtering for Latent Volatility Inference. Journal of the Chinese Institute of Engineers, 1–17. https://doi.org/10.1080/02533839.2026.2683479 (SCIE)
Chen, Ting-Fu, Jie-Cao He & Yuying Zheng. 2026. The Dynamics of Correlated Shocks: Option Pricing and Estimation in a Regime-switching Co-jump Model. Journal of Statistical Computation and Simulation. DOI: 10.1080/00949655.2026.2673456 (SCIE)
Chen, Ting-Fu, Xian-Ji Kuang, Szu-Lang Liao & Shih-Kuei Lin. 2023. Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning. Computational Economics. DOI: 10.1007/s10614-023-10509-w (SSCI, SCIE)
He, Jie-Cao, Hsing-Hua Chang, Ting-Fu Chen & Shih-Kuei Lin. 2023. Upside and Downside Correlated Jump Risk Premia of Currency Options and Expected Returns. Financial Innovation 9, 90. (SSCI)
Chen, Ting-Fu, Shih-Kuei Lin, An-Sing Chang & Wang Wei-Hao. 2022. The Pricing Model of Pension Benefit Guaranty Corporation Insurance with Regime-Switching Processes. Journal of Risk and Financial Management 15(6):258. (EconLit, ESCI)
Wu, Yang-Che, Ting-Fu Chen & Shih-Kuei Lin. 2020. Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps. Quantitative Finance 20(7), 1085-1100. (SSCI)
Chiu, Hsin-Yu & Ting-Fu Chen. 2020. The Impact of Volatility Jumps in a Mean-reverting Model: Derivative Pricing and Empirical Evidence. The North American Journal of Economics and Finance 52, 101112. (SSCI)
Hsu, Chih-Chen, An-Sing Chen, Shih-Kuei Lin & Ting-Fu Chen. 2017. The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices. Review of Quantitative Finance and Accounting 48(3), 819-848. (EconLit, ESCI)
Lin, Shih-Kuei, Ting-Fu Chen & Chien Tsang Lin. 2016. Analysis of Risk Management Strategies for Contingent Convertible Bonds. Journal of Financial Studies 24(4), 47-83. (TSSCI)
Hsu, Chih-Chen, Shih-Kuei Lin & Ting-Fu Chen. 2014. Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options. Asia-Pacific Journal of Financial Studies 43(3), 317-355. (SSCI)