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棗厥庸 副教授

職稱:副教授
信箱
cytsao@mail.cgu.edu.tw
電話:03-2118800 # 3248
個人網頁
http://www.sedonaws.com/members/cytsao/cv/
學歷
國立中央大學 財務金融博士
專長領域
財務工程、應用統計

工作經歷
Chair of Shengen Development Center, Chair of Shengen Development Center, Chang-Gung University (June, 2016 – July, 2020), Taoyuan, Taiwan.
Associate Professor, Associate Professor (Dept. of Industrial and Business Management, Chang Gung University) (August, 2010 - Present), Taoyuan, Taiwan.
Chair of Department, Chair of Industrial and Business Management, Chang-Gung University (August, 2012 – July, 2015), Taoyuan, Taiwan.
Chair of Innovation Incubation Center, Chair of Innovation Incubation Center, Chang-Gung University (August, 2010 – July, 2012), Taoyuan, Taiwan.
Assistant Professor, Assistant Professor (Dept. of Business Administration, Chang Gung University) (February, 2004 - July, 2010), Taoyuan, Taiwan.
AP-EMBA Programme Director, AP-EMBA Programme Director (July, 2007 - August, 2008), Taoyuan, Taiwan.
Lecturer, Lecturer (National Sun Yat-sen University) (September, 2005 - July, 2006), Kaoshiung, Taiwan.
Lecturer, Lecturer (Dept. of Finance, National Central University) (August, 2002 - July, 2004), Taoyuan, Taiwan.

學會與專業認證
2014-2015:  Faculty Evaluation Committee 
2011-2012:  Curriculum Development Committee
2012-2013 – 2013-2014:  Faculty Evaluation Committee 
2010-2011:  Faculty Evaluation Committee 
2007-2008 – 2009-2010:  Curriculum Development Committee 
2006-2007 – 2007-2008:  Student Affair Committee 
2006-2007:  Faculty Evaluation Committee  

發表期刊論文

  1. Tzu-Yu Lina, Chia-Yu Chena, Chueh-Yung Tsao, Kuang-Hung Hsua (2017).  The association between personal income and aging: A population-based 13-year longitudinal study. Archives of Gerontology and Geriatrics 70, May–June 2017, 76-83.
  2. Chueh-Yung Tsao & Ya-Chi Huang. Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market, Journal of Economic Interaction and Coordination (Online Published: 2017-03-12).
  3. Tyan-Yu Wu, Chueh-Yung Tsao, & Sie Cian-Yu (2017). Unity enhances product aesthetics and emotion. International Journal of Industrial Ergonomics 59, 92-99.
  4. Ya-Chi Huang & Chueh-Yung Tsao (2017), Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market, Computational Economics 49 (2).
  5. Ya-Chi Huang and Chueh-Yung Tsao*, “Discovering Traders' Heterogeneous Behavior in High-Frequency Financial Data,” Computational Economics (2016/11/6, Accept).
  6. Tsao, Chueh-Yung, Chun I Lee*, and Yih-Wen Shyu, “Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures,” Journal of Behavioral Finance 18(4), 427-447.
  7. Tsao, C.-Y. & Chen, T. (2016).  A projection-based compromising method for multiple criteria decision analysis with interval-valued intuitionistic fuzzy information.   Applied Soft Computing, 45, 207-223.
  8. Tsao, C., Lee, C., & Shyu, Y. (in press, 2016).  Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures.   Journal of Behavioral Finance.
  9. Huang, Y. & Tsao, C. (in press, 2016).  Discovering Traders' Heterogeneous Behavior in High-Frequency Financial Data.   Computational Economics.
  10. Wang, J., Tsao, C., & Chen, T. (2015).  A Likelihood-Based QUALIFLEX Method with Interval Type-2 Fuzzy Sets for Multiple Criteria Decision Analysis.   Soft Computing, 19, 2225–2243.
  11. Tsao, C. & Liu, C. (2012).  Asian Options with Credit Risks: Pricing and Sensitivity Analysis.   Emerging Markets Finance and Trade, 48, 96-115.
  12. Chang, C., Liao, T., & Tsao, C. (2011).  Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options.   Journal of Derivatives, 18 (4), 37-53.
  13. Chang, C. & Tsao, C. (2011).  Efficient and accurate quadratic approximation methods for pricing Asian strike options.   Quantitative Finance, 11 (5), 729-748.
  14. Tsao, C. (2010).  Portfolio Selection Based on the Mean-VaR Efficient Frontier.   Quantitative Finance, 10 (8), 931-945.
  15. Tsao, C. & Lee, Y. (2010).  Corporate Failure Prediction: Econometric Models and Variable Selection.   Journal of Futures and Options.
  16. Tsao, C. & Lin, C. (2009).  The Pricing of Asian Options With Default Risk.   Research in Finance.
  17. Chen, T. & Tsao, C. (2008).  The interval-valued fuzzy TOPSIS method and experimental analysis.   Fuzzy Sets and Systems.
  18. Chen, S., Kuo, T., & Tsao, C. (2007).  Regression Trees for Housing Price Models: An Empirical Study in Taiwan.   Journal of Housing Studies, 16 (1), 1-20.
  19. Tsao, C. & Huang, C. (2007).  Efficient solutions for discrete Asian options.   Soft Computing.
  20. Lee, J., Lin, S., Lee, W., & Tsao, C. (2006).  Common Factors in Liquidity: Evidence from Taiwan Stock Market.   International Review of Financial Analysis.
  21. Tsao, C. & Chen, S. (2004).  Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies.   Advances in Econometrics.
  22. Tsao, C. & Chang, C. (2003).  Analytic Approximation Formulae for Pricing Forward-starting Asian Options.   Journal of Futures Markets.
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