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99 results on '"Wang, Chou-Wen"'

3. Application of Machine Learning in Credit Card Fraud Detection: A Case Study of F Bank

Author

Lin, Yuan-Fa, Wang, Chou-Wen, Wu, Chin-Wen, Goos, Gerhard, Series Editor, Hartmanis, Juris, Founding Editor, van Leeuwen, Jan, Series Editor, Hutchison, David, Editorial Board Member, Kanade, Takeo, Editorial Board Member, Kittler, Josef, Editorial Board Member, Kleinberg, Jon M., Editorial Board Member, Kobsa, Alfred, Series Editor, Mattern, Friedemann, Editorial Board Member, Mitchell, John C., Editorial Board Member, Naor, Moni, Editorial Board Member, Nierstrasz, Oscar, Series Editor, Pandu Rangan, C., Editorial Board Member, Sudan, Madhu, Series Editor, Terzopoulos, Demetri, Editorial Board Member, Tygar, Doug, Editorial Board Member, Weikum, Gerhard, Series Editor, Vardi, Moshe Y, Series Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Nah, Fiona Fui-Hoon, editor, and Siau, Keng Leng, editor

Published
2024
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4. Predictive Analysis for Personal Loans by Using Machine Learning

Author

Huang, Hui-I., Wang, Chou-Wen, Wu, Chin-Wen, Goos, Gerhard, Series Editor, Hartmanis, Juris, Founding Editor, van Leeuwen, Jan, Series Editor, Hutchison, David, Editorial Board Member, Kanade, Takeo, Editorial Board Member, Kittler, Josef, Editorial Board Member, Kleinberg, Jon M., Editorial Board Member, Kobsa, Alfred, Series Editor, Mattern, Friedemann, Editorial Board Member, Mitchell, John C., Editorial Board Member, Naor, Moni, Editorial Board Member, Nierstrasz, Oscar, Series Editor, Pandu Rangan, C., Editorial Board Member, Sudan, Madhu, Series Editor, Terzopoulos, Demetri, Editorial Board Member, Tygar, Doug, Editorial Board Member, Weikum, Gerhard, Series Editor, Vardi, Moshe Y, Series Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Nah, Fiona Fui-Hoon, editor, and Siau, Keng Leng, editor

Published
2024
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6. Portfolio Performance Evaluation with Leptokurtic Asset Returns

Author

Wu, Chin-Wen, Wang, Chou-Wen, Chen, Yang-Cheng, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Nah, Fiona, editor, and Siau, Keng, editor

Published
2023
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14. Working capital management under supply chain disruption: The role of government response during economic uncertainty

Author

Wu, Lin-Chih, Eng, Teck-Yong, and Wang, Chou-Wen

Abstract

Supply chain finance (SCF) stems from supply chain management (SCM), where firms deploy various approaches (e.g., inventory management and working capital management) to maximize firm performance. Firms utilize working capital management (WCM) to optimize their operating cash to create firm value. This study focuses on how firms could deploy the WCM approach through receivables, inventories, and payables to maximize long-term and short-term firm performance. It is worth noting that the components in WCM serve different roles in firm performance where shareholders value shorter receivable periods to avoid customer default risk, but firms could benefit from long receivable periods for short-term operation performance. In addition, governments from various countries implemented different policies to reduce adverse economic impacts of the pandemic. The sample includes publicly listed manufacturing companies in the United States, the United Kingdom, Singapore, and Australia where different levels of government response have been observed. By using Ordinal Least Squares (OLS) regression analysis and adopting government policy as moderator, the results show that the government actions during the pandemic serve as the mitigating effect in the manufacturing supply chain. The analyses also show that the government policies implemented have successfully supported supply chain resilience during pandemic, especially to loss-making firms from decreased firm value.

Published
2024
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32. Pricing arithmetic average reset options with control variates

Author

Liao, Szu-Lang and Wang, Chou-Wen

Subjects
Stock-exchange -- Research, Derivatives (Financial instruments), Stock options -- Prices and rates, Company pricing policy, Banking, finance and accounting industries, Business
Abstract

Using the closed-form solutions of partial barrier options, we derive the prices of general reset options with in reset levels and continuous reset dates, as well as provide some special [...]

Published
2002

40. On the valuation of reverse mortgage insurance.

Author

Wang, Chou-Wen, Huang, Hong-Chih, and Lee, Yung-Tsung

Subjects
*MORTGAGE guarantee insurance, *REVERSE mortgage loans, *LOAN-to-value ratio, *HOME prices, *COLLATERAL security, *APPRAISERS, *INSURANCE eligibility, *HOME equity conversion
Abstract

This article presents a closed-form formula for calculating the loan-to-value (LTV) ratio in an adjusted-rate reverse mortgage (RM) with a lump sum payment. Previous literatures consider the pricing of RM in a constant interest rate assumption and price it on fixed-rate loans. This paper successfully considers the dynamic of interest rate and the adjustable-rate RM simultaneously. This paper also considers the housing price shock into the valuation model. Assuming that house prices follow a jump diffusion process with a stochastic interest rate and that the loan interest rate is adjusted instantaneously according to the short rate, we demonstrate that the LTV ratio is independent of the term structure of interest rates. This argument holds even when housing prices follow a general process: an exponential Lévy process. In addition, the HECM (Home Equity Conversion Mortgage) program may be not sustainable, especially for a higher level of housing price volatility. Finally, when the loan interest rate is adjusted periodically according to the LIBOR rate, our finding reveals that the LTV ratio is insensitive to the parameters characterizing the CIR model. [ABSTRACT FROM AUTHOR]

Published
2016
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