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學歷/Education
:
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景山國小振寮分校 |
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布袋國中 |
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嘉義高中 |
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B.S.,
National Chung Hsing University (1988-1992) |
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M.S.,
National Chiao Tung University (1992-1994) |
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Ph.D.,
National Chiao Tung University (1997-2002) |
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經歷/Experience
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學術專長/Research
Interest
:
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Growth Curve |
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Time Series
Analysis |
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Financial
Mathematics |
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Mathematical Statistics |
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期刊審稿委員/Referee
:
Applied Mathematical Modelling;
Applied Mathematics-A Journal of Chinese
Universities;
Arabian Journal for Science and Engineering;
Computers & Industrial Engineering;
IEEE Signal
Processing Letters;
IEEE Transactions on Reliability;
IEEE Transactions on Signal Processing;
Information Sciences;
International Journal of Information and
Management Sciences;
International Journal of Systems Science;
Journal of Applied Statistics;
Journal of Business Research;
Journal of Computational and Applied Mathematics;
Journal of Data Science;
Journal of
Quality;
Journal of Statistical Computation and Simulation;
Journal of Testing and Evaluation;
Journal of the Chinese Institute of Engineers;
Journal of the Chinese Statistical Association;
Mathematics and Computers in Simulation;
Optimization;
Review of Quantitative
Finance and Accounting;
Statistical Methodology;
Statistics and Probability Letters;
經濟與管理論叢
管理與系統
管理研究學報
....
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著作/Publication
:
期刊論文:
英文:,
-
Chun-Shien Wu,
Yu-Yawn Chen, Chih-Lin Chuang, Li-Ming Chiang, Gregory B. Dwyer,
Ying-Lin Hsu, Ai-Chun Huang, Chung-Liang Lai and Kuen-Chang Hsieh
(2015) "Predicting body composition using foot-to-foot bioelectrical
impedance analysis in healthy Asian individuals", Nutrition
Journal, 14:52.
-
Stephane Meng-Feng
Yen, Ying-Lin Hsu, and Yi-Long Hsiao (2015) "Can hedge fund elites
consistently beat the benchmark? A study of portfolio optimization",
Asia Pacific Management Review, 20, 275-284.
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Nan-Yu Wang, Chih-Jen
Huang, Ying-Lin Hsu and Shian-Chang Huang (2015) "Using Stepwise
Reality Check to Analyze Open-end Fund Investors’ Herding Redemption
in Taiwan", International Journal of Economics and Financial
Issues, 5(1), 260-272.
-
Tzu-Hsin Liu, Jau-Chuan Ke, Stéphane M.F. Yen, and Ying-Lin Hsu.
"Statistical Inference for the Availability of Repairable System
with General Repair, Reboot Delay and Switching Failure",
Communications in Statistics - Simulation and Computation.
http://dx.doi.org/10.1080/03610918.2014.970699
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Ying-Lin Hsu, Po-Yu Huang and
Dung-Tsa Chen (2014). "Sparse principal component analysis in cancer
research", Transl Cancer Res 3(3), 182-190.
▲
-
Ying-Lin Hsu, Jau-Chuan Ke,
Tzu-Hsin Liu* and Chia Huang Wu (2014). "Modeling
of multi-server repair problem with switching failure and reboot
delay and related profit analysis", Computers & Industrial
Engineering, 69, 21-28.
▲1
-
Hsu, Y-L., Kuan, C-M., & Yen, S. M. F. (2013). Selecting Top Funds
of Hedge Funds Based on Alpha and Other Performance Measures. In G.
N. Gregoriou (Ed.), Reconsidering Funds of Hedge Funds:The
Financial Crisis and Best Practices in UCITS, Tail Risk,
Performance, and Due Diligence (pp. 351–366). Academic Press:
Elsevier Inc.
▲2
-
Tzu-Hsin, Liu, Hsu,
Ying-Lin and Chen, Dung-Tsa (2013) "Evaluation of numbers of top ranked
genes", Model Assisted Statistics and Applications, 8(2),
151-161.
▲
-
Ke, Jau-Chuan, Hsu,
Ying-Lin, Tzu-Hsin, Liu and Zhang, Zhe George (2013) "Computational
Analysis of Machine Repair Problem with Unreliable Multi-repairmen",
Computers & Operations Research,
40, 848-855.
▲10
-
Ke,
Jau-Chuan, Yen, Stéphane M.F., Liu, Tzu-Hsin and Hsu*, Ying-Lin
(2012) "
A Standby
System with General Repair and Imperfect Switching",
Journal of Testing and Evaluation, 40(3), 440-446. ▲
-
Chen*, Dung-Tsa, Hsu,
Ying-Lin, Fulp, William J., Coppola, Domenico, Haura, Eric B.,
Yeatman, Timothy J., Cress, W. Douglas (2011) "Prognostic and
Predictive Value of a Malignancy-Risk Gene Sigature in Early-Stage
Non-Small Cell Lung Cancer",
Journal of the National Cancer
Institute, 103(23), December 8, 1-12.
▲36
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Hsu*, Ying-Lin, Ke,
Jau-Chuan and Liu, Tzu-Hsin (2011) "Standby
system with general repair, reboot delay, switching failure and
unreliable repair facility - a statistical standpoint",
Mathematics and Computers in Simulation
81, 2400-2413.
▲11
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Liu, Tzu-Hsin, Ke, Jau-Chuan,
Hsu, Yu-Luu and Hsu*, Ying-Lin (2011) "Bootstrapping Computation of
Availability for a Repairable System with Standby subject to
Imperfect Switching",
Communications in Statistics-Simulation and Computation
40, 469-483.
▲3
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Yen*, M. F. and Hsu,
Y. L. (2010). "Profitability
of Technical Analysis in Financial and Commodity Futures Markets: A
Reality Check",
Decision Support Systems
50, 128-139.
▲10
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Chuang, H. W., Hsu*, Ying-Lin and
Lee, C. F. (2010). “Application of the Characteristic Function in
Financial Research”. Handbook of Quantitative Finance
and Risk management
(Eds.: Lee, C. F., Lee, A. C. and Lee, J.),
575-582,
Springer, New York.
▲
-
Hsu*, Y. L., Lin, T. I. and Lee, C.
F. (2010). "Constant Elasticity of Variance (CEV) Option Pricing Model:
Integration and Detailed Derivations". Handbook of Quantitative Finance
and Risk management
(Eds.: Lee, C. F., Lee, A. C. and Lee, J.), 471-480, Springer, New
York.
▲36
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Ke*, Jau-Chuan Ke, Su, Zheng-Long, Wang, K.-H. and
Hsu, Y.-L. (2010)
"Simulation
Inferences for an availability system with general repair
distribution and imperfect fault coverage",
Simulation Modelling Practice and Theory
18, 338-347.
▲16
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Lee, Ssu-Lang, Hsu, Ying-Lin and Ke*, Jau-Chuan
(2009) "Bayesian
Assessing for a Repairable System with Standby Imperfect Switching and
Reboot Delay",
International Journal of Systems Science
40, 1149-1159.
▲6
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Hsu, Ying-Lin, Lee, Ssu-Lang and Ke*, Jau-Chuan (2009). “A repairable
system with imperfect coverage and reboot: Bayesian and asymptotic
estimation”,
Mathematics and Computers in Simulation 79, 2227-2239.
▲8
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Hsia*, Tai-Chang, Hsu,
Ying-Lin, and Jen, Hsiao-Lih (2009). "A Factor Analysis Based
Selection Process for Predicting Successful University Color Guard Club
Members", Expert
Systems With Applications
36, 2719-2726.
▲7
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Ke, Jau-Chuan, Lee, Ssu-Lang,
Hsu*, Ying-Lin, and Chen, Yu-Tzu (2008).
“On a repairable system with an unreliable service station: Bayesian
approach”,
Computers & Mathematics with Applications
56, 1668-1683.
▲
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Ke*, Jau-Chuan, Lee, Ssu-Lang,
and Hsu, Ying-Lin (2008). “Bayesian
Analysis for a Redundant Repairable System with Imperfect Coverage”, Communications in Statistics-Simulation and Computation
37, 993-1004.
▲
-
Ke*, Jau-Chuan, Lee, Ssu-Lang,
and Hsu, Ying-Lin (2008). "On a repairable system with detection,
imperfect coverage and reboot: Bayesian approach",
Simulation Modelling Practice and Theory
16, 353-367.
▲
-
Hsu*, Y. L., Lin, T. I. and Lee, C.
F. (2008). “Constant Elasticity of Variance (CEV)
Option Pricing Model: Integration and Detailed Derivations”,
Mathematics and Computers in Simulation
79, 60-71.
▲
-
Hsu, Ying-Lin, Ke*, Jau-Chuan, and
Lee, Ssu-Lang (2008). “On a redundant repairable system with
switching failure:
Bayesian approach”, Journal of Statistical Computation and Simulation
78, 1161-1178.
▲
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Hsu*, Y. L., Kueng, T. L., Lee, J. C., and Lin, T. I.
(2005). “Parameter Estimation and Future Value Prediction of Generalized
Growth Curve Model with Power Transformation, Random Effects and General AR(g) Dependence”, Journal of Chinese Statistical Association
43, 451-471.
▲
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Lee, J. C., Lin*, T. I., Lee, K.
J. and Hsu, Y. L. (2005). “Bayesian Analysis of Box-Cox Transformed Linear
Mixed Model with ARMA(p,q) Dependence”,
Journal of
Statistical Planning and Inference 133, 435-451.
▲
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Lee*, J. C. and Hsu, Y. L.
(2003). “Estimation and Prediction of Generalized Growth Curve with
Grouping Variances in AR(q) Dependence Structure”,
Biometrical
Journal 45, 165-181.
▲
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Lee*, J. C. and Hsu, Y. L. (1997). “Bayesian Analysis
of Growth Curves with AR(1) Dependence”,
Journal of Statistical
Planning and Inference 64, 205-229.
▲
中文:
-
許英麟&黃俊傑* (2008). "運用多變量分析探討金融市場之消費者決策行為",
台灣銀行季刊, 第59卷第3期, 第1-28頁.
-
徐孟資*、許英麟&陳弘吉
(2012). "次貸風暴前後外匯匯率風險值之比較分析-以美元兌英鎊、歐元、日圓與新台幣為例", 企業管理學報,
93, 15-45.
研討會論文:
許英麟,廖宮毅&郭于銓
(2007). "Growth
Curves with Covariance Structures Having Heterogeneous Variances"
南區統計研討會, 高雄大學, 高雄
Lee, J. C. and Hsu, Y. L.
(2002).
Estimation and Prediction of
Generalized Growth Curve with Grouping Variances in AR(q)
Dependence Structure, 2002 Joint Statistical
Meeting (ASA), New York, USA.
Hsu, Y. L. (2002). On the Growth Curve Model with
Covariance Structure and Non-homogeneity of Variances,
中國統計學社九十一年統計學術研討會,東海大學,台中。
技術報告:
Hsu, Y. L.,
2006, “Growth Curves with Heterogeneous
Variances in General Autoregressive Dependence Structure”, Technical
Report, No. NSC 95-2118-M-005-003-,
National Science.Council,
Taiwan
Hsu, Y. L.
and Lee, J. C., 2005, “Growth Curves with GARCH Dependence Structure”,
Technical Report, No. NSC 94-2118-M-005-002-, National Science.Council,
Taiwan
Hsu, Y. L.
and Lee, J. C., 2004, “Bayesian Analysis of Growth Curve with Two
Covariance Structures Having Heterogeneous Variances”, Technical Report,
No. NSC 93-2118-M-005-002-,
.National
Science Council, Taiwan
Hsu, Y. L.
and Lee, J. C., 2003, “Bayesian Analysis of Growth Curve with Grouping
Variances Dependence Structure”, Technical Report, No. NSC
92-2118-M-005-001-,.National
Science Council, Taiwan
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