[個人資料/About me]

 

2015/12/17

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個人資料/About me
授課課程/Lectures
照片集/Photo

 

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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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R.A., National Chiao Tung University (1996.8-1997.7)

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Instructor, Department of Finance, ChaoYang University of Technology (2002.8-2003.1)

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Assistant Professor, Department of Finance, ChaoYang University of Technology (2003.2-2003.7)

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Assistant Professor, National Chung Hsing University (2003.8-2009.1)

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Associate Professor, National Chung Hsing University (2009.2-)

 

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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

 

 

 

 

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:,

  1. 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.

  2. 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.

  3. 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.

  4. 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

  5. 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.

  6. 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

  7. 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

  8. 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.

  9. 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

  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.  

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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. 

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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.

  22. 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.

  23. 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.

  24. 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.

  25. 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.

  26. 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.

  27. 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.

  28. 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.

  29. 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:

  1. 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.

  2. 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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上次更新此站台的日期: 2015年12月17日