-凯时app官方首页

��ࡱ�>�� ������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������� �r���bjbj1�1�2�s�s��q �������66������������8��`d�ds��z����222{r}r}r}r}r}r}r$�u��x\�r]�](22](](�r����4�r]5]5]5](�����{r]5]({r]5]5wo��q�������f��u��0cpgrs0ds]p^�x72n:y4�q�xy$��q�2n�]5� ��#}222�r�r�4�222ds](](](](��������������������������������������������������������������������:y2222222226 n: tian-shyr dai 4b)ybf office: dept. of information and financial management, national chiao tung university, no. 1001, university rd., hsinchu, 300, taiwan. phone: 886-3-571-2121#57054 mobile: 886-926277745 e-mail:  hyperlink "mailto:d88006@csie.ntu.edu.tw" d88006@csie.ntu.edu.tw website: http://financelab.nctu.edu.tw higher education 1999-2004 national taiwan university taipei, taiwan ph.d., computer science dissertation: pricing asian options with lattices. (winner of 11th annual fubon best doctoral dissertation award) 1997-1999 national taiwan university taipei, taiwan m.s., computer science thesis: pricing path-dependent derivatives. (winner of 13th annual dragon most outstanding thesis award (1999)) 1993-1997 national taiwan university taipei, taiwan b.s., computer science positions held director, institute of finance, national chiao tung university. from aug. 2014 to now professor, department of information and financial management, national chiao tung university. from aug. 2013 to now associate professor, department of information and financial management, national chiao tung university. from feb. 2009 to jul. 2013 assistant professor, department of information and financial management, national chiao tung university. from feb. 2006 to 2009. assistant professor, department of applied mathematics, chung-yuan christian university. from feb. 2004 to jan. 2006. lecturer of the course �financial engineering and future products�, chinese national future association 2008. lecturer of the course �c and quantitative finance�, securities and futures institute. from 2004 to 2007. lecturer of the course �advance financial engineering�, taiwan academy of banking and finance. 2004. intern programmer of a pricing project in convertible bond asset swaps pricing program and risk management in fubon security. from july 2003 to september 2003. lecturer, eternal-life college from jul. 2000 to jun. 2004. courses: programming language, algorithms, introduction to computer science, calculus, etc. research assistant, national taiwan university sep. 1999 to jan. 2004. development of numerical algorithms for pricing path-dependent options. teaching assistant in the course �financial engineering ,  fundamental of computational theorem . translator, taiwan branch, o reilly corp. jun. 1998 to sep. 1998 published work: java network programming. (isbn�957-8247-46-x.) research assistant, national taiwan university sep. 1997 to jul. 1998. research on digital library. teaching assistant in the course �the fundamental probability�. publications journal papers tian-shyr dai, sharon yang and liu, liang-chih �pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks� insurance: mathematics and economics. 64 (2015) 364-375 chun-yuan chiu ,tian-shyr dai, and yuh-dauh lyuu. `` pricing asian option by the fft with higher-order error convergence rate under levy processes.'' applied mathematics and computation 252(2015) 418�437. chuan-ju wang, tian-shyr dai, and yuh-dauh lyuu �evaluating corporate bonds with complicated liability structures and bond provisions�, �european journal of operational research� 237(2014),749�757 tian-shyr dai and chun-yuan, chiu. `` pricing barrier stock options with discrete dividends by approximating analytical formulae.'' quantitative finance forthcoming. tian-shyr dai and chuan-ju wang. `` realized tax benefits and capital structure.'' int. j. of bonds and currency derivatives 1 (2013) 88-109 sharon yang and tian-shyr dai. `` a flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions.'' insurance: mathematics and economics, 52 (2013) 231�242. rodrigo hernandez,wayne lee, pu liu, and tian-shyr dai. `` hyperlink "http://financelab.nctu.edu.tw/paper/"  outperformance certificates: analysis, pricing, interpretation, and performance..''  hyperlink "http://www.springer.com/business & management/finance/journal/11156" review of quantitative finance and accounting, forthcoming. tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu. `` hyperlink "http://financelab.nctu.edu.tw/paper/20120422.pdf"  a multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables..''  hyperlink "http://onlinelibrary.wiley.com/journal/10.1002/(issn)1096-9934" journal of futures markets, forthcoming limin liu, and tian-shyr dai. ``a reliable fingerprint orientation estimation algorithm.'' journal of information science and engineering, 2011,27:353:368 (sci) tian-shyr dai, yuh-dauh lyuu, chuan-ju wang, and yen-chun liu. `` hyperlink "http://financelab.nctu.edu.tw/paper/jumptree.pdf"  an efficient and accurate lattice for pricing derivatives under a jump-diffusion process..''  hyperlink "http://www.elsevier.com/wps/find/journaldescription.cws_home/522482/description" \l "description" applied mathematics and computation, vol. 217 (2010), 3174-3189 (sci) tian-shyr dai and yuh-dauh lyuu. `` hyperlink "http://financelab.nctu.edu.tw/paper/ac990330.pdf" the bino-trinomial tree: a simple model for efficient and accurate option pricing .''  hyperlink "http://www.editorialmanager.com/iij-jod/" journal of derivatives, vol.17 2010, pages:7-24(ssci) tian-shyr dai and limin liu. ``a hybrid importance sampling algorithm for estimating var under the jump diffusion model .'' journal of software engineering and applications, 2009, 2: 301-307. tian-shyr dai, hui-ming chung, and chun-ju ho  using the libor market model to price the interest rate derivatives�a recombining binomial tree methodology ntu management review, 2009,20:41-68 (tssci) tian-shyr dai. `` hyperlink "http://140.113.73.142/paper/qf971112.pdf" efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree.''  hyperlink "http://www.tandf.co.uk/journals/rquf" quantitative finance, volume 9, issue 7 october 2009 , pages 827 � 838 tian-shyr dai, and yuh-dauh lyuu. `` hyperlink "http://140.113.73.142/paper/971213.pdf" accurate and efficient lattice algorithms for american-style asian options with range bounds.''  hyperlink "http://www.elsevier.com/wps/find/journaldescription.cws_home/522482/description" \l "description" applied mathematics and computation, (2009) 209:238�253. dai, . t.-s., wang, k.-l, and tai, t. � pricing snowball notes with hull-white model and quadrature methods" journal of futures and options (2008) vol.1 pp 73~108.. jr-yan wang, tian-shyr dai , hui-shan wei. `` hyperlink "file:///\\\\140.113.73.142\\wwwroot\\paper\\redr43r1.fdf"  title: adaptive placement method on pricing arithmetic average options .''  hyperlink "http://www.kluweronline.com/issn/1380-6645" review of derivatives research, (2008) 11:83�118. tian-shyr dai , liu, l.-m., and yuh-dauh lyuu. `` linear-time option pricing algorithms by combinatorics .'' computers and mathematics with applications, 2008 55, pp 2142-2157, tian-shyr dai and yuh-dauh lyuu. `` hyperlink "http://140.113.73.142/paper/ape960712.pdf"  accurate approximation formulas for stock options with discrete dividends .''  hyperlink "http://www.tandf.co.uk/journals/titles/13504851.asp" applied economics letters, (april 28, 2008), 1-7.(ssci) liu, l.-m., and g. chen, and t.-s., dai. `` hyperlink "http://140.113.73.142/paper/actainformatica951117.pdf" enhanced sea algorithm and fingerprint classification directional image.''  hyperlink "https://www.inderscience.com/browse/index.php?journalid=5" international journal of computer applications in technology(2007) 30, pp 295-302  tian-shyr dai and yuh-dauh lyuu. ``an exact subexponential-time lattice algorithm for asian options.'' acta informatica, 44, no. 1 (march 2007), 23--39. liu, l.-m., and t.-s., dai. `` ridge orientation estimation and verification algorithm for fingerprint enhancement.'' journal of universal computer science, 2006, 12, pp. 1426--1438 tian-shyr dai, guan-shieng huang, and yuh-dauh lyuu. ``an efficient convergent lattice algorithm for european asian options.'' applied mathematics and computation, 169, issue 2 (october 2005), 1458--1471. tian-shyr dai , yuh-yuan fang, and yuh-dauh lyuu. `` analytics for geometric average trigger reset options.'' applied economics letters, 12 (2005), 835--840. dai, t.-s., and y.-d. lyuu. �efficient, exact algorithms for asian options with multiresolution lattices.� review of derivatives researches, 2002, 5(2), pp.181�203 book chapters dai, t.-s., and y.-d. lyuu. �an efficient, and fast convergent algorithm for barrier options.� lecture notes in computer science 4508 � algorithmic aspects in imfprmation and management, aaim (2007), portland, or, usa, june 2007. pp. 262-272 dai, tian-shyr ,wang, jr-yan, wei, hui-shan �an ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options� lecture notes in computer science 4508 � algorithmic aspects in imfprmation and management, aaim (2007), portland, or, usa, june 2007. pp. 273-284. dai, t.-s., and y.-d. lyuu. �pricing double barrier options by combinatorial approaches.� advances in soft computing� soft computing as transdisciplinary science and technology, springer-verlag. (2005), pp. 1131�1140. dai, t.-s., g.-s. huang, and y.-d. lyuu. �pricing asian options with an efficient convergent approximation algorithm� advances in soft computing -- soft computing as transdisciplinary science and technology, springer-verlag. (2005), pp. 1121-1131. book dai, t. �s., c and quantitative finance, taiwan: securities and future institute.(2005). isbn: 986-7737-51-2. conference papers improving pricing accuracy for various numerical methods with the general control variate method, chun-yuan chiu_ tian-shyr daiy hua-yi lin the 22nd annual conference on. pacific basin finance, economics,. accounting, and management pricing convertible bonds under the first-passage credit risk model, dai, tian-shyr, jr-yang wang, c.j. wang the 22nd annual conference on. pacific basin finance, economics,. accounting, and management evaluating corporate bonds and analyzing market participants behaviors with complex debt structure tian-shyr dai,chuan-ju wang, liang-chih liu 2015 annual meeting of the financial management association international (best paper award) soheil qanbari, fei li, schahram dustdar, tian-shyr dai, cloud asset pricing tree (capt): elastic economic model for cloud service providers, 5th international conference on cloud computing and services science (closer 2014), 3-5 april, 2014, barcelona, spain (best student paper award) tian-shyr dai, chuan-ju wang, liu liang-chih �"evaluating corporate bonds with complex debt structure", 23rd european financial management association (efma) conference rome, rome 00133, italy, june 25-28, 2014 tian-shyr dai and jr-yan wang a revised reduced-form model: application for pricing convertible bonds 2013 fma european conference tian-shyr dai, chun-yuan chiu, vulnerable option pricing: the dual problem 2013 financial management association annual conference 2012, chicago, shanon yang, dai tian-shyr �a flexible tree for evaluating guaranteed minimum withdrawal benefits contract with a surrender option� 2012 wria meeting in kailua, kona, hawaii tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu �a multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables� ieee computational intelligence for financial engineering and economics 2012, new york. (the best paper award) tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu �a multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables� financial management association 2012, atlanta. tian-shyr dai, chun-yuan chiu, accurate approximation formulae for evaluating barrier stock options with discrete dividends and the application in credit risk valuation 2011 middle taiwan financial association annual meeting tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu �evaluating corporate debts with general liability structures and debt covenants under the jump-diffusion process� 2011 annual meeting of the financial management association tian-shyr dai, chun-yuan chiu, accurate approximation formulae for evaluating barrier stock options with discrete dividends and the application in credit risk valuation 2011, southern finance association 2011 annual meetings tian-shyr dai, chun-yuan chiu vulnerable option pricing: the dual problem. the 19th conference on the theories and practices of securities and financial markets will be held on december 9-10, 2011 in hsi-tze bay , kaohsiung , taiwan tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu novel tree model for evaluating corporate debts with complex liability structures and debt covenants. asian finance association 2010 conference, to be held in bangkok, 29 june to july 2. chun-yuan chiu, tian-shyr dai, yu-cheng tien: fast fourier transform for pricing asian options with higher-order convergence rates 2010 international conference on scientific computing (csc'10: july 12-15, 2010, usa) tzu-chun chen, tian-shyr dai, jr-yan wang linear-time combinatorial option pricing algorithms on the trinomial lattice model 2010 international conference on scientific computing (csc'10: july 12-15, 2010, usa) tian-shyr dai, chuan-ju wang, and yuh-dauh lyuu �evaluating corporate debts with complex liability structures and debt covenants under the jump-diffusion process� 2010 annual conference of taiwan finance association and ctfa conference tian-shyr dai, wayne y lee , chuan-ju wang realized tax benefits and capital structure southern finance association 2010 annual meetings november 17 - 20, 2010 grove park inn resort & spa asheville, north carolina tian-shyr dai, chuan-ju wang, yuh-dauh lyuu, yen-chun liu� an efficient and accurate lattice for pricing derivatives under a jump-diffusion process�. 2009 fma european conference, turin, italy chuan-ju wang, tian-shyr dai, yuh-dauh lyuu,� a novel tree model for evaluating credit risk based on enhanced structural model�. 44th ewgfm meeting 2009. tian-shyr dai, wayne y lee , chuan-ju wang realized tax benet on structural models with optimal capital structural consideration quantitative finance and investment analysis conference, taiwan, 2009. chuan-ju wang, tian-shyr dai, yuh-dauh lyuu, yen-chun liu� an efficient and accurate lattice for pricing derivatives under a jump-diffusion process�. acm sac'09 symposium on applied computing in hawaii 2009. dai, . t.-s., wang, k.-l, and tai, t. �a novel tree model for evaluating credit risk based on enhanced structure model" in quantitative mathematical finance conference 2008 syndey, australia. dai, . t.-s., wang, k.-l, and tai, t. �pricing snowball notes with hull-white model and quadrature methods" in tfa 2008 hualin, taiwan. dai, t.-s., y. d. lyuu �the bino-trinomial tree: a simple model for efficient and accurate option pricing,� 2008 fma european conference prague, czech republic. tian-shyr dai , lin, shi-gra and liu limin. ``a hybrid importance sampling algorithm for var.'' in icicic2007 japan dai, t.-s., y. d. lyuu �an accurate approximate analytical formula for stock options with known dividends� 2006 ntu international conference on finance� on dec 13-14 in taipei, taiwan, r.o.c dai, t.-s., y. d. lyuu ,and jerry shea. �the trino-binomial tree model: a simple, and efficient tree model�. asian fa/fma 2006 meeting, auckland, new zealand, jul. 2006. (winner of the university of rhode island best paper awards) dai, t.-s., and y. d. lyuu. �accurate and efficient algorithms for barrier options", the 3rd symposium on risk management and cyber-informatics, orlando, usa, jul. 2006. l. m. liu, and t.-s. dai, �a hybrid fingerprint enhancement algorithm.� the 2006 international conference on image processing, computer vision, & pattern recognition, las vegas, usa, jun. 2006. dai, t.-s., y. d. lyuu, and l. m. liu. �developing efficient option pricing algorithms by combinatorial techniques.� the 2006 international conference on scientific computing, las vegas, usa, jun. 2006. dai, t.-s., j.c. liu, and c. c. yang. �life insurance liability valuation with stochastic interest rates and continuous regulatory boundaries.� the 12th annual conference on pacific basin finance, economics, accounting, and business in bangkok, aug, 2004. dai, t.-s., and y. d. lyuu. �analytics and algorithms for option pricing on stocks with path-dependent dividends.� 2004 midwest finance association annual conference, chicago, march, 2004. dai, t.-s., and y. d. lyuu. �an exact subexponential-time lattice algorithm for asian options� in proceedings of the 15th annual acm-siam symposium on discrete algorithms, philadelphia: society for industrial and applied mathematics, pp. 703--710. dai, t.-s., and y. d. lyuu. �efficient options pricing with discrete path-dependent dividends� 2003 asfa/tfa/fma 2003 finance conference, taipei, taiwan, july, 2003, chen, i.-y., t.-s., dai, y.-y. fang, y.-d. lyuu. �analytics and algorithms for geometric average trigger reset options�. 2003 ieee international conference on computational intelligence for financial engineering dai, t. -s., and y. -y. fang. �pricing options with average reset feature�. 11th conference on the theories and practices of�securities and financial markets, kaohsiung, taiwan, dec. 2002. dai, t.-s., g. �s. huang and y.-d. lyuu. �extremely accurate and efficient algorithms for european-style asian options with error bounds.� quantitative methods in finance 2002 conference, cairns, australia, dec. 2002. dai, t.-s., and y.-d. lyuu. �efficient, exact algorithms for asian options with multiresolution lattices.� apfa/pacap/fma finance conference, financial management association international, japan, july 2002. dai, t.-s., g. �s. huang and y.-d. lyuu. �extremely accurate and efficient algorithms for european-style asian options with error bounds.� 2002 ntu international conference on finance, national taiwan university, taiwan, may 2002. dai, t.-s., and y.-d. lyuu. �pricing path-dependent derivatives under combinatorial approach.� proceedings of combinatorics and theoretical computing , national taiwan university, taiwan, april 2000. dai, t.-s., and y.-d. lyuu. �efficient algorithms for average-rate options pricing.� in 1999 national computer symposium (ncs'99), tamkang university, taiwan, december 1999, pp. a-359~a-366 (winner of best paper award) awards evaluating corporate bonds and analyzing market participants behaviors with complex debt structure tian-shyr dai, chuan-ju wang, and liang-chih liu 2015 fma annual meeting. best paper award in derivatives cloud asset pricing tree (capt) - elastic economic model for cloud service providers soheil qanbari, fei li, schahram dustdar and tian-shyr dai the 5th international conference on cloud computing and services science best paper award dai, t.-s. c. j. wang, and , y. d. lyuu "a multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables." the best paper award, the ieee conference on computational intelligence for financial engineering & economics (cifer), new york city, march 29�30, 2012. winner of the university of rhode island best paper awards at asian fa/fma 2006 meeting for �the trino-binomial tree model: a simple, and efficient tree model�. 11th annual fubon best doctoral dissertation award for �efficient, exact algorithms for multiresolution lattices.� best paper award (2000), computer society of the republic of china in computer science for ��efficient algorithms for average-rate options pricing�. 13th annual dragon most outstanding thesis award (1999) for master thesis entitled pricing path-dependent derivatives, acer foundation in business management. best paper award (1999), national computer symposium for ��efficient algorithms for average-rate options pricing�. professional affiliation and services editorial board member international journal of bonds and currency derivatives theoretical economics letters research interest financial eng"$&46@f�������    2 6 n � � �      % , b c j t ] � � � � � � �  ������������������������ǿ��̴���у���ǒǒnj��{� h�b\h*o(h�b\h�b\6�o( h�b\o( hu;3o(h�\�h�\�o( h�=�o( h�\�h�\�hw;�h�\�0jo(�jh�\�ujh�\�u ha�o(h�\� h�\�o(h�'�h�=� h$d�o( h�'�o(h�=�ha�cj$o( h$d�cj$o( ha�cj$o(0&6 p �  c t � � % } � p i x � � - c ����������������������^��gdup� & fgdup� &dp������wd��^��`��gd�b\��vdd^�� & fgd$d�$a$gd�=�   $ % � � � � � � �  i w x c � � � � $1gi������.efbc��������g}���l�����������������ŀĺ�����ɫɵ������ɞɞɦɞɞɦɦ���ha�h�b2hu;3h�c� h�c�o( h 7o( h0e�o( h�\�o( h g�o( h�=�o( hup�o( hu;3o(h�b\h�b\0j5�o(h�b\h�b\0j5�h�b\h�b\6�o( ha�o(h0e� h�b\o(h�b\9c � � 1i��.����=l��h����������������� �h���wdj�^�h`��� ����vdkwd��^��`�� ���l�wd��^��`�l� & f gd�c� & fgd�c���^��gd 7 & f ��wd�`��gd�\� & fgd�\���^��gdup� & fgd�=�l�����0bd��hp*3bc^_ov}~�jkz�$%2378gugh������ ��12a���������������������������������������������������� h�=�h�=� h��o( h��h��h��h$d�h��5�h?� h?�o(h1\�h$d�h?�5� h?�h?� h1\�o( h1\�h1\�h$d�h1\�5� h�'�5�o(h�'�h�'�5�o(ha�ojpjqjo(ha� ha�o( h�'<o(4h��r�!abo~k8��2j�h�(����������������������� & f �����vdd^��gd�'� & f �����vdd^��gd�� & f��wdd`�� & fap07=jno������,-z[ijw����klpq��������ra�������������𴪴�����������𴪴����u�jh�$�h�=�b*phh2ah�=�5�b*phh2ah�=�b*phh�=�h�=�0j5�\�o(h�=�h�=�0j6�b*]�ph�h�=�h�=�6�]�jh�=�h�=�6�u]�h�=�h�=�0jb*ph�jh�=�h�=�uh�=�h�=�0jh�=�h�=�o( h�=�o( h�=�h�=�h$d�h�=�5�(aghu����cdhi�������� "#ab������ !'(���ξξ��ξ�����|r��ξξ��ξ������rjh�=�h�=�o(h�=�b*o(phh�=�h2ah�=�0j6�b*]�phh2ah�=�6�b*]�ph$jh2ah�=�6�b*u]�phh2ah�=�0jb*phjh2ah�=�b*uphh2ah�=�b*phh2ah�=�0jb*phh�=�h�=�0j5�\�o(h2ah�=�b*o(ph$(5����� * , x � !`!b!|!�!�!�!�!\"]"a"b"�"�"�"�"�"�"�"##6#7#�#�#�#�#$$ $,$�������������ƹ�詜��{�k��ƹ�詜��{�k�h2ah�=�0j6�b*]�phh2ah�=�6�b*]�ph$jh2ah�=�6�b*u]�phh2ah�=�0jb*phjh2ah�=�b*uphh2ah�=�0jb*phh�=�h�=�0j5�\�o(h�=�h�=�o(h2ah�=�b*o(phh2ah�=�b*phh2ah�=�5�b*ph*�b!�"b$�$&�&�'i)�)�*e ,�,�,�-�.�/�0�01%12�2�3������������������������ & f �����vdd^��gd1\� & fgd�'� & f �����vdd^��gd�'�,$.$<$=$a$b$n$�$�$�$�$�$%%%\%]%�%�%�%�%�%�%&&&&&&&�&�&�&����������������������v���e�`yt� h�\�o( h�\�h�\� h�=�o(!h2ah�=�b*ojqj^jphh2ah�=�0j6�b*]�phh2ah�=�6�b*]�ph$jh2ah�=�6�b*u]�phh2ah�=�0jb*phjh2ah�=�b*uphh2ah�=�0jb*phh2ah�=�5�b*o(phh�=�h�=�o(h2ah�=�b*o(phh2ah�=�b*ph �&�&�&#'$'o'p't'u'�'�'�'�'�'�'�' ((((_(`(�(�(�(�(�(�(1)2)7)8)<)>)f)g)h)i)�)�������ķħ������������ķħ~un~nu��ib h�\�h�\� h�\�o( h�=�cjo(hm}h�=�cj h�=�cjh2ah�=�0jb*phh�=�h�=�o(h2ah�=�b*o(phh2ah�=�0j6�b*]�phh2ah�=�6�b*]�ph$jh2ah�=�6�b*u]�phh2ah�=�0jb*phjh2ah�=�b*uphh2ah�=�b*ph&�)�)�*�*d e ,,,l,m,n,p,�,�,�,�,�,�,�,�,---=->-�-�-�-�-�-�-�-6._.`.�.�.�.�.�.#/$/%/&/@/a/b/\/{/|/�/�/�/0060:0t0s0t0�0�0��������������������������������������������������������������h�eqh�\�6� h�\�6�o( h�\�6�h�4nh�\�6�o(h�\� h�\�pjo( h�\�pjh�'�h�'�5�o(h�'�6�]�o( h�'�o(h�'� h�'�pj h�\�h�\� h�\�o(>�0�0�0�0�0�0�0�0111$1%1�3�3�4�4555m5n5�5�5�5�5<6=6j6�������ɾ�������wlbululu�qlhh  h�=�o(h�=�h�q�h1\�ojqj^jh1\�ojqj^jh1\�ojqj^jo(h� �h1\�ojqj^jh1\�h1\�o( h1\�h1\� h1\�o(h1\�h�'�h�'�5�o(h�'�h�'�5�ojqj^jo(h�'�h�'�o(h�'�ojqj^jo(h�\�ojqj^jo(h�/sh�\�6�ojqj^jo(h�/sh�\�ojqj^jh�/sh�\�ojqj^jo(�3�4�5=6�6~7�8[9=:;�;�<�=�>�?l@dab�bhc8d�d�e!f����������������������� & f �����vdd^��gd�'� & f �����vdd^��gd1\� & f �����vdd^��gd�=�j6l6[6\6�6�6�6�6�6�6�6z9[9=:�<�<cadagchc�c�c�c�c�c�c�c�c'd7d����˸������������~tpctxctxps h�=�o(h�=�ojqj^jo(hoaxh�=�ojqj^jh�=�h�=�ojqj^jh�=�h1\�o( h1\�o(h1\�h1\�o(h1\�h1\�h�\[o(h cjojqj^jo(h cjojqj^j%h 5�6�cjojqj\�]�^jo(h 5�cjojqj\�^jo(h 5�cjojqj\�^jh cjojqj^jh  h o(7d8dfdjdkdldmd^d_d�d�d�d�de e e e eeecee�e�e�e�e�ef f f!f�f�f�f�f�fgsgtg����������ƾ��������ƾ�������ƌ���~pb�hk<�h�\�ojqj\�^jh�\�h�\�ojqj^jo(h�\�h�\�ojqj^j h�\�h�\�h�\�cjojqj^jo(h�\�cjojqj^jhk<�h�\�pjhk<�h�\�pjo(h�\�h�\�o( h�\�o(h�\� h m�h�\�h�\�cjpjo(h�\�cjpjh�n$h�\�pj h�\�pjo(h�=�h�=�o(&!f�ftg;h�h�irjrk/l'm�m�n^o8pq�q�r�s�sgtru�v$w�w����������������������� & f & fgd?� & f �����vdd^��gd�'� & f �����vdd^��gd�'�tg|g}g�g�g�g�g�g h9h:h;hwhxh�h�h�h�h�h�h�h�h�hi*i i,i�i�i�i�i�i�i�ijjjjkjljujvjejrj�j�jkkkekrk�k�k�k�k�����������������������ǽǵ���������������ѩ���������� ha�pj ha�pjo( hrl�hrl�hrl� hrl�o(h?�h�\�o( h?�h�\�h�,h�\�\�]�o(h�,h�\�\�]� h�\�o(h�\�h�\�o( h�cwh�\�h?�h�\�pjh�\� h�\�pj h�\�pjo(6�kl"l'l.l/lkl�l�l�l�l�l�lmm&m'mcm�m�m�m�m�m�mdnenfnjnon�n�n�n�n�n�n�n�n�n�n�n�n�n>o]o^oio��������������ʹ������������������~t~����ha�6�h*pj]�ha�6�pj]�ha�6�]�aj$o(ha�6�]�aj$#ha�b*cj$ojqj^jaj$ph� ha�pjo( ha�pjh� �ha�pjo( h� �pjo(h� �h� �pjh� �h� �6�pj h� �pj ha�o( ha�pj ha�pjo(ha�6�pj]�o(-iomonovo�o�o�o�o�o�o�o6p8psp�p�p�p�pqqqqq q0qaqpq�q�q�q�q�q�q rkrlrmrnr]r�r�r�r�r�r s s ssss8stsusvs�s�sftgthtltntrtttzt|tt�t�t�t�t�t�t�������������������������������������������������������½�������������� h?�o(h?� hk2�o( hk2�hk2� ha�6�]�h�fe6�>*pj]�o( h�feo(ha�6�]�o( ha�o(ha� ha�pj ha�pjo(g�t�t�t�t�t�t�t�t�t%ubueugukumuquru�v�v�v�v�v�v�v w!w"w$w&w(wdwpw[w\w�w�w�w�w�w�w�w�w�w�w�w)x*x-x8x?xpx\xcxx�x�x�x�x�x�x�x�x�x�xyy�����������������������������������ͺ����������´���ͥ����ͺ�����ha�6�]�o( ha�0jo( ha�0jha�5�\�o(ha� ha�h*o( ha�o(h�kj h�kjo( h)9(h�kj h�feo( h�feh�fe h��o(h�� h?�o(h?�a�w,x�x@yfy~y�y�y�yh�x�/�j�؍�z����������������������������������������������gd�c� & fgd g� & f&dp�� & fy;y*b*ph�626 �c���� �9r g$cjaj&��a& �c���� w[cqkh6 r6 �c��>\ �9r g$cjaj&��a& �c��>\ w[cqkhpk!����[content_types].xml���j�0e����ж�r�(��΢iw},��-j��4 ��w�p�-t#bι{u�����t�u^h�d}㨫���)��*1p�'�� �^��w��0)��t�9<�l�#��$yi}��;�~@��(���h����u�* dנz��/0�ǰ���� $�� x��3az����,�d0j~�3߶�b��~i>���3�\`�?�/�[���g��\�!�-�rk.�s�ի�..���a濭?��pk!�֧��6 _rels/.rels���j�0 ���}q��%v/��c/�}�(h"���o� ������=������ ����c?�h�v=��ʌ��%[xp��{۵_�pѣ<�1�h�0���o�r�bd���je�4b$��q_����6l��r�7`�������0̞o��,�en7�li�b��/�s���e��е������pk!ky���theme/theme/thememanager.xml �m � @�}�w��7c�(eb�ˮ��c�aǡҟ����7��՛k y,� �e�.���|,���h�,l����xɴ��i�sq}#ր���� ֵ �!�,�^�$j=�gw���)�e� & 8���pk!�a��wtheme/theme/theme1.xml�ymoe�#�f{oc'vgu�رh�f�[��x=ޝfvg53n�j/h $da q n�r �d�kr�j��xgfw��i�fpa}h�����1��_�1�g��1�¢�3�d������}��$������쪧�2eh�p ;�\�[�ahw�xx��$v[|h���rv.�٘�&0��lвfp\ak�r�`���j��-�jt3�α�� 1�5 so��`l//�1]��� fd��n��,,& �"�!ic�힍q�)�s�s#}�{�� ���kh;n���js�e�{�(e<����#���bq��7�f}��!'mogz�%u�g>���i��b6u>�f#3�-�*\sx����dh��ehsüjs��z���n=-l���k � ���g7�d4"�*���}g�v�nj�^8�g6;¯s�r w�#��g��6���]�����:fi��v�k4�d 7u��`� �m���nn�)�s2����3s�~7kcnsf�^�*�ѕ���]����-p �!��n��do��5gy����ڡ�# b��-��{ �j�wy�,ed2���l���gx_��e��{(�t7�$mw4��紂�r�����|�5�oo>���(���&��bɮj� y�� �/�cv-� v� iٿ� '�jmǚ�x��)q���(������g�ψic�����v?4hf�6��g���t�����m&�ʺ6��ײ���'�\�gk͎�:;�\qn-���s;��ks] �=z��4�2&0旭�n|p���c��i&�mi`={����dc����pk! ѐ��'theme/theme/_rels/thememanager.xml.rels��m �0���wooӻ�&݈э���5 6?$q�� �,.�a��i����c2�1h�:�q��m��@rn��;d�`��o7�g�k(m&$r(.1�r'j��њt���8��v�"��aȼ�h�u}��|�$�b{��p����8�g/]�qasم(����#��l�[������pk-!����[content_types].xmlpk-!�֧��6 _rels/.relspk-!ky���theme/theme/thememanager.xmlpk-!�a��w�theme/theme/theme1.xmlpk-! ѐ��'� theme/theme/_rels/thememanager.xml.relspk]� �q�����  laa(,$�&�)�0j67dtg�kio�ty��-/1345789:<=?@abdc h��3!f�w����.026;>ch�n���,z��kp����ch��"a�����\a��6�� \����#ot��_���g�qx��x��x��x��x��x��x��x��x��x��x��x��x��x��x��x��x��x��x���@�  @��������� ��0�( � ��b �s ���� ?��h��0�( � ���]?zd��?zd�?zdĺ#?zdd�#?zd��#?zdļ#?zd�#?zdd�#?zd��#?zdľ#?zd�#?zdd�# ?zd��#!?zdľ#"?zd�##?zdd�#$?zd��#%?zdŀ#&?zd�#'?zdd�#(?zd|\�)?zd�\�*?zd�\� ?zd<]�,?zd|]�-?zd�]�.?zd�]�/?zd�^�0?zd _�1?zdl_�2?zd�_�3?zd�_�4?zd `�5?zdl`�6?zd�`�7?zd�`�8?zd a�9?zdla�:?zd�a�;?zd�a�?zd�b�??zd�b�@?zd c�a?zd��b?zd��!c?zd̚&d?zd�~�e?zdy!f?zd�w�g?zdt~�h?zd��'i?zd<�&j?zd$��k?zdd��l?zd��m?zdĵn?zd�o?zd���p?zd칆q?zd,��r?zdl��s?zd���t?zd캆u?zd,��v?zdl��w?zd���x?zd컆y?zd,��z?zdl��[?zd���\?zd켆]?zd,��^?zdl��_?zd���`?zd콆a?zd,��b?zdl��c?zd���d?zd쾆e?zd,��f?zdl��g?zd���h?zd쿆i?zd,��j?zdl��k?zd���l?zd���m?zd,��n?zdl��o?zd���p?zd���jjsy^��j���;]]eaai����qqza� � � � ""�"�"�#�#�#�#�%�%�%p:p:x: ; ;;�;�;7<�<�<�< = ==�=�=�=�>�>�>w?w?b? @(@^@^@aa�a�a�b�b�b@d@dkdee"e�e�e�f�f�f:h:hnh�q�q�q     ! "%#$&'()* ,-./0123456789:;<=>?@abcdefghijklmnopqrstuvwxyz[\rx]hh��p���ackk%goo����y`kk� � � � �"�"�"�"�#�#�#�#�%�%�%v:~:~:;;;�;�;=<�<�<�<='='=�=�=�=�>�>�>`?e?e?'@-@e@e@ a a�a�a�b�b�bidqdqd e e e�e�e�f�f�flhthth�q�q�q   ! "$%#&'()* ,-./0123456789:;<=>?@abcdefghijklmnopqrstuvwxyz[\< *�urn:schemas-microsoft-com:office:smarttags�chmetcnv�8w*�urn:schemas-microsoft-com:office:smarttags�city�9<*�urn:schemas-microsoft-com:office:smarttags�state�9\*�urn:schemas-microsoft-com:office:smarttags�place�=c*�urn:schemas-microsoft-com:office:smarttags �placetype�=]*�urn:schemas-microsoft-com:office:smarttags �placename�bv*�urn:schemas-microsoft-com:office:smarttags�country-region� �  �0�1�14�hasspace�in�negative �numbertype �sourcevalue�tcsc�true�unitname]\]]]\wv\wvvw\vvw\v]\]]]\]c]\]cw\<v\w<vw\vw\vw\v\v    w\vc\]w\vw\vw\v]cw\w\\ww\vw\vw\vv\w\vw\vv\ sx�������ot� � ~ � � � { � � � > @ g p z b �  � � � � bk 13=fjs�������hqw���(1:?}�����z[������hi������ 7?r����ir[cu�����������e n u x � � t!c!v"a"�"�"�"�"�"�"x#�#t$e$�$�$l%]%%�%w&~&�&�&�&�&�&�&y'b'd'f'>(g(h(t(a(e(�(�(�(�(�(�(�(�(�(�(�(�(�)�)�)�)**�*�*�*�*= f � � � � ~,�,�,�,�,�,�-�-�-�-�-�-[.d.=/f/r/t/_/g/0%0�01�1�1�1�1�1�1 22�2�2�23�3�3�3�3�4�4�4�4�4�4l5u5�5�5d6m6y6[6b6j6 7 777#7 7�7�7�7�7n8p8w8�8�8�8�9�9p:z:p:v:�:�:!;*;:;=;f;k;�<�<uaca�b�b�e�e]gjg:hah�hiii%i)i�i�i�i�i�i�i�i�i�i�i�i�iyk^k�k�k0l5l|l�l�q�q�q�q�q�q�q�q�q1h�������3 y � � �  ! ` u  % ��������ehhq���!&r�eoo t �!�!�$�$�%�%�&�&�&�&w'�'�'�'22;9>9�9�9 ;0;f<o<�=�=�=�=�c�c{g�g�n?o�q�q�q�q�q�q�q�q�q3333333333333333333333333333333333333333��ix��-c��1i�����n�o ~ y k  8 � � � 2�-j��"h���(������i����i��x�! !p!�!�!�!�$�$�%�%�%%&�&'�'�'u-�-�7�789?9�9�9;=w=r@�@ih�hgigi�n�n�q�q�q�q�q�q�q�q�q�~ k % 7 %&�*� g8�hgi�i�i�i�i�i�ibjejgjkjmjqj?o�q �?��4���������^�p�`���������6 쮎����������~x�6*m����������� d�a�u�����������0d�i �>����������*- x �>����������gfy������������� <�b0�f����������7^ή�v��������� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u���� ���^��`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu����� ���^��`� �ojqjo(�h�hl���` � ��` ^�` `� �ojqjo(�h�hn���@ � ��@ ^�@ `� �ojqjo(�h�hu��� � �� ^� `� �ojqjo(�h�hl���� ��^�`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u� ���� ���^��`� �ojqjo(n� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u���� ���^��`� �ojqjo(�h�hl���� ���^��`� �ojqjo(�h�hn���� ���^��`� �ojqjo(�h�hu���� ���^��`� �ojqjo(�h�hl��` � ��` ^�` `� �ojqjo(�h�hn��@ � ��@ ^�@ `� �ojqjo(�h�hu�� � �� ^� `� �ojqjo(�h�hl��� ��^�`� �ojqjo(�h�hn���� ���^��`� �ojqjo(�h�hu���� ���^��`� �ojqjo(�h�hl����� ���^��`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu����� ���^��`� �ojqjo(�h�hl���` � ��` ^�` `� �ojqjo(�h�hn���@ � ��@ ^�@ `� �ojqjo(�h�hu��� � �� ^� `� �ojqjo(�h�hl���� ��^�`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu� ��� ���^��`� �ojqjo(n���� ���^��`� �ojqjo(�h�hl�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(n�� ��� ���^��`� �ojqjo(u�� ��� ���^��`� �ojqjo(l�� �` � ��` ^�` `� �ojqjo(n�� �@ � ��@ ^�@ `� �ojqjo(u�� � � �� ^� `� �ojqjo(l�� �� ��^�`� �ojqjo(n�� ��� ���^��`� �ojqjo(u���� ���^��`� �ojqjo(�h�hl����� ���^��`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu����� ���^��`� �ojqjo(�h�hl���` � ��` ^�` `� �ojqjo(�h�hn���@ � ��@ ^�@ `� �ojqjo(�h�hu��� � �� ^� `� �ojqjo(�h�hl���� ��^�`� �ojqjo(�h�hn����� ���^��`� �ojqjo(�h�hu� d�a~x�6gfy6 <�b�?�7^*- x0d�i^��0������������������������������������������ ��                                                                                  %�$ 7�, @;�b2u;3�'<�\[�b\�fe�kj�vm#)o�rs� z���up��\��c�1\�rl�a��'�$d�=�n/�ef�?����=�0e�k2�#?� g�� ����q�q�@�  �k   ��&x �n�q��@��(@� �d@�@��unknown������������ g��* ��times new roman5��symbol3.� �* ��arial/m�� jwiԛ_� times-romantimes new romank�timesnewromanpsmttimes new romanc�� �s�������e0}fԛc���e0}fԛpmingliu;��wingdingsa���� b�cambria math q��h���a� s' !. qe )�. qe )�!?!),.:;?]}��    " % & ' 2 t%00 0 0 000000�1�3�4�6�8�:�<�>�@�b�d�o�p�q�r�t�u�v�w�z�\�^�� � �����\�]�d�([{��  5 0 0 000005�7�9�;�=�?�a�c�y�[�]��[������2dvqvq 3�q���hx��?�j ������������������u;32! xx���tian-shyr dai(4b)ybf)lyuuiim�q� ���i ���z'��`���i���z'��4         �������oh�� '��0��������   @ l x dpx���tian-shyr dai(���ѯ�)lyuu normal.dotmiim13microsoft office word@,�@�@���@�� ��@n���u� . qe����՜.�� ,��d��՜.�� ,���� x`t|�� ����� ntu csie�)vq �  8@ _pid_hlinks�a� rxw6:https://www.inderscience.com/browse/index.php?journalid=5  36http://140.113.73.142/paper/actainformatica951117.pdf `m04http://www.tandf.co.uk/journals/titles/13504851.asp  -*http://140.113.73.142/paper/ape960712.pdf ai* http://www.kluweronline.com/issn/1380-6645 3',\\140.113.73.142\wwwroot\paper\redr43r1.fdf g$phttp://www.elsevier.com/wps/find/journaldescription.cws_home/522482/description description=!!'http://140.113.73.142/paper/971213.pdf ft%http://www.tandf.co.uk/journals/rquf le)http://140.113.73.142/paper/qf971112.pdf fb)http://www.editorialmanager.com/iij-jod/ ^1http://financelab.nctu.edu.tw/paper/ac990330.pdf gphttp://www.elsevier.com/wps/find/journaldescription.cws_home/522482/description descriptionk1http://financelab.nctu.edu.tw/paper/jumptree.pdf <! ?http://onlinelibrary.wiley.com/journal/10.1002/(issn)1096-9934 \ 1http://financelab.nctu.edu.tw/paper/20120422.pdf  fhttp://www.springer.com/business %26 management/finance/journal/11156 %http://financelab.nctu.edu.tw/paper/ @'mailto:d88006@csie.ntu.edu.tw   !"#$%&'()* ,-./0123456789:;<=>?@abcdefghi����klmnopq����stuvwxyz[\]^_`abcdefghijklmnopqrstuvwxyz{|}~�������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������root entry�������� �f��t��u���data ������������j1table����rnyworddocument����2�summaryinformation(������������documentsummaryinformation8���������compobj������������u������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������ ���� �f#microsoft office word 97-2003 ��� msworddocword.document.8�9�q
网站地图