| Year | Paper Title |
|---|---|
| 2024 | 江彌修;邱信瑜*;許育進, 2024.01, 'Retrieving almost stochastic Dominance momentum in Taiwan stock market, ' Pacific-Basin Finance Journal, Vol.83, No.1, pp.26.(SSCI)(*為通訊作者), vol. 116817, Jan. 2024 |
| 2021 | 呂朋怡;黃立新;陳威光;江彌修*, 2021.08, '基於媒體情緒的企業違約預警: 公開資訊語意分析, ' 台灣期貨交易所期貨與選擇權學刊, Vol.14, No.2, pp.83-130.(TSSCI)(*為通訊作者), vol. 428207, Aug. 2021 |
| 2021 | Mi Hsiu Chiang;Hsin-Yu Chiu*;Wei-Yu Kuo, 2021.07, 'Predictive Ability of Similarity-based Futures Trading Strategies, ' Pacific-Basin Finance Journal (科技部財務領域國際期刊 A Tier-2 級), Vol.68, No.C, pp.1-21.(SSCI)(*為通訊作者), vol. 430987, Jul. 2021 |
| 2021 | 江彌修*;胡聚男;黃立新;陳靜怡, 2021.01, '基於集成學習框架之信用違約預測－ 以信用卡客戶為例, ' 台灣期貨交易所期貨與選擇權學刊,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 430019, Jan. 2021 |
| 2020 | 江彌修*;黃立新;林冠勳, 2020.10, '影響壽險解約行為因素之實證分析, ' 交大管理與系統,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 429021, Oct. 2020 |
| 2020 | Mi-Hsiu Chiang;Hsin‐Yu Chiu;Robin K. Chou*, 2020.01, 'Relevance of the disposition effect on the options market: New evidence, ' Financial Management (科技部財務領域國際期刊 A Tier-1 級), pp.1-32.(SSCI)(*為通訊作者), vol. 425881, Jan. 2020 |
| 2019 | 鄭仁杰;江彌修*, 2019.09, '漫步於隨機森林： 輔以多數決學習的台股指數期貨交易策略, ' 中央研究院經濟論文 (臺灣社會科學核心期刊TSSCI第一級), Vol.47, No.3, pp.395-448.(*為通訊作者), vol. 422842, Sep. 2019 |
| 2019 | Yi-Chun Chen;Yu-En Lin;Hsiang-Hsuan Chi;Mi-Hsiu Chiang*, 2019.03, 'Corporate Governance and Idiosyncratic Volatility Anomaly, ' 證券市場發展季刊 (臺灣社會科學核心期刊TSSCI第一級), pp.141-170.(*為通訊作者), vol. 418391, Mar. 2019 |
| 2019 | Yenn-Ru Chen;Mi-Hsiu Chiang*;Chia-Hsiang Weng, 2019.01, 'Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms, ' Review of Quantitative Finance and Accounting (科技部財務領域國際期刊 A Tier-2 級), pp.1-38.(*為通訊作者), vol. 418392, Jan. 2019 |
| 2018 | Ming-Che Chuang;Shih-Kuei Lin;Mi-Hsiu Chiang*, 2018.11, 'Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps, ' Journal of Derivatives (科技部財務領域國際期刊 A Tier-2 級), pp.50-69.(*為通訊作者), vol. 420094, Nov. 2018 |
| 2018 | Mi-Hsiu Chiang;Hsin-Hao Fu;Yi-Ta Huang;Chien-Ling Lo*;Pai-Ta Shih, 2018.09, 'Analytical Approximations for American Options: The Binary Power Option Approach, ' Journal of Financial Studies (臺灣社會科學核心期刊TSSCI第一級), Vol.26, No.3, pp.91-116.(*為通訊作者), vol. 418920, Sep. 2018 |
| 2018 | Hsin-Yu Chiu;Shu-An Huang;Mi-Hsiu Chiang*, 2018.09, 'A liquidity-based Betting-against-beta strategy, ' 證券市場發展季刊 (臺灣社會科學核心期刊TSSCI第一級), pp.41-74.(*為通訊作者), vol. 418388, Sep. 2018 |
| 2016 | Mi-Hsiu Chiang;Chang-Yi Li*;Son-Nan Chen, 2016.04, 'Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy, ' Review of Quantitative Finance and Accounting (科技部財務領域國際期刊 A Tier-2 級), pp.459-482.(*為通訊作者), vol. 404928, Apr. 2016 |
| 2015 | 傅信豪;楊啟均;江彌修*, 2015.12, '集中度風險於結構式商品的量化與分析：以房屋抵押貸款證券為例, ' 經濟論文叢刊 (臺灣社會科學核心期刊TSSCI第一級), Vol.43, No.4, pp.443-493.(*為通訊作者), vol. 406592, Dec. 2015 |
| 2013 | Son-Nan Chen;Mi-Hsiu Chiang;Pao-Peng Hsu;Chang-Yi Li*, 2013.10, 'Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model, ' Finance Research Letters (科技部財務領域國際期刊 A- 級), pp.1-12.(SSCI)(*為通訊作者), vol. 403341, Oct. 2013 |
| 2013 | 江彌修*;邱信瑜;王盈心, 2013.04, 'On the Characterization and Information Contents of Dynamic Default Correlation under the Doubly Stochastic Assumption: the Case of iTraxx CDO Tranches, ' 台大管理論叢 (臺灣社會科學核心期刊TSSCI第一級), Vol.24, No.S1, pp.97-132.(*為通訊作者), vol. 388734, Apr. 2013 |
| 2012 | 江彌修*;傅信豪;王聖元, 2012.12, 'The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model, ' 台大管理論叢 (臺灣社會科學核心期刊TSSCI第一級), Vol.23, No.1, pp.327-362.(*為通訊作者), vol. 387983, Dec. 2012 |
| 2012 | 湯美玲*;陳松男;江彌修, 2012.06, 'Estimation Risk and Optimal Portfolio Construction in a Lognormal Market, ' Journal of Financial Studies (臺灣社會科學核心期刊TSSCI第一級), Vol.20, No.2, pp.19-53.(*為通訊作者), vol. 387987, Jun. 2012 |
| 2009 | 蔡政憲*;郭維裕;江彌修, 2009.12, 'The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, ' Journal of Risk and Insurance (科技部保險領域國際期刊 A Tier-1 級), Vol.76, No.4, pp.909-931.(SSCI)(*為通訊作者), vol. 278880, Dec. 2009 |
| 2009 | 江彌修*;岳夢蘭;林恩平, 2009.03, '條件獨立假設下合成型擔保債權憑證之評價與避險, ' 財務金融學刊 (臺灣社會科學核心期刊TSSCI第一級), Vol.17, No.1, pp.1-40.(*為通訊作者), vol. 226837, Mar. 2009 |
| 2009 | 江彌修*, 2009, 'Option Pricing based on the Alternating Direction Implicit Method, ' 風險管理學報, Vol.10, No.1.(*為通訊作者), vol. 278884, 2009 |
| 2008 | 江彌修*;岳夢蘭;李蕙君, 2008.09, '雙層保護合成型擔保債權憑證之評價與風險特徵研究, ' 中央研究院經濟論文 (臺灣社會科學核心期刊TSSCI第一級), Vol.36, No.3, pp.277-316.(*為通訊作者), vol. 237613, Sep. 2008 |
| 2008 | 黃俊源*;郭照榮;江彌修, 2008, '違約的代價: 契約違約金存在之合理性, ' 公平交易季刊, Vol.16, No.1, pp.35-55.(TSSCI)(*為通訊作者), vol. 235364, 2008 |
| 2007 | 江彌修*;岳夢蘭;謝明華, 2007.12, 'An Efficient Algorithm for Basket Default Swap Valuation, ' Journal of Derivatives (科技部財務領域國際期刊 A Tier-2 級), pp.8-19.(SSCI)(*為通訊作者), vol. 226836, Dec. 2007 |
| 2005 | 江彌修*;王祥帆, 2005, '百慕達式利率交換選擇權, ' 集保結算所月刊, No.157.(*為通訊作者), vol. 279136, 2005 |
| Year | Paper Title |
|---|---|
| 2008 | 廖四郎;江彌修;徐保鵬, 2008, 'Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes, ' 國立政治大學金融學系第一屆金融發展學術研討會 (2008)., 2008 |
| 2007 | Chun-Yuan Huang;Kuan-Ting Wang;Mi-Hsiu Chiang, 2007, 'The Key Role Penalty Played, ' International Conference on Business and Information, Tokyo, Japan 2007., 2007 |
| 2007 | Chun-Yuan Huang;Mi-Hsiu Chiang;Kuan-Ting Wang, 2007, 'Can We See the Future and Rational Price of the Unlisted or Switching Listed Firm?, ' International Conference on Business and Information, Tokyo, Japan 2007., 2007 |
| 2007 | Mi-Hsiu Chiang*;Meng-Lan Yueh;Ming-Hua Hsieh, 2007, 'Important Sampling for Basket Default Swap Valuation, ' World Congress on Computational Finance.(*為通訊作者), 2007 |
| Project Category | Year | Project Title | Participator | Job Title | Period | Unit |
|---|---|---|---|---|---|---|
| MOST Projects | 113 | 非結構化資料中的氣候變遷情緒萃取之深度學習與分析 | CHIANG MI-HSIU | Principal Investigator | 2024.08 ~ 2025.07 | National Science and Technology Council |
| MOST Projects | 111 | 以語意深度遷移學習胃納 ESG 永續責任投資情緒於信用違約預警模型之建構(2/2) | CHIANG MI-HSIU | Principal Investigator | 2023.08 ~ 2024.07 | National Science and Technology Council |
| MOST Projects | 111 | 以語意深度遷移學習胃納 ESG 永續責任投資情緒於信用違約預警模型之建構(1/2) | CHIANG MI-HSIU | Principal Investigator | 2022.08 ~ 2023.07 | National Science and Technology Council |
| MOST Projects | 110 | 後疫情時代情緒異象之量化、分析與應用：稀疏預測迴歸、主題文本分析與情緒貝塔套利 | CHIANG MI-HSIU | Principal Investigator | 2021.08 ~ 2022.07 | National Science and Technology Council |
| MOST Projects | 108 | 基於潛在語意主題學習的企業違約預警(2/2) | CHIANG MI-HSIU | Principal Investigator | 2020.08 ~ 2021.07 | National Science and Technology Council |
| Other Projects | 109 | 永續金融產學專案 | YANG SHARON S.,LIN SHIH-KUEI,CHIANG MI-HSIU,HUANG HONG-CHIH,CHEN HONG-YI | 2020.02 ~ 2020.11 | ||
| MOST Projects | 108 | 基於潛在語意主題學習的企業違約預警(1/2) | CHIANG MI-HSIU | Principal Investigator | 2019.08 ~ 2021.07 | National Science and Technology Council |
| MOST Projects | 107 | 自適應機器學習與情境相似度辨認於技術交易策略之建構 | CHIANG MI-HSIU | Principal Investigator | 2018.08 ~ 2019.07 | National Science and Technology Council |
| Other Projects | 107 | 我國外幣債券市場之發展與展望 | SHIEH SHWU-JANE,CHIANG MI-HSIU | 2018.07 ~ 2018.12 | ||
| MOST Projects | 106 | 處置效果行為偏誤於衍生性商品市場之實證：以個股選擇權及可轉換債券為例 | CHIANG MI-HSIU,CHIANG MI-HSIU | Principal Investigator | 2017.08 ~ 2018.07 | National Science and Technology Council |
| MOST Projects | 105 | 非完備馬可夫調控跳躍擴散市場下通膨指數型衍生性商品之評價(延攬) | CHIANG MI-HSIU | Principal Investigator | 2016.08 ~ 2017.07 | National Science and Technology Council |
| MOST Projects | 105 | 非完備馬可夫調控跳躍擴散市場下通膨指數型衍生性商品之評價 | CHIANG MI-HSIU | Principal Investigator | 2016.08 ~ 2017.07 | National Science and Technology Council |
| Other Projects | 104 | 因應金融進口替代新種商品發展之研究 | LIAO SZU-LANG,LIN SHIH-KUEI,CHIANG MI-HSIU | 2015.08 ~ 2016.01 | ||
| MOST Projects | 103 | 流動性風險下信用違約傳染模型之建構及實證研究(2/2) | CHIANG MI-HSIU | Principal Investigator | 2015.08 ~ 2016.10 | National Science and Technology Council |
| MOST Projects | 103 | 流動性風險下信用違約傳染模型之建構及實證研究(1/2) | CHIANG MI-HSIU | Principal Investigator | 2014.08 ~ 2015.07 | National Science and Technology Council |
| MOST Projects | 102 | 模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析 | CHIANG MI-HSIU | Principal Investigator | 2013.08 ~ 2014.07 | National Science and Technology Council |
| Other Projects | 102 | 境外結構型商品發行現況與監理機制之研究-台灣與美國、歐盟、英國、香港、新加坡、日本、韓國及中國大陸之比較 | LIAO SZU-LANG,CHIANG MI-HSIU,CHU TE-FANG,LIN SHIH-KUEI | 2013.07 ~ 2013.09 | ||
| MOST Projects | 100 | 固定比例擔保債務憑證之研究（2/2） | CHIANG MI-HSIU | Principal Investigator | 2012.08 ~ 2013.10 | National Science and Technology Council |
| MOST Projects | 100 | 固定比例擔保債務憑證之研究（1/2） | CHIANG MI-HSIU | Principal Investigator | 2011.08 ~ 2012.07 | National Science and Technology Council |
| MOST Projects | 99 | 重隨機假設下之動態違約相關性描述 | CHIANG MI-HSIU | Principal Investigator | 2010.08 ~ 2011.10 | National Science and Technology Council |
| MOST Projects | 98 | 基於跨期違約相關性描述下信用衍生性商品之評價 | CHIANG MI-HSIU | Principal Investigator | 2009.08 ~ 2010.10 | National Science and Technology Council |
| Other Projects | 98 | 我國推出ETF期貨或選擇之可行性研究 | CHIANG MI-HSIU,YUEH MENG-LAN | Principal Investigator | 2009.07 ~ 2009.11 | |
| MOST Projects | 97 | 具複合保護層之擔保債權憑證研究 | CHIANG MI-HSIU | Principal Investigator | 2008.08 ~ 2009.10 | National Science and Technology Council |
| MOST Projects | 93 | 選擇權之評價：Ornstein-Uhlenbeck 股價變動過程下 | CHEN WEI-KUANG,CHIANG MI-HSIU | 2004.08 ~ 2005.07 | National Science and Technology Council | |
| MOST Projects | 91 | 實資選擇權投資學在資源開發投資問題互動性策略彈性評估的應用 | CHIANG MI-HSIU | Principal Investigator | 2002.08 ~ 2003.07 | National Science and Technology Council |
| Country | School Name | Department | Degree | Duration |
|---|---|---|---|---|
| UNITED KINGDOM | Imperial College London | Quantitative Finance Centre for Quantitative Finance | 博士 | 1994.10 ~ 2000.01 |
| UNITED KINGDOM | Imperial College London | Mathematics | 碩士 | 1993.10 ~ 1994.10 |
| UNITED KINGDOM | Imperial College London | Mathematics | 學士 | 1990.10 ~ 1993.10 |
| Experience Category | Organization Title | Department | Job Title | Duration |
|---|---|---|---|---|
| Part Time | NATIONAL CHENGCHI UNIVERSITY | Master of Science in Global Banking and Finance | 代理學程主任 | 2023.01 ~ 2024.07 |
| Part Time | NATIONAL CHENGCHI UNIVERSITY | College of Global Banking and Finance | 代理副院長 | 2023.01 ~ 2024.07 |
| Part Time | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 系主任 | 2021.08 ~ 2022.07 |
| Part Time | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 系主任 | 2020.08 ~ 2021.07 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 教授 | 2019.02 ~ Up to today |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 2013.01 ~ 2019.02 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 2009.08 ~ 2013.01 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 助理教授 | 2001.08 ~ 2009.08 |
| Honor Category | Year | Award Name | Awarding Unit |
|---|---|---|---|
| Inside School | 110 | 資深優良教師(20年) | 國立政治大學 |
| Outside School | 110 | 科技部研究獎勵（原科技部獎勵特殊優秀人才） | 科技部 |
| Inside School | 110 | 國科會研究獎勵 | 科技部(國科會) |
| Inside School | 109 | 學術研究優良獎 | 政治大學 |
| Outside School | 109 | 第十屆聯電經營管理論文獎優等獎 | 中華民國管理科學學會 |
| Outside School | 106 | 台灣財務金融學會富邦論文獎 | 台灣財務金融學會 |
| Outside School | 100 | 台大管理論叢宋作楠基金會論文獎 | 台大管理論叢宋作楠先生紀念基金會 |
| Inside School | 100 | 資深優良教師(10年) | 國立政治大學 |
| Inside School | 97 | 學術研究成果國際化優等研究獎 | 政治大學 |
| Inside School | 95 | 教學特優教師 | 政治大學商學院 |
