戴天時 (Dai, Tian-Shyr)

Honors and Awards

• Pricing Path-Dependent Derivatives. 第十三屆龍騰論文獎經營管理類金質獎。
• “Efficient Algorithms for Average-Rate Options pricing”. 1999年全國計算機會議最佳論文獎
• “Efficient Algorithms for Average-Rate Options pricing”. 2000年中華民國電腦學會論文獎資訊科學類優等獎.
• “使用多層解析格子樹模型評價亞式選擇權的精確演算法”2003年富邦金融研究勤工獎。
• 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)
• 95學年度績優導師
• 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.
• 臺大管理論叢之論文＿以LMM利率模型評價利率衍生性商品：結合節點二項樹方法聯電經營管理論文獎＿優等獎
• 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 STUDENT PAPER AWARD
• 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
• Evaluating Corporate Bonds and Analyzing Market Participants Behaviors with Complex Debt Structure 戴天時、王釧茹、劉亮志 第十屆證券暨期貨金椽獎-研究發展論文甄選學術組優等獎
• Non-Financial Firms’ Issuance Strategies of Contingent Capitals, their Pops and Cons, and Solutions to Asset Substitutions 劉亮志、周蕾、戴天時 【2019TFA 研討會】 Best paper award
• Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism Wei-Lun Kuo, Tian-Shyr Dai and Wei-Che Chang MUFin21 workshop at CIKM2021 (Best Paper award)
• Call Protection, Financial Flexibility, and Debt Maturity Decision 劉亮志、周蕾、戴天時、曾俊凱 【2024TFA 研討會】 (Best Paper award)

Research

• Published Works
• 編輯委員期貨與選擇權學刊
• 金融科技領域主編科技管理學刊
• Editorial Board Member of Theoretical Economics Letters

Seminar

• Financial Mathematics and Statistics Seminar
• Stochastic Calculus for Finance
• Pairs Trading Quantitative Methods and Analysis
• 企業金融的12堂課
• Matlab for Finance
• Interest Rate Models An Introduction