Education | Positions Held | Honors and Awards | Research | Seminar | Courses | Students | Medias | Other Docs | Photos | Contacts | Facebook Link

Higher Education

• Ph.D. (2004), Department of Computer Science and Information Engineering, National Taiwan University,
  • Thesis: Pricing Asian Options with Lattices (Winner of 11th Annual Fubon Best Doctoral Dissertation Award)
  • Adviser: Prof. Yuh-Dauh, Lyuu
• M.S. (1999), Department of Computer Science and Information Engineering, National Taiwan University,
  • Thesis: Pricing Path-Dependent Options (Winner of 13th Annual Dragon Most Outstanding Thesis Award)
  • Adviser: Prof. Yuh-Dauh, Lyuu

Positions Held

• Professor (2013-present), Department of Information Management and Finance, and Institute of Finance, National Yang Ming Chiao Tung University
• 理事 (2021-Present), FeAT 台灣財務工程學會
• 研究員 (2020-Present), 台灣AI卓越中心
• 研究員 (2020-Present), 人工智慧普適研究中心 PAIR Labs
• 研究員 (2020-Present), 數位金融創新實驗室
• 研究委員 (2020-Present), 政治大學商學院 風險與保險研究中心
• Senior Fellow (2021-Present), Advance Higher Education
• Faculty Membership (2021-Present), Beta Gamma Sigma
• Associate Dean (2016-2022), College of Management, National Chiao Tung University
• 理事 (2018-2020), 台灣商管學會,
• Chairman (2016-2019), Department of Information Management and Finance, National Chiao Tung University
• 財會學門複審委員 (2016-2018), 科技部,
• 公共債務管理委員會委員 (2015-2017), 新竹市政府,
• Director (2014-2019), Institute of Finance, National Chiao Tung University
• Associate Professor (2009-2013), Department of Information and Financial Management, and Institute of Finance,and Institute of Information Management, National Chiao Tung University
• Assistant Professor (2006-2009), Department of Information and Financial Management, and Institute of Information Management, National Chiao Tung University
• Assistant Professor (2004-2006), Department of Applied Mathematics, Chuan Yuan Christian University

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)

Research

• Published Works
• 配對交易研究網站
• 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