D 戴天時Tian-Shyr Dai

Higher Education

  • Ph.D. (2004)Department of Computer Science and Information Engineering, National Taiwan University. Thesis: Pricing Asian Options with Lattices.
  • M.S. (1999)Department of Computer Science and Information Engineering, National Taiwan University. Thesis: Pricing Path-Dependent Options.

Lab Introduction

智慧金融實驗室

智慧金融實驗室聚焦智慧金融與財務工程，結合統計、機器學習與金融理論，發展可落地的量化交易、資產配置、金融監理科技、洗錢防制、衍生性商品定價與保險精算模型。

  • 金融交易與資產配置: 配對交易、投資組合再平衡、投資人情緒分析與 AI 交易策略。
  • 金融監理科技: 洗錢防制、詐欺偵測、概念漂移處理與風險評估模型。
  • 財務工程與保險精算: 公司債、可轉債、選擇權、反向房貸與保險商品之定價與風險控管。

近年研究成果發表於 SCI、SSCI 與 EI 期刊或會議，並與金融及科技業界合作推動智慧投資、AI 交易策略、高效能資料運算與金融商品評價等產學計畫。

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.” Best paper award, 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 Courses Legacy Homepage