| Name | YU-MIN YEN |
|---|---|
| Office Tel No. | 81030 |
| Research Expertise | Financial Economics、Econometrics |
| Teaching Field | 財務經濟、計量經濟 |
| Job Title | Associate Professor |
| Year | Paper Title |
|---|---|
| 2024 | Le-Yu Chen;Yu-Min Yen*, 2024.06, 'Estimation of the Local Conditional Tail Average Treatment Effect, ' Journal of Business & Economic Statistics,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 120126, Jun. 2024 |
| 2022 | 周雨田*;顏佐榕;顏佑銘, 2022.03, '使用實際波動率及FZ損失函數來預測預期損失及風險值, ' 臺灣經濟預測與政策, Vol.52, No.2, pp.89-140.(TSSCI)(*為通訊作者), vol. 434958, Mar. 2022 |
| 2021 | Oliver Linton*;Yoon-Jae Whang;Yu-Min Yen, 2021.08, 'The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses, ' Econometric Reviews, Vol.40, No.8, pp.709-727.(SSCI)(*為通訊作者), vol. 429248, Aug. 2021 |
| 2021 | Yu-Min Yen*;Tso-Jung Yen, 2021.07, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' International Journal of Forecasting, Vol.37, No.2, pp.733 - 758.(SSCI)(*為通訊作者), vol. 428196, Jul. 2021 |
| 2021 | Tso-Jung Yen*;Yu-Min Yen, 2021.01, 'An attention algorithm for solving large scale structured L0-norm penalty estimation problems, ' Japanese Journal of Statistics and Data Science, Vol.4, pp.345-371.(*為通訊作者), vol. 438133, Jan. 2021 |
| 2020 | Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2020.04, 'Macroeconomic Forecasting Using Approximate Factor Models with Outliers, ' International Journal of Forecasting, Vol.36, No.2, pp.267-291.(SSCI)(*為通訊作者), vol. 422379, Apr. 2020 |
| 2019 | Yu-Min Yen*, 2019.07, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market, ' International Review of Economics and Finance, Vol.62, pp.240-266.(SSCI)(*為通訊作者), vol. 422156, Jul. 2019 |
| 2017 | Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2017.09, 'Risk Evaluations with Robust Approximate Factor Models, ' Journal of Banking and Finance, Vol.82, pp.244-264.(SSCI)(*為通訊作者), vol. 410365, Sep. 2017 |
| 2017 | Tso-Jung Yen*;Zong-Rong Lee;Yi-Hau Chen;Yu-Min Yen;Jing-Shiang Hwang, 2017.02, 'Estimating Links of a Network from Time to Event Data, ' Annals of Applied Statistics, Vol.11, No.3, pp.1429-1451.(SCI)(*為通訊作者), vol. 413455, Feb. 2017 |
| 2016 | Oliver Linton;Yoon-Jae Whang;Yu-Min Yen*, 2016.09, 'A Nonparametric Test of a Strong Leverage Hypothesis, ' Journal of Econometrics, Vol.194, No.1, pp.153-186.(SSCI)(*為通訊作者), vol. 409611, Sep. 2016 |
| 2016 | Yu-MinYen*, 2016.05, 'Sparse Weighted-Norm Minimum Variance Portfolios, ' Review of Finance, Vol.20, No.3, pp.1259-1287.(SSCI)(*為通訊作者), vol. 407794, May. 2016 |
| 2016 | Tso-Jung Yen*;Yu-Min Yen, 2016.04, 'Structured Variable Selection via Prior-Induced Hierarchical Penalty Functions, ' Computational Statistics and Data Analysis, Vol.96, pp.87-103.(SCI)(*為通訊作者), vol. 408547, Apr. 2016 |
| 2014 | Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*為通訊作者), vol. 405708, Aug. 2014 |
| 2013 | Yu-Min Yen*, 2013.04, 'Testing Jumps via False Discovery Rate Control, ' PloS One, Vol.8, pp.e58365.(SCI)(*為通訊作者), vol. 405709, Apr. 2013 |
| 2010 | Tso-Jung Yen;Yu-Min Yen*, 2010.09, 'Discussion on "Stability Selection" by Meinshausen and Buhlmann, ' Journal of the Royal Statistical Society: Series B, Vol.72, pp.413-417.(SCI)(*為通訊作者), vol. 405710, Sep. 2010 |
| Year | Paper Title |
|---|---|
| 2017 | Yu-Min Yen*;Tso-Jung Yen, 2017.11, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 10th Annual Meeting of Taiwan Econometric Society, Taiwan Econometric Society.(*為通訊作者), Nov. 2017 |
| 2017 | Yu-Min Yen*, 2017.08, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 2017 European meeting of the Econometric society, University of Lisbon.(*為通訊作者), Aug. 2017 |
| 2017 | Yu-Min Yen*, 2017.06, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' The 1st International Conference on Econometrics and Statistics (HKUST), Hong Kong University of Science and Technology (HKUST) Business School.(*為通訊作者), Jun. 2017 |
| 2016 | Yu-Min Yen*, 2016.12, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 2016 Macroeconometric Modelling Workshop, 中央研究院經濟研究所.(*為通訊作者), Dec. 2016 |
| 2016 | Yu-Min Yen*, 2016.05, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' 2016 international conference of Taiwan Finance Association, 國立台北大學.(*為通訊作者), May. 2016 |
| 2016 | Yu-Min Yen*, 2016.01, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' The 9th NCTU international finance conference, 國立交通大學.(*為通訊作者), Jan. 2016 |
| 2014 | Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2014.12, 'Risk Evaluations with Robust Approximate Factor Models, ' 2014 Financial Innovations and Bank Regulation Conference (Xiamen University), Xiamen University, Peking University, and Fordham University.(*為通訊作者), Dec. 2014 |
| Project Category | Year | Project Title | Participator | Job Title | Period | Unit |
|---|---|---|---|---|---|---|
| MOST Projects | 112 | 使用機器學習之分布中介處裡效果的穩健估計(3/3) | YEN YU-MIN | Principal Investigator | 2025.08 ~ 2026.07 | National Science and Technology Council |
| MOST Projects | 112 | 使用機器學習之分布中介處裡效果的穩健估計(2/3) | YEN YU-MIN | Principal Investigator | 2024.08 ~ 2026.07 | National Science and Technology Council |
| MOST Projects | 112 | 使用機器學習之分布中介處裡效果的穩健估計(1/3) | YEN YU-MIN | Principal Investigator | 2023.08 ~ 2026.07 | National Science and Technology Council |
| Other Projects | 112 | 台灣通膨率預測：運用大數據資料分析 | LIN HSIN-YI,YEN YU-MIN | 2023.05 ~ 2024.05 | ||
| MOST Projects | 110 | 條件尾端平均處裡效果在有內生性之下估計方法之探究(2/2) | YEN YU-MIN | Principal Investigator | 2022.08 ~ 2023.09 | National Science and Technology Council |
| MOST Projects | 110 | 條件尾端平均處裡效果在有內生性之下估計方法之探究(1/2) | YEN YU-MIN | Principal Investigator | 2021.08 ~ 2023.09 | National Science and Technology Council |
| MOST Projects | 108 | FZ損失函數之應用: 預測風險衡量指標及其他用途(2/2) | YEN YU-MIN | Principal Investigator | 2020.08 ~ 2021.07 | National Science and Technology Council |
| MOST Projects | 108 | FZ損失函數之應用: 預測風險衡量指標及其他用途(1/2) | YEN YU-MIN | Principal Investigator | 2019.08 ~ 2021.07 | National Science and Technology Council |
| MOST Projects | 106 | 運用極端一致性損失函數來檢定期望分位數及分位數預測之精確性(2/2) | YEN YU-MIN | Principal Investigator | 2018.08 ~ 2019.10 | National Science and Technology Council |
| MOST Projects | 106 | 運用極端一致性損失函數來檢定期望分位數及分位數預測之精確性(1/2) | YEN YU-MIN,YEN YU-MIN | Principal Investigator | 2017.08 ~ 2019.10 | National Science and Technology Council |
| MOST Projects | 105 | 衍生性金融商品所隱含的成長及不確定性之前瞻性訊息：以一個新興市場為例 | YEN YU-MIN | Principal Investigator | 2016.08 ~ 2017.11 | National Science and Technology Council |
| MOST Projects | 103 | 近似因子模型的有效估計-經由懲罰最小平方法 | YEN YU-MIN | Principal Investigator | 2014.12 ~ 2015.11 | National Science and Technology Council |
| Country | School Name | Department | Degree | Duration |
|---|---|---|---|---|
| UNITED KINGDOM | The London School of Economics and Political Science | Finance | 博士 | 2006.10 ~ 2012.08 |
| UNITED KINGDOM | 英國倫敦政經學院 | 財務金融(學)系 | 碩士 | 2005.10 ~ 2006.07 |
| TAIWAN, REPUBLIC OF CHINA | 國立臺灣大學 | 經濟學系 | 學士 | 1993.09 ~ 1998.06 |
| Experience Category | Organization Title | Department | Job Title | Duration |
|---|---|---|---|---|
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of International Business | 副教授 | 2017.08 ~ Up to today |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of International Business | 助理教授 | 2014.08 ~ 2017.08 |
