Publications - Conference Papers
- Yun-Cheng Tsai, Pu Yu, Chia-Ching Wu, and Ji-Yu Huang, "Natural Language Processing Real-Time System for Central European News" Proceedings of the 2018 Digital Humanities Conference Budapest (DH_BUDAPEST), May 2018, Budapest Hungary.
- Yu-Hsiang Lin, Hui-Fen Mao, Yun-Cheng Tsai and Jui-Jen Chou, "A Serious Game to Motivate the Elderly to Do Physical and Cognitive Hybrid Activities" Proceedings of the 2018 IEEE International Conference on Serious Games and Applications for Health (SeGAH), May 2018, Vienna Austria.
Jun-Hao Chen and Yun-Cheng Tsai, "Algorithmic Trading of Foreign Exchange via Deep Learning", Proceedings of the 15th Annual International Conference on Finance, July 2017, Athens Greece.
- Yun-Cheng Tsai, Hou-Ieong Ho and Shih-Pei Chen, "Image Processing for
Historical Manuscripts: Character Search on Chinese Handwriting Images"
Proceedings of the Japanese Association for Digital Humanities 2015
Conference, September 2015, Kyoto Japan.
- Yuh-Dauh Lyuu and Yun-Cheng Tsai, "Filtering the Microstructure Noise
From Stochastic Volatility Models with a Robust Extended Kalman Filter"
Proceedings of the Quantitative Methods in Finance 2013 Conference,
December 2013, Sydney Australia.
- Yuh-Dauh Lyuu, Yu-Cheng Tien and Yun-Cheng Tsai, "Filtering the
Microstructure Noise with a Robust Kalman Filter" Proceedings of the 21st
International Business Research Conference, June 2013, Toronto Canada.
- Yuh-Dauh Lyuu, Philip Sheih, Yu-Cheng Tien and Yun-Cheng Tsai, "Faster
Convergence to Realized Volatility with Microstructure Noise" Proceedings
of the 20th Conference on the Theories and Practices of Securities and
Financial Markets, December 2012, Kaohsiung Taiwan.
- Ren-Shuo Liu, Yun-Cheng Tsai, Chia-Lin Yang, "Parallelization and
Characterization of GARCH Option Pricing on GPUs" Proceedings of the 2010
IEEE International Symposium on Workload Characterization, December
2010, Atlanta USA.
In-Jen Lin and Yun-Cheng Tsai, "Cocomparability Graph of a Tolerance
Graph is bounded" Proceedings of the 2005 International & Third Crossstrait
Conference on Graph Theory and Combinatorics, June 2005, Zhejiang
Publications - Journal Papers
- Hsuan-Lei Shao, Sieh-Chuen Huang and Yun-Cheng Tsai. "How the Taiwanese Do China Studies: Applications of Text Mining", Journal of Data Mining & Digital Humanities, 2018.
- Yun-Cheng Tsai and Yuh-Dauh Lyuu. "A New Robust Kalman Filter for
Filtering the Microstructure Noise", Communications in Statistics – Theory and Methods,
46:10, 4961 – 4976, 2017.
- Yun-Cheng Tsai and Yuh-Dauh Lyuu. "Faster Convergence to the Estimation
of Quadratic Variation", Communications in Statistics – Theory and Methods,
44:13, 2827 – 2841, 2015.