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黃士峰 教授   Shih-Feng Huang 

黃士峰 教授   Shih-Feng Huang 

辦  公  室：M504室

聯絡電話：(03)422-7151#65458

傳真電話：(03)425-8602

電子郵件：huangsf@ncu.edu.tw 

個人網站：https://sites.google.com/site/huangsf525 

學歷 

  • Ph.D., Department of Applied Mathematics, National Sun Yat-sen University, 2008

經歷

  • Director, Graduate Institute of Statistics, National Central University, 2025.2～present
  • Professor, Graduate Institute of Statistics, National Central University, 2022.8～present
  • Dean, College of Science, National University of Kaohsiung, Kaohsiung, Taiwan, 2019/02 – 2022/01
  • Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2016/02 – 2022/07
  • Director, Big Data Research Center, College of Science, National University of Kaohsiung, Kaohsiung, Taiwan, 2016/02 – 2022/07
  • Director, Institute of Statistics, National University of Kaohsiung, Kaohsiung, Taiwan, 2013/08 – 2019/01
  • Associate Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2013/02 – 2016/01
  • Assistant Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2009/08 – 2013/01
  • Assistant Professor, Department of Mathematics, National Chung Cheng University, Chiayi, Taiwan, 2008/08 – 2009/07

研究領域 

  • Time Series Analysis
  • Financial Engineering
  • Financial Econometrics
  • Risk Management
  • Data Science

榮譽 

  • 2025 Elected Member of the International Statistical Institute (ISI)
  • 2022-2024 Newly Appointed Outstanding Teaching and Research Personnel (NCU)
  • 2022 Outstanding Research Award of the College of Science (NUK)
  • 2015 Outstanding Young Scholar Award (NUK)
  • 2014 Outstanding Mentor Award of the College of Science (NUK)
  • 2012 Outstanding Mentor Award of the College of Science (NUK)
  • 2011 Excellent Teaching Award of the College of Science (NUK)
  • 2008 Ching-Zong Wei Statistics Ph. D. Dissertation Award

論文著作（selected）

  1. Huang, S. F.* and Lai, L. B. (2025). Decision-making in renewable energy trading markets using Nash equilibrium and reinforcement Learning. Journal of the Chinese Statistical Association, Accepted. (NSTC 112-2118-M-008-004-MY3) TSSCI
  2. Huang, S. F.* and Chu, Y. W. (2025). A dynamic stock trading strategy based on machine learning and hypothesis testing. Journal of the Chinese Statistical Association, Accepted. (NSTC 112-2118-M-008-004-MY3) TSSCI
  3. Lai, W. T., Chen, R. B., and Huang, S. F.* (2025). A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. International Journal of Forecasting, 41, 345-360. (NSTC 112-2118-M-008-004-MY3) SSCI
  4. Pi, H. K., Guo, M. H., Chen, R. B., and Huang, S. F.* (2024). ECOPICA: Empirical copula-based independent component analysis. Statistics and Computing, 34, 52. (NSTC 112-2118-M-008-004-MY3) SCI
  5. Huang, S. F. and Wang, D. K.* (2023). A less volatile value-at-risk estimation under a semi-parametric approach. Asia-Pacific Journal of Financial Studies, 52, 374-393. https://onlinelibrary.wiley.com/doi/10.1111/ajfs.12433 (MOST 110-2118-M-390-002-MY2) SSCI
  6. Chua, C. H., Guo, M. H., and Huang, S. F.* (2022). Using the kriging correlation for unsupervised feature selection problems. Scientific Reports, 12, 11522. https://doi.org/10.1038/s41598-022-15529-4 (MOST 110-2118-M-390-002-MY2) SCI
  7. Chang, C. H., Chen, Z. B., and Huang, S. F.* (2022). Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. Applied Energy, 309, 118418. (MOST 110-2118-M-390-002-MY2) SCI
  8. Huang, S. F.*, Chiang, H. H., and Lin, Y. J. (2021). A network autoregressive model with GARCH effects and its applications. PLOS ONE, 16, e0255422. (MOST 108-2118-M-390-003-MY2) SCI
  9. Huang, S. F.* and Lu, H. P. (2020). Classification of temporal data using dynamic time warping and compressed learning. Biomedical Signal Processing and Control, 57, 101781. (MOST 108-2118-M-390-003-MY2) SCI
  10. Huang, S. F. and Hsu, L.* (2020). Prediction intervals for time series and their applications to portfolio selection. REVSTAT-Statistical Journal, 18, 131-151. (MOST 104-2118-M-390-003-MY2) SCI
  11. Huang, S. F., Guo, M. H.* and Chen, M. R. (2020). Stock market trend prediction using functional time series approach. Quantitative Finance, 20, 69-79. (MOST 106-2118-M-390- 001-MY2) SCI, SSCI
  12. Chu, C. H., Lo Huang, M. N., Huang, S. F.*, and Chen, R. B. (2019). Bayesian structure selection for vector autoregression model. Journal of Forecasting, 38, 422-439. (MOST 106-2118-M-390-001-MY2) SSCI
  13. Huang, S. F.* and Lin, T. Y. (2018). A linearization of portfolio optimization problem with general risk measures under multivariate conditional heteroskedastic models. Asia-Pacific Journal of Financial Studies, 47, 449-469. (MOST 106-2118-M-390-001-MY2) SSCI
  14. Huang, S. F.* and Ciou, G. C. (2018). Multi-asset empirical martingale price estimators for financial derivatives. Statistica Sinica, 28, 995-1008. (MOST 104-2118-M-390-003-MY2) SCI
  15. Huang, S. F.* and Tsai, C. Y. (2015). Hedging barrier options in GARCH models with transaction costs. Australian & New Zealand Journal of Statistics, 57, 301-324. (NSC 101-2118-M-390-002) SCI
  16. Chen, R. B., Guo, M. H.*, Haerdle, W., and Huang, S. F. (2015). COPICA－Independent component analysis via copula techniques. Statistics and Computing, 25, 273-288. (NSC 101-2118-M-390-002) SCI
  17. Chen, B., Huang, S. F., and Pan, G.* (2015). High dimensional mean-variance optimization through factor analysis. Journal of Multivariate Analysis, 133, 140-159. (MOST 103-2118-M-390-003) SCI
  18. Huang, S. F. and Guo, M. H.* (2014). Model risk of the implied GARCH-normal model. Quantitative Finance, 14, 2215-2224. (NSC 99-2118-M-390-003) SCI, SSCI
  19. Huang, S. F.* and Tu, Y. T. (2014). Asymptotic distribution of the EPMS estimator for financial derivatives pricing. Computational Statistics & Data Analysis, 73, 129-145. (NSC 101-2118-M-390-002) SCI
  20. Huang, S. F.* (2014). A modified empirical martingale simulation for financial derivative pricing. Communications in Statistics – Theory and Methods, 43, 328-342. (NSC 100-2118-M-390-001) SCI
  21. Chan, N. H., Huang, S. F., and Ing, C.-K.* (2013). Moment bounds and mean squared prediction errors of long-memory time series. Annals of Statistics, 41, 1268-1298. (NSC 100-2118-M-390-001) SCI
  22. Huang, S. F. and Guo, M. H.* (2013). An optimal multi-step quadratic risk-adjusted hedging strategy. Journal of the Korean Statistical Society, 42, 37-49. (NSC 100-2118-M-390-001) SCI
  23. Huang, S. F. and Guo, M. H.* (2009). Financial derivative valuation – A dynamic semiparametric approach. Statistica Sinica, 19, 1037-1054. (NSC 97-2118-M-194-002) SCI
  24. Myers, J.*, Huang, S. F., and Tsay, J. S. (2007). Exact conditional inference for two-way randomized Bernoulli experiments. Journal of Statistical Software, 21, Code Snippet 1. SCI
  25. Guo, M. H.* and Huang, S. F. (2001). Power approximations for test statistics with dominant components. Statistica Sinica, 11, 675-689. SCI

教授課程 

  • Mathematical Statistics
  • Financial Time Series
  • Statistical Methods for Finance
  • Statistical Practice
  • Statistical Inference