1

On-line VWAP Trading Strategies

Fuh, Cheng-Der, Teng, Huei-Wen, Wang, Ren-Her
Journal:
Sequential Analysis
Year:
2010
Language:
english
File:
PDF, 210 KB
english, 2010
3

Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors

Fuh, Cheng-Der, Hu, Inchi, Hsu, Ya-Hui, Wang, Ren-Her
Journal:
Operations Research
Year:
2011
Language:
english
File:
PDF, 301 KB
english, 2011
4

Why Wild Values Occur in Pyrotechnic Sensitivity Analysis

Min-Te Chao, Cheng-Der Fuh
Journal:
Propellants, Explosives, Pyrotechnics
Year:
2003
Language:
english
File:
PDF, 51 KB
english, 2003
6

Random Perturbation in Games of Chance

Cheng-Der Fuh, Yeong-Nan Yeh
Journal:
Studies in Applied Mathematics
Year:
2001
Language:
english
File:
PDF, 138 KB
english, 2001
7

SPRT and CUSUM in Hidden Markov Models

Cheng-Der Fuh
Journal:
The Annals of Statistics
Year:
2003
Language:
english
File:
PDF, 4.52 MB
english, 2003
10

Estimation in Hidden Markov Models via Efficient Importance Sampling

Cheng-Der Fuh and Inchi Hu
Journal:
Bernoulli
Year:
2007
Language:
english
File:
PDF, 1.35 MB
english, 2007
11

A self-normalized central limit theorem for Markov random walks

Fuh, Cheng-Der, Pang, Tian-Xiao
Journal:
Advances in Applied Probability
Year:
2012
Language:
english
File:
PDF, 255 KB
english, 2012
12

Efficient Likelihood Estimation in State Space Models

Cheng-Der Fuh
Journal:
The Annals of Statistics
Year:
2006
Language:
english
File:
PDF, 3.56 MB
english, 2006
15

Efficient Computation of Value at Risk with Heavy-Tailed Risk Factors

Fuh, Cheng-der, Hu, Inchi, Hsu, Kate, Wang, Ren-Her
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 220 KB
english, 2009
20

Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks

Cheng-Der Fuh
Journal:
The Annals of Applied Probability
Year:
2004
Language:
english
File:
PDF, 859 KB
english, 2004
22

ESO Compensation: The Roles of Default Risk and Over-Confidence

Chang, Charles, Fuh, Cheng-der, Hsu, Kate
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 477 KB
english, 2006
26

Efficient Importance Sampling for Events of Moderate Deviations with Applications

Cheng-Der Fuh and Inchi Hu
Journal:
Biometrika
Year:
2004
Language:
english
File:
PDF, 1.92 MB
english, 2004
27

Uniform Markov renewal theory and ruin probabilities in Markov random walks

Fuh, Cheng-Der
Journal:
The Annals of Applied Probability
Year:
2004
Language:
english
File:
PDF, 321 KB
english, 2004
29

A Self-Normalized Central Limit Theorem for Markov Random Walks

Fuh, Cheng-Der, Pang, Tian-Xiao
Journal:
Advances in Applied Probability
Year:
2012
Language:
english
File:
PDF, 202 KB
english, 2012
33

SPRT and CUSUM in hidden Markov models

Fuh, Cheng-Der
Journal:
The Annals of Statistics
Year:
2003
Language:
english
File:
PDF, 319 KB
english, 2003
37

A SELF-NORMALIZED CENTRAL LIMIT THEOREM FOR MARKOV RANDOM WALKS

CHENG-DER FUH and TIAN-XIAO PANG
Journal:
Advances in Applied Probability
Year:
2012
Language:
english
File:
PDF, 1.54 MB
english, 2012
38

Efficient likelihood estimation in state space models

Fuh, Cheng-Der
Journal:
The Annals of Statistics
Year:
2006
Language:
english
File:
PDF, 453 KB
english, 2006
39

Estimation of Time to Hard Failure Distributions Using a Three-Stage Method

I-Tang Yu, Cheng-Der Fuh
Journal:
IEEE Transactions on Reliability
Year:
2010
Language:
english
File:
PDF, 250 KB
english, 2010
47

The Pricing of Risk and Sentiment: A Study of Executive Stock Options

Charles Chang, Li-jiun Chen, Cheng-der Fuh
Journal:
Financial Management
Year:
2012
Language:
english
File:
PDF, 691 KB
english, 2012