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李文毅助理教授

image 資訊管理系-李文毅助理教授

 

李文毅老師

李文毅助理教授

聯絡電話:2322-6416
傳真電話:2322-6414
助理教授信箱:imagewy.lee@ntub.edu.tw

image 學歷

．國立交通大學科技管理研究所博士班博士
．國立暨南國際大學資訊管理研究系碩士班碩士
．世新大學資訊管理系學士

image經歷

．世新大學財務金融系助理教授

．國立高雄科技大學財務金融系助理教授

image 專長

金融科技、人工智慧、機器學習、深度學習、文字探勘、投資組合最佳化 

image 著作<近五年著作>

期刊論文

  1. "An omega portfolio model with dynamic return thresholds"  (with J.R. Yu, W.J. Chiou) International Transactions in Operational Research, April 2022, https://doi.org/10.1111/itor.13153. (SCI, Impact factor: 3.610)
  2. “Portfolio models with return forecasting and transaction costs” (with J.R. Yu, W.J. Chiou, and S.J. Lin) International Review of Economics and Finance, 66, 118-130, 2020. (SSCI, Impact factor: 1.42)
  3. “Does Worst-case Omega robust portfolio outperform CVaR-related models?” (with J.R. Yu, W.J. Chiou, and T.Y. Chang) Computers & Operations Research, 104, 239-255, 2019. (SCI, Impact factor: 3.424)
  4. “Does entropy model with return forecasting enhance portfolio performance?” (with J.R. Yu, W.J. Chiou, and K.C. Yu) Computers and Industrial Engineering 114, 175-182, 2017. (SCI, Impact factor: 4.135)
  5. “A proactive technological selection model for new technology: The case of 3D IC TSV” (with C.Y. Hung) Technological Forecasting and Social Change 103, 191-202, 2016. (SSCI, Impact factor: 5.846)

研討會論文

  1. “Portfolio Optimization with Sentiment Trading Strategy”, INFORMS Annual Meeting, 2022, Indiana, United States of America.

  2. “The influence of feature scaling on the stock prediction”, INFORMS Annual Meeting, 2019, Seattle, United States of America.

  3. “The portfolio construction with machine learning”, 9th International Conference on Economics, Trade and Development (ICETD), 2019, Taichung, Taiwan. (with T.S. Liu)
  4. “Optimizing the Omega Ratio in Portfolio with Floating Threshold”, INFORMS Annual Conference, 2016, Nashville, Tennessee (with J.R. Yu, W.J. Chiou, and Y. Hsin).
  5. “Optimizing the Omega Ratio in Portfolio with Floating Threshold”, INFORMS Annual Meeting, 2016, Nashville, Tennessee (with J.R. Yu, W.J. Chiou, and Y. Hsin).
  6. “Optimizing the Omega Ratio in Portfolio with Floating Threshold”, INFORMS Annual Meeting, 2016, Nashville, Tennessee (with J.R. Yu, W.J. Chiou, and Y. Hsin).

計畫

  1. Intelligence investment, Ministry of Education (教育部), 02/2021-07/2021 NTD 130,000
  2. News framing for financial issues: an investigation into sentiment analysis and portfolio construction, Ministry of Science and Technology (科技部), 08/2020-07/2022, NTD 1,360,000
  3. Text mining in finance, Ministry of Education (教育部), 09/2020-02/2021, NTD 60,000