Remi (Yu-Lieh Huang)

Professor of Quantitative Finance at NTHU

Researcher of CRETA at NTU

Remi (Yu-Lieh Huang)

Professor of Quantitative Finance at NTHU

Researcher of CRETA at NTU

Resume
Experience
Professor
2015 ~ Present
Professor

Department of Quantitative Finance

National Tsing Hua University

Certificate
Associate Professor
2007 ~ 2015
Associate Professor

Department of Quantitative Finance

National Tsing Hua University

Assistant Professor
2002 ~ 2007
Assistant Professor

Department of Quantitative Finance

National Tsing Hua University

Education
National Taiwan University
1997 ~ 2002
National Taiwan University

Ph.D., Department of Economics

Certificate
National Taiwan University
1995 ~ 1997
National Taiwan University

M.A., Department of Economics

Languages
  • Taiwanness
  • Mandarin
  • English
  • French
Coding Skills
  • R
    90%
  • Python
    85%
  • Gauss
    80%
  • EViews
    75%
Research Fields
  • Econometric Theory
  • Data Analysis
  • Text Mining
  • Machine Learning
Teaching Courses
  • Data Analysis
  • Introduction to Business and Quantitative Finance
  • Machine Learning and Financial Intelligence
  • Research Methods and Academic Ethics
  • ESG and Sustainable Development of The Enterprise
  • Econometrics
  • Mathematical Finance
  • Financial Time Series Analysis

0 0 0 9 5 5

Published Articles
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Chen, C.C., Y.L. Huang and Yang, F. (2024), “Semantics Matter: An Empirical Study on Economic Policy Uncertainty Index,” International Review of Economics and Finance, 89, 1286-1302.

Chen, C.C., Huang, H.H., Takamura, H., Kato, M.P., Y.L. Huang (2022), “FinTech on theWeb,” ACM Transactions on the Web, 17,1-3.

Huang, Y.L. and C.M. Kuan (2021), “Economic Prediction with the FOMC Minutes: An Application of Text Mining,” International Review of Economics and Finance, 71, 751-761.

Huang, Y.L., J.H. Yeh and C.C. Chen (2021), “Economic Policy Uncertainty Index for Taiwan,” Taiwan Economic Review, 49, 307-334. (in Chinese)

Huang, Y.L. and C.M. Kuan (2019), “Text Mining of the FOMC Minutes and Forecasts of Taiwan Economic Variables,” Taiwan Economic Review, 47, 363-391. (in Chinese)

Wu, J.Y. and Y.L. Huang (2017), “Impact of US and Japan Quantitative Easing Policies on Taiwan: A GVAR Approach,” Taiwan Economic Forecast and Policy, 48, 1-39. (in Chinese)

Chen, J-H, Y.L. Huang and J.R. Chang (2017), “Robust Good-Deal Bounds in Incomplete Markets: The Case of Taiwan,” Hitotsubashi Journal of Economics, 58, 53-67.

Lu, T.S., J.R. Chang and Y.L. Huang (2016), “Can Anomalies be Explained by Technical Analysis? Evidence from Candlestick Patterns,” Advances in Investment Analysis and Portfolio Management, 7, 65-83.53-67.

Chen, S.L. and Y.L. Huang (2015), “Taiwan Business Reference Series Re-examination,” Taiwan Economic Forecast and Policy, 46, 1-42.

Huang, Y.L. and C.H. Huang (2015), “Uncertain Effect of Shocks vs. Uncertain Unit Root: An Alternative View of U.S. Real GDP,” Hitotsubashi Journal of Economics, 56, 117-134.

Chen, S.L. and Y.L. Huang (2014), “Actuarial Implications of Structural Changes in El Nino-Southern Oscillation Index Dynamics,” Annals of Financial Economics, 9, 125-138.

Bao, Xiaohue,  Y.L. Huang,  and  P.T. Lin  (2014),  “Volatility Clustering  in  Land  Markets,”  Property  Management32, 378-385.

Huang, Y.L. (2014), “Testing Markov Switching Models,” Applied Economics, 46, 2047-2051.

Huang, Y.L., J. T. Tsay, S.S. Yang, and H. W. Cheng (2014), “Price Bounds of Mortality-Linked Security in Incomplete Insuarance Market,” Insurance: Mathematics and Economics, 55, 30-39.

Kuan, C.M, C. C. Hsu, Y.L. Huang and S. H. Hsu (2014), “Financial Conditions and the Macroeconomy in Taiwan,” Taiwan Economic Forecast and Policy, 44, 103-132. (in Chinese)

Chen, S.L. and Y.L. Huang (2014), “An Evaluation of Component Series of Business Indicators: An Application of LARS Method,” Taiwan Economic Forecast and Policy, 44, 133-170. (in Chinese)

Chen, S.L., C.H. Huang and Y.L. Huang (2012), “International Economic Linkages between Taiwan and the World: A Global Vector Autoregressive Approach,” Academia Economic Papers, 40, 343-375.

Lin, C.C., Y.L. Huang and C. Lu (2012), “Estimating Mortgage Prepayment Rates using the Gibbs-Sampling Approach,” Advances in Financial Planning and Forecasting, 5, 215-230.

Huang, Y.L. (2012), “Measuring Business Cycles: A Temporal Disaggregation Model with Regime Switching,” Economic Modelling, 29,  283-290.

Huang, Y.L. (2010), “Estimating Taiwan’s Monthly GDP in an Exact Kalman Filter Framework: A Research Note,” Taiwan Economic Review, 38, 147-160.

Huang, Y.L. (2009), “Identifying Turbulent and Calm Regimes in Stock Prices: Evidence from the Taiwan Stock Market,” Applied Economics Letters, 14, 1477-1481.

Huang, Y.L., C.H. Huang and C.M. Kuan (2008), “Re-examining the Permanent Income Hypothesis with Uncertainty in Permanent and Transitory Innovation States,” Journal of Macroeconomics, 3, 1816-1836.

Huang, Y.L. and  C.W. Ho (2008), “Beyond the Bull and the Bear: Demarcating Stable and Turbulent Regimes in Stock Markets,” Economic Bulletin, 3, 1-11.

Huang, Y.L. (2008), “An Alternative Estimation Algorithm for Innovation Regime-Switching Models,” Applied Economics Letters, 15, 225-229.

Huang, Y.L. and C.H. Huang (2007), “The Persistence of Taiwan’s Output Fluctuations: An Empirical Study using Innovation Regime-Switching Model,” Applied Economics, 39, 2673-2679.

Huang, Y.L. (2007), “On the Pricing of Collateralized Debt Obligation: A Copula Function Approach,” Academia Economic Papers, 35, 21-52. (in Chinese)

Kuan, C.M., Y.L. Huang and R.S. Tsay (2005), “An Unobserved-Component Model with Switching Permanent and Ttransitory Innovations,” Journal of Business and Economic Statistics, 23, 443-454.

Huang, Y.L., C.C. Hsu and H.W. Chen (2005), “Reference Cycles: The CEPD Methodology Revisited,” Taiwan Economic Review, 33, 295-319. (in Chinese)

Huang, Y.L., C.M. Kuan, and K. Lin (1998), “Identifying the Turning Points of Business Cycles and Forecasting Economic Growth Rates in Taiwan,” Taiwan Economic Review, 26, 431-457. (in Chinese)

Conference Papers

Yeh Hsiu-Hsuan,  Y.L. Huang, Ziho Park, and C.C. Chen (2024), “Automation of Text-Based Economic Indicator Construction: A Pilot Exploration on Economic Policy Uncertainty Index,”  Proceedings of The 33th ACM International Conference on Information and Knowledge Management (CIKM’24).

Chung-Chi Chen, H.H. Huang, Y.L. Huang, and H.H. Chen (2021), “Distilling Numeral Information for Volatility Forecasting,”  Proceedings of The 30th ACM International Conference on Information and Knowledge Management (CIKM’21).

Chung-Chi Chen, H.H. Huang, Y.L. Huang, and H.H. Chen (2021), ” Constructing Noise Free Economic Policy Uncertainty Index,”  Proceedings of The 30th ACM International Conference on Information and Knowledge Management (CIKM’21).

Working Papers

Huang, Yu-Lieh (2024), “Traditional Chinese Financial Dictionary with Sentiment Word Lists,”  Working Paper.

Research Works
Portfolios
Current Students

2024

  • 陳耀倫, 財金專班
  • 蔡含章, 財金專班
  • 陳家仁, 財金專班
  • 林宜瑾, 財金專班
  • 黃毓婷, 財金專班
  • 郭玟荃, 財金專班
  • 賴詩瑄, 財金專班
  • 蕭晴方, 財金專班
  • 楊毓仁, EMBA
  • 郭冠宏, EMBA
  • 李冠宇, 計財所
  • 葉昱志, 計財所
  • 陳    信, 計財所
2024
Graduated Students

2024

  • 陳慧光, 財金專班
  • 鄭雅薷, 財金專班
  • 柯博智, 財金專班
  • 蔡亞昕, 財金專班
  • 游雅涵, 財金專班
  • 黃振祐, 財金專班
  • 王維彤, 財金專班
  • 周玟妡, 財金專班
  • 李佳儒, 計財所
  • 張庭維, 計財所
  • 簡丞威, 計財所
  • 林昕宏, 計財所
  • 戴唯倫, 計財所
2024

2023

  • 徐婉瑄, 財金專班
  • 金士為, 財金專班
  • 陳思翰, 財金專班
  • 李柏衡, 財金專班
  • 徐新嵐, 財金專班
  • 周文雄, EMBA
  • 曾彥寧, 計財所
2023

2022

  • 陳宜楓, 財金專班
  • 陳詮之, 財金專班
  • 王宜晴, 財金專班
  • 蔡昀蓁, 財金專班
  • 侯國弘, 財金專班
  • 江晨立, 計財所
  • 陳冠維, 計財所
  • 洪慈君, 計財所
  • 周育如, 計財所
2022

2021

  • 黃郁婷, 財金專班
  • 雷程皓, 財金專班
  • 聶瑞毅, 財金專班
  • 王沁婕, 財金專班
  • 吳宜琳, 財金專班
  • 林昱澄, 財金專班
  • 朱桓誼, 計財所
  • 林呈憲, 計財所
  • 蔡佩珊, 計財所
  • 黃偉德, 計財所
  • 李伊婷, 計財所
2021

2020

  • 蔡曉婷, 財金專班
  • 毛登民, 財金專班
  • 林羽淇, 財金專班
  • 張芷菱, 財金專班
  • 謝佩娟, 財金專班
  • 王潔馨, 財金專班
  • 郭庭佑, 財金專班
  • 高芳璘, 財金專班
  • 鄭裕明, 財金專班
  • 楊方瑀, 計財所
  • 謝孟辰, 計財所
  • 謝宇堂, 計財所
  • 杜安迪, 計財所
2020

2019

  • 楊士醇, 財金專班
  • 郭致呈, 財金專班
  • 康宇皓, 財金專班
  • 王瓊佩, 財金專班
  • 李芷華, 財金專班
  • 徐仕旻, 財金專班
  • 蔡政峰, 財金專班
  • 徐卉君, 財金專班
  • 浦家柔, 財金專班
  • 馬偉翔, 財金專班
  • 莫梓晨, 計財所
  • 謝欣穎, 計財所
  • 陳忠傳, 計財所
2019

2018

  • 謝宛宴, 財金專班
  • 劉昱廷, 財金專班
  • 施碩奕, 財金專班
  • 沈家瑜, 財金專班
  • 黃姿蓉, 財金專班
2018

2016

  • 池    凡, 計財所
2016

2015

  • 洪振哲, 計財所
  • 李季芳, 計財所
2015

2014

  • 王敏如, 計財所
  • 戴婉淳, 計財所
2014

2013

  • 賴昭安, 計財所
  • 曾麗玲, 計財所
  • 黃日甫, 計財所
2013

2011

  • 莊雅伊, 計財所
  • 王尹貞, 計財所
2011

2009

  • 林俊宇, 計財所
2009

2008

  • 李宜靜, 科管所
2008

2007

  • 陳祥俊, 經濟所
2007

2006

  • 莊敬平, 經濟所
  • 沈宗慶, 科管所
2006

2005

  • 張淑芳, 科管所
2005
Blogs
February 28, 2025 An Introduction to Economic Indicators

編製經濟指標的目的在於監測經濟狀況、預測未來趨勢、提供政策制定依據,並為市場決策與經濟評估提供參考。透過領先指標、房價指標、消費信心指標等數據,決策者、投資人和企業能夠掌握經濟變化,並據此調整策略。例如,以七項總體變數編製的領先指標可用來預測景氣循環,幫助政府制定適當的財政與貨幣政策;而透過大量房屋交易數據編製的房價指標則能反映房市熱度,影響購房與投資決策。此外,這些指標還可用於不同國家或區域間的經濟比較,進一步提升政策與市場決策的精確度。因此,經濟指標的編製不僅是衡量經濟表現的重要工具,也為決策者與市場參與者提供制定策略的關鍵依據。         編製經濟指標的方法很多,需依據不同應用場景選擇適當的計算方式。例如拉氏物價指數 (Laspeyres Price Index) 和帕氏物價指數 (Paasche Price Index) 便是常用的指數計算方式。拉氏指數以基期數量作為權重,計算較為簡單且適用於長期比較,但可能高估物價變動;帕氏指數則以現期數量為權重,能反映消費行為變化,但計算較為複雜,可能低估物價變動。因此,學者常採用費雪理想指數 (Fisher Ideal Index) 作為折衷方案,透過幾何平均方式綜合兩者優勢。此外,經濟學者也運用各種模型來編製指標,例如主成分分析 (如因子模型)、時間序列分析 (如 HP filter)、機器學習 (如 LSTM…

December 31, 2023 Happy New Year, 2024

Welcome to Remi’s Home Page 告別 2023, 迎向 2024, 新年快樂.

Contact

Office Hours

Monday Not Avaliable
Tuesday 9:00 ~ 16:00
Wednesday Not Available
Thursday 15:00 ~ 18:00
Friday Not Available
  • Address: 101, Sec 2., Kuang-Fu Rd., CTM Building, Hsinchu, Taiwan
  • Email: ylihuang@mx.nthu.edu.tw
  • Phone: +886 3 5162125
Contact Information