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 7 9 8

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
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