LABORATORY

實驗室介紹
  • 實驗室名稱 :

    大數據分析與數位貨幣探索實驗室

  • 實驗室成員 :

    馬瀰嘉(負責)、鄭順林、李政德、廖麗凱

主要研究方向

Fintech學術發表:

  • 馬瀰嘉老師規劃(1)以大數據分析方法研究乙太幣、黃金對美元匯率的關係,(2)延續人口老化和死亡率對台灣年金改革的研究。(3)將以存活混合模型預測申貸客戶還款的比例和平均還款的時間。預計發表期刊論文一篇。
  • 鄭順林老師規劃持續研究財經新聞對金融指標的影響,以自然語言處理結合大數據分析,探討適當的統計時間序列模型和機器學習演算法。預計發表期刊論文一篇。
  • 廖麗凱老師規劃(進行中)研究投資人在數位貨幣市場之交易行為,考量數位貨幣市場之特性,包括以全球(英語導向)及華語市場最廣泛使用之搜尋引擎之關鍵字搜尋結果、數位貨幣合法化、投資行為之星期效應、假期效應等投資人情緒變數對數位貨幣市場成交量及報酬之影響,並比較該市場是否和一般權益市場相同,具有波動重聚之現象及其不對稱效果。預計發表期刊論文一篇。

 

產學合作規劃:

  • 馬瀰嘉老師參與日盛金的產學合作,將利用大數據分析、機器學習和深度學習的方法,應用於智能鑑價、消金徵審模型、智能房貸等問題上;並利用混和治癒模型估計消費性貸款客戶的違約率及平均還款時間。
  • 鄭順林老師參與日盛金的產學合作。使用NLP-語意解析、機器學習和深度學習的方法,結合OPEN DADA 和客戶樣貌的大數據分析,應用於智能投顧、智能鑑價、精準行銷、智能房貸、開戶KYC風險辨識以及AML行為預警。
  • 廖麗凱老師參與日盛金的產學合作。廖麗凱老師具備專業財務金融及會計知識,可協助界定、解讀大數據資料之金融意涵,提高大數據分析結果對日盛金之實務運用可行性。此外,以財務模型分析並預測該新興金融科技業務之預期成效和企業風險,作為日盛金未來業務規劃考量之參考。
近期文章發表
  1. Pan, Y. Y., Chen, Y. C., Chang, W. C. W., Ma, M. C., & Liao, P. C. "Visualization of statistically processed LC-MS-based metabolomics data for identifying significant features in a multiple-group comparison." Chemometrics and Intelligent Laboratory Systems 210 (2021): 104271.
  2. Lin, Y. H., & Ma, M. C. "A Study on Ethereum Blockchain and Decentralized Finance."  Journal of Taiwan Intelligent Technologies and Applied Statistics (2021).
  3. Jeng, S. L., Chi, Y. C., Ma, M. C., Chan, S. H., & Sun, H. S. "Gene expression analysis of combined RNA-seq experiments using a receiver operating characteristic calibrated procedure." Computational Biology and Chemistry 93 (2021): 107515.
  4. 潘宥亦、馬瀰嘉。"Estimating the preference of customers for internet banking by mixture use model." International Trends and Prospects Forum of FinTech, RegTech and Green Finance (2021).
  5. 高于珺、馬瀰嘉。利用溫度、濕度和風速建立新空氣汙染指標。智慧科技與應用統計學報、2020。
  6. Wu, H. Y., Pan, Y. Y., Kopylov, A. T., Zgoda, V., Ma, M. C., Wang, C. H., ... & Liao, P. C. "Assessment of Serological Early Biomarker Candidates for Lung Adenocarcinoma by using Multiple Reaction Monitoring‐Mass Spectrometry." PROTEOMICS–Clinical Applications 14.4 (2020): 1900095.
  7. 呂易錦、馬瀰嘉、林億雄。以非齊次卜瓦松模型探討比特幣區塊鍊雙重支付問題。智慧科技與應用統計學報、2020。
  8. 郝立智、張雅椅、范麒惠、陳宣恩、馬瀰嘉、潘潔慧、吳明瑞、周劍文、邱酩淳、楊純宜。2019年美國糖尿病學會針對糖尿病血糖控制目標之標準治療建議。臨床醫學、2020。
  9. Jeng, S. L., Chang, C. C., Lin, W. C., & Yang, H. Y. "Using Big Data of Electronic Toll Collection to Analyze the Energy Consumption and Carbon Emissions of Highway Vehicles in Taiwan-A Case Study." 中國統計學報 59.3 (2021): 145-171.
  10. Jeng, S. L., & Hsu, M. J. "Clustering partially masked images with modified Radon transformation." Communications in Statistics-Simulation and Computation (2021): 1-25.
  11. 鄭順林、翁萃瑩、劉巧萱。"Predictions of Multiple International Financial Indices by Technical Time Series Features of Indices and Text Sentiment Features of News Articles." International Trends and Prospects Forum of FinTech, RegTech and Green Finance (2021).
  12. Hou, P. F., Chang, Y. T., Lai, J. M., Chou, K. L., Tai, S. F., Tseng, K. C., Jeng, S. L., ... & Chang, W. C. "Long-Term effects of fertilizers with regional climate variability on yield trends of sweet corn." Sustainability 12.9 (2020): 3528.
  13. 鄭順林、翁萃瑩。"Novel Feature Constructions of News Articles for Up/Down Predictions of International Financial Indices."。第二十九屆南區統計研討會暨2020中華機率統計學會年會及學術研討會、2020。
  14. 鄭順林、張尹甄。"Defect Pattern Clustering and New Pattern Classification of Wafer Bin Maps by Subset Learning with Convolutional Neural Networks."。中國統計學社109年社員大會暨統計學術研討會、2020。
  15. Ali, K., Li, C. T., & Chen, Y. S. "Joint Selection of Influential Users and Locations under Target Region in Location-Based Social Networks." Sensors 21.3 (2021): 709.
  16. Li, C. T., & Wang, W. C. "Learning template-free network embeddings for heterogeneous link prediction." Soft Computing 25.21 (2021): 13425-13435.
  17. Li, C. T., Chen, H. Y., & Zhang, Y. "On exploring feature representation learning of items to forecast their rise and fall in social media." Journal of Intelligent Information Systems 56.3 (2021): 409-433.
  18. Hsu, C., & Li, C. T. "RetaGNN: Relational temporal attentive graph neural networks for holistic sequential recommendation." Proceedings of the Web Conference 2021. 2021.
  19. Chen, C. Y., & Li, C. T. "ZS-BERT: Towards Zero-Shot Relation Extraction with Attribute Representation Learning." arXiv preprint arXiv:2104.04697 (2021).
  20. Ali, K., Wang, C. Y., Yeh, M. Y., Li, C. T., & Chen, Y. S. "NEDRL-CIM: Network Embedding Meets Deep Reinforcement Learning to Tackle Competitive Influence Maximization on Evolving Social Networks." 2021 IEEE 8th International Conference on Data Science and Advanced Analytics (DSAA). IEEE, 2021.
  21. Tsai, Y. C., & Li, C. T. "CARE: learning convolutional attentional recurrent embedding for sequential recommendation." Proceedings of the 2021 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining. 2021.
  22. Cha, M., Gao, W., & Li, C. T. "Detecting fake news in social media: an Asia-Pacific perspective." Communications of the ACM 63.4 (2020): 68-71.
  23. Zhang, S. K., Li, C. T., & Lin, S. D. "A joint optimization framework for better community detection based on link prediction in social networks." Knowledge and Information Systems 62.11 (2020): 4277-4296.
  24. Chen, Y. C., & Li, C. T. "Finding potential propagators and customers in location-based social networks: An embedding-based approach." Applied Sciences 10.22 (2020): 8003.
  25. Li, C. T., & Lin, H. Y. "Structural Hierarchy-Enhanced Network Representation Learning." Applied Sciences 10.20 (2020): 7214.
  26. Li, C. T., & Zeng, Z. Y. "Learning Effective Feature Representation against User Privacy Protection on Social Networks." Applied Sciences 10.14 (2020): 4835.
  27. Hsia, C. C., & Li, C. T. "Mining Influential Who-to-Post and When-to-Post Curators on Social Networks." Journal of Information Science & Engineering 37.4 (2021).
  28. Xu, Y. Z., Han, S., Park, S., Cha, M., & Li, C. T. "A Comprehensive and Adversarial Approach to Self-Supervised Representation Learning." 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020.
  29. Lee, A. N., Chen, K. Y., & Li, C. T. "ActRec: a word embedding-based approach to recommend movie actors to match role descriptions." 2020 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM). IEEE, 2020.
  30. Chen, H. Y., & Li, C. T. "HENIN: Learning Heterogeneous Neural Interaction Networks for Explainable Cyberbullying Detection on Social Media." arXiv preprint arXiv:2010.04576 (2020).
  31. Lu, Y. J., & Li, C. T. "AGSTN: Learning Attention-adjusted Graph Spatio-Temporal Networks for Short-term Urban Sensor Value Forecasting." 2020 IEEE International Conference on Data Mining (ICDM). IEEE, 2020.
  32. Kim, S., Tsai, Y. C., Singh, K., Choi, Y., Ibok, E., Li, C. T., & Cha, M. "DATE: Dual attentive tree-aware embedding for customs fraud detection." Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. 2020.
  33. Lu, Y. J., & Li, C. T. "GCAN: Graph-aware co-attention networks for explainable fake news detection on social media." arXiv preprint arXiv:2004.11648 (2020).
  34. Li, C. T. "Explainable detection of fake news and cyberbullying on social media." Companion Proceedings of the Web Conference 2020. 2020.
  35. Han, S., Xu, Y., Park, S., Cha, M., & Li, C. T. "A Comprehensive Approach to Unsupervised Embedding Learning based on AND Algorithm." arXiv preprint arXiv:2002.12158 (2020).
  36. Lee, A. N., Lu, Y. J., & Li, C. T. "DeFake: Debunking Fake Social Messages with BERT Embeddings." The 2020 International Conference on Technologies and Applications of Artificial Intelligence, 2020.
  37. Hsiao, S. P., Tsai, C. M., Fan, K. H., Chou, S. M., Wu, Y. M., & Li, C. T. "FinRec: Financial Item Recommendation with Pre-Training Tree-based Models." The 2020 International Conference on Technologies and Applications of Artificial Intelligence, 2020.
  38. Liao, L. K., & Wang, S. P. "The Effects of Information Environment on Internal and External Financing Choices." International Journal of Business Excellence (2021).
  39. Hsu, Y. L., & Liao, L. K. "Corporate governance and stock performance: The case of COVID-19 crisis." Journal of Accounting and Public Policy (2021): 106920.
  40. Liao, L. K., Wang, H. P., & Hsu, Y. L. "A study of trading behaviour in cryptocurrency markets." 2021 FMA European Conference. 2020.
  41. Liao, L. K., & Li, M. Q. "Mobile Payment Matters: Evidence from E-commerce Corporations in the United States." The 22nd Asia Pacific Management Conference, 2021.
  42. 廖麗凱、郭澂諺。CEO管理能力與組織資本之關聯性研究-以台灣上市櫃企業為例。2021中華會計教育學會年會—後疫情資訊溝通科技之會計審計變革國際研討會、2021。
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