YU-MIN YEN
Status Full-time
Name YU-MIN YEN
Email
Office Tel No. 81030
Job Title Assistant Professor
Research Expertise Financial Economics、Econometrics
Teaching Field 財務經濟、計量經濟
Unit Dept. of International Business
Year Paper Title
2024 Le-Yu Chen;Yu-Min Yen*, 2024.06, 'Estimation of the Local Conditional Tail Average Treatment Effect, ' Journal of Business & Economic Statistics,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 120126, Jun. 2024
2022 周雨田*;顏佐榕;顏佑銘, 2022.03, '使用實際波動率及FZ損失函數來預測預期損失及風險值, ' 臺灣經濟預測與政策, Vol.52, No.2, pp.89-140.(TSSCI)(*為通訊作者), vol. 434958, Mar. 2022
2021 Oliver Linton*;Yoon-Jae Whang;Yu-Min Yen, 2021.08, 'The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses, ' Econometric Reviews, Vol.40, No.8, pp.709-727.(SSCI)(*為通訊作者), vol. 429248, Aug. 2021
2021 Yu-Min Yen*;Tso-Jung Yen, 2021.07, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' International Journal of Forecasting, Vol.37, No.2, pp.733 - 758.(SSCI)(*為通訊作者), vol. 428196, Jul. 2021
2021 Tso-Jung Yen*;Yu-Min Yen, 2021.01, 'An attention algorithm for solving large scale structured L0-norm penalty estimation problems, ' Japanese Journal of Statistics and Data Science, Vol.4, pp.345-371.(*為通訊作者), vol. 438133, Jan. 2021
2020 Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2020.04, 'Macroeconomic Forecasting Using Approximate Factor Models with Outliers, ' International Journal of Forecasting, Vol.36, No.2, pp.267-291.(SSCI)(*為通訊作者), vol. 422379, Apr. 2020
2019 Yu-Min Yen*, 2019.07, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market, ' International Review of Economics and Finance, Vol.62, pp.240-266.(SSCI)(*為通訊作者), vol. 422156, Jul. 2019
2017 Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2017.09, 'Risk Evaluations with Robust Approximate Factor Models, ' Journal of Banking and Finance, Vol.82, pp.244-264.(SSCI)(*為通訊作者), vol. 410365, Sep. 2017
2017 Tso-Jung Yen*;Zong-Rong Lee;Yi-Hau Chen;Yu-Min Yen;Jing-Shiang Hwang, 2017.02, 'Estimating Links of a Network from Time to Event Data, ' Annals of Applied Statistics, Vol.11, No.3, pp.1429-1451.(SCI)(*為通訊作者), vol. 413455, Feb. 2017
2016 Oliver Linton;Yoon-Jae Whang;Yu-Min Yen*, 2016.09, 'A Nonparametric Test of a Strong Leverage Hypothesis, ' Journal of Econometrics, Vol.194, No.1, pp.153-186.(SSCI)(*為通訊作者), vol. 409611, Sep. 2016
2016 Yu-MinYen*, 2016.05, 'Sparse Weighted-Norm Minimum Variance Portfolios, ' Review of Finance, Vol.20, No.3, pp.1259-1287.(SSCI)(*為通訊作者), vol. 407794, May. 2016
2016 Tso-Jung Yen*;Yu-Min Yen, 2016.04, 'Structured Variable Selection via Prior-Induced Hierarchical Penalty Functions, ' Computational Statistics and Data Analysis, Vol.96, pp.87-103.(SCI)(*為通訊作者), vol. 408547, Apr. 2016
2014 Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*為通訊作者), vol. 405708, Aug. 2014
2013 Yu-Min Yen*, 2013.04, 'Testing Jumps via False Discovery Rate Control, ' PloS One, Vol.8, pp.e58365.(SCI)(*為通訊作者), vol. 405709, Apr. 2013
2010 Tso-Jung Yen;Yu-Min Yen*, 2010.09, 'Discussion on "Stability Selection" by Meinshausen and Buhlmann, ' Journal of the Royal Statistical Society: Series B, Vol.72, pp.413-417.(SCI)(*為通訊作者), vol. 405710, Sep. 2010
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 112 使用機器學習之分布中介處裡效果的穩健估計(3/3) YEN YU-MIN Principal Investigator 2025.08 ~ 2026.07 National Science and Technology Council
MOST Projects 112 使用機器學習之分布中介處裡效果的穩健估計(2/3) YEN YU-MIN Principal Investigator 2024.08 ~ 2026.07 National Science and Technology Council
MOST Projects 112 使用機器學習之分布中介處裡效果的穩健估計(1/3) YEN YU-MIN Principal Investigator 2023.08 ~ 2026.07 National Science and Technology Council
Other Projects 112 台灣通膨率預測：運用大數據資料分析 LIN HSIN-YI,YEN YU-MIN 2023.05 ~ 2024.05
MOST Projects 110 條件尾端平均處裡效果在有內生性之下估計方法之探究(2/2) YEN YU-MIN Principal Investigator 2022.08 ~ 2023.09 National Science and Technology Council
MOST Projects 110 條件尾端平均處裡效果在有內生性之下估計方法之探究(1/2) YEN YU-MIN Principal Investigator 2021.08 ~ 2023.09 National Science and Technology Council
MOST Projects 108 FZ損失函數之應用: 預測風險衡量指標及其他用途(2/2) YEN YU-MIN Principal Investigator 2020.08 ~ 2021.07 National Science and Technology Council
MOST Projects 108 FZ損失函數之應用: 預測風險衡量指標及其他用途(1/2) YEN YU-MIN Principal Investigator 2019.08 ~ 2021.07 National Science and Technology Council
MOST Projects 106 運用極端一致性損失函數來檢定期望分位數及分位數預測之精確性(2/2) YEN YU-MIN Principal Investigator 2018.08 ~ 2019.10 National Science and Technology Council
MOST Projects 106 運用極端一致性損失函數來檢定期望分位數及分位數預測之精確性(1/2) YEN YU-MIN,YEN YU-MIN Principal Investigator 2017.08 ~ 2019.10 National Science and Technology Council
MOST Projects 105 衍生性金融商品所隱含的成長及不確定性之前瞻性訊息：以一個新興市場為例 YEN YU-MIN Principal Investigator 2016.08 ~ 2017.11 National Science and Technology Council
MOST Projects 103 近似因子模型的有效估計-經由懲罰最小平方法 YEN YU-MIN Principal Investigator 2014.12 ~ 2015.11 National Science and Technology Council
Country School Name Department Degree Duration
UNITED KINGDOM The London School of Economics and Political Science Finance 博士 2006.10 ~ 2012.08
UNITED KINGDOM 英國倫敦政經學院 財務金融(學)系 碩士 2005.10 ~ 2006.07
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 經濟學系 學士 1993.09 ~ 1998.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 副教授 2017.08 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 助理教授 2014.08 ~ 2017.08
Honor Category Year Award Name Awarding Unit
Inside School 110 國科會研究獎勵 科技部(國科會)
Inside School 108 國科會研究獎勵 科技部(國科會)
Inside School 107 國科會研究獎勵 科技部(國科會)
Inside School 106 學術研究優良獎 政治大學
Year Paper Title
2017 Yu-Min Yen*;Tso-Jung Yen, 2017.11, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 10th Annual Meeting of Taiwan Econometric Society, Taiwan Econometric Society.(*為通訊作者), Nov. 2017
2017 Yu-Min Yen*, 2017.08, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 2017 European meeting of the Econometric society, University of Lisbon.(*為通訊作者), Aug. 2017
2017 Yu-Min Yen*, 2017.06, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' The 1st International Conference on Econometrics and Statistics (HKUST), Hong Kong University of Science and Technology (HKUST) Business School.(*為通訊作者), Jun. 2017
2016 Yu-Min Yen*, 2016.12, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 2016 Macroeconometric Modelling Workshop, 中央研究院經濟研究所.(*為通訊作者), Dec. 2016
2016 Yu-Min Yen*, 2016.05, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' 2016 international conference of Taiwan Finance Association, 國立台北大學.(*為通訊作者), May. 2016
2016 Yu-Min Yen*, 2016.01, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' The 9th NCTU international finance conference, 國立交通大學.(*為通訊作者), Jan. 2016
2014 Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2014.12, 'Risk Evaluations with Robust Approximate Factor Models, ' 2014 Financial Innovations and Bank Regulation Conference (Xiamen University), Xiamen University, Peking University, and Fordham University.(*為通訊作者), Dec. 2014