YU MIN YEN

YU MIN YEN is a Professor at the Department of International Business, College of Commerce, National Chengchi University (NCCU), Taiwan. He has held academic positions at NCCU since 2014, progressing from Assistant Professor to Associate Professor, and since February 2025, to full Professor. His research and teaching focus on Financial Economics and Econometrics.

Education:

• Ph.D. in Finance, London School of Economics and Political Science (2006–2012)
• M.Sc. in Finance, London School of Economics and Political Science (2005–2006)
• B.A. in Economics, National Taiwan University (1993–1998)

Research Interests:

His research spans a wide range of topics in financial econometrics, including forecasting macroeconomic variables, financial risk modeling, portfolio optimization, and the application of machine learning techniques in economic data analysis. He is particularly known for his work on quantile and expectile forecasting, robust estimation under model uncertainty, and the use of derivative-implied information for policy and investment decisions.

His recent projects emphasize integrating big data analytics into inflation forecasting and developing robust methods for estimating treatment effects in the presence of endogeneity and heavy-tailed distributions.

Scientific Awards:

• 資深優良教師 (10年) – National Chengchi University (2024)
• 學術研究優良獎 – National Chengchi University (2024, 2017)
• 國科會研究獎勵 – Ministry of Science and Technology (2021, 2019, 2018)

Research Funding & Leadership:

He has served as Principal Investigator on multiple three-year grants from Taiwan’s National Science and Technology Council (MOST), including:

• 「使用機器學習之分布中介處裡效果的穩健估計」(2023–2026)
• 「條件尾端平均處裡效果在有內生性之下估計方法之探究」(2021–2023)
• 「FZ損失函數之應用: 預測風險衡量指標及其他用途」(2019–2021)

These projects reflect his commitment to advancing statistical methodologies for real-world economic and financial problems.