معرفی
Shih-Kuei Lin is a Professor in the Department of Money and Banking at National Chengchi University's College of Commerce, where he has served since 2010, advancing from Associate Professor to full Professor. He has held significant leadership roles including Department Chair from 2016-2020 and currently serves as a full-time faculty member with ongoing research projects through 2027.
His educational background includes a Ph.D. in Statistics from National Chengchi University (2000-2004), a Master's in Statistics from the same institution (1995-1997), and a Bachelor's in Mathematics from National Cheng Kung University (1990-1994). His research expertise spans Financial Engineering, Derivatives, Financial Econometrics, Actuarial Finance, and has recently expanded to include Financial Big Data, Green Finance, Climate Finance, and Banking Management Strategy.
Professor Lin's work demonstrates a sophisticated approach to financial modeling, particularly in derivatives pricing under complex market conditions including jump diffusion models, regime-switching frameworks, and stochastic volatility environments. His recent publications show an increasing focus on ESG integration, climate finance applications, and machine learning approaches to portfolio management. His research has been consistently published in top-tier finance journals including the Journal of Banking and Finance, Review of Quantitative Finance and Accounting, and International Review of Financial Analysis.
His research portfolio includes over 40 publications since 2003, with a particularly productive period from 2019-2024. His work shows evolution from traditional financial engineering topics toward contemporary issues including climate risk, ESG integration, and machine learning applications in finance.
- National Science Council Research Award (multiple years: 108, 109, 110, 111, 112, 113)
- Senior Excellent Teacher (20 years) from National Chengchi University
- Senior Excellent Teacher (10 years) from National Chengchi University
Professor Lin has served as Principal Investigator for numerous research projects funded by Taiwan's National Science and Technology Council, with current projects extending through 2027 focusing on derivatives pricing and risk management. He has also collaborated with various financial institutions including Taiwan Business Bank, Cathay Financial Holdings, and Standard Chartered Bank on applied research projects. His departmental leadership as Chair of the Department of Money and Banking from 2016-2020 demonstrates his commitment to academic administration alongside his research activities.
