معرفی
Professor Szu-Lang Liao is a distinguished faculty member at National Chengchi University's College of Commerce, Department of Money and Banking. With a Ph.D. in Economics from the University of Chicago and educational background from National Taiwan University, he has established himself as a leading expert in financial engineering and quantitative finance.
His primary research interests span Financial Engineering, Trading Strategy, Digital Finance, International Finance, and Risk Management of Financial Institutions. Professor Liao has published extensively in top finance journals, with research focusing on option pricing, volatility modeling, market efficiency, and derivatives valuation. His work frequently employs advanced mathematical techniques including Levy processes, Markov-modulated models, and neural networks for financial applications.
Professor Liao's research output shows a strong focus on Asian financial markets, particularly Taiwan, with numerous studies examining market efficiency, volatility transmission, and derivatives pricing in regional contexts. His recent work has expanded into digital finance applications including convolutional neural networks for time series prediction.
- Academic Research Internationalization Excellent Research Award
- Senior Excellent Teacher (10 years)
Professor Liao has led numerous research projects funded by Taiwan's Ministry of Science and Technology, focusing on financial engineering topics including option pricing models, market bubbles, quantitative easing effects, and credit risk modeling. His research has significant practical implications for financial institutions and market participants in Taiwan and across Asia.