معرفی
Professor Mi-Hsiu Chiang is a faculty member at the Department of Money and Banking, National Chengchi University (NCCU), College of Commerce, with a career spanning over two decades in quantitative finance, credit risk modeling, and financial engineering. He holds a PhD in Quantitative Finance from Imperial College London and has published extensively in top-tier journals like Pacific-Basin Finance Journal, Financial Management, and Review of Quantitative Finance and Accounting.
- Education: PhD (Quantitative Finance), MSc (Mathematics), BSc (Mathematics) from Imperial College London.
- Research Focus: Credit risk modeling, options pricing, machine learning applications in finance, ESG investments, and climate risk hedging.
- Awards: Recipient of MOST Research Awards, Senior Outstanding Teacher (20 years) at NCCU, and several academic prizes including UMC Management Paper Award and Fubon Paper Award.
- Projects: Led numerous research initiatives funded by the National Science and Technology Council, including studies on climate change risk replication using GPT and machine learning, ESG sentiment in credit default prediction, and behavioral biases in derivatives markets.
His recent publications emphasize stochastic dominance in stock markets, liquidity-driven strategies, and empirical analyses of credit and information risks. He has also contributed to behavioral finance by examining the disposition effect in options and convertible bonds. His work bridges quantitative methods with practical financial applications, including synthetic CDO valuation and TIPS pricing under inflation jumps.
Scientific Awards
- 科技部研究獎勵
- 資深優良教師 (20年), 國立政治大學
- 第十屆聯電經營管理論文獎優等獎, 中華民國管理科學學會
- 台灣財務金融學會富邦論文獎
- 台大管理論叢宋作楠基金會論文獎
- 資深優良教師 (10年), 國立政治大學
- 學術研究成果國際化優等研究獎, 政治大學
- 教學特優教師, 政治大學商學院
