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Yuh-Dauh Lyuu
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2020 – today
- 2023
- [j38]Yu-Ming Lu
, Yuh-Dauh Lyuu:
Very fast algorithms for implied barriers and moving-barrier options pricing. Math. Comput. Simul. 205: 251-271 (2023) - 2022
- [i4]Ao Sun, Yuh-Dauh Lyuu:
Backtesting Trading Strategies with GAN To Avoid Overfitting. CoRR abs/2209.04895 (2022)
2010 – 2019
- 2017
- [j37]U. Hou Lok
, Yuh-Dauh Lyuu
:
The waterline tree for separable local-volatility models. Comput. Math. Appl. 73(4): 537-559 (2017) - 2015
- [j36]Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu
:
Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. Appl. Math. Comput. 252: 418-437 (2015) - [j35]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Triggering cascades on strongly connected directed graphs. Theor. Comput. Sci. 593: 62-69 (2015) - [j34]Ching-Wen Chen, Kuan-Lin Huang, Yuh-Dauh Lyuu
:
Accelerating the least-square Monte Carlo method with parallel computing. J. Supercomput. 71(9): 3593-3608 (2015) - 2014
- [j33]Wen-Hung Kao, Yuh-Dauh Lyuu
, Kuo-Wei Wen:
The hexanomial lattice for pricing multi-asset options. Appl. Math. Comput. 233: 463-479 (2014) - [j32]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
:
Evaluating corporate bonds with complicated liability structures and bond provisions. Eur. J. Oper. Res. 237(2): 749-757 (2014) - [j31]Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu:
Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. J. Inf. Sci. Eng. 30(1): 141-155 (2014) - 2013
- [j30]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Bounding the sizes of dynamic monopolies and convergent sets for threshold-based cascades. Theor. Comput. Sci. 468: 37-49 (2013) - 2012
- [j29]Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen:
The Complexity of GARCH Option Pricing Models. J. Inf. Sci. Eng. 28(4): 689-704 (2012) - [c25]William W. Y. Hsu, Cheng-Yu Lu, Ming-Yang Kao, Yuh-Dauh Lyuu
, Jan-Ming Ho:
Pricing discrete Asian barrier options on lattices. CIFEr 2012: 1-8 - [c24]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
:
A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. CIFEr 2012: 1-8 - [c23]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Triggering Cascades on Strongly Connected Directed Graphs. PAAP 2012: 95-99 - 2011
- [j28]Yuh-Dauh Lyuu
, Tak-Man Ma, Yen-Wu Ti:
Linear-time compression of 2-manifold polygon meshes into information-theoretically optimal number of bits. Appl. Math. Comput. 217(21): 8432-8437 (2011) - [j27]William Wei-Yuan Hsu, Yuh-Dauh Lyuu
:
Efficient pricing of discrete Asian options. Appl. Math. Comput. 217(24): 9875-9894 (2011) - [j26]Yuh-Dauh Lyuu
, Chuan-Ju Wang:
On the construction and complexity of the bivariate lattice with stochastic interest rate models. Comput. Math. Appl. 61(4): 1107-1121 (2011) - [j25]Yuh-Dauh Lyuu
, Huei-Wen Teng
:
Unbiased and efficient Greeks of financial options. Finance Stochastics 15(1): 141-181 (2011) - [j24]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Spreading of Messages in Random Graphs. Theory Comput. Syst. 48(2): 389-401 (2011) - [c22]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Stable Sets of Threshold-Based Cascades on the Erdős-Rényi Random Graphs. IWOCA 2011: 96-105 - 2010
- [j23]Tian-Shyr Dai, Chuan-Ju Wang, Yuh-Dauh Lyuu
, Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. Appl. Math. Comput. 217(7): 3174-3189 (2010) - [j22]Yuh-Dauh Lyuu, Ming-Luen Wu:
Group undeniable signatures with convertibility. Comput. Syst. Sci. Eng. 25(5) (2010) - [j21]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Efficient Testing of Forecasts. Int. J. Found. Comput. Sci. 21(1): 61-72 (2010) - [j20]Yen-Wu Ti, Ching-Lueh Chang, Yuh-Dauh Lyuu
, Alexander Shen
:
Sets of k-Independent Strings. Int. J. Found. Comput. Sci. 21(3): 321-327 (2010) - [j19]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Optimal bounds on finding fixed points of contraction mappings. Theor. Comput. Sci. 411(16-18): 1742-1749 (2010) - [c21]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Bounding the Number of Tolerable Faults in Majority-Based Systems. CIAC 2010: 109-119
2000 – 2009
- 2009
- [j18]Tian-Shyr Dai, Yuh-Dauh Lyuu
:
Accurate and efficient lattice algorithms for American-style Asian options with range bounds. Appl. Math. Comput. 209(2): 238-253 (2009) - [j17]Ching-Lueh Chang, Yuh-Dauh Lyuu
, Yen-Wu Ti:
Testing Embeddability between Metric Spaces. Int. J. Found. Comput. Sci. 20(2): 313-329 (2009) - [j16]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Spreading messages. Theor. Comput. Sci. 410(27-29): 2714-2724 (2009) - [c20]Ching-Lueh Chang, Yuh-Dauh Lyuu:
Spreading of Messages in Random Graphs. CATS 2009: 3-7 - [c19]Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu
, Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. SAC 2009: 966-970 - [i3]Ching-Lueh Chang, Yuh-Dauh Lyuu:
On irreversible dynamic monopolies in general graphs. CoRR abs/0904.2306 (2009) - 2008
- [j15]Tian-Shyr Dai, Li-min Liu, Yuh-Dauh Lyuu
:
Linear-time option pricing algorithms by combinatorics. Comput. Math. Appl. 55(9): 2142-2157 (2008) - [j14]Ching-Lueh Chang, Yuh-Dauh Lyuu
, Yen-Wu Ti:
The complexity of Tarski's fixed point theorem. Theor. Comput. Sci. 401(1-3): 228-235 (2008) - [j13]Hong-Yiu Lin, Yuh-Dauh Lyuu
, Tak-Man Ma, Yen-Wu Ti:
Testing whether a digraph contains H-free k-induced subgraphs. Theor. Comput. Sci. 407(1-3): 545-553 (2008) - [c18]Ching-Lueh Chang, Yen-Wu Ti, Yuh-Dauh Lyuu:
Testing Embeddability Between Metric Spaces. CATS 2008: 117-124 - [c17]Ching-Lueh Chang, Yuh-Dauh Lyuu
:
Spreading Messages. COCOON 2008: 587-599 - 2007
- [j12]Tian-Shyr Dai, Yuh-Dauh Lyuu
:
An exact subexponential-time lattice algorithm for Asian options. Acta Informatica 44(1): 23-39 (2007) - [j11]Kuan-Wen Chen, Yuh-Dauh Lyuu
:
Accurate pricing formulas for Asian options. Appl. Math. Comput. 188(2): 1711-1724 (2007) - [j10]William Wei-Yuan Hsu, Yuh-Dauh Lyuu
:
A convergent quadratic-time lattice algorithm for pricing European-style Asian options. Appl. Math. Comput. 189(2): 1099-1123 (2007) - [c16]Tian-Shyr Dai, Yuh-Dauh Lyuu:
An Efficient, and Fast Convergent Algorithm for Barrier Options. AAIM 2007: 251-261 - [c15]Ching-Lueh Chang, Yuh-Dauh Lyuu:
Efficient Testing of Forecasts. COCOON 2007: 285-295 - [i2]Ching-Lueh Chang, Yuh-Dauh Lyuu:
Parallelized approximation algorithms for minimum routing cost spanning trees. CoRR abs/0705.2125 (2007) - 2006
- [c14]Tak-Man Ma, Yuh-Dauh Lyuu, Yen-Wu Ti:
An Efficient Algorithm for Finding Long Conserved Regions Between Genes. CompLife 2006: 42-51 - [c13]Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu:
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. CSC 2006: 104-110 - 2005
- [j9]Yuh-Dauh Lyuu
, Ming-Luen Wu:
Cryptanalysis of and improvement on the Hwang-Chen multi-proxy multi-signature schemes. Appl. Math. Comput. 167(1): 729-739 (2005) - [j8]Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
:
An efficient convergent lattice algorithm for European Asian options. Appl. Math. Comput. 169(2): 1458-1471 (2005) - [c12]Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu:
Pricing Asian Options with an Efficient Convergent Approximation Algorithm. WSTST 2005: 1121-1130 - [c11]Tian-Shyr Dai, Yuh-Dauh Lyuu:
Pricing Double Barrier Options by Combinatorial Approaches. WSTST 2005: 1131-1140 - 2004
- [c10]Tian-Shyr Dai, Yuh-Dauh Lyuu:
An exact subexponential-time lattice algorithm for Asian options. SODA 2004: 710-717 - 2003
- [c9]Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu
:
Analytics and algorithms for geometric average trigger reset options. CIFEr 2003: 55-62 - 2002
- [c8]Yuh-Dauh Lyuu, Ming-Luen Wu:
Convertible Group Undeniable Signatures. ICISC 2002: 48-61 - 2001
- [j7]Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong:
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. SIAM J. Comput. 31(2): 447-459 (2001) - 2000
- [i1]Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong:
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. CoRR cs.CE/0011018 (2000)
1990 – 1999
- 1999
- [c7]Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu, Hsing-Kuo Wong:
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns. STOC 1999: 119-128 - 1996
- [j6]Ding-Zhu Du, D. Frank Hsu, Yuh-Dauh Lyuu:
On the diameter vulnerability of Kautz digraphs. Discret. Math. 151(1-3): 81-85 (1996) - 1994
- [c6]Yuh-Dauh Lyuu
, Eugen Schenfeld:
Parallel Graph Contraction with Applications to a Reconfigurable Parallel Architecture. ICPP (3) 1994: 258-265 - 1993
- [j5]Yuh-Dauh Lyuu
:
Fast fault-tolerant parallel communication for de bruijn and digit-exchange networks using information dispersal. Networks 23(4): 365-378 (1993) - [j4]Ding-Zhu Du, Yuh-Dauh Lyuu
, D. Frank Hsu:
Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs. IEEE Trans. Computers 42(5): 612-616 (1993) - [c5]Yuh-Dauh Lyuu, Eugen Schenfeld:
Total Exchange on a Reconfigurable Parallel Architecture. SPDP 1993: 2-10 - [c4]Yuh-Dauh Lyuu:
On the Furthest-Distance-First Principle for Data Scattering with Set-Up Time. SPDP 1993: 633-640 - 1992
- [b1]Yuh-Dauh Lyuu:
Information dispersal and parallel computation. Cambridge international series on parallel computation 3, Cambridge University Press 1992, ISBN 978-0-521-43226-9, pp. I-XVIII, 1-179 - [j3]Yuh-Dauh Lyuu, Igor Rivin:
Tight Bounds on Transition to Perfect Generalization in Perceptrons. Neural Comput. 4(6): 854-862 (1992) - 1991
- [j2]Yuh-Dauh Lyuu
:
Fast Fault-Tolerant Parallel Communication and On-Line Maintenance for Hypercubes Using Information Dispersal. Math. Syst. Theory 24(4): 273-294 (1991) - [j1]Eric B. Baum
, Yuh-Dauh Lyuu:
The Transition to Perfect Generalization in Perceptrons. Neural Comput. 3(3): 386-401 (1991) - [c3]Yuh-Dauh Lyuu:
Fast fault-tolerant parallel communication for de Bruijn networks using information dispersal. SPDP 1991: 466-473 - [c2]Ding-Zhu Du, Yuh-Dauh Lyuu, D. Frank Hsu:
Line Digraph Iterations and Spread Concept - with Application to Graph Theory, Fault Tolerance, and Routing. WG 1991: 169-179 - 1990
- [c1]Yuh-Dauh Lyuu:
Fast-Fault-Tolerant Parallel Communication and On-Line Maintenance Using Information Dispersal. SPAA 1990: 378-387
Coauthor Index
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