陸裕豪助理教授

陸裕豪助理教授
	研究室	承812
	電話	(02)2322-6474
	傳真	(02)2322-6369
	E - mail	miguellok@ntub.edu.tw
	教授科目	程式設計、資料分析、金融科技
	研究領域	話人工智慧、計量金融、金融科技、數據分析
	授課時間查詢		Office Hours

| 學歷 | 經歷 | 期刊論文 | 研討會論文 | 研究計畫 | 教材|學術期刊審稿人|

　學歷

國立臺灣大學資訊工程系博士

國立交通大學電信工程系碩士

國立中山大學電機工程系學士

經歷

國立臺北商業大學財經學院專案助理教授
國立臺北商業大學研發處產學合作組組長 (兼任)
台灣中央研究院統計科學研究所博士後研究學者
中國信託商業銀行全球資本市場執行長辦公室顧問
聯擘電子股份有限公司多媒體訊號處理工程處研發工程師
矽統科技股份有限公司混合訊號積體電路設計部研發工程師

　期刊論文

U Hou Lok and Yuh-Dauh Lyuu, “Efficient Trinomial Trees for Local-Volatility Models in Pricing Double-Barrier Options,” Journal of Futures Markets, 40(4), 556-574, 2020. (SSCI, IF: 1.449, 科技部財務領域A_Tier-2級國際期刊)
U Hou Lok and Yuh-Dauh Lyuu, “The Waterline tree for separable local-volatility models,” Computers & Mathematics with Applications, vol. 73(4), pp. 537-559, 2017.　(SCI, IF: 2.811)
U-Hou Lok, Yi-Chyun Chiou, and Jen-Tsai Kuo, “Quadruple-mode coupled-ring resonator bandpass filter with quasi-elliptic function passband,” IEEE Microwave Wireless Compon. Lett., vol. 18, no. 3, pp. 179-181, Mar. 2008. (SCI, IF: 2.374)

研討會論文

U Hou Lok and Yuh-Dauh Lyuu, "A robust trinomial tree for double-barrier options with fast convergence under local-volatility models", Asian Conference on Engineering and Natural Sciences, Hokkaido, Japan, Jan. 22-24, 2019.
U Hou Lok and Yuh-Dauh Lyuu, “A robust trinomial tree for general local-volatility models,” International Conference on Interdisciplinary issues in Economics, Business and Social Sciences, Tokyo, Japan, Jul. 21-22, 2018.
謝叔蓉、陸裕豪,“癌症病人對藥物反應的預測模型”,第二十七屆南區統計研討會,台南,台灣, 2018/6/29-30
U Hou Lok and Yuh-Dauh Lyuu, “An efficient and valid trinomial tree for local-volatility models,” The 29th Australasian Finance and Banking Conference, Sydney, Australia, Dec. 14-16, 2016.
U Hou Lok and Yuh-Dauh Lyuu, “The Waterline tree: A binomial tree for separable local-volatility models,” World Finance Conference, New York, USA, Aug. 29-31, 2016.
U Hou Lok and Yuh-Dauh Lyuu, “A robust and efficient implied binomial tree for separable local-volatility models,” The 3rd Global Conference on Finance & Accounting, Singapore, Aug. 17-18, 2015.
Tsu-Wei Lin, U-Hou Lok and Jen-Tsai Kuo, “New dual-mode dual-band bandpass filter with quasi-elliptic function passbands and controllable bandwidths,” IEEE MTT-S Int. Microwave Symp., Anaheim, CA, USA, pp. 576-579, May 23-28, 2010.
Ping-Yueh Hsieh, Yi-Chyun Chiou, Jen-Tsai Kuo and U Hou Lok, “Compact hairpin resonator bandpass filters with dual-band response and wide upper stopband,”　(invited paper) Asia-Pacific Microwave Conf., Singapore, Singapore, Dec. 7-10, 2009
Jen-Tsai Kuo, U-Hou Lok and Meng-Huan Wu, “Novel corrugated coupled-line stage with ideal frequency response and its application to bandpass filter design with multi-harmonic suppression,” IEEE MTT-S Int. Microwave Symp., Honolulu, Hawaii, USA, pp. 553-556, June 3-8, 2007.
U.-H. Lok, M.-H. Wu and J.-T. Kuo "Corrugated coupled-line stages for microstrip bandpass filter with an extended upper stopband," Cross Strait Tri-Regional Radio Science and Wireless Technology Conference, pp. 302-305, Macao, China, Aug. 24-27, 2006.
C.-L. Hsu, C.-W. Chang, Y.-C. Chiou, J.-T. Kuo and U.-H. Lok, "Miniaturized rat-race coupler with dual-band operation," Cross Strait Tri-Regional Radio Science and Wireless Technology Conference, Macao, China, pp. 389-392, Aug. 24-27, 2006.

研究計畫

科技部專題研究計畫
隱含波動度曲面動態之模型建構 (ref #: 108-2410-H-141-019-) 執行期間：2019-08-01 ~ 2020-07-31

教材

機器學習基礎實務教材 (與李興漢、鄒慶士、葉明貴、江梓安合著)

學術期刊審稿人

Journal of Futures Markets
Computer and Mathematics with Applications
International Journal of Data Mining, Modelling and Management

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陸裕豪 助理教授

陸裕豪助理教授