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U Hou Miguel Lok｜Assistant Professor

陸裕豪_s

Lab: Cheng-Hsi Bldg. 812
Tel: (02)2322-6474 ｜ Fax: (02)2322-6369
Research Field: Computer Programming / Data analysis / Fintech

   

Education

  • Ph.D., Department of Computer Science and Information Engineering, National Taiwan University
  • M.S., Communication Engineering, National Chiao Tung University
  • B.S., Electrical Engineering, National Sun Yat-Sen University

 

Courses 

  • Computer Programming
  • Data analysis
  • Fintech

 

Experience

  1. Assistant Professor, College of Business, National Taipei University of Business

  2. Group Leader, Industry-Academia Collaboration Group, R&D Office, National Taipei University of Business.

  3. Consultant, Futures Proprietary Trading Dept., China Trust Commercial Bank Corporation.

  4. Postdoctoral Fellow, Institute of Statistical Science, Academia Sinica.

  5. Engineer, Multimedia Signal Processing Dept., U-Pixel Corporation.

  6. Engineer, Mixed-Signal Integrated Circuit Design Dept., Silicon Integrated Systems Corporation.

  

Journal Papers

  1. 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ATier-2級國際期刊)

  2. 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)

  3. 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)

 

Conference Papers

  1. 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.

  2. 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.

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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

  9. 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.

  10. 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.

  11. 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.

 

Research Projects

  1. Modeling the Dynamics of Implied Volatility Surfaces: An Unsupervised Learning Approach (Ministry of Science and Technology, Taiwan, ref #: 108-2410-H-141 -019 -) Period：2019-08-01 ~ 2020-07-31

  

Books and Chapters

  1. 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)

  

Journal Reviewer

  1. Journal of Futures Markets

  2. Computer and Mathematics with Applications

  3. International Journal of Data Mining, Modelling and Management

 

  

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