| The impacts of social capital on infant mortality in the US: A spatial investigation TC Yang, HW Teng, M Haran Applied spatial analysis and policy 2, 211-227, 2009 | 56 | 2009 |
| Estimation procedures of using five alternative machine learning methods for predicting credit card default HW Teng, M Lee Review of Pacific Basin Financial Markets and Policies 22 (03), 1950021, 2019 | 23 | 2019 |
| Unbiased and efficient Greeks of financial options YD Lyuu, HW Teng Finance and stochastics 15, 141-181, 2011 | 21 | 2011 |
| On-line VWAP trading strategies CD Fuh, HW Teng, RH Wang Sequential Analysis 29 (3), 292-310, 2010 | 11 | 2010 |
| On an automatic and optimal importance sampling approach with applications in finance HW Teng, CD Fuh, CC Chen Quantitative Finance 16 (8), 1259–1271, 2016 | 10 | 2016 |
| Financial analytics of inverse BTC options in a stochastic volatility world HW Teng, WK Härdle Available at SSRN 4238213, 2022 | 9 | 2022 |
| State price densities implied from weather derivatives WK Härdle, B López-Cabrera, HW Teng Insurance: Mathematics and Economics 64, 106-125, 2015 | 8 | 2015 |
| Machine learning in empirical asset pricing models HW Teng, YH Li, SW Chang 2020 international conference on pervasive artificial intelligence (ICPAI …, 2020 | 6 | 2020 |
| A systematic and efficient simulation scheme for the Greeks of financial derivatives YD Lyuu, HW Teng, YT Tseng, SX Wang Quantitative Finance 19 (7), 1199-1219, 2019 | 6 | 2019 |
| Mitigating digital asset risks HW Teng, WK Härdle, J Osterrieder, LJ Baals, VG Papavassiliou, ... | 5 | 2023 |
| Efficient and unbiased Greeks of rainbow and path-dependent options using importance sampling YD Lyuu, HW Teng Proceedings of the Midwest Finance Association Meeting, San Antonio, Texas …, 2008 | 5 | 2008 |
| Efficient simulation of Value-at-Risk under a jump diffusion model: a new method for moderate deviation events CD Fuh, HW Teng, RH Wang Computational Economics 51, 973-990, 2018 | 4 | 2018 |
| A heteroskedastic Black–Litterman portfolio optimization model with views derived from a predictive regression WH Lin, HW Teng, CC Yang Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2021 | 3 | 2021 |
| On spherical Monte Carlo simulations for multivariate normal probabilities HW Teng, MH Kang, CD Fuh Advances in Applied Probability 47 (3), 817-836, 2015 | 3 | 2015 |
| Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring HW Teng, MH Kang, IH Lee, LC Bai International Review of Financial Analysis 91, 103005, 2024 | 1 | 2024 |
| Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors HW Teng Computational Economics 62 (3), 1125-1154, 2023 | 1 | 2023 |
| Simulating false alarm probability in K-distributed sea clutter HW Teng, CD Fuh Communications in Statistics-Simulation and Computation 51 (9), 5081-5098, 2022 | 1 | 2022 |
| A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management HW Teng 2017 Winter Simulation Conference (WSC), 469-480, 2017 | 1 | 2017 |
| Forecasting mortality using imputed data: The case of taiwan SF Luo, HW Teng, YH Lee Asia-Pacific Journal of Risk and Insurance 10 (1), 1-20, 2016 | 1 | 2016 |
| Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis HW Teng, WL Hung, YJ Chao Journal of Applied Statistics 42 (5), 1120-1132, 2015 | 1 | 2015 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
