陳妙盈副教授
陳妙盈副教授 兼系主任 Miao-Ying Chen
最高學歷:國立中央大學數學所博士
學術專長:財務工程、數據分析
開課名稱:財務數學、應用統計學、微積分等
Office Hour:三 234
聯絡電話:(02)2311-3040 轉分機 1911/8936
E-mail信箱:miao@go.uTaipei.edu.tw
開課資訊:
【研究成果】
(A)期刊論文:
1. I. S. Chang, C. A. Hsiung, C. F. Hsiao, M. Y. Chen (2002), Non-Parametric Approaches to Linkage Analysis of Qualitative and Quantitative Traits Using Dense Markers for Sib-Pairs. Statistica Sinica, Vol. 12, No. 1, pp. 297-309.
2. C. C. Chang, M. Y. Chen (2011), Re-Examining the Investment-Uncertainty Relationship in a Real Options Model. Review of Quantitative Finance and Accounting, Published online : 24 February 2011.
3. C. C. Chang, M. Y. Chen, S. K. Lin (2011),The Valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility, Review of Securities Futures Markets , 23:4, 1-26.
4. C. C. Chang, M. Y. Chen (2012), Re-examining the Investment-Uncertainty Relationship in a Real Options Model,38
5. M. Y. Chen, C. C. Chang, C. H. Chang, S. W. Li (2016), Analysis of investment uncertainty relationship under a jump-diffusion model and constant elasticity of variance process, 中國統計學報, Vol.54, No. 4.
6. 張竹萱,陳妙盈,蘇怡君 (2017), 產業特性、公司特質與企業盈餘持續性之研究, 產業管理評論, Vol.9, No.2.
7. 歐遠帆,謝旻蓁,陳妙盈 (2020), 故事融入樂理教學對國小五年級學生音樂學習興趣之影響,藝術學刊, Vol.11, No.2.
1. I. S. Chang, C. A. Hsiung, C. F. Hsiao, M. Y. Chen (2002), Non-Parametric Approaches to Linkage Analysis of Qualitative and Quantitative Traits Using Dense Markers for Sib-Pairs. Statistica Sinica, Vol. 12, No. 1, pp. 297-309.
2. C. C. Chang, M. Y. Chen (2011), Re-Examining the Investment-Uncertainty Relationship in a Real Options Model. Review of Quantitative Finance and Accounting, Published online : 24 February 2011.
3. C. C. Chang, M. Y. Chen, S. K. Lin (2011),The Valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility, Review of Securities Futures Markets , 23:4, 1-26.
4. C. C. Chang, M. Y. Chen (2012), Re-examining the Investment-Uncertainty Relationship in a Real Options Model,38
5. M. Y. Chen, C. C. Chang, C. H. Chang, S. W. Li (2016), Analysis of investment uncertainty relationship under a jump-diffusion model and constant elasticity of variance process, 中國統計學報, Vol.54, No. 4.
6. 張竹萱,陳妙盈,蘇怡君 (2017), 產業特性、公司特質與企業盈餘持續性之研究, 產業管理評論, Vol.9, No.2.
7. 歐遠帆,謝旻蓁,陳妙盈 (2020), 故事融入樂理教學對國小五年級學生音樂學習興趣之影響,藝術學刊, Vol.11, No.2.
(B)研討會論文:
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C. C. Chang, M. Y. Chen (2006), Re-examining the investment-uncertainty relationship in a real options model, 2006 FMA Annual Conference, held in Salt Lake City, U.S.A.
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C. C. Chang, M. Y. Chen, S. K. Lin (2006), The valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility, FMA Internation Asia, held in New Zeland.
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C. C. Chang, M. Y. Chen , S.T. Yu (2008) The Comparisons of Information Content for Various Volatility Measures: Evidence from Individual Stocks Options . Proceeding of the 2008 European Financial Management Association, Athens, Greece.
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C. C. Chang, M. Y. Chen (2011), The Analysis of Investment-Uncertainty Relationship under Levy and CEV Processes, The 19th Annual Conference on PBFEAM.
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陳妙盈, 賴幗瑛 (2016), 探討四年級學童數學與閱讀的態度和信心對TIMSS & PIRLS 2011「數」試題表現的影響-以臺北市私立小學為例, 教學實務研究研討會.
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陳妙盈, 賴佳君 (2016), 探討四年級學生家長參與、數學態度對TIMSS 2011「幾何圖形與測量」測驗試題表現的影響-以臺北市私立小學為例, 教學實務研究研討會.
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陳妙盈, 林鈺芹 (2016), 探討影響臺灣與日本四年級學生數學能力之因素: 以TIMSS 2011為例, 教學實務研究研討會.
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陳妙盈, 王心怡 (2017),成績表現與學生背景之關係-以臺北市立大學為例, 2017翻轉創新教學實務研究研討會.
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陳妙盈, 陳家琪 (2017), 從期中預警與學期成績之關係談預警成效—以臺北市立大學為例, 2017翻轉創新教學實務研究研討會.
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陳妙盈, 周紀沂 (2017), 學生續讀分析-以臺北市立大學為例, 2017翻轉創新教學實務研究研討會.
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Y. H. Chen, H. Y. Chen, M. Y. Chen, Y. J. Hsu, M. F. Liao, H. T. Wu (2019), Analysis of Students' Academic Achievements: A Personality Test Perspective, 2019 8th International Congress on Advanced Applied Informatics (IIAI-AAI).
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M. Y. Chen, C. Y. Chou, Y. F. Ou, H. Y. Chen, L. Y. Chiang, C. P. Chien (2019), Analysis of Attendance Duration -- A Case Study of University of Taipei, 2019 8th International Congress on Advanced Applied Informatics (IIAI-AAI).
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C.H. Feng, A. F. Lai, M. Y. Chen, Y. H. Chen, M. F. Liao, Y. F. Ou (2019), From Chaos to Systematization: A Journey to Construct the Institutional Research System, 2019 8th International Congress on Advanced Applied Informatics (IIAI-AAI).
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M. Y. Chen, Y. H. Chen, M. F. Liao, H. T. Wu, Y. J. Hsu (2019), The Relationship between Student Semester Grade and Student Background - A Case Study of University of Taipei, 2019 8th International Congress on Advanced Applied Informatics (IIAI-AAI).
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陳妙盈,葉育茵 (2021), 課程滿意度與成效的相關分析, 臺灣校務研究專業協會第三屆第二次年會暨國際研討會.
(C)專書:
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蘇聖珠,陳妙盈 (2020), 大數據分析Power BI案例實作, ISBN: 978-957-4375752
【研究計畫】
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陳妙盈(民101)。利用隨機波動的實質選擇權模型審視投資不確定性關係。國科會。(100-2410-H-231-010- )。
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陳妙盈(民100)。GARCH跳躍模型下的變異數風險溢酬。國科會。(101-2410-H-231-008- )
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陳妙盈(民96)。 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案。國科會。(96-2420-H-231-001-ED)
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陳妙盈(民94)。補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案。國科會。(94-2420-H-231-001-ED)
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陳妙盈(民90)。設限家庭數據之線性模型在分離分析的研究。國科會。(90-2118-M-231-001- )