I-Chan Chiu (邱翊展)
Assistant Professor, Department of Economics, Fu Jen Catholic University ✨
Email •LinkedIn • GitHub
Education
- Ph.D. in Finance, National Taiwan University
- M.A. in Economics, National Taiwan University
- B.A. in Computer Science & Information Engineering, National Taiwan University
Research Interests
- AI in Finance
- Empirical Asset Pricing
- Machine Learning
- Textual Analysis & Natural Language Processing (NLP)
Published Papers
- SVIX, VIX, and Cryptocurrency Market Return. (2025)
- The Quarterly Review of Economics and Finance, 102055. (with M. Hung, K. Yen) (NSTC A- Journal)
- Firm-Specific News Sentiment and Stock Returns: The Impact of Relevance and Time Frame. (2025)
- Applied Economics Letters, 1-10. (with Y. Huang, M. Hung) (SSCI)
- Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2. (2025)
- Pacific-Basin Finance Journal, 90, 102632. (with M. Hung) (NSTC A-tier2 Journal)
Working Papers
- Omni-FinAI: Unlocking Financial Disclosure Insights.
- Deconstructing Risk: A Moment-Based Aumann–Serrano Riskiness Approximation and the Left-Tail Risk Premium.
- Mispricing in Semivariance Information Discreteness.
Teaching
- Machine Learning
- Artificial Intelligence Applications
- Investment
- Investment Management
- Futures and Options
- Python Programming