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.
  • (with M. Hung, NVIDIA)
• Deconstructing Risk: A Moment-Based Aumann–Serrano Riskiness Approximation and the Left-Tail Risk Premium.
  • (with Y. Huang, M. Hung)
• Mispricing in Semivariance Information Discreteness.
  • (with Y. Huang, M. Hung)

Teaching

• Machine Learning
• Artificial Intelligence Applications
• Investment
• Investment Management
• Futures and Options
• Python Programming