NSTC 2026
Interpretable Artificial Intelligence in Dynamic Asset Pricing: Time-Varying Factor Importance through Machine-Learning Explainability
Principal Investigator
Assistant Professor of Economics · Fu Jen Catholic University
I study how assets are priced—and what financial language and artificial intelligence reveal beyond market prices.
My work connects empirical financial economics with applied AI, spanning investor expectations, financial disclosures, return predictability, and risk measurement.
SVIX, VIX, and cryptocurrency market return
The Quarterly Review of Economics and Finance, 2025.
Firm-specific news sentiment and stock returns: the impact of relevance and time frames
Applied Economics Letters, 2025.
Pacific-Basin Finance Journal, 2025.
02 / Funded research
National Science and Technology Council
NSTC 2026
Principal Investigator
NSTC 2025
Principal Investigator