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Professor Info
Chuang, Hui-Ching
Title
Associate Professor
Speciality
  • Financial Econometrics, Risk Management, Fund Performance Evaluation
Academic BG.
  • PhD in Finance, National Taiwan University
  • MA in Economics, National Taiwan University
  • BA in Economics, National Taiwan University
Experience
  • Adjunct Instructor, Department of Finance, National Taiwan University
  • Visiting PhD student, Risk Management Institute, National University of Singapore
  • Journal Papers
  • Conference Papers
  • Research Grants
  • Books/Pub.
  • Industrial Grants
  • Courses
  • Dissertation
  • Awards & Certificates
  • Pro. Membership
  • Other Contributions
  • Hui-Ching Chuang and Jauer Chen (2023). Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles. Econometrics 2023, 11, 6.
  • Hui-Ching Chuang and Jui-Chung Yang (2022). Dynamic Panel Data Estimators in Leverage Adjustments Model. Advances in Financial Planning and Forecasting. 10, 67-111.
  • Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin (2021). The Effect of Language on Investing: Evidence from Searches in Chinese versus English. Pacific-Basin Finance Journal. 67, 101553.
  • Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2020). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect. Journal of Econometrics, 216(1), 268-283.
  • Hui-Ching Chuang, Chung-Ming Kuan (2020). Identifying and Assessing Superior Mutual Funds: An Application of the New Step-wise Data-Snooping-Bias Free Test, Review of Securities & Futures Markets. 32(1), 1-31. (Best Paper Award: RSFM 2020)
  • Hui-Ching Chuang, Chung-Ming Kuan (2010). Testing the Performance of Taiwan Mutual Funds Based on the Tests without Data Snooping Bias. Review of Securities & Futures Markets. 22(3), 181-206. (Best Paper Award: RSFM 2010 and UMC Management 2012)
  • Chuang, H.C., Hsu, P.H., Lee, Y.N., Walsh, J. P., 2023. What Share of Patents Is Commercialized? TPRI Spring 2023 Brown Bag Seminar*. NBER 2023 Spring Productivity Seminar*, The Max Planck Innovation & Entrepreneurship Seminar*(presented by John P. Walsh). Department of Statistics of Natioanl Taipei University, March 2023. Department of Finance of Natioanl Taiwan University, May 2023. Contemporary Research in Business and Finance, Yuan Ze University and Banking Academy Vietnam. Jun 2023.
  • Chuang, H.C., Hsu, P.H., Kuan, C.M., Yang, J.C., 2022. Revamping Firm Fixed Effects Models with Machine Learning - New Evidence on the Missing R&D-Patent Relation. The 16th NYCU Finance Conference, Hsin-Chiu. Taiwan Dec 2022. *(presented by Po-Hsuan Hsu). Taiwan Econometric Society Annual Conference, Taipei. Taiwan Nov 2022. The 23rd Taiwan Symposium on Innovation Economics and Entrepreneurship, Sep. 2022.
  • Hui-Ching Chuang, O-Chia Chuang, Zixuan Wang, and Jin Xu. Profitability of Technical Trading Rules in the Chinese Stock Market: Data Snooping Bias Free Tests. The 2022 TRIA-FeAT Joint Annual Meeting and International Conference on Risk, Insurance, and Financial Engineering. Taichung Taiwan Dec 2022.
  • Hui-Ching Chuang, O-Chia Chuang, Zhenhong Huang (2020, Oct). Assessing Systemic Risk Based on the CARE System. The 28th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 2020. The 2020 International Conference of Taiwan Finance Association, Taichung. Sep 2020.
  • Hui-Ching Chuang, Jau-er Chen (2019, Dec). Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach. Seminar. Department of Finance. National Taiwan University. May 2020. The 32nd Australasian Finance and Banking Conference, Sydney, Australia. Dec 2019. Taiwan Econometric Society 2019 Annual Conference, Taipei. Nov 2019. 2019 Annual Conference of Financial Engineering Association of Taiwan, Taipei. Jun 2019.
  • Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2019, May). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect. The 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA. Oct 2019. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.
  • Hui-Ching Chuang, Chung-Ming Kuan (2019, Aug). Systematic and Discretionary Hedge Funds: Classification and Performance Comparison. Quantitative Finance Workshop 3: Asset Pricing and Risk Management, Singapore. Aug 2019. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019. The 26th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 2018.
  • Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2019, May). The Effect of Language on Investing: Evidence from Searches in Chinese versus English. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.*(presented by Yin-Siang Huang)
  • Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2018, May). It Depends on How You Search: Evidence from Sophisticated Investors' Attention. (2018 TFA Fubon Award). The 2018 International Conference of Taiwan Finance Association, Taipei. May 2018.*(presented by Yin-Siang Huang)
  • Hui-Ching Chuang, Chung-Ming Kuan (2016). Identifying and Assessing Superior Mutual Funds: An Application of the New Step-wise Data-Snooping-Bias Free Test. The 2017 International Conference of Taiwan Finance Association, Hualien. May 2017. Seminar. Department of Applied Economics, National University of Kaohsiung. Dec 2016.
  • Hui-Ching Chuang (2016, Nov) Default and Recovery: The Copula-Based Sample Selection Model Approach. Taiwan Econometric Society 2016 Annual Conference, Taipei. Nov 2016.
  • Hui-Ching Chuang (2015, Jan) Measure of Downturn Connectedness and Systemic Risk in Financial Institutions. (Revised from Network of Empirical Downturn Risk Measures). The 8th National Chaio Tung University International Finance Conference, Hsinchu. Jan 2015. The 2014 Financial Management Association European Conference, Maastricht, Netherlands. Jun 2014. The 7th International Conference on Computational and Financial Econometrics, London, UK. Dec, 2013. Taiwan Econometric Society 2013 Annual Meeting, Taipei. Nov 2013. Seminar. Department of Economics, Soochow University. Jun 2014. Seminar. Department of Money and Banking, National Cheng Chi University. Jan 2014. Seminar. Department of Finance, Tamkang University. Dec 2013. Seminar. Department of Economics, National Taiwan University. Nov 2013. Seminar. Department of Financial Engineering and Actuarial Mathematics, Soochow University. Oct 2013.
  • Principal Investigator
  • 112 Design Patent and Related Corporate Finance Issues (1/2)
  • 111 Text Modelling and Classification on Patent Usage
  • 110 Chasing the Color Charts: Technical Analysis Revisited
  • 109 Assessing Systemic Risk Based on the System CARE
  • 108 Style Classification of Hedge Fund Strategies
  • 105 Network Topology of the Financial Institutions
  • 103 Recovery and Default Risk: a New Joint Econometric Modelling
  • 102 Econometric Measures of Systemic Risk
  • 101 Profitability of Trading Strategies in CDS Indices
  • Co- Investigator
  • 105-107 Coporate Decision and Risk Management under Uncertainty
  • Hui-Ching Chuang, “Predicting Defaults with Intensity Model: Methods and Empirical Evidences,” Doctoral Dissertation, Department of Finance, National Taiwan University, June 2012.
  • Hui-Ching Chuang, “Modeling Dependence Structure with Regime-Switching Copula Models,” Master Thesis,” Department of Economics, National Taiwan University, June 2004.
  • Hui-Ching Chuang, and X.-S Wu, “ Elementary Survey Sampling” (Translation), 6th edition, Richard L.Scheaffer, Thomson Asia, 2006.
  • Investment, Econometrics
  • The 2020 Best Paper of Review of Securities and Futures Markets.
  • The 2018 Taiwan Financial Association Annual Meeting Fubon Best Paper Award.
  • Taiwan Econometrics Scociety
  • Taiwan Finance Association
  • FMA, member
    Referee:
  • Journal of Banking and Finance
  • Pacific-Basin Finance Journal
  • Research Policy
  • Managerial Finance
  • The Journal of Economics and Management
  • Pacific Basin Financial Markets and Policies
  • North American Journal of Economics and Finance
  • International Journal of Forecasting
  • International Journal of Emerging Markets
  • Sun Yat-Sen Management Review
  • FJU Management Review
  • Taiwan Economic Forecast and Policy
  • Chung Yuan Management Review
  • Journal of Financial Studies
  • Seminar Talk：
  • Contemporary Research in Business and Finance, Yuan Ze University and Banking Academy Vietnam. June 2023.
  • Department of Finance, National Taiwan University. May 2020, May 2023
  • Deartment of Statistics, National Taipei University, March, 2023.
  • College of Finance, Feng Chia University. Apr. 2022.
  • Center for Research in Econometric Theory and Applications, National Taiwan University. Nov. 2021.
  • Department of Applied Economics, National Kaohsiung University. Dec 2016.
  • Department of Economics, Soochow University. Jun 2014.
  • Department of Money and Banking, NCCU. Jan 2014.
  • Department of Finance, Tamkang University. Dec 2013.
  • Department of Economics, National Taiwan University. Nov 2013.
  • Department of Financial Engineering and Actuarial Mathematics, Soochow University. Oct 2013.
  • Conference Session Chair：
  • The 2019 Annual Meeting of the Financial Management Association International
  • The 28th Conference on the Theories and Practices of Securities and Financial markets.
    • Conference Discussant:
  • The 2023 China International Conference in Finance
  • The 2022 TRIA-FeAT Joint Annual Meeting and International Conference on Risk, Insurance, and Financial Engineering
  • The 2021 Taiwan Economic Association Annual Conference
  • The International Conference of Taiwan Finance Association（2020, 2019, 2017）
  • The 2019 Annual Meeting of the Financial Management Association International
  • The 32nd Australasian Finance and Banking Conference
  • The 2019 Annual Conference of Financial Engineering Association of Taiwan.
  • The 26th, 28th Conference on the Theories and Practices of Securities and Financial markets.
  • The 2016 National Central University Mini Workshop
  • The 2014 Financial Management Association European Conference
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Professor Info

Chuang, Hui-Ching

Finance

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College of Management, Yuan Ze University.
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