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Shih-Feng Huang  Professor

Shih-Feng Huang  Professor

Office：M504

Tel： (03)422-7151#65458

Fax： (03)425-8602

E-mail：huangsf@ncu.edu.tw 

Web：https://sites.google.com/site/huangsf525

Education 

  • Ph.D., Department of Applied Mathematics, National Sun Yat-sen University, 2008

Experiences

  • Director, Graduate Institute of Statistics, National Central University, 2025.2～present
  • Professor, Graduate Institute of Statistics, National Central University, 2022.8～present
  • Dean, College of Science, National University of Kaohsiung, Kaohsiung, Taiwan, 2019/02 – 2022/01
  • Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2016/02 – 2022/07
  • Director, Big Data Research Center, College of Science, National University of Kaohsiung, Kaohsiung, Taiwan, 2016/02 – 2022/07
  • Director, Institute of Statistics, National University of Kaohsiung, Kaohsiung, Taiwan, 2013/08 – 2019/01
  • Associate Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2013/02 – 2016/01
  • Assistant Professor, Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan, 2009/08 – 2013/01
  • Assistant Professor, Department of Mathematics, National Chung Cheng University, Chiayi, Taiwan, 2008/08 – 2009/07

Research Interests  

  • Time Series Analysis
  • Financial Engineering
  • Financial Econometrics
  • Risk Management
  • Data Science

Honors and Awards

  • 2025 Contribution Award of the Chinese Institute of Probability and Statistics (CIPS)
  • 2025 Elected Member of the International Statistical Institute (ISI)
  • 2022-2024 Newly Appointed Outstanding Teaching and Research Personnel (NCU)
  • 2022 Outstanding Research Award of the College of Science (NUK)
  • 2015 Outstanding Young Scholar Award (NUK)
  • 2014 Outstanding Mentor Award of the College of Science (NUK)
  • 2012 Outstanding Mentor Award of the College of Science (NUK)
  • 2011 Excellent Teaching Award of the College of Science (NUK)
  • 2008 Ching-Zong Wei Statistics Ph. D. Dissertation Award

Publications (selected)

  1. Zhuang, Y. J., Chang, C. H., and Huang, S. F.* (2026+). Temporal and spatial alignment-based approaches for text recognition. Journal of Classification, accepted.
  2. Chang, C. H., Emura, T., and Huang, S. F.* (2026). An algorithm for estimating threshold boundary regression models. Computational Statistics & Data Analysis, 214, 108274.
  3. Chuang, M. C.*, Huang, H. C., Huang, S. F., and Lin, S. K. (2025). Catastrophe risk with global climate change determines the price of catastrophe equity puts. North American Journal of Economics and Finance, 102473. 
  4. Lai, W. T., Chen, R. B., and Huang, S. F.* (2025). A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. International Journal of Forecasting, 41, 345-360.
  5. Pi, H. K., Guo, M. H., Chen, R. B., and Huang, S. F.* (2024). ECOPICA: Empirical copula-based independent component analysis. Statistics and Computing, 34, 52. 
  6. Huang, S. F. and Wang, D. K.* (2023). A less volatile value-at-risk estimation under a semi-parametric approach. Asia-Pacific Journal of Financial Studies, 52, 374-393.
  7. Chua, C. H., Guo, M. H., and Huang, S. F.* (2022). Using the kriging correlation for unsupervised feature selection problems. Scientific Reports, 12, 11522. 
  8. Chang, C. H., Chen, Z. B., and Huang, S. F.* (2022). Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. Applied Energy, 309, 118418.
  9. Huang, S. F.*, Chiang, H. H., and Lin, Y. J. (2021). A network autoregressive model with GARCH effects and its applications. PLOS ONE, 16, e0255422. 
  10. Huang, S. F.* and Lu, H. P. (2020). Classification of temporal data using dynamic time warping and compressed learning. Biomedical Signal Processing and Control, 57, 101781. 
  11. Huang, S. F. and Hsu, L.* (2020). Prediction intervals for time series and their applications to portfolio selection. REVSTAT-Statistical Journal, 18, 131-151. 
  12. Huang, S. F., Guo, M. H.* and Chen, M. R. (2020). Stock market trend prediction using functional time series approach. Quantitative Finance, 20, 69-79. 
  13. Chu, C. H., Lo Huang, M. N., Huang, S. F.*, and Chen, R. B. (2019). Bayesian structure selection for vector autoregression model. Journal of Forecasting, 38, 422-439. 
  14. Huang, S. F.* and Lin, T. Y. (2018). A linearization of portfolio optimization problem with general risk measures under multivariate conditional heteroskedastic models. Asia-Pacific Journal of Financial Studies, 47, 449-469. 
  15. Huang, S. F.* and Ciou, G. C. (2018). Multi-asset empirical martingale price estimators for financial derivatives. Statistica Sinica, 28, 995-1008. 
  16. Huang, S. F.* and Tsai, C. Y. (2015). Hedging barrier options in GARCH models with transaction costs. Australian & New Zealand Journal of Statistics, 57, 301-324. 
  17. Chen, R. B., Guo, M. H.*, Haerdle, W., and Huang, S. F. (2015). COPICA－Independent component analysis via copula techniques. Statistics and Computing, 25, 273-288. 
  18. Chen, B., Huang, S. F., and Pan, G.* (2015). High dimensional mean-variance optimization through factor analysis. Journal of Multivariate Analysis, 133, 140-159. 
  19. Huang, S. F. and Guo, M. H.* (2014). Model risk of the implied GARCH-normal model. Quantitative Finance, 14, 2215-2224. 
  20. Huang, S. F.* and Tu, Y. T. (2014). Asymptotic distribution of the EPMS estimator for financial derivatives pricing. Computational Statistics & Data Analysis, 73, 129-145.
  21. Huang, S. F.* (2014). A modified empirical martingale simulation for financial derivative pricing. Communications in Statistics – Theory and Methods, 43, 328-342. 
  22. Chan, N. H., Huang, S. F., and Ing, C.-K.* (2013). Moment bounds and mean squared prediction errors of long-memory time series. Annals of Statistics, 41, 1268-1298. 
  23. Huang, S. F. and Guo, M. H.* (2013). An optimal multi-step quadratic risk-adjusted hedging strategy. Journal of the Korean Statistical Society, 42, 37-49. 
  24. Huang, S. F. and Guo, M. H.* (2009). Financial derivative valuation – A dynamic semiparametric approach. Statistica Sinica, 19, 1037-1054.
  25. Myers, J.*, Huang, S. F., and Tsay, J. S. (2007). Exact conditional inference for two-way randomized Bernoulli experiments. Journal of Statistical Software, 21, Code Snippet 1. 
  26. Guo, M. H.* and Huang, S. F. (2001). Power approximations for test statistics with dominant components. Statistica Sinica, 11, 675-689. 

Teaching  

  • Financial Time Series
  • Mathematical Statistics
  • Probability Models
  • Statistical Inference
  • Statistical Methods for Finance
  • Statistical Practice