Hui-Ching Chuang

Hui-Ching Chuang

About Me

Hui-Ching Chuang is an Associate Professor in the Department of Statistics at National Taipei University. Her research interests encompass machine learning applications, natural language processing, econometrics, and investment.

WORKING PAPERS

  1. Limitation of Firm Fixed Effects Models and the Missing R&D-Patent Relation: New Methods and Evidence (with Po-Hsuan Hsu, Chung‐Ming Kuan, and Jui-Chung Yang)
    • The SFS Cavalcade Asia-Pacific 2024 (Scheduled); The 2024 UC Davis-FMA Napa Finance Conference; The 23rd Taiwan Symposium on Innovation Economics and Entrepreneurship; The 2024 FMA Asia Pacific Conference**; Max Planck I&E Seminar*, The 16th NYCU Finance Conference* (Presented by *Po-Hsuan Hsu and **Jui-Chung Yang).
  2. What Share of Patents Is Commercialized? (with Po-Hsuan Hsu, You-Na Lee, and John. P Walsh)
    • TPRI Brownbag Seminar*; NBER Productivity Seminar*; Max Planck I&E Seminar* ; The Taiwan Econometric Society 2023 Annual Conference; Seminars in RCHSS of Academia Sinica, Finance Department of National Taiwan University, Statistics Department of National Taipei University, Contemporary Research in Business and Finance of Yuan Ze University and Banking Academy Vietnam. (*Presented by John. P Walsh)
  3. Machine Learning in Hedge Fund Classification: Systematic vs. Discretionary Strategies and Their Performance Implications (with Chung-Ming Kuan)
    • Quantitative Finance Workshop 3: Asset Pricing and Risk Management, Institute for Mathematical Science, NUS; The 26th Conference on the Theories and Practices of Securities and Financial Markets.
  4. Heterogeneous Autoregressive Model Based on Correlated Intraday Return Dynamic (with O-Chia Chuang, Jin Xu, and Ye Yang)
    • The 18th NYCU International Finance Conference, The 2024 FeAT International Conference on Artificial Intelligence, Green Finance, and Investment.
  5. Assessing Risk Spillovers with (Lasso) VAR for Expectile (with O-Chia Chuang, Zaichao Du, and Zhenhong Huang)
    • The 6th Young Econometricians of Asia Pacific Conference*; The 2020 International Conference of Taiwan Finance Association; The 28th Conference on the Theories and Practices of Securities and Financial Markets. (Presented by O-Chia Chuang)

PUBLISHED PAPERS

  1. Jui-Chung Yang, Hui-Ching Chuang, and 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
  2. O-Chia Chuang, Hui-Ching Chuang, Zixuan Wang, and Jin Xu. (2024) Profitability of Technical Trading Rules in the Chinese Stock Market, Pacific-Basin Finance Journal, (84), 102278
  3. Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin. (2024) Search Symbols, Trading Performance, and Investor Participation, International Review of Economics and Finance, 92, 380-393
  4. 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.
  5. Hui-Ching Chuang and 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), 1-32.
  6. Hui-Ching Chuang and 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.
  7. Hui-Ching Chuang and Jauer Chen. (2023) Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles, Econometrics, (11), 6
  8. 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