--- title: 20220909 my profile tags: profile --- # Huei-Wen Teng 鄧惠文 ## About me | | | | ---| --- | |![](https://i.imgur.com/K3qUn90.jpg =888x)| I am currently an Associate Professor at National Yang Ming Chiao Tung University. I am interested in financial data analytics, statistics, Monte Carlo methods, and interdisciplinary applications. | |Email|venteng@gmail.com | |Google Scholar| [HDPf0-IAAAAJ](https://scholar.google.com/citations?user=HDPf0-IAAAAJ&hl=en)| ## Academic positions - [National Yang Ming Chiao Tung University](https://www.nycu.edu.tw/) - Associate Professor, [Department of Information Management and Finance](https://imf.nctu.edu.tw), 2/2017--Present - Jointly Appointed Associate Professor, [Institute of Statistics](https://stat.nycu.edu.tw/), 9/2017--Present - National Central University - Associate Professor, [Graduate Institute of Statistics](http://www.stat.ncu.edu.tw/), 8/2016--1/2017 - Jointly Appointed Associate Professor, [Department of Finance](https://fm.mgt.ncu.edu.tw/zh-TW), 8/2016--1/2017 - Assistant Professor, [Graduate Institute of Statistics](http://www.stat.ncu.edu.tw/), 8/2010--7/2016 ## Education - *[The Pennsylvania State University](https://www.psu.edu/)* - Ph.D. [Statistics](https://science.psu.edu/stat), 2010 - Adviser: [Prof. John Liechty](http://www.personal.psu.edu/faculty/j/c/jcl12/) - Dissertation: Bayesian nonparametric approaches for financial option pricing - *[National Taiwan University](https://www.ntu.edu.tw/)* - MBA [Finance](https://management.ntu.edu.tw/Fin), 2004 - Adviser: [Prof. Yuh-Dauh Lyuu](https://www.csie.ntu.edu.tw/~lyuu/) - Thesis: On pricing rainbow options - *[National Taiwan University](https://www.ntu.edu.tw/)* - BS [Mathematics](http://www.math.ntu.edu.tw/), 2001 <!--- ## Teaching [Metaverse! 前進元宇宙](https://hackmd.io/RyNu7V3nToaT6Qb2WQujjw?both)-- Statistics - Mathematical Statistics - Machine Learning & FinTech --> <!-- - Bayesian Modeling and Markov Chain Monte Carlo Simulation --> ## Research interests - Financial data analytics - Financial engineering - Monte Carlo methods ## More... - [Curriculum Vitae](https://drive.google.com/file/d/1g0Eij6FVakjl8q4bu38YuMHxI85mHbA_/view?usp=sharing) - [Bio](https://hackmd.io/QxqSyPUZT-uew0HsfHp3Hg) - [Academic Advisees 導生分享](https://hackmd.io/nf4uLb40TUW2axK_jCLQLA)
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Stat10

Chapter 10 Stat202202 2023/3/13 General principles For a dataset, we do the following: Model specification Point estimtor(s) Identify the pivot statistic and its sampling distribution (assuming all other parameters are known/some parameters are unknown)

3/13/2023
20220915 academic

導生分享 :::success Updated by Huei-Wen Teng on 2022/9/13. ::: 人類是群居的動物 終其一生我們都在學習如何保持健康與快樂．如何保持健康快樂，我想適當的規劃職涯發展，是很重要的一部分。另外，資訊爆炸，如何在閱讀或看影片社群短片中，保有思辯精神很重要，卻是我們學校教育很少提及的。 日常小叮嚀 :bird: 2021極端氣候，爆冷爆熱，請大家注意保暖，洋蔥式穿衣法。

12/28/2022
Stat09

Home Chapter 9 Large-sample Tests of Hypotheses General principles Key ingredients Model specification: $F(\theta)$ Find an estimator of the parameter. Standardize the estimator to obtain a statistic and its sampling distribution Then, we have two statistical approaches

11/19/2022
Stat07

7 Sampling distributions Assess normality Quantile-Quantile plot (QQplot) Overview Recall $X\sim F(\theta)$: Discrete distribution: with pmf $p(x)$. $$E[X] = \sum x p(x)$$ $$E[g(X)] = \sum g(x) p(x)$$

11/19/2022
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