--- 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 analytics - Financial derivatives - Portfolio Management - Financial market and credit risk management - Monte Carlo methods ## More... - [Curriculum Vitae](https://drive.google.com/file/d/1t1cA4zorhvLl9AqOARKQ91uV2T8WuU_X/view?usp=sharing) - [Bio](https://hackmd.io/QxqSyPUZT-uew0HsfHp3Hg) - [Academic Advisees 導生分享](https://hackmd.io/nf4uLb40TUW2axK_jCLQLA) - [Research Advisees 論文、專題等指導學生](https://hackmd.io/nmtsM1cpTCal-79i0ImpgA)