【Google Scholar Profile】

https://scholar.google.com.tw/citations?user=xyq3wZkAAAAJ&hl=zh-TW&oi=sra

【Education】

1998: Ph.D., Institute of Statistics, National Tsing Hua University 1990: Bachelor's degree, Department of Mathematics, National Taiwan Normal University

【Experience】

2011/02 - Present: Professor, Department of International Business, National Chi Nan University

2019: Associate Editor, High School Mathematics (Grade 10): Nan1 Publishing (Aligned with 2019 curriculum revision)

2006/09 - 2006/12: Visiting Scholar, Department of Economics, Syracuse University, USA

1997/04 - 1997/12: Visiting Student, Booth School of Business, University of Chicago, USA

1994/08 - 1995/07: Mathematics Teacher, National Zhongli Senior High School

【Research Areas】

Theory and Application of Multivariate Time Series, Pricing of Derivative Financial Products, Financial Data Analysis

【Journal Publications】

1. Hu, Yu-Pin and Tsay, R. S. 2014, “Principal volatility component analysis.”（with discussions）Journal of Business and Economic Statistics, 32, 153-177. (SSCI)
2. Ke, Tsung-Han and Hu, Yu-Pin, 2013, “Forecasting Volatility with Many Predictors.” Journal of Forecasting, 32, 743-754. (SSCI)
3. Hu, Yu-Pin, 2011,“On the reduced-rank model with leading index.” Statistical Modelling. 11: 523-534 (SCI)
4. Hu, Yu-Pin, 2011, “Likelihood function and canonical correlation analysis of the Pena-Box model.” Communication in Statistics—Theory and Methods, 40:1453—1467 (SCI)
5. Li, CY and Hu, Yu-Pin, 2011, “Robustness comparisons of the Pena-Box model and the factor model to extract useful predictors.” Communication in Statistics—Theory and Methods, 40: 1633—1650
   (SCI)
6. Hu, Yu-Pin and Chou, R.J., 2008,“A generalized time-effect factor model and its application: Recovering trend of temperature by pollen data,” Environmetrics, 19: 439-451. (Leading article) (SCI)
7. Luo, L.M., Sheu, H. J. and Hu, Yu-Pin, 2008, “The good-deal pricing model for the equity-linked life insurance,” Journal of Financial Studies, (Journal of Finance), 16: 159-181. (TSSCI)
8. Luo, L.M., Sheu, H.J. and Hu, Yu-Pin, 2008, “Evaluating R&D Projects with Hedging Behavior,” Research-Technology Management, 51: 51-57.(SSCI)
9. Hu, Yu-Pin, Lin, L. and Gao, R. W, 2008, “Time-varying inter-market Linkage of International Stock Markets,” Applied Economics, 40:1501-2507. (SSCI)
10. Hu, Yu-Pin, Lin, L, and Piesse, J, 2005,“The Structural Changes of Exchange Rates Around 1997 Asian Crisis: Evidence from Eight Major Asian Countries,” Empirical Economics Letters, 4: 51-60. (Econlit)
11. Hu, Yu-Pin, 2005, “Identifying the time-effect factors of multiple time series,” Journal of Forecasting, 24: 379-387. (SSCI)
12. Hu, Yu-Pin and Chou, R. J., 2004, “On the Pena-Box model,” Journal of Time Series Analysis, 25: 811-830. (SCI)
13. Hu, Yu-Pin and Chou, R. J., 2003, “A Dynamic Factor Model,” Journal of Time Series Analysis, 24: 529-538. (SCI)
14. Hu, Yu-Pin, Tsay, R. S. and Chu, Y. J., 1999, “Forecasting and Modeling Taiwan Private Consumption Data,” Academia Economic Papers(Economic Essays), 27: 1-22. (Leading article) (TSSCI) 

【National Science Council Projects Completed and Ongoing】

1. Hu, Yu Pin (2016-2017) "A New Method for Testing Multiple Unit Root Tests," Ministry of Science and Technology, (Principal Investigator, MOST-105-2410-M-260-004)
2. Hu, Yu Pin (2015-2016) "On High-Dimensional Approximate Common Factor Models," Ministry of Science and Technology, (Principal Investigator, MOST-104-2118-M-260-001)
3. Hu, Yu Pin (2014-2015) "Why Can Shrinking t-Statistics Improve Multiple Testing?" Ministry of Science and Technology, (Principal Investigator, MOST-103-2118-M-260-001)
4. Hu, Yu Pin (2011) "Generalized Conditional Heteroskedastic Factor Models," National Science Council, (Principal Investigator, NSC-100-2118-M-260-001).
5. Hu, Yu Pin (2010) "A Method Suitable for Estimating Time-Invariant Dimension Reduction Spaces," National Science Council, (Principal Investigator, NSC-99-2118-M-260-001).
6. Hu, Yu Pin (2009) "Effective Dimension Reduction Spaces under Recognized Time Invariance," National Science Council, (Principal Investigator, NSC-98-2118-M-260-001).
7. Hu, Yu Pin (2007) "Theoretical Analysis of High-Dimensional Dynamic Factor Models and Their Applications in Prediction," National Science Council, (Principal Investigator, NSC-96-2415-H-260-001-MY2).
8. Hu, Yu Pin (2005) "Predictive Ability Analysis of Dimension Reduction Models with Leading Indicators," National Science Council, (Principal Investigator, NSC-95-2415-H-260-002).
9. Hu, Yu Pin (2005) "On the Degrees of Freedom of Hankel Matrices," National Science Council, (Principal Investigator, NSC-94-2118-M-260-001).
10. Hu, Yu Pin (2003) "Maximum Likelihood Analysis of Pena-Box Models and Their Financial Applications," National Science Council, (Principal Investigator, NSC-92-2118-M-260-001).
11. Hu, Yu Pin (2002) "Analysis of Multivariate Variance Factor Models," National Science Council, (Principal Investigator, NSC-91-2118-M-260-002).
12. Hong, Xiu Fen and Hu, Yu Pin (2001) "The Impact of Regulatory Norms on Corporate Operations: Theory and Empirical Evidence," National Science Council, (Co-Principal Investigators, NSC-89-2414-H-324-003).
13. Hu, Yu Pin (2001) "Bootstrap Testing Methodology and Applications for Cointegration in Multivariate Time Series," National Science Council, (Principal Investigator, NSC-89-2118-M-324-007).
14. Hu, Yu Pin (2000) "Theoretical Properties and Applications of Bootstrap Methodology in Multivariate Time Series," National Science Council, (Principal Investigator, NSC-89-2118-M-324-005).
15. Hu, Yu Pin (1999) "Investigation and Application of Heterogeneity in Dimension Reduction Models for Multivariate Time Series," National Science Council, (Principal Investigator, NSC-88-2118-M-324-006).