國立暨南國際大學資訊管理學系

 

【期刊論文】 【研討會論文】 【Book Chapter專書之專章】 【專案】 【回專任教師簡介】

期刊論文(TOP)

Journal Papers (作者欄斜體#部份均為碩士生或大學生)

  1. Jing-Rung Yu, Wen-Yi Lee# and Wan-Jiun Paul Chiou (2014), Diversified portfolios with different entropy measures, Applied Mathematics and Computation, 241, 15 August, 47–63. (SCI, Impact factor: 1.600)

  2. Fan-Meng Tzeng and Jing-Rung Yu* (2014), Penetration forecasting for a new technology in the competitive environment: two stage fuzzy piecewise logistic model, scenario analysis and Delphi method, Applied Soft Computing, 21, 149-158. (SCI, Impact factor: 1.909)

  3. Jing-Rung Yu and Wei-Yuan Shing# (2013), Fuzzy Analytic Hierarchy Process and Analytic Network Process: An Integrated Fuzzy Logarithmic Preference Programming, Applied Soft Computing, 13(4) 1792-1799. (SCI, Impact factor: 1.909)

  4. Jing-Rung Yu and Wen-Yi Lee# (2011), Portfolio rebalancing model using multiple criteria, European Journal of Operational Research, 209, 166-175. (SCI, Impact factor: 2.093)

  5. Jing-Rung Yu and Yu-Wen Hsia# and Her Jiun Sheu (2011), A multiplicative approach to derive weights in the interval analytic hierarchy process, International Journal of Fuzzy Systems, 13, 225-231. (SCI expanded, Impact factor: 1.362)

  6. Chih-Min Yu and Jing-Rung Yu (2012), A configurable routing protocol for Bluetooth wireless networks, Advanced Materials Research Journal, 182-183, 593-597. (EI)

  7. Jing-Rung Yu and Chien-Wei Lee# (2010), Piecewise regression for fuzzy input-output data with automatic change-point detection by Quadratic Programming, Applied Soft Computing, 10 111–118. (SCI, Impact factor: 1.909)

  8. Yuh-Jiuan Tsay, Tain-Jung Hsu# and Jing-Rung Yu (2009), FIUT: A new method for mining frequent itemsets, Information Sciences, 179(11) 1724-1737. (SCI, Impact factor: 3.095)

  9. Jing-Rung Yu and Gwo-Hshiung Tzeng (2009), Fuzzy multiple objective programming in an interval piecewise regression model, International Journal of Uncertainty, Fuzziness and ledge-Based Systems, 17(3) 365-376. (EI, SCI expanded, Impact factor: 1)

  10. Jing-Rung Yu and Chao-Chia Tsai (2008), A decision framework for supplier rating and hase allocation: A case in the semiconductor industry, Computers and Industrial Engineering, 55(3) 634-646. (SSCI, Impact factor: 1.057)

  11. Jing-Rung Yu, Ren-Xiang Shi# and Her Jiun Sheu (2008), A linearization method to fuzzy ratic minimum spanning tree, International Journal of Fuzzy Systems, 10(4) 287-291. (EI)

  12. Jing-Rung Yu, Gwo-Hshiung Tzeng, Chin-I Chiang and Her Jiun Sheu (2007), Raw material supplier rating in semiconductor manufacturing industry by fuzzy multiple objective programming to DEA, International Journal of Operations and Quantitative Management, 13 (4) 273-283.

  13. Jing-Rung Yu, Jui Mei Chang#, Shiuh Sheng Yu and Her Jiun Sheu (2009), A linear multiple objective programming for assortment problems and packing problems, Journal of the Chinese Institute of Industrial Engineers, 26(2), 77-86. (EI, TSSCI)

  14. Jing-Rung Yu and Shu-Ji Chen# g (2007), An integrated approach for deriving priorities in analytic network process, European Journal of Operational Research, 180(3) 1427-1432. (SCI, Impact factor, 1.627)

  15. Jing-Rung Yu (2007), IDEA by multiple objective programming, International Journal of Innovative Computing, Information and Control, 3(1) 21-29. (SCI, Impact factor: 1.537)

  16. Jing-Rung Yu and Wei-Cheng Lee# (2008), An integrated decision support method on mutual fund investment, Journal of Financial Studies, 16(2) 55-81. (TSSCI, Chinese)

  17. Jing-Rung Yu and Tzu-Hao Wei# (2007), Solving the fuzzy shortest path problem by using multiple objective programming, Journal of the Chinese Institute of Industrial Engineers, 24(5) 360-365. (EI, TSSCI)

  18. Jing-Rung Yu and Chia-Hao Chen# (2006), A multiple group classification method by mixed integer programming, Journal of Management & Systems, 13(2) 221-240. (TSSCI, Chinese)

  19. Jing-Rung Yu, Gwo-Hshiung Tzeng and Han-Lin Li (2005), Interval piecewise regression model with automatic change-point detection by quadratic programming, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 13(3), 347-361. (EI, SCI expanded, Impact factor: 1)

  20. Jing-Rung Yu, Yen-Chen Tzeng#, Gwo-Hshiung Tzeng, Tzu Yi Yu and Her Jiun Sheu (2004), A fuzzy multiple objective programming approach to DEA with imprecise data, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 12(5), 591-600. (EI, SCI expanded, Impact factor: 1)

  21. Jing-Rung Yu, Gwo-Hshiung Tzeng and Han-Lin Li (2001), General fuzzy piecewise regression analysis with automatic change-point detection, Fuzzy Sets and Systems, 119, 247-257. (SCI)

  22. Jing-Rung Yu, Gwo-Hshiung Tzeng and Han-Lin Li (1999), A general piecewise necessity regression analysis based on linear programming, Fuzzy Sets and Systems, 105, 429-436. (SCI)

  23. Han-Lin Li and Jing-Rung Yu (1999), A piecewise regression analysis with automatic change-point detection, Intelligent Data Analysis, 3, 75-85.

Book Chapter專書之專章(TOP)

  1. Jing-Rung Yuand Yu Chuan Hsu#and Si Rou Lim#(2014), Chapter. 26: A comparison of portfolios using different risk measurements, Handbook of Financial Econometrics and Statistics, Lee, Cheng-Few, Lee, John C. (Eds.), Springer, 978-1-4614-7749-5.

研討會論文(TOP)

Conference Papers

  1. Jing-Rung Yu and Wan-Jiun Paul Chiou and Jian-Hong Yang# (2014), Diversification Benefits of Risk Models in Managing Portfolios, 2014 Financial Management Association Annual Meeting, October 14-17, Nashville, USA.

  2. Jing-Rung Yu , Wan-Jiun Paul Chiou, Da-Ren Mu# and  Ren-Ting Liu# (2014), The comparison of CVaR model and VaR model, International Conference on Innovation and Management (IAM2014W), January 20-23, 2014, Bangkok, Thailand.

  3. Jing-Rung Yu , Wan-Jiun Paul Chiou, and Shin-Ruei Huang# (2014), Comparisons of portfolios with different risk measures, International Conference on Business and Social Science, March 28-30, 2014, Tokyo, Japan.

  4. Jing-Rung Yu , Wan-Jiun Paul Chiou, Wei-Yuan Chang and Wen-Yi Lee# (2013), Modeling Transaction Costs and Skewness in Portfolio: Application of Fuzzy Approach, International Conference on Fuzzy Theory and Its Applications, Dec. 6-8, Taipei, Taiwan.

  5. Jing-Rung Yu , Wan-Jiun Paul Chiou, Hsiu-Wen Pai# and Shin-Ruei Huang# (2013), Option Portfolio with Multiple Criteria Decision Making, XXVI EURO Conference, 7/1-7/4/2013, Rome, Italy.

  6. Jing-Rung Yu , You Wei Dong#, Yi Hsuan Chang# and Fang-Mei Tseng (2012),  Comparison of Innovation Diffusion Models : A Case Study on the DRAM Industry, 2012 IEEE International Conference on Fuzzy Systems, June 10-15, Brisbane.

  7. Jing-Rung Yu and Wen-Yi Lee# and Chin-Lung Lee# (2011), A Fuzzy Goal Programming Model for Time Series Forecasting, The 8th International Symposium of Management Engineering, August 22-25, Taipei, Taiwan. (Excellent Paper Award)

  8. Jing-Rung Yu and Fan-Meng Tzeng (2010), Market share forecasting by using fuzzy multiple objective piecewise logistic model and Delphi method, 24th European Conference on Operational Research, July 11-14, Lisbon, Portugal.

  9. Jing-Rung Yu and Wen-Yi Lee# (2010), A diversified portfolio model by using multiple bjective programming, International Symposium on Financial Engineering and Risk Management, June 10-12, National Taiwan University, Taiwan.

  10. Jing-Rung Yu and Wen-Yi Lee# (2009), Portfolio rebalancing model with transaction costs using multiple criteria, The 3rd Annual Financial Engineering and Risk Management Conference, January 15, Chiao Tung University, Taiwan. (Invited paper)

  11. Jing-Rung Yu and Fan-Meng Tzeng (2009), Fuzzy Piecewise Logistic Regression Model for New Product Sales Forecasting, Global Conference on Business and Finance Proceedings, 4,(1) 166-168, The 2009 Atlantic City Global Conference on Business and Finance, January 6-9, Atlantic City, USA.

  12. Jing-Rung Yu and Chang-Hsueh Huang#, Pei-Wen Chiou# and Jia-Zhen Yhen# (2009), The Comparisons of Bank Credit Rating Methods , The 20th International Conference on Information Management 2009, May 23, Shih Hsin Univerity, Taiwan. (Chinese)

  13. Jing-Rung Yu and Ju-Yin Cho# (2007), Portfolio selection with multi-criteria decision making, INFORMS 2008, Oct. 12-15, Washington DC, USA.

  14. Jing-Rung Yu and Chin-Lung Lee# (2008), Fuzzy Goal Programming/Serial Correlation model for predicted interval time series data, The 19th International Conference on Information Management 2008, May 16-17, Nantou, Taiwan. (Chinese)

  15. Jing-Rung Yu and Hao-Hsiang Wang#, Multiple Criteria Decision Making and De Novo Programming in Portfolio Selection, Special Session on Innovative Computing on Finance for the Second International Conference on Innovative Computing, Information and Control , September 5 - 7, 2007, Kumamoto, Japan. (EI, ISTP, and INSPEC)

  16. Jing-Rung Yu and Chien-Wei Lee#, Piecewise Regression for Fuzzy Input-Output Data with Automatic Change-Point Detection from Quadratic Programming, 22ND European Conference on Operational Research, July 8-11, 2007, Prague, Czech.

  17. 余菁蓉顏嘉臻#邱珮紋# (2007)﹐系統設計之規劃法應用於投資組合整合決策模式,2007年生產力成長與效率衡量學術研討會與高階演講系列,中央研究院經濟研究所。

  18. Jing-Rung Yu (2006), IDEA with ideal point by multiple objective programming, The Third International Symposium on Management Engineering, Waseda University, Kitakyushu, Japan.

  19. Jing-Rung Yu , Gwo-Hshiung Tzeng and Chin-I Chiang (2004), Fuzzy multiple objective DEA for supplier rating in semiconductor manufacturing industry, The 17th International Conference on Multiple Criteria Decision Analysis, Whistler, Canada.

  20. 余菁蓉鄭書季#李建瑋# (2005), 多目標模糊偏好規劃法求解AHP及ANP優先權重,十三屆全國模糊理論與其應用研討會,高雄應用科技大學。

  21. 余菁蓉李建瑋#張敬偉#李偉成#陳俊儀#楊家豪# (2004)﹐多目標資料包絡分析法在不精確資料的運用,第一屆台灣作業研究學會學術研討會,台北科技大學。

  22. 蔡劍霞#, 王懿德#, 余菁蓉, 俞旭昇 (2004), 判別分析應用於台灣上市公司之股價表現─以半導體業、光電材料及元件業為例,第一屆台灣作業研究學會學術研討會,台北科技大學。

  23. Han-Lin Li, Nian-Ze Hu, Jing-Rung Yu , Jung-Fa Tsai (2000), A design of a global optimization package using piecewise linearization techniques, The 5th Annual International Conference of Industrial Engineering Theory, Applications and Practice, Taiwan.

  24. H.-Y. Kao, C.-H. Huang, Jing-Rung Yu , Han-Lin Li (2000), Business adoption of internet-enabled SCM Systems - A transformation dynamics, The Eleventh National Conference on Information Management, Taiwan.

  25. 黎漢林, 張李志平, 余菁蓉 , 陳孟敏 (2000), 以領域圈及領域球展現習慣領域,中華民國習慣領域第八屆研討會論文集,頁4-1, 4-8。

  26. 余菁蓉 , 曾彥鈞# (2000), 利用約略集合與逐步判別分析產生推理規則, 銘傳大學新世紀新思維國際學術研討會。

  27. 陳信宏#余菁蓉,謝清佳 (2000)﹐網站設計對網路使用滿意度之影響,銘傳大學新世紀新思維國際學術研討會。

專案(TOP)

近五年科技部計畫

  1. 各種風險衡量模型在投資組合之實務上效益 (102-2410-H-260 -048 -MY2)

  2. 使用不同熵測量及多準則決策於分散化投資組合之比較 (100-2628-H-260-001-MY2)

  3. 單一或多重世代產品銷售預測之模糊逐段羅吉斯成長模型(99-2410-H-260-045-)

  4. 處理精確與區間時間序列資料之模糊逐段多目標規劃/序列相關模型(98-2410-H-260-010-)

  5. 多準則決策模式之研究 (補助科學與技術人員國外短期研究)

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