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Fu-I Chou, Tian-Hsiang Huang, Po-Yuan Yang, Chin-Hsuan Lin, Tzu-Chao Lin, Wen-Hsien Ho and Jyh-Horng Chou
This study proposes a method to improve fractional-order particle swarm optimizer to overcome the shortcomings of traditional swarm algorithms, such as low search accuracy in a high-dimensional space, falling into local minimums, and nonrobust results. I...
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Jyh-Horng Lin, Pei-Chi Lii, Fu-Wei Huang and Shi Chen
In this paper, we develop a contingent claim model to examine the optimal bank interest margin, i.e., the spread between the domestic loan rate and the deposit market rate of an international bank in distress. The framework is used to evaluate the cross-...
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Jyh-Horng Lin, Shi Chen and Fu-Wei Huang
In this paper, we develop a contingent claim model to evaluate a bank?s equity and liabilities that integrates the premature default risk conditions with loan rate-setting behavioral mode and multiple shadow banking activities under capital regulation. T...
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