- May 2005
- Invited by magazine ‘Money' and Grand Cathay Futures Corp. to give a speech on the application of AI techniques to Programme Trading for futures at Taipei, Taichung, and Kaoshiung.
- May 2005
- Interviewed by magazine ‘Money' which is reported in one of their special issues: ‘Money' Wealth Management No. 2 – Disclosure of the Secret of Programme Trading
- Oct 2004
- Participated, as the advisor and instructor of the CYUT team, in the first national investment competition held by the Financial Engineering Association of Taiwan and won the championship and an award of ten thousand U.S. dollars; defeated all professional and academic teams
- Jul 1999
- Got 3-yr PhD full TA scholarship for my PhD programme at the ICMA Centre, the University of Reading, UK (the first student ever from Taiwan who was awarded the grant by the Centre)
- May 1993
- Participated in a national research paper contest for engineering students, sponsored by the Chinese Institute of Engineers in Taiwan, and won the Award of 'Excellence
Stephane Meng-Feng Yen is an associate professor at Department of Accountancy and Graduate Institute of Banking and Finance in National Cheng-Kong University (NCKU).
Yen specializes in hedge funds, financial econometrics, trading strategies, and socially responsible investment.
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A Standby System with General Repair and Imperfect Switching
J.-C. Ke, M.-F. Yen, Y.-H. Liu and Y.-L. Hsu, ‘A Standby System with General Repair and Imperfect Switching,’ Journal of Testing and Evaluation (SCI, accepted)
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Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis
M.-Y. Li and M.-F. Yen (2011) 'Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis,' Acta Oeconomica, 61, pp. 33-59 (SSCI)
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Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check
Yen, M.-F. and Y.-L. Hsu (2010) 'Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check,' Decision Support Systems, 50, pp. 128-139 (SCI, 2009 IF=2.622, ranking: 4/73 in OR and Management Science)