1.Chin-Shan Hsieh, (2011)” February Size Effect in the Taiwan Stock Exchange”, The 2011 International Joint Conference on e-Commerce, e-Administration, e-Society, and e-Education (e-CASE 2011), Jan 18-20, 2011 at Tokyo, Japan.
2.Chin-Shan Hsieh, Cheng-Te Chen,(2010)” Using Prospect Stochastic Dominance Criterion for Testing Anomaly Effect” International Symposium on Finance and Accounting (ISFA) July 5-7, 2010 at Kitakyushu, Japan.
3.Cheng-Te Chen, Chin-Shan Hsieh,(2010)”Measuring of Value at Risk (VAR) on Emerging Stock Markets by Neural Networks Method”. International Symposium on Computer Communication Control and Automation.(IEEE, 2010).
4.Chin-Shan Hsieh, Cheng-Te Chen,(2009)” Day-of-the-Week Effect in the Taiwan Interbank Call Loan Market” International Symposium on Finance and Accounting (ISFA) July 6-8, 2009 at Kuala Lumpur, Malaysia.
5.Chin-Shan Hsieh, Jian-Hsin Chou, Tung-Liang Liao,(2008) ,” Revisiting Monthly Effect in The Chinese Stock Market”. International conference of pacific rim management (ACME2008), July24-26. Toronto, Canada.
6.Cheng-Te Chen, Hae-Ching Chang, Chin-Shan Hsieh,(2008) ”Forecasting Value at Risk (VAR) in the Futures Market using Hybrid Method of Neural Networks and GARCH Model” International conference of pacific rim management(ACME2008) , July24-26.
7.Chin-Shan Hsieh, Jian-Hsin Chou (2008) Forecasting Value at Risk (VAR) in the Shanghai Stock Market Using the Hybrid Method, The 2008 International Joint Conference on e-Commerce, e-Administration, e-Society, and e-Education (e-CASE 2008), March 27-29, Bangkok, Thailand,.
8.Hae-Ching Chang, Cheng-Te Chen, Chin-Shan Hsieh,(2007) Forecasting Of Value At Risk By Using Percentile Of Cluster Method, 6th International Conference on Computational Intelligence in Economics & Finance (CIEF2007), Salt Lake City, Utah, USA, Joint Conference on Information Sciences (JCIS), (EI), pp. 480-486.
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