Jing-Rung Yu

Jing-Rung Yu  Professor and Chairperson

Academic Degrees: Ph.D. in Information Management, National Chiao Tung  University, Taiwan
Specialties: Financial  Management, Data Analysis for Social Media, Operations Research,  Multi Criteria Decision Making 
Laboratory: Information, Finance and Economics
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Research and Publication

Journal Papers

  1. Jing-Rung YuWen-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 Knowledge-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 purchase allocation: A case in the semiconductor industry, Computers and Industrial Engineering, 55(3) 634-646. (SSCI, Impact factor: 1.057)
  11. Jing-Rung YuRen-Xiang Shi# and Her Jiun Sheu (2008), A linearization method to fuzzy quadratic 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 YuJui 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 YuYen-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

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

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 YuYou 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 Conferenceon 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. Jing-Rung Yu (2006), IDEA with ideal point by multiple objective programming, The Third International Symposium on Management Engineering, Waseda University, Kitakyushu, Japan.
  18. 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.
  19. 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.
  20. 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
National Chi Nan University - Information Management
Room 439, No. 470, University Rd., Puli, Nantou, Taiwan 54561 R.O.C.
886-49-2910960 #4541 or #4543