Tsung-Wu Ho

National Taiwan Normal University, College of Management

Professor

No. 31, Shi-Da Road

Taipei , 10610

Taiwan

http://web.ntnu.edu.tw/~tsungwu/

SCHOLARLY PAPERS

5

DOWNLOADS

757

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Machine Learning is Not as Good as Expected in Time Series Prediction: Evidence from Multistep Dynamic Forecasting

Number of pages: 42 Posted: 17 Dec 2019 Last Revised: 13 Feb 2020
Tsung-Wu Ho
National Taiwan Normal University, College of Management
Downloads 373 (98,357)
Citation 1

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Deep learning, LSTM, machine learning, multistep dynamic forecasting, SVM

2.

Combination Portfolio: A Cocktail Therapy for Training Portfolio Selection

Number of pages: 48 Posted: 14 Sep 2019 Last Revised: 27 Dec 2019
Tsung-Wu Ho
National Taiwan Normal University, College of Management
Downloads 219 (171,198)

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portfolio selection, combination portfolio, mean-variance, risk diversification, risk optimal

3.

How Robust Is Robust Covariance? Evidence from International Portfolio Selection

Number of pages: 35 Posted: 23 Jan 2015
Tsung-Wu Ho
National Taiwan Normal University, College of Management
Downloads 81 (366,807)

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international portfolio, robust covariance, rolling, estimation errors

4.

Portfolio Selection Using Portfolio Committees

Tsungwu Ho (2020) Portfolio Selection using Portfolio Committees. Journal of Financial Data Science, 2(2).
Number of pages: 24 Posted: 18 Aug 2020
Tsung-Wu Ho
National Taiwan Normal University, College of Management
Downloads 71 (395,205)

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Augmented Tangency Portfolios, Financial Learning, Portfolio Selection, Risk Diversification, Risk Optimal

5.

Income Thresholds and Growth Convergence: A Panel Data Approach

Manchester School, Vol. 74, No. 2, pp. 170-189, March 2006
Number of pages: 20 Posted: 08 May 2006
Tsung-Wu Ho
National Taiwan Normal University, College of Management
Downloads 13 (678,122)
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