Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks.

Tian-Shyr Dai

Yi-Cheng Shih Tian-Shyr Dai Ying-Ping Chen Yen-Wu Ti Wun-Hao Wang Yun Kuo Fund transfer fraud detection: Analyzing irregular transactions and customer relationships with self-attention and graph neural networks. 125211 2025 259 Expert Syst. Appl. https://doi.org/10.1016/j.eswa.2024.125211 db/journals/eswa/eswa259.html#ShihDCTWK25 streams/journals/eswa

Yi-Cheng Shih Tian-Shyr Dai Yen-Wu Ti Yun Kuo Wun-Hao Wang Ying-Ping Chen A Novel Feature Filtering Mechanism to Avoid Concept Shifts from Deteriorating Model Predictability. 236-243 2025 BigComp https://doi.org/10.1109/BigComp64353.2025.00053 conf/bigcomp/2025 db/conf/bigcomp/bigcomp2025.html#ShihDTKWC25 Chia-Wei Hsu Tian-Shyr Dai Chuan-Ju Wang Ying-Ping Chen Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality. 860-869 2024 CIKM https://doi.org/10.1145/3627673.3679530 https://www.wikidata.org/entity/Q130954762 conf/cikm/2024 db/conf/cikm/cikm2024.html#HsuDWC24 Wei-Che Chang Tian-Shyr Dai Ying-Ping Chen Chin-Yi Hsieh Yu-Wei Chang Yu-Han Huang Integrating Local Learning to Improve Deep-Reinforcement-Learning-based Pairs Trading Strategies. 714-719 2024 CAI https://doi.org/10.1109/CAI59869.2024.00139 conf/ieeecai/2024 db/conf/ieeecai/ieeecai2024.html#ChangDCHCH24 streams/conf/ieeecai

Yu-Yen Hsin Tian-Shyr Dai Yen-Wu Ti Ming-Chuan Huang Ting-Hui Chiang Liang-Chih Liu Feature Engineering and Resampling Strategies for Fund Transfer Fraud With Limited Transaction Data and a Time-Inhomogeneous Modi Operandi. 86101-86116 2022 10 IEEE Access https://doi.org/10.1109/ACCESS.2022.3199425 db/journals/access/access10.html#HsinDTHCL22

Wei-Lun Kuo Wei-Che Chang Tian-Shyr Dai Ying-Ping Chen Hao-Han Chang Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance. 97030-97046 2022 10 IEEE Access https://doi.org/10.1109/ACCESS.2022.3204056 db/journals/access/access10.html#KuoCDCC22

Jing-You Lu Hsu-Chao Lai Wen-Yueh Shih Yi-Feng Chen Shen-Hang Huang Hao-Han Chang Jun-Zhe Wang Jiun-Long Huang Tian-Shyr Dai Structural break-aware pairs trading strategy using deep reinforcement learning. 3843-3882 2022 78 J. Supercomput. 3 https://doi.org/10.1007/s11227-021-04013-x db/journals/tjs/tjs78.html#LuLSCHCWHD22

Yu-Yen Hsin Tian-Shyr Dai Yen-Wu Ti Ming-Chuan Huang Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions. 2021 CIKM Workshops https://ceur-ws.org/Vol-3052/paper3.pdf conf/cikm/2021w db/conf/cikm/cikm2021w.html#HsinDTH21 Wei-Lun Kuo Tian-Shyr Dai Wei-Che Chang Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism. 2021 CIKM Workshops https://ceur-ws.org/Vol-3052/paper4.pdf conf/cikm/2021w db/conf/cikm/cikm2021w.html#KuoDC21 Shen-Hang Huang Wen-Yueh Shih Jing-You Lu Hao-Han Chang Chao-Hsien Chu Jun-Zhe Wang Jiun-Long Huang Tian-Shyr Dai Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model. 209-216 2020 BigComp https://doi.org/10.1109/BigComp48618.2020.00-73 conf/bigcomp/2020 db/conf/bigcomp/bigcomp2020.html#HuangSLCCWHD20

Chuan-Ju Wang Tian-Shyr Dai An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process. 35-45 2018 13 IEEE Comput. Intell. Mag. 4 https://doi.org/10.1109/MCI.2018.2866728 db/journals/cim/cim13.html#WangD18

Chun-Yuan Chiu Tian-Shyr Dai Yuh-Dauh Lyuu Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes. 418-437 2015 252 Appl. Math. Comput. https://doi.org/10.1016/j.amc.2014.12.002 db/journals/amc/amc252.html#ChiuDL15

Chuan-Ju Wang Tian-Shyr Dai Yuh-Dauh Lyuu Evaluating corporate bonds with complicated liability structures and bond provisions. 749-757 2014 237 Eur. J. Oper. Res. 2 https://doi.org/10.1016/j.ejor.2014.02.024 db/journals/eor/eor237.html#WangDL14

Soheil Qanbari Fei Li 0002 Schahram Dustdar Tian-Shyr Dai An Economic Model for Utilizing Cloud Computing Resources via Pricing Elasticity of Demand and Supply. 47-62 2014 CLOSER (Selected Papers) https://doi.org/10.1007/978-3-319-25414-2_4 https://www.wikidata.org/entity/Q60485189 conf/closer/2014s db/conf/closer/closer2014s.html#QanbariLDD14a Soheil Qanbari Fei Li 0002 Schahram Dustdar Tian-Shyr Dai Cloud Asset Pricing Tree (CAPT) - Elastic Economic Model for Cloud Service Providers. 221-229 2014 CLOSER https://doi.org/10.5220/0004849702210229 https://www.wikidata.org/entity/Q60485198 conf/closer/2014 db/conf/closer/closer2014.html#QanbariLDD14 Chuan-Ju Wang Tian-Shyr Dai Yuh-Dauh Lyuu A multi-phase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables. 1-8 2012 CIFEr https://doi.org/10.1109/CIFEr.2012.6327775 conf/cifer/2012 db/conf/cifer/cifer2012.html#WangDL12

Li-min Liu Tian-Shyr Dai A Reliable Fingerprint Orientation Estimation Algorithm. 353-368 2011 27 J. Inf. Sci. Eng. 1 http://www.iis.sinica.edu.tw/page/jise/2011/201101_22.html db/journals/jise/jise27.html#LiuD11

Tian-Shyr Dai Chuan-Ju Wang Yuh-Dauh Lyuu Yen-Chun Liu An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. 3174-3189 2010 217 Appl. Math. Comput. 7 https://doi.org/10.1016/j.amc.2010.08.050 db/journals/amc/amc217.html#DaiWLL10

Chun-Yuan Chiu Tian-Shyr Dai Yu-Cheng Tien Fourier Transform for Pricing Asian Options with Higher-Order Convergence Rates. 114-121 2010 CSC conf/csc/2010 db/conf/csc/csc2010.html#ChiuDT10 Tzu-Chun Chen Tian-Shyr Dai Jr-Yan Wang Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. 134-141 2010 CSC conf/csc/2010 db/conf/csc/csc2010.html#ChenDW10

Tian-Shyr Dai Yuh-Dauh Lyuu Accurate and efficient lattice algorithms for American-style Asian options with range bounds. 238-253 2009 209 Appl. Math. Comput. 2 https://doi.org/10.1016/j.amc.2008.12.053 db/journals/amc/amc209.html#DaiL09

Tian-Shyr Dai Li-min Liu A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. 301-307 2009 2 J. Softw. Eng. Appl. 4 https://doi.org/10.4236/jsea.2009.24039 db/journals/jsea/jsea2.html#DaiL09

Chuan-Ju Wang Tian-Shyr Dai Yuh-Dauh Lyuu Yen-Chun Liu An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. 966-970 2009 SAC https://doi.org/10.1145/1529282.1529494 conf/sac/2009 db/conf/sac/sac2009.html#WangDLL09

Tian-Shyr Dai Li-min Liu Yuh-Dauh Lyuu Linear-time option pricing algorithms by combinatorics. 2142-2157 2008 55 Comput. Math. Appl. 9 https://doi.org/10.1016/j.camwa.2007.08.046 db/journals/cma/cma55.html#DaiLL08

Tian-Shyr Dai Yuh-Dauh Lyuu An exact subexponential-time lattice algorithm for Asian options. 23-39 2007 44 Acta Informatica 1 https://doi.org/10.1007/s00236-006-0033-9 db/journals/acta/acta44.html#DaiL07

Li-min Liu Ching-Yu Huang Tian-Shyr Dai George Chang Enhanced SEA algorithm and fingerprint classification. 295-302 2007 30 Int. J. Comput. Appl. Technol. 4 https://doi.org/10.1504/IJCAT.2007.017241 db/journals/ijcat/ijcat30.html#LiuHDC07

Tian-Shyr Dai Yuh-Dauh Lyuu An Efficient, and Fast Convergent Algorithm for Barrier Options. 251-261 2007 conf/aaim/2007 AAIM https://doi.org/10.1007/978-3-540-72870-2_24 db/conf/aaim/aaim2007.html#DaiL07 Tian-Shyr Dai Jr-Yan Wang Hui-Shan Wei An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. 262-272 2007 conf/aaim/2007 AAIM https://doi.org/10.1007/978-3-540-72870-2_25 db/conf/aaim/aaim2007.html#DaiWW07

Li-min Liu Tian-Shyr Dai Ridge Orientation Estimation and Verification Algorithm for Fingerprint Enhancement. 1426-1438 2006 12 J. Univers. Comput. Sci. 10 https://doi.org/10.3217/jucs-012-10-1426 db/journals/jucs/jucs12.html#LiuD06

Tian-Shyr Dai Yuh-Dauh Lyuu Li-min Liu Developing Efficient Option Pricing Algorithms by Combinatorial Techniques. 104-110 2006 conf/csc/2006 CSC db/conf/csc/csc2006.html#DaiLL06 Li-min Liu Tian-Shyr Dai A Hybrid Fingerprint Enhancement Algorithm. 35-40 2006 conf/ipcv/2006-1 IPCV db/conf/ipcv/ipcv2006-1.html#LiuD06

Tian-Shyr Dai Guan-Shieng Huang Yuh-Dauh Lyuu An efficient convergent lattice algorithm for European Asian options. 1458-1471 2005 169 Appl. Math. Comput. 2 https://doi.org/10.1016/j.amc.2004.10.085 db/journals/amc/amc169.html#DaiHL05

Tian-Shyr Dai Guan-Shieng Huang Yuh-Dauh Lyuu Pricing Asian Options with an Efficient Convergent Approximation Algorithm. 1121-1130 2005 WSTST https://doi.org/10.1007/3-540-32391-0_115 conf/wstst/2005 db/conf/wstst/wstst2005.html#DaiHL05 Tian-Shyr Dai Yuh-Dauh Lyuu Pricing Double Barrier Options by Combinatorial Approaches. 1131-1140 2005 WSTST https://doi.org/10.1007/3-540-32391-0_116 conf/wstst/2005 db/conf/wstst/wstst2005.html#DaiL05 Tian-Shyr Dai Yuh-Dauh Lyuu An exact subexponential-time lattice algorithm for Asian options. 710-717 2004 conf/soda/2004 SODA http://dl.acm.org/citation.cfm?id=982792.982901 db/conf/soda/soda2004.html#DaiL04 Tian-Shyr Dai I-Yuan Chen Yuh-Yuan Fang Yuh-Dauh Lyuu Analytics and algorithms for geometric average trigger reset options. 55-62 2003 CIFEr https://doi.org/10.1109/CIFER.2003.1196242 conf/cifer/2003 db/conf/cifer/cifer2003.html#DaiCFL03 George Chang Hao-Han Chang Wei-Che Chang Yu-Wei Chang I-Yuan Chen Tzu-Chun Chen Yi-Feng Chen Ying-Ping Chen Ting-Hui Chiang Chun-Yuan Chiu Chao-Hsien Chu Schahram Dustdar Yuh-Yuan Fang Chin-Yi Hsieh Yu-Yen Hsin Chia-Wei Hsu Ching-Yu Huang Guan-Shieng Huang Jiun-Long Huang Ming-Chuan Huang Shen-Hang Huang Yu-Han Huang Wei-Lun Kuo Yun Kuo Hsu-Chao Lai Fei Li 0002 Li-min Liu Liang-Chih Liu Yen-Chun Liu Jing-You Lu Yuh-Dauh Lyuu Soheil Qanbari Wen-Yueh Shih Yi-Cheng Shih Yen-Wu Ti Yu-Cheng Tien Chuan-Ju Wang Jr-Yan Wang Jun-Zhe Wang Wun-Hao Wang Hui-Shan Wei