Ren‐Raw Chen

Fordham University — United States

Economics, Econometrics and Finance · Social Sciences

19h-index2.0kcitations124works0.82yr avg
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Research Topics

Stochastic processes and financial applications(59), Credit Risk and Financial Regulations(45), Banking stability, regulation, efficiency(37), Financial Markets and Investment Strategies(35), Financial Risk and Volatility Modeling(15)

Publications124 total

GPU-Accelerated PSO for High-Performance American Option Valuation
Applied Sciences·2025Open Access
An Empirical Study of the Chen-Hsieh-Huang Model
The Journal of Fixed Income·2025
A Model-Free Lattice
Journal of risk and financial management·2025Open Access
Is the Taiwan Stock Market (Swarm) Intelligent?
Information·2024· 1 citedOpen Access
GPU-Accelerated American Option Pricing: The Case of the Longstaff-Schwartz Monte Carlo Model
The Journal of Derivatives·2024· 1 cited
Systemic Risk and Bank Networks: A Use of Knowledge Graph with ChatGPT
FinTech·2024· 4 citedOpen Access
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence
WORLD SCIENTIFIC eBooks·2024
How Well Do Banks Manage Their Credit Risk? A Data Envelopment Analysis (DEA) Approach
Advances in Pacific Basin business, economics and finance·2024· 1 cited
Systemic Risk and Bank Networks: A Use of Knowledge Graph with Generative Artificial Intelligence
SSRN Electronic Journal·2024Open Access
Search on an NK Landscape with Swarm Intelligence: Limitations and Future Research Opportunities
Algorithms·2023· 2 citedOpen Access
From liquidity risk to systemic risk: A use of knowledge graph
Journal of Financial Stability·2023· 9 cited
Using the Graphics Processing Unit to Evaluate American-Style Derivatives
The Journal of Financial Data Science·2023· 3 cited
CMS Spread Options Pricing under the CHH Model
The Journal of Fixed Income·2023
Modeling Firm Search and Innovation Trajectory Using Swarm Intelligence
Algorithms·2023· 4 citedOpen Access
Predicting Stock Moves: An Example from China
SSRN Electronic Journal·2023Open Access
Index Tracking: A Stock Selection Model Using Particle Swarm Optimization
The Journal of Investing·2022· 1 cited
Ultra Treasury Bond Futures
The Journal of Fixed Income·2022
An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence
The Journal of Fixed Income·2022
Predictive power of the implied volatility term structure in the fixed‐income market
Journal of Futures Markets·2022
Stock Liquidity Risk and Cash Preservation
Review of Pacific Basin Financial Markets and Policies·2022
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Frequent Co-authors

Louis O. Scott(7), Xiaolin Cheng(7), Frank J. Fabozzi(5), Shih‐Kuo Yeh(5), Bo Liu(3), Ging-Ging Pan(3), Jeffrey Huang(3), Ronald Sverdlove(2), Liuren Wu(2), Oded Palmon(2), Sasson Bar‐Yosef(2), Itzhak Venezia(2), Tyler T. Yang(2), Tung‐Hsiao Yang(2), N.K. Chidambaran(2), Michael B. Imerman(2), Ben J. Sopranzetti(2), Shing‐yang Hu(2), PeiLin Billy Hsieh(2), Hann‐Shing Ju(2)