Browsing by Author "Chen, Chih-Chun"

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Dynamics of Sovereign Credit Contagion
(2014-09-01)
Huang, Alex YiHou
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Chen, Chih-Chun
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Shen, Chung-Hua
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資訊管理與財務金融系註：原資管所+財金所
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Department of Information Management and Finance
This article explores the dynamics of sovereign credit contagion. The recent European debt crisis is direct evidence of default clustering for sovereign nations and shows that credit contagion among countries is an important subject in financial analysis. We examine abnormal changes in Credit Default Swaps (CDS) spreads in one country in response to credit rating shocks in another, and observe that negative shocks prompt more extreme reactions in the CDS market than do positive events. We find stronger contagion effects for non-event countries located in the same geographic region with economic development levels similar to those of the event country. This greater contagion effect is also observed in non-event countries with stock market dynamics that are highly correlated to those of the event country. Finally, the credit contagion effect is weaker for non-event countries with better macroeconomic performance and political governance.
Texture adaptation for progressive meshes
(2006)
Chen, Chih-Chun
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Chuang, Jung-Hong
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資訊工程學系
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Department of Computer Science
Level-of-detail modeling is a vital representation for real-time applications. To support texture mapping progressive meshes (PM), we usually allow the whole PM sequence to share a common texture map. Although such a common texture map can be derived by using appropriate mesh parameterizations that consider the minimization of geometry stretch, texture stretch, or even the texture deviation introduced by edge collapses, we have found that even with a well parameterized texture map, the texture mapped PM still reveals apparent texture distortion due to geometry changes and the nature of linear interpolation used by texture mapping hardware. In this paper we propose a novel, simple, and efficient approach that adapts texture content for each edge collapse, aiming to eliminate texture distortion. A texture adaptation and its inverse are local and incremental operations that can be fully supported by texture mapping hardware, the render-to-texture feature, and the fragment shader Once the necessary correspondence in the partition of texture space is built during the course of PM construction, the texture adaptation or its inverse can be applied on the fly before rendering the simplified or refined model with texture map. We also propose the mechanism of indexing mapping to reduce blurred artifacts due to under-sampling that might be introduced by texture adaptation.