Browsing by Author "Chiang, Su-Yun"

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A comparative study of foreign direct investment flow using diffusion models
(2007)
Li, Yiming
;
Chiang, Yi-Hui
;
Yu, Shao-Ming
;
Chiang, Su-Yun
;
Hung, C. -H.
In this work, we apply an improvement dynamic model of the foreign direct investment (FDI) flow to analyze the evolution of FDI flow. In comparison with the fundamental growth model of FDI, the simulation result is further accurate if the asymmetric growth pattern and heterogeneity of the potential adopters are considered. According to the result, the internal influence dominates the growth of FDI flow from Taiwan to China during 2001-2006, taking the electronics industry for example.
A Dynamic Competition Analysis on the Personal Computer Shipments in Taiwan Using Lotka-Volterra Model
(2008)
Chiang, Su-Yun
;
Wong, Gwo-Gauang
;
Li, Yiming
;
Yu, Hsiao-Cheng
;
科技管理研究所
In this work, we explore the innovative growth of personal computer (PC) shipments in Taiwan. We estimate the marketing diffusion with the consideration of the competition of desktop (DT) and notebook (NB). Mathematically, using the Lotka-Volterra model, we analyze the dynamic competitive relationship between the shipments of DT and NB. All the parameters in the Lotka-Volterra model are calibrated with the realistic shipment data, and the predicted trends to 2010 are thus drawn. Our results clarify a pure competition between DT and NB in PC market. The competitive relationship of dynamic PC shipments in Taiwan is thus examined, including consideration of the interaction between two species to explain the actual diffusion phenomenon in the competitive market. Comparison between well-known growth model, Bass model, and competitive Lotka-Volterra Model is also drawn. In addition, it is shown that the competition between DT and NB would reach an equilibrium point which is stable over time and we further analyze how the deviation returns to the stable equilibrium.
A variable coefficient method for accurate Monte Carlo simulation of dynamic asset price
(2007)
Li, Yiming
;
Hung, Chih-Young
;
Yu, Shao-Ming
;
Chiang, Su-Yun
;
Chiang, Yi-Hui
In this work, we propose an adaptive Monte Carlo (MC) simulation technique to compute the sample paths for the dynamical asset price. In contrast to conventional MC simulation with constant drift and volatility (mu,sigma) , our MC simulation is performed with variable coefficient methods for(mu,sigma)in the solution scheme, where the explored dynamic asset pricing model starts from the formulation of geometric Brownian motion. With the method of simultaneously updated (mu,sigma) , more than 5,000 runs of MC simulation are performed to fulfills basic accuracy of the large-scale computation and suppresses statistical variance. Daily changes of stock market index in Taiwan and Japan are investigated and analyzed.