``Even though I walk through the darkest valley, I will fear no evil,
for you are with me; your rod and your staff, they comfort me.''
-- Psalm 23:4
``Science is a differential equation. Religion is a boundary condition.''
-- Alan Turing (1912-1954)
Education
Positions Held
- Research Assistant (2014.7 - present), Pain Lab, Graduate Institute of Brain and Mind Sciences, National Taiwan University
- Senior Lecturer (2014sp - present), Information System Training Program, Department of Computer Science and Information Engineering, National Taiwan University
- Intern Researcher (2014.1 - 2023.9), Chinatrust Commercial Bank
- Teaching Assistant (2012fa - 2024sp), Department of Computer Science and Information Engineering, National Taiwan University
- Computing Theory (2012fa, 13fa, 14fa, 15fa, 16fa, 17fa, 20fa, 21fa, 22fa, 23fa)
- Discrete Mathematics (2013sp, 14sp, 15sp, 16sp, 22sp, 23sp, 24sp)
- Introduction to Financial Computing (2014sp, 15sp, 17sp, 18sp, 19sp, 20sp, 21sp)
- Treasurer (2012sp - 2013fa), NTU Toastmasters Branch, Toastmasters International
- 2nd Lt. Chief Counsellor of Company (2009.10.27 - 2010.9.27), Special Forces Command, Republic of China Army
Research Interests
- Financial computing, computational finance, and financial engineering
- Portfolio management and algorithmic trading
- Algorithm analysis / design and computing theory
- System programming / administration, and high performance computing
- AI techniques for financial applications
Publications
Journal Papers
- U Hou Lok, Zheng-Liang Lu, Jia-Hao Syu, Option Pricing using Time-Series Large Language Model (working paper)
- Zheng-Liang Lu, and Yuh-Dauh Lyuu, Efficient Algorithms for Stochastic-Volatility Models using Capped Probability Lattices. (working paper)
- Wen-Wei Lin, Pei-Yu Lee, Hsin-Yun Tsai, Yi-Hsuan Lin, Min-Min Lin, Zheng-Liang Lu, Ming-Tsung Tseng, Loss Aversion-Driven Exploration Disrupts Reward Maximization, submitted to Nature Human Behaviour (under review). SCI (IF = 22.3).
- U Hou Lok, Zheng-Liang Lu, and Yuh-Dauh Lyuu, Calibrating Trinomial Trees with Double-Barrier Options under the Local-Volatility Model, submitted to Journal of Futures Market. SSCI (IF = 1.8).
- Yi-Hsuan Lin, Hsin-Yun Tsai, Cheng-Wei Huang, Wen-Wei Lin, Min-Min Lin, Zheng-Liang Lu, Feng-Sheng Lin, Ming-Tsung Tseng. Brain Mechanisms of Fear Reduction Underlying Habituation to Pain in Humans, submitted to Psychophysiology (accepted). SCI (IF = 3.7).
- Zheng-Liang Lu, and U Hou Lok, Dimension-Reduced Modeling for Local Volatility Surface via Unsupervised Learning, Romanian Journal of Information Science and Technology, vol. 27, no. 3-4, 2024, pp. 255-266, DOI: 10.59277/ROMJIST.2024.3-4.012024. SCI Expanded (IF = 3.5).
- Hsin-Yun Tsai, Kulvara Lapanan, Yi-Hsuan Lin, Cheng-Wei Huang, Wen-Wei Lin, Min-Min Lin, Zheng-Liang Lu, Feng-Sheng Lin, Ming-Tsung Tseng, Integration of Prior Expectations and Suppression of Prediction Errors During Expectancy-Induced Pain Modulation: The Influence of Anxiety and Pleasantness, Journal of Neuroscience, vol. 44, no. 17, 2024. SCI (IF = 6.709).
- Yao-Wei Shih, Hsin-Yun Tsai, Feng-Sheng Lin, Yi-Hsuan Lin, Chun-Yen Chiang, Zheng-Liang Lu, and Ming-Tsung Tseng, Effects of Positive and Negative Expectations on Human Pain Perception Engage Separate But Interrelated and Dependently Regulated Cerebral Mechanisms, Journal of Neuroscience, vol. 39, no. 7, pp. 1261-1274, 2019. SCI (IF = 6.709).
Conference Papers
- U Hou Lok, Zheng-Liang Lu, and Yuh-Dauh Lyuu, Calibrating Trinomial Trees with Double-Barrier Options under the Local-Volatility Model, Quantitative Methods in Finance, Sydney, December 12-20, 2024.
- Zheng-Liang Lu and Yuh-Dauh Lyuu, The Holiday Effects on Option Prices: A Detailed Study, Proceedings of the 11th Asia-Pacific Business Research Conference, Singapore, October 24-25, 2016.
- Zheng-Liang Lu, Ting-Wei Wu, and Ming-Tsung Tseng, Area under the Psychophysical Curve as the Measure of Pain Habituation, Proceedings of the 16th World Congress on Pain, International Association for the Study of Pain (IASP), Yokohama, September 26-30, 2016.
Courses
Hobbies
- Exercises
- Swimming
- Jogging
- Workout
- Yoga
- Photography
- Films
- Reading
- Traveling
Contacts
Zheng-Liang Lu (Arthur)
d00922011 at csie.ntu.edu.tw
Dept. Computer Science & Information Engineering
National Taiwan University
No. 1, Sec. 4, Roosevelt Rd.
Taipei, Taiwan
Lab: Room 446
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