Author

Yi-Kai Su

Institutions: National Defense University, National Defense University

Observed institutions: National Defense University, National Taiwan University of Science and Technology, National Defense University

ORCID: 0009-0008-8942-7751

Observed ORCID: 0009-0008-8942-7751

OpenAlex ID: A5056179995

Regime-switching in volatility and correlation structure using range-based models with Markov-switching

2012 · Daniel Wei-Chung Miao, Chun-Chou Wu, et al. · Economic Modelling · 17

Can U.S. macroeconomic indicators forecast cryptocurrency volatility?

2024 · Kae-Yih Tzeng, Yi-Kai Su · The North American Journal of Economics and Finance · 13

A New Range-Based Regime-Switching Dynamic Conditional Correlation Model for Minimum-Variance Hedging

2014 · Yi-Kai Su, Chun-Chou Wu · Journal of Mathematical Finance · 12

A Physics-Informed Benchmarking Framework for Machine Learning and Tree-Based Ensembles in IIoT-Enabled Predictive Maintenance

2026 · Yi-Kai Su, Chun-Jan Tseng · Sensors · 5

Predicting Cryptocurrency Returns Using US Macroeconomic Variables

2025 · Kae-Yih Tzeng, Yi-Kai Su, et al. · The Journal of Investing · 3

An Evidence-Based Systematic Literature Review of Deep Reinforcement Learning for Manufacturing Scheduling

2026 · Yi-Kai Su, Chun-Jan Tseng · Mathematics · 2

A Leakage-Controlled Framework for Explainable and Calibrated Telematics-Based Claim Prediction and Pricing in Usage-Based Insurance

2026 · Chun-Jan Tseng, Yi-Kai Su, et al. · IEEE Access · 1

Evidence-Gated MS-Res-STGAT for Industrial Time-Series Anomaly Detection

2026 · Chun-Jan Tseng, Yi-Kai Su, et al. · IEEE Access

The Influence of Defense Industry Development Act on the Smooth Transition Dynamics of Stock Volatilities of Defense Industry

2024 · Yi-Kai Su, Kae-Yih Tzeng, et al. · Advances in management and applied economics

The Impact of COVID-19 Pandemic on the Smooth Transition Dynamics of Broad-based Indices Volatilities in Taiwan

2020 · Day‐Yang Liu, Chunming Chen, et al. · RePEc: Research Papers in Economics

A Markov-Switching Range-Based Volatility Model with Applications in Volatility Adjusted VAR Estimation

2012 · Chun-Chou Wu, Yi-Kai Su, et al. · SSRN Electronic Journal

Works count: 11

Citation count: 53

H-index: 4

I10-index: 3