Cheng–Der Fuh

668 total citations
57 papers, 426 citations indexed

About

Cheng–Der Fuh is a scholar working on Finance, Management Science and Operations Research and Statistics and Probability. According to data from OpenAlex, Cheng–Der Fuh has authored 57 papers receiving a total of 426 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 19 papers in Management Science and Operations Research and 19 papers in Statistics and Probability. Recurrent topics in Cheng–Der Fuh's work include Probability and Risk Models (13 papers), Stochastic processes and statistical mechanics (13 papers) and Financial Risk and Volatility Modeling (12 papers). Cheng–Der Fuh is often cited by papers focused on Probability and Risk Models (13 papers), Stochastic processes and statistical mechanics (13 papers) and Financial Risk and Volatility Modeling (12 papers). Cheng–Der Fuh collaborates with scholars based in Taiwan, United States and Hong Kong. Cheng–Der Fuh's co-authors include Inchi Hu, Yajun Mei, Krishna B. Athreya, Tze Leung Lai, Charles Chang, Gerold Alsmeyer, Edward H. Ip, Cun‐Hui Zhang, Yi‐Hsuan Lee and Ya-Hui Hsu and has published in prestigious journals such as IEEE Transactions on Information Theory, IEEE Transactions on Signal Processing and Biometrika.

In The Last Decade

Cheng–Der Fuh

53 papers receiving 403 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Cheng–Der Fuh Taiwan 13 145 135 106 99 94 57 426
Τ. N. Sriram United States 13 112 0.8× 371 2.7× 69 0.7× 94 0.9× 210 2.2× 51 566
Denis Belomestny Germany 12 334 2.3× 126 0.9× 25 0.2× 130 1.3× 53 0.6× 79 510
A. B. Dieker United States 13 200 1.4× 137 1.0× 21 0.2× 211 2.1× 34 0.4× 40 499
Pavlo Krokhmal United States 13 136 0.9× 47 0.3× 32 0.3× 246 2.5× 37 0.4× 39 505
Felisa J. Vázquez-Abad Canada 14 91 0.6× 94 0.7× 30 0.3× 173 1.7× 58 0.6× 57 449
Vlad Ștefan Barbu France 9 39 0.3× 71 0.5× 66 0.6× 39 0.4× 32 0.3× 32 353
Soohan Ahn South Korea 12 110 0.8× 173 1.3× 15 0.1× 270 2.7× 28 0.3× 37 555
Tomás Prieto-Rumeau Spain 13 101 0.7× 103 0.8× 13 0.1× 188 1.9× 158 1.7× 43 435
Ansgar Steland Germany 11 74 0.5× 208 1.5× 146 1.4× 45 0.5× 64 0.7× 72 411
Łukasz Stettner Poland 14 252 1.7× 73 0.5× 17 0.2× 107 1.1× 47 0.5× 72 487

Countries citing papers authored by Cheng–Der Fuh

Since Specialization
Citations

This map shows the geographic impact of Cheng–Der Fuh's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Cheng–Der Fuh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Cheng–Der Fuh more than expected).

Fields of papers citing papers by Cheng–Der Fuh

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Cheng–Der Fuh. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Cheng–Der Fuh. The network helps show where Cheng–Der Fuh may publish in the future.

Co-authorship network of co-authors of Cheng–Der Fuh

This figure shows the co-authorship network connecting the top 25 collaborators of Cheng–Der Fuh. A scholar is included among the top collaborators of Cheng–Der Fuh based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Cheng–Der Fuh. Cheng–Der Fuh is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Fuh, Cheng–Der & Chuan‐Ju Wang. (2024). Efficient exponential tilting with applications. Statistics and Computing. 34(2). 1 indexed citations
2.
Fuh, Cheng–Der, et al.. (2024). Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models. IEEE Transactions on Information Theory. 70(8). 5888–5909. 3 indexed citations
3.
Fuh, Cheng–Der, et al.. (2023). A General Framework for Importance Sampling with Latent Markov Processes. SSRN Electronic Journal. 1 indexed citations
4.
Fuh, Cheng–Der, et al.. (2023). Markov chain importance sampling for minibatches. Machine Learning. 113(2). 789–814. 1 indexed citations
5.
Fuh, Cheng–Der, et al.. (2021). Option Pricing with Markov Switching. Journal of Data Science. 10(3). 483–509. 9 indexed citations
6.
Fuh, Cheng–Der. (2021). Asymptotic behavior for Markovian iterated function systems. Stochastic Processes and their Applications. 138. 186–211. 2 indexed citations
7.
Chang, Charles, et al.. (2012). The Pricing of Risk and Sentiment: A Study of Executive Stock Options. Financial Management. 42(1). 79–99. 6 indexed citations
8.
Fuh, Cheng–Der, et al.. (2010). On-line VWAP Trading Strategies. Sequential Analysis. 29(3). 292–310. 5 indexed citations
9.
Fuh, Cheng–Der & Inchi Hu. (2008). Modeling and predicting extrapolated probabilities with outlooks - Comments. Statistica Sinica. 18(1). 44. 1 indexed citations
10.
Fuh, Cheng–Der & Yajun Mei. (2008). Optimal stationary binary quantizer for decentralized quickest change detection in hidden Markov models. International Conference on Information Fusion. 1–8. 1 indexed citations
11.
Lee, Yi‐Hsuan, Edward H. Ip, & Cheng–Der Fuh. (2007). A Strategy for Controlling Item Exposure in Multidimensional Computerized Adaptive Testing. Educational and Psychological Measurement. 68(2). 215–232. 16 indexed citations
12.
Fuh, Cheng–Der, et al.. (2007). Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk. Asia-Pacific Financial Markets. 13(3). 261–295. 3 indexed citations
13.
Fuh, Cheng–Der, et al.. (2004). A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk. 12(1). 81–116. 2 indexed citations
14.
Hung, Wen‐Liang, Jinn‐Shing Lee, & Cheng–Der Fuh. (2004). FUZZY CLUSTERING BASED ON INTUITIONISTIC FUZZY RELATIONS. International Journal of Uncertainty Fuzziness and Knowledge-Based Systems. 12(4). 513–529. 14 indexed citations
15.
Fuh, Cheng–Der, et al.. (2003). Empirical Performance and Asset Pricing in Hidden Markov Models. Communication in Statistics- Theory and Methods. 32(12). 2477–2512. 10 indexed citations
16.
Hu, Inchi & Cheng–Der Fuh. (2001). Invited Discussion of "Sequential Analysis: Some Classical Problems and New Challenges. Statistica Sinica. 11. 355. 18 indexed citations
17.
Fuh, Cheng–Der & Tze Leung Lai. (2001). Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. Advances in Applied Probability. 33(3). 652–673. 17 indexed citations
18.
Alsmeyer, Gerold & Cheng–Der Fuh. (2001). Limit theorems for iterated random functions by regenerative methods. Stochastic Processes and their Applications. 96(1). 123–142. 13 indexed citations
19.
Fuh, Cheng–Der & Inchi Hu. (2000). Asymptotically efficient strategies for a stochastic scheduling problem with order constraints. The Annals of Statistics. 28(6). 7 indexed citations
20.
Fuh, Cheng–Der, et al.. (1998). Importance resampling for markov chains. Communications in Statistics Stochastic Models. 14(5). 1007–1026.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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