| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
| 2018 | An attention algorithm for solving large scale structured $l_{0}$-norm penalized estimation problems | Yen, T.-J. ; Yen, Y.-M. | | | | |
| 2021 | An attention algorithm for solving large scale structured l0-norm penalty estimation problems | Yen, T.-J. ; Yen, Y.-M. | Japanese Journal of Statistics and Data Science 4, 345-371 | | | |
| 2014 | Estimating network structure from time to event data | Yen, T.-J. ; Yen, Y.-M.; Chen, Y.-H.; Hwang, J.-S. | | | | |
| 2022 | Forecasting expected shortfall and value-at-risk with realized variance measures and the FZ loss | Chou, R. Y.; Yen, T.-J. ; Yen, Y.-M. | Taiwan Economic Forecast and Policy | | | |
| 2019 | Macroeconomic forecasting using approximate factor models with outliers | Chou, R. Y.; Yen, T.-J. ; Yen, Y.-M. | INTERNATIONAL JOURNAL OF FORECASTING 36(2), 267-291 | | | |
| - | Risk evaluations with robust approximate factor models | Chou, R. Y.; Yen, T.-J.; Yen, Y.-M. | JOURNAL OF BANKING & FINANCE | | | |
| 2014 | Robust estimations of approximate factor models via sparse matrix decomposition | Chou, R. Y.; Yen, T.-J. ; Yen, Y.-M. | Robust estimations of approximate factor models via sparse matrix decomposition | | | |
| 2014 | Structured variable selection via nested spike and slab priors | Yen, T.-J. ; Yen, Y.-M. | Structured variable selection via nested spike and slab priors | | | |
| 2020 | Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions | Yen, Y.-M.; Yen, T.-J. | INTERNATIONAL JOURNAL OF FORECASTING | | | |
