Research Projects
Grants — projects held as principal investigator, co-investigator or supervising advisor 40
| Time | Theme |
|---|---|
| 2026.08 – 2027.07 | Decentralized Finance in Practice: Blockchain Technology and Digital Asset Applications (2/2) (115-2637-8-027-008-)(Principal Investigator) |
| 2026.08 – 2027.07 | Developing Quantitative Trading Strategies with Generative-AI Prompt Engineering (MOE Teaching Practice Research Program, MOE-115-TPRBM-0025-022Y1) (Principal Investigator) |
| 2026.06 – 2027.05 | An Opening-Range-Breakout Trading System with Deep-Learning Volatility Forecasting (NSTC industry–academia, 115-2622-E-027-003-) (Principal Investigator) |
| 2026.02 – 2027.01 | (Industry–Academia Technology Alliance) Intelligent Quantitative Investment Alliance (1/2) (115-2622-8-027-004-TH)(Principal Investigator) |
| 2025.08 – 2026.07 | Decentralized Finance in Practice: Blockchain Technology and Digital Asset Applications (1/2) (114-2637-8-027-009-)(Principal Investigator) |
| 2025.08 – 2026.07 | AI-Driven Market Data Analysis and Quantitative Trading Engine (MOE Teaching Practice Research Program 2025, Z7141103-7) (Principal Investigator) |
| 2025.01 – 2025.12 | End-to-End Video Compression via Differentiated Feature Learning (NTUT–Beijing University of Technology, NTUT-BJUT-114-03)(Principal Investigator) |
| 2025.01 – 2025.08 | Artificial Intelligence in Trading and Market Making, and Its Impact on Financial Markets (industry: Taipei Foreign Exchange Market Development Foundation)(Principal Investigator) |
| 2024.06 – 2025.05 | Machine Learning for Predicting Dividend-Gap Recovery in Equities (NSTC industry–academia: Liangshi Capital, MOST 113-2622-E-027-004-) (Principal Investigator) |
| 2024.03 – 2024.12 | Review and Adequacy Assessment of Margin Models for Centrally Cleared OTC Derivatives in Taiwan (Taiwan Futures Exchange; Taiwan Asia-Pacific RegTech Association) (Co-Investigator) |
| 2024.02 – 2025.01 | Intelligent Quantitative Investment Industry–Academia Alliance (1/3) (NSTC 113-2622-8-027-006-TH) (Principal Investigator) |
| 2023.12 – 2024.12 | Pilot Program for Generative-AI Adoption Across Industries (NSTC 112-3114-Y-492-002) |
| 2023.06 – 2024.05 | Machine Learning for Grid-Trading Parameter Optimization: Evidence from the Taiwan Stock Market (NSTC industry–academia: Systex, NSTC 112-2622-E-027-003-) (Principal Investigator) |
| 2023.01 – 2023.12 | Machine Learning for Trend-Following Pyramiding Strategies under Limited Capital (NTUT and National Taipei University, USTP-NTUT-NTPU-112-06) (Principal Investigator) |
| 2022.08 – 2025.06 | Neural Network Architectures for Option Spread Strategy Models (MOST 111-2221-E-027-115-MY3) (Principal Investigator) |
| 2022.06 – 2023.05 | Machine Learning for Position Scaling and Management in Futures Strategies (NSTC industry–academia: Mingzhi Information Technology, 111-2622-E-027-007-) (Principal Investigator) |
| 2022.01 – 2023.12 | Multidimensional Transformation and Efficient Reconstruction of Light-Field Images (NTUT and Beijing University of Technology)(Co-Investigator). |
| 2022.02 – 2022.11 | Regulatory Study of Algorithmic Trading in the Stock Market (Taipei Exchange)(Co-Investigator). |
| 2021.12 – 2022.07 | Valuation Criteria for Investment-Linked Insurance Products with Living Benefit Guarantees (Schroder Investment Management Taiwan)(Co-Investigator). |
| 2021.08 – 2022.07 | Parameter-Plateau Design and Efficient Search for Quantitative Trading Strategies (MOST 110-2221-E-027-052 -) (Principal Investigator) . |
| 2021.07 – 2022.02 | Building an Option Trading System under a Machine-Learning Framework (MOST Undergraduate Research Grant)(Supervising Advisor). |
| 2020.11 – 2021.10 | Statistical Learning for Probabilistic Forecasting Models (MOST industry–academia: Titansoft, 109-2622-E-027-032-)(Co-Investigator). |
| 2020.07 – 2021.02 | Elo-Based Probabilistic Forecasting Models: the English League (MOST Undergraduate Research Grant)(Supervising Advisor). |
| 2020.06 – 2021.05 | Cloud-Based Wealth and Risk Management: Investment Strategy, Intelligent Trading and Efficient Algorithms (IV) (109-2218-E-001 -004 -) (Co-Investigator). |
| 2019.08 – 2021.07 | Artificial Intelligence for Quantitative Trading (industry: E.SUN Commercial Bank) (Principal Investigator). |
| 2020.08 – 2021.07 | Machine Learning for Option Position Management (MOST-109-2221-E-027 -106 -). |
| 2020.06 – 2021.05 | Deep Reinforcement Learning for Trading-Strategy Value Functions (MOST industry–academia: Tossinfo) (109-2622-E-027 -008 -CC3). |
| 2019.12 – 2020.06 | Solar-Energy Financial Products (industry: Sola Energy). |
| 2019.06 – 2020.05 | Trading-Strategy Generation and Money-Management Modules (MOST industry–academia: Tossinfo)(108-2622-E-027 -014 -CC3) (Principal Investigator). |
| 2019.06 – 2020.05 | Cloud-Based Wealth and Risk Management: Investment Strategy, Intelligent Trading and Efficient Algorithms (3/3)(MOST 108-2218-E-001 -003 -) (Co-Investigator). |
| 2018.08 – 2020.07 | Practical Trading Models Based on Optimal Position Management (MOST 107-2221-E-027 -104 -MY2)(Principal Investigator). |
| 2019.07 – 2020.02 | Support-Vector-Machine Position Value Functions and Equity Trading Performance (MOST Undergraduate Research Grant)(Supervising Advisor). |
| 2018.06 – 2019.05 | Cloud-Based Wealth and Risk Management: Investment Strategy, Intelligent Trading and Efficient Algorithms (2/3)( MOST 107-2218-E-001 -009 -) (Co-Investigator). |
| 2018.04 – 2019.09 | Quantitative Indicator Trading Module (industry: Tossinfo)(207A051)(Principal Investigator). |
| 2017.08 – 2018.07 | Strategy Construction for Futures and Option Portfolios Based on the Kelly Criterion (MOST 106-2221-E-027-145-)(Principal Investigator). |
| 2017.06 – 2018.05 | Cloud-Based Wealth and Risk Management: Investment Strategy, Intelligent Trading and Efficient Algorithms (1/3)( MOST 106-3114-E-001-006-) (Co-Investigator). |
| 2016.08 – 2017.07 | Money Management and the Momentum Effect in Financial Markets: Theory and Practice (MOST 105-2221-E-031-002-) (Principal Investigator). |
| 2015.08 – 2016.07 | Empirical Study and Application of the Implied-Volatility Skew Using TAIEX Option Data (MOST 104-2221-E-031-004-) (Principal Investigator). |
| 2014.04 – 2015.03 | Inferring Rational Investors' Market Direction from Changes in Option Open Interest (MOST 103-2218-E-031-001-) (Principal Investigator). |
| 2013.08 – 2016.07 | Design, Analysis and Implementation of Financial Risk-Management Algorithms (MOST 102-2221-E-001-015-MY3) (Co-Investigator). |