- Professor
- Department of Information and Finance Management (IFM)
- National Taipei University of Technology (NTUT), Taipei, Taiwan
- Email : [email protected]
- Email : [email protected]
- Research Group : 我愛交易實驗室(iLoveTradingLab)
- Facebook : 吳牧恩
- 欲加入實驗室的新生由此進
PUBLICATIONS
Journal Papers
Conference Papers
Patent
Journal Papers
- Min-Kuan Chen, Dong-Yuh Yang, Ming-Hua Hsieh, Mu-En Wu, “An intelligent option trading system based on heatmap analysis via PON/POD yields”, Expert Systems With Applications,31 Jul. 2024. (CiteScore: 11/307=3.58%, Engineering, General Engineering)
- Jimmy Ming-Tai Wu, Wen-Yu Lin, Ko-Wei Huang, Mu-En Wu* , “On the design of searching algorithm for parameter plateau in quantitative trading strategies using particle swarm optimization”, Knowledge-Based Systems, 7 Jun. 2024. (SCIE, IF 7.2 Cite Score: 8/148=5.41%, Decision Sciences )
- Jin Wang, Chenyang Li, Yunhui Shi, Dan Wang, Mu-En Wu, Nam Ling, Baocai Yin, “MSF-Net: Multi-Scale Feedback Reconstruction for Guided Depth Map Super-Resolution”, IEEE Transactions on Circuits and Systems for Video Technology, Jun. 2023. (SCI, IF 8.4, CiteScore Rank: 3/62=4.83%, Engineering)
- Jimmy Ming-Tai Wu, Ranran Li, Pi-Chung Hsu, Mu-En Wu*, “The effective skyline quantify-utility patterns mining algorithm with pruning strategies”, Computer Science and Information Systems, Jun. 2023. (SCI, IF 1.4, CiteScore Rank: 125/233=53.65%, Computer Science)
- Jimmy Ming-Tai Wu, Wen-Yu Lin, Ko-Wei Huang, Mu-En Wu*, “On the design of searching algorithm for parameter plateau in quantitative trading strategies using particle swarm optimization”, Knowledge-Based Systems, Mar.2024. (SCI, IF 8.8, CiteScore Rank:35/404=8.66%, Computer Science)
- Tian-Shyr Dai*, Bo-Jen Chen You-Jia Sun, Dong-Yuh Yang, Mu-En Wu, “Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model”, Computational Economics, Feb. 2024. (SSCI, IF 2, CiteScore Rank:363/792=45.83%, Computer Science)
- Keerthana Krishnamurthy Baskar, Shih-Wei Wu*, Mu-En Wu, Kokulnathan Thangavelu, “The United States Energy Consumption and Carbon Dioxide Emissions: A Comprehensive Forecast Using a Regression Model”, Sustainability, May. 2023. (SSCI, IF 3.9, CiteScore Rank:15/103=14.56%, Green & Sustainable Science & Technology)
- Jimmy Ming-Tai Wu*, Ranran Li, Mu-En Wu, Jerry Chun-Wei Lin, “Mining skyline frequent-utility patterns from big data environment based on MapReduce framework”, Intelligent Data Analysis, 2023. (SCI, IF 1.7, CiteScore Rank:59/100=59%, Computer Science)
- Jin Wang, Chenyang Li, Yunhui Shi, Dan Wang, Mu-En Wu, Nam Ling, Baocai Yin, “MSF-Net: Multi-Scale Feedback Reconstruction for Guided Depth Map Super-Resolution”, IEEE Transactions on Circuits and Systems for Video Technology, Jun. 2023. (SCI, IF 5.859, CiteScore Rank:3/62=4.84%, Engineering)
- Jimmy Ming-Tai Wu, Sheng-Hao Lin, Jia-Hao Syu, Mu-En Wu*, “Embedded Draw-down Constraint Reward Function for Deep Reinforcement Learning”, Applied Soft Computing, Aug. 2022. (SCI, IF 8.263, CiteScore Rank:23/144=15.97%, Computer Science)
- Yu-Chih Wei, You-Xin Lai, Mu-En Wu, “An Evaluation of Deep Learning Models for Chargeback Fraud Detection in Online Games”, Cluster Computing, Jul. 2022. (SCI, IF 2.303, CiteScore Rank:114/359=31.75%, Computer Science)
- Jimmy Ming-Tai Wu, Meng-Hsiun Tsai*, Chao-Chieh Cheng, Mu-En Wu, “Predict the Trend of Economic Indicators in Time Series Based on Recurrent Neural Network Combined with Leading Indicators”, Journal of Intelligent & Fuzzy Systems, 09 Jun. 2022. (SCI, IF 1.737, CiteScore Rank:74/250=29.6%, Mathematics)
- Tsung-Yu Lu, Mu-En Wu, Er-Hao Chen, Yeong-Luh Ueng*, “Reference Selection for Offline Hybrid Siamese Signature Verification Systems”, Computers, Materials & Continua, 18 May. 2022. (SCI, IF 3.860, CiteScore Rank:63/303=20.79%, Mathematics)
- Chien-Ming Chen, Xuanang Li, Shuangshuang Liu, Mu-En Wu, Saru Kumari*, “Enhanced Authentication Protocol for the Internet of Things Environment”, Security and Communication Networks, 11 Mar. 2022.(SCI, IF 1.968, CiteScore Rank:157/353=44.48%, Computer Science)
- Jimmy Ming-Tai Wu, Min Wei, Mu-En Wu*, Shahab Tayeb, “Top-k Dominating Queries on Incomplete Large Dataset” The Journal of Supercomputing, Feb. 2022. (SCI, IF 2.557, CiteScore:25/123=20.33%, Computer Science)
- Jiawen Yu, Jin Wang, Longhua Sun, Mu-En Wu, Qing Zhu*, ”Point Cloud Geometry Compression Based on Multi-Layer Residual Structure”, Entropy, Nov. 2022. (SCI, IF 2.738, CiteScore Rank:42/86=48.83%, PHYSICS )
- Mu-En Wu, Jia-Hao Syu, Chien- Ming Chen*, “Kelly-Based Options Strategies on Settlement Date via Supervised Learning Algorithm”, Computational Economics,1 Jan. 2022. (SCI, IF 1.741, CiteScore: 40/189=21.16%, Economics, Econometrics and Finance)
- Lili Chen, Lingyun Sun, Chien-Ming Chen, Mu-En Wu, Jimmy Ming-Tai Wu “Stock Trading System Based on Machine Learning and Kelly Criterion in Internet of Things”, Wireless Communications and Mobile Computing, 3 Dec. 2021. (SCI, IF 2.146, CiteScore: 296/708=41.8%, Engineering)
- Li-Chen Cheng, Yu-Hsiang Huang, Ming-Hua Hsieh and Mu-En Wu*,“A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions”, Mathematics, Dec. 2021. (SCI, IF 2.592, CiteScore:53/391=13.55%, Mathematics)
- Mu-En Wu, Jia-Hao Syu, Jerry Chun-Wei Lin, Jan-Ming Ho, “Portfolio Management System in Equity Market Neutral using Reinforcement Learning”, Applied Intelligence, 26 Nov. 2021. (SCI, IF 5.019, CiteScore Rank:53/269=19.7%, Computer Science)
- Chien-Ming Chen, Yanyu Huang, King-Hang Wang, Saru Kumari, Mu-En Wu*, “A Secure Authenticated and Key Exchange Scheme for Fog Computing”, Enterprise Information Systems, 21 Oct. 2021. (SCI, IF=4.407, CiteScore Rank:88/747=11.78%, Computer Science)
- Mu-En Wu, Jia-Hao Syu, Jerry Chun-Wei Lin, Jan-Ming Ho, “Effective Fuzzy System for Qualifying the Characteristics of Stocks by Random Trading”, IEEE Transactions on Fuzzy Systems, 18 Aug. 2021. (SCI, IF 12.253, Mathematics:2/590=0.34%; Engineering:3/270=1.11%)
- Mu-En Wu, Chia-Jung Lee, Wei-Ho Chung and Dong-Yuh Yang, “Determination of Profit Quantification on Kelly Betting Based on Relative Entropy”, Quality Technology & Quantitative Management, 4 Jul. 2021. (SCI, IF 2.614, CiteScore Rank: 10/57=17.54 %, Business, Management and Accounting)
- Jia-Hao Syu, Mu-En Wu, Gautam Srivastava, Chi-Fang Chao, and Jerry Chun-Wei Lin, “An IoT-based Hedge System of Solar Power Generation”, IEEE Internet of Things Journal, 1 Jul. 2021. (SCI, IF 10.238, CiteScore:13/747=1.74%, Computer Science)
- Mu-En Wu, Jia-Hao Syu, Jerry Chun-Wei Lin, Gautam Srivastava, “Informative Index for Investment Based on Kelly Criterion”, Enterprise Information Systems, 14 Jun. 2021. (SCI, IF 4.407, CiteScore Rank: 88/747=11.78 %, Computer Science)
- Jia-Hao Syu, Yi-Ren Yeh, Mu-En Wu*, and Jan-Ming Ho. “Self-Management Portfolio System with Adaptive Association Mining: A Practical Application on Taiwan Stock Market”, Mathematics, May. 2021. (SCI, IF 2.592, CiteScore Rank: 53/391=13.55 %, Mathematics)
- Mu-En Wu, Jia-Hao Syu, Jerry Chun-Wei Lin, Jan-Ming Ho, “Evolutionary ORB-based Model with Protective Closing Strategies”, Knowledge-Based Systems, Mar. 2021. (SCI, IF 8.139, Business, Management and Accounting:9/120=7.5%; Decision Sciences:11/132=8.33%)
- Jia-Hao Syu, Mu-En Wu*, “Modifying ORB Trading Strategies Using Particle Swarm Optimization and Multi-objective Optimization”, Journal of Ambient Intelligence & Humanized Computing, 11 Jan. 2021. (SCI, IF 3.662, CiteScore Rank: 35/231=15.15 %, Computer Science)
- Jimmy Ming-Tai Wu, Mu-En Wu, Pang-Jen Hung, Mohammad Mehedi Hassan, Giancario Fortino*, “Convert Index Trading to Option Strategies via LSTM Architecture”, Neural Computing and Applications, Oct. 2020. (SCI, IF 5.606, CiteScore Rank: 66/389=16.97 %, Computer Science)
- Mu-En Wu*, Sheng-Hao Lin, Jia-Ching Wang, “Embedded Draw-down Constraint Using Ensemble Learning for Stock Trading”, Journal of Intelligent & Fuzzy Systems, 29 May. 2020. (SCI, IF 1.637, CiteScore Rank: 61/239=25.52 %, Mathematics)
- Mu-En Wu, Hui-Huang Tsai, Wei-Ho Chung, Chien-Ming Chen*, “Analysis of Kelly Betting on Finite Repeated Games”, Applied Mathematics and Computation, 15 May. 2020, 1250. (SCI, IF 4.091, CiteScore Rank: 25/548= 4.56%, Mathematics)
- Tai-Li Luo, Mu-En Wu*, Chien-Ming Chen, “A Framework of Deep Reinforcement Learning for Stock Evaluation Functions”, Journal of Intelligent & Fuzzy Systems, pp. 1-11, Mar. 2020. (SCI, IF 1.637 , CiteScore Rank: 61/239=25.52 %, Mathematics)
- Wei-Ho Chung, Mu-En Wu*, Yeong-Luh Ueng, Yu-Hsuan Su, “Seal Imprint Verification via Feature Analysis and Classifications, “Future Generation Computer Systems, Volume 101, pp 458-466, Dec. 2019. (SCI, IF=4.639, CiteScore Rank: 6/155=3.87%, Computer Science)
- Yung-Chien Chou, Cheng-Ju Kuo, Tzu-Ting Chen, Gwo-Jiun Horng, Mao-Yuan Pai*, Mu-En Wu, Yu-Chuan Lin, Min-Hsiung Hung, Wei-Tsung Su, Yi-Chung Chen, Ding-Chau Wang, Chao-Chun Chen Chou, “Deep-Learning-Based Defective Bean Inspection with GAN-Structured Automated Labeled Data Augmentation in Coffee Industry,” Applied Science, Oct. 2019, 9(19), 4166. (SCI, IF=2.217, CiteScore Rank: 85/299=28.42%, Engineering)
- Mu-En Wu*, Wei-Ho Chung, “Empirical Evaluations on Momentum Effects of Taiwan Index Futures via Stop-Loss and Stop-Profit Mechanisms,” International Journal of Information Technology & Decision Making (IJITDM), Volume 18, Issue 2, pp 629-648, Mar. 2019. (SCI, IF=1.76, CiteScore Rank: 9/64=14.06%, Computer Science)
- Yi-Cheng Tsai, Mu-En Wu, Jia-Hao Syu, Chin-Laung Lei, Chung-Shu Wu, Jan-Ming Ho, Chuan-Ju Wang*, “Assessing the Profitability of Timely Opening Range Breakout on Index Futures Markets,” IEEE Access, Volume 7, Issue 1, pp 32061-32071, Feb. 2019. (SCI, IF=4.098, CiteScore Rank: 47/299=15.72%, Engineering)
- Chun-Hao Chen, Yu-Hsuan Chen, Jerry Chun-Wei Lin, Mu-En Wu*, “An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm,” IEEE Access, Volume 7, pp 7313-7325, Jan. 2019. (SCI, IF=4.098, CiteScore Rank: 47/299=15.72%, Engineering)
- Mu-En Wu*, Wei-Ho Chung, “A Novel Approach of Option Portfolio Construction Using the Kelly Criterion”, IEEE Access, Volume 6, Issue 1, pp 53044-53052, Dec. 2018. (SCI, IF=4.098, CiteScore Rank: 56/283=19.79%, Engineering)
- Li Xu, Chi-Yao Weng, Lun-Pin Yuan, Mu-En Wu, Raylin Tso, Hung-Min Sun, “A Shareable Keyword Search over Encrypted Data in Cloud Computing,” The Journal of Supercomputing, Volume 74, Issue 3, pp 1001-1023, Mar. 2018. (First Online: 12 Sep. 2015) (SCI, IF 1.53)
- Raylin Tso, Abdulhameed Alelaiwi, Sk Md Mizanur Rahman, Mu-En Wu, M. Shamim Hossain, “Privacy-Preserving Data Communication Through Secure Multi-Party Computation in Healthcare Sensor Cloud,” Journal of Signal Processing Systems, Volume 89, Issue 1, pp 51-59, Oct. 2017. (SCI, IF 1.09).
- Mu-En Wu, Chia-Hung Wang, Wei-Ho Chung, “Using Trading Mechanisms to Investigate Large Futures Data and Its Implications to Market Trends,” Soft Computing, Volume 21, Issue 11, pp 2821-2834, Jun. 2017. (SCI, IF 2.37)
- Hui-Huang Tsai, Mu-En Wu, Wei-Hwa Wu, “The Information Content of Implied Volatility Skew: Evidence on Taiwan Stock Index Options,” Data Science and Pattern Recognition, Volume 1, Number 1, Feb. 2017.
- Chien-Ming Chen, Tsu-Yang Wu, Raylin Tso, Mu-En Wu, “On the Security of a User Equipment Registration Procedure in Femtocell-Enabled Networks,” Journal of Universal Computer Science, vol. 21, no. 3, pp. 406-418, Mar. 2015. (SCI, 1.07)
- Mu-En Wu, Shih-Ying Chang, Chi-Jen Lu, Hung-Min Sun, “A Communication-efficient Private Matching Scheme in Client-Server Model,” Information Sciences, Volume 275, pp. 348-359, Aug. 2014. (SCI, 4.31)
- Mu-En Wu, Chien-Ming Chen, Yue-Hsun Lin, Hung-Min Sun, “On the Improvement of Wiener Attack on RSA with Small Private-exponent,” The Scientific World Journal, Volume 2014, Article ID 650537, 9 pages, Mar. 2014. (SCI)
- Mu-En Wu, Raylin Tso, Hung-Min Sun “On the Improvement of Fermat Factorization using a Continued Fraction Technique,” Future Generation Computer Systems, Volume 30, pp. 162-168, Jan. 2014. (SCI)
- Shuai-Min Chen, Mu-En Wu, King-Hang Wang, Hung-Min Sun “CRFID:An RFID System with a Cloud Database as a Back-end Server,” Future Generation Computer Systems, Volume 30, pp. 155-161, Jan. 2014. (SCI)
- Ta-Wei Hung, Mu-En Wu, Hsueh-I Lu, Jan-Ming Ho “Rating Equity Funds against Return of Random Traders” ASE Science Journal, volume 2, No. 1, Sep. 2013.
- Shih-Ying Chang, Yue-Hsun Lin, Hung-Min Sun, Mu-En Wu, “Practical RSA Signature Scheme Based on Periodical Re-keying for Wireless Sensor Networks,” ACM Transactions on Sensor Networks, Volume 8, Issue 2, Mar. 2012. (SCI)
- Hung-Min Sun, Mu-En Wu, M. Jason Hinek, Cheng-Ta Yang, “Trading Decryption for Speeding Encryption in Rebalanced-RSA,” Journal of Systems and Software, Volume 82, Issue 9, pp. 1503-1512, Sep. 2009. (SCI)
- Hung-Min Sun, Mu-En Wu, Cheng-Ta Yang, “Simple Backdoors on RSA Modulus by Using RSA Vulnerability,” IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E92-A, No. 9, pp. 2326-2332, Sep. 2009. (SCI)
- Hung-Min Sun, Mu-En Wu, Cheng-Ta Yang, “A Note on Factoring alpha-LSBS Moduli,” IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E92-A, No. 8, pp. 2137-2138, Aug. 2009. (SCI)
- Hung-Min Sun, Cheng-Ta Yang, Mu-En Wu, “Short-Exponent RSA,” IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E92-A, No. 3, pp. 912-918, Mar. 2009. (SCI)
- Hung-Min Sun, Mu-En Wu, Wei-Chi Ting, M. Jason Hinek, “Dual RSA and Its Security Analysis,” IEEE Transaction on Information Theory. Volume 53, Issue 8, pp. 2922-2933, Aug. 2007. (SCI)
Conference Papers
- Chun-Hao Chen, Szu-Chi Wang, Mu-En Wu, Kawuu W. Lin, “Enhancing Abnormal-Behavior-Based Stock Trend Prediction Algorithm with Cost-Sensitive Learning Using Genetic Algorithms”, In Proceedings of the 15th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2023), July. 24-26, 2023, Phuket, Thailand
- Chi-Fang Chao, Mu-En Wu, Ming-Hua Hsieh, “Fuzzy-Based Factor Evaluation System for Momentum Overweight Trading Strategy,” In Proceedings of the 15th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2023), July 24-26, 2023, Phuket, Thailand, (This paper received the best paper award, the only one out of 115 papers.)
- Jimmy Ming-Tai Wu, Shuo Liu, Mu-En Wu , Jerry Chun-Wei Lin, “Mining High Utility-probability Sequential Patterns in Bigdata Environments,” International Conference on Genetic and Evolutionary Computing (ICGEC 2021) Genetic and Evolutionary Computing pp 505–514, Oct. 21-23, Norway
- Chun-Hao Chen, Yin-Ting Lin and Mu-En Wu, “Forecasting Stock Trend Based on the Constructed Anomaly-Patterns based Decision Tree” accepted by the 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), April. 7-10, 2021 Phuket, Thailand.
- Jia-Hao Syu, Chi-Fang Chao and Mu-En Wu, “Forecasting System for Solar-Power Generation” accepted by the 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), April. 7-10, 2021 Phuket, Thailand.
- Jia-Hao Syu, Mu-En Wu, Jan-Ming Ho, “Portfolio Management System with Reinforcement Learning”, accepted by IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2020), Toronto.
- Lin-Yi Jiang, Cheng-Ju Kuo, Yu-Hsin Wang, Mu-En Wu, Wei-Tsung Su, Ding-Chau Wang, Tang-Hsuan O, Chi-Luen Fu and Chao-Chun Chen, “A Transparently-Secure and Robust Internetworking Data Retrieval Framework for Financial-Technology Applications” accepted by the 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), April. 7-10, 2021 Phuket, Thailand.
- Jia-Hao Syu, Mu-En Wu, Chun-Hao Chen and Jan-Ming Ho, “Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective Closing Strategy on Taiwan Futures Market” In Proceedings of the 45th International Conference on Acoustics, Speech, and Signal Processing (ICASPP 2020), May. 4-8, 2020, Barcelona, Spain.
- Jia-Hao Syu, Mu-En Wu, Shin-Huah Lee, Jan-Ming Ho, “On the Design of Profitable Index Based on the Mechanism of Random Tradings”, Asian Conference on Intelligent Information and Database Systems (ACIIDS 2020), Phuket.
- Jia -Hao Syu, Mu-En Wu, Jan-Ming Ho “A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market ” In Proceedings of the 2019 IEEE International Conference on Big Data (IEEE BigData 2019), The 3nd International Workshop on Big Data for Financial News and Data), Dec. 09-12, 2019, Los Angeles, CA, USA.
- Chun-Hao Chen, Munkhjargal Gankhuyag, Tzung-Pei Hong, Mu-En Wu, Jimmy Ming-Tai Wu, “A Multiobjective-based Group Trading Strategy Portfolio Optimization Technique,” In Proceedings of the 13th International Conference on Genetic and Evolutionary Computing (ICGEC 2019), Nov. 1-3, 2019, Qingdao, Shandong, China.
- Lei Yang, Tsu-Yang Wu, Zhiyuan Lee, Chien-Ming Chen, King-Hang Wang, Jeng-Shyang Pan, Shu-Chuan Chu, Mu-En Wu, “Cryptanalysis of an Anonymous Mutual Authentication Scheme in Mobile Networks,” In Proceedings of the 13th International Conference on Genetic and Evolutionary Computing (ICGEC 2019), Nov. 1-3, 2019, Qingdao, Shandong, China.
- Chih-Yuan Ye, Mu-En Wu, “Using Support Vector Machine for Option Trading on Settlement Day,” In Proceedings of the 6th Euro-China Conference on Intelligent Data Analysis and Applications (ECC 2019), Oct. 15-18, 2019, Arad, Romania.
- Mu-En Wu, Sheng-Hao Lin, Jia-Ching Wang, “Draw-down Constraint Embedded in Ensemble Learning for Stock Trading,” accepted by the 6th Euro-China Conference on Intelligent Data Analysis and Applications (ECC 2019).
- Tai-Li Luo, Mu-En Wu, Using Deep Reinforcement Learning to Construct Evaluation Function on Stock Trading,” accepted by the 6th Euro-China Conference on Intelligent Data Analysis and Applications (ECC 2019).
- Chun-Hao Chen, Chia-Yuan Cheng, Tzung-Pei Hong, Mu-En Wu, Kawuu W. Lin, Jerry Chun-Wei Lin, “An Evolutionary-Based Algorithm for Multi-Period Grouping Stock Portfolio Optimization,” In Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2019), Oct. 6-09, 2019, Bari, Italy.
- Chun-Hao Chen, Wan-Yi Shen, Mu-En Wu, Tzung-Pei Hong, “A Divide-and-Conquer-based Approach for Diverse Group Stock Portfolio Optimization Using Island-based Genetic Algorithms,” In Proceedings of the 2019 IEEE Congress on Evolutionary Computation (IEEE CEC 2019), June 10-13, 2019, Wellington, New Zealand.
- Jia-Hao Syu, Mu-En Wu, Shin-Huah Lee, Jan-Ming Ho, “Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market,” In Proceedings of the 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics (IEEE CIFEr 2019), May 4-5, 2019, Shenzhen, China.
- Mu-En Wu, Wei-Ho Chung, Chia-Jung Lee, “On the Analysis of Kelly Criterion and Its Application, ” In Proceedings of the 11th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2019), Apr. 8-11, 2019, Yogyakarta, Indonesia.
- Li-Chen Cheng, Yu-Hsiang Huang, Mu-En Wu, “Applied Attention-Based LSTM Neural Networks in Stock Prediction” In Proceedings of the 2018 IEEE International Conference on Big Data (IEEE BigData 2018), The 2nd International Workshop on Big Data for Financial News and Data), Dec. 10-13, 2018, Seattle, WA, USA.
- Wei-Ho Chung, Mu-En Wu, Yeong-Luh Ueng, Yu-Hsuan Su, “Forged seal imprint identification based on regression analysis on imprint borders and metrics comparisons,” In Proceedings of the 2018 IEEE Conference on Dependable and Secure Computing (DSC 2018), Dec. 10-13, 2018, Kaohsiung, Taiwan.
- Mu-En Wu, Pang-Jen Hung, “A Framework of Option Buy-Side Strategy with Simple Index Futures Trading Based on Kelly Criterion,” In Proceedings of the 5th International Conference on Behavioral, Economic, and Socio-Cultural Computing (BESC 2018), Nov. 12-14, 2018, Kaohsiung, Taiwan.
- Chun-Hao Chen, Yu-Hsuan Chen, Mu-En Wu, Tzung-Pei Hong, “A Sophisticated Optimization Algorithm for Obtaining A Group Trading Strategy Portfolio and Its Stop-Loss and Take-Profit Points” In Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2018), Oct. 7-10, 2018, Miyazaki, Japan.
- Mu-En Wu, Wei-Ho Chung, “A Novel Approach for Option Trading Based on Kelly Criterion,” In Proceedings of the 10th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2018), LNCS 10751, LANI 10751, pp 519-527, Mar. 19-21, 2018, Dong Hoi, Vietnam.
- Jen-Chieh Hsu, Raylin Tso, Yu-Chi Chen, Mu-En Wu, “Oblivious Transfer Protocols Based on Commutative Encryption,” In Proceedings of the 9th IFIP International Conference on New Technologies, Mobility and Security (NTMS 2018), 26-28 Feb. 2018, Paris, France.
- Chun-Hao Chen, Yu-Hsuan Chen, Mu-En Wu, “A GGA-based Algorithm for Group Trading Strategy Portfolio Optimization,” In Proceedings of the 4th Multidisciplinary International Social Networks Conference (MISNC 2017), Jul. 17 – 19, 2017, Bangkok, Thailand.
- Tsu-Yang Wu, Yueshan Lin, King-Hang Wang, Chien-Ming Chen, Jeng-Shyang Pan, Mu-En Wu, “Comments on a privacy preserving public auditing mechanism for shared cloud data,” In Proceedings of the 4th Multidisciplinary International Social Networks Conference (MISNC 2017), Jul. 17 – 19, 2017, Bangkok, Thailand.
- Chien-Ming Chen, Lin-lin Xu, Tsu-Yang Wu, Mu-En Wu, Raylin Tso, “On the Security of a Three-Party-Authenticated Key Agreement Scheme based on Chaotic Maps,” In Proceedings of the 2nd International Conference on Computer Science and Technology (CST 2017), May 26-28, 2017, Guilin, China.
- Jen-Ho Hsiao, Raylin Tso, Chien-Ming Chen, Mu-En Wu, “Decentralized E-Voting Systems Based on the Blockchain Technology,” Advances in Computer Science and Ubiquitous Computing pp. 305-309, In Proceedings of the 12th International Conference on Future Information Technology (FutureTech2017), May 22-24, 2017, Seoul, Korea.
- Kun-Tai Chan, Raylin Tso, Chien-Ming Chen, Mu-En Wu, “Reputation-Based Trust Evaluation Mechanism for Decentralized Environments and Its Applications Based on Smart Contracts,” Advances in Computer Science and Ubiquitous Computing pp. 310-314, In Proceedings of the 12th International Conference on Future Information Technology (FutureTech2017), May 22-24, 2017, Seoul, Korea.
- Yi-Siou Jheng, Raylin Tso, Chien-Ming Chen, Mu-En Wu, “Password-Based Authenticated Key Exchange from Lattices for Client/Server Model,” Advances in Computer Science and Ubiquitous Computing pp. 315-319, In Proceedings of the 12th International Conference on Future Information Technology (FutureTech2017), May 22-24, 2017, Seoul, Korea.
- Hui-Huang Tsai, Mu-En Wu, Wei-Ho Chung, Cheng-Yu Lu, “On the Study of Trading Strategies within Limited Arbitrage based on SVM,” In Proceedings of the 10th International Conference on Genetic and Evolutionary Computing (ICGEC 2016) , Nov. 7-9, 2016, Fuzhou, Fujian, China.
- Wei-Hwa Wu, Hui-Huang Tsai, Mu-En Wu, “The Delayed Effect of Stealth Trading of Major Traders on Taiwan Stock Index Options,” In Proceedings of the International Conference on Business and Information (BAI 2016) , Jul. 03-05, 2016, Nagoya, Japan.
- Chia-Hung Wang and Mu-En Wu, “Numerical Evaluation of Two Management Schemes for Sharing Limited Bandwidth,” In Proceedings of the 3rd International Conference on Computing, Measurement, Control and Sensor Network (CMCSN 2016), May 20-22, 2016, Matsue, Shimane, Japan.
- Mu-En Wu, Chia-Hung Wang, Wei-Ho Chung, Raylin Tso and I-Hsuan Yang, “An Empirical Comparison between Kelly Criterion and Vince’s Optimal f,” In Proceedings of the 2015 International Conference on Big Data Intelligence and Computing (DataCom 2015), Dec. 19-21, 2015, Chengdu, China.
- Mu-En Wu, Wei-Ho Chung, Chia-Hung Wang, “Empirical Study on Momentum Effect in Taiwan Index Futures Market,” In Proceedings of the 3rd International Conference on Robot, Vision and Signal Processing (RVSP-2015), Nov. 18-20, 2015, Kaohsiung, Taiwan.
- Wei Ren, Yi Ren, Mu-En Wu, Chia-Jung Lee, “A Robust and Flexible Access Control Scheme for Cloud-IoT Paradigm with Application to Remote Mobile Medical Monitoring,” In Proceedings of the 3rd International Conference on Robot, Vision and Signal Processing (RVSP-2015), Nov. 18-20, 2015, Kaohsiung, Taiwan.
- Chia-Jung Lee, Chao-Kai Chiang, Mu-En Wu, “Resisting Dynamic Strategies in Gradually Evolving Worlds,” In Proceedings of the 3rd International Conference on Robot, Vision and Signal Processing (RVSP-2015), Nov. 18-20, 2015, Kaohsiung, Taiwan.
- Chia-Hung Wang, Chia-Jung Lee, Wei-Ho Chung, Mu-En Wu, “An Atomic Routing Game for Multi-class Communication Networks with Quality of Service Requirements,” In Proceeding of the 24th Wireless and Optical Communication Conference (WOCC 2015), Oct. 23-24, 2015, Taipei, Taiwan.
- Chia-Hung Wang, Mu-En Wu, Wei-Ho Chung, “Perspectives of Bandwidth Sharing Schemes in Communication Systems with Blocking,” In Proceedings of the 5th ASE International Conference on Big Data (BigData 2015), Oct. 7-9, 2015, Kaohsiung, Taiwan. (Accept Rate:13%)
- Chia-Hung Wang, Mu-En Wu, and Chien-Ming Chen, “Inspection Risk and Delay for Screening Cargo Containers at Security Checkpoints,” In Proceedings of the 11th International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIHMSP-2015), Sep. 23-25, 2015, Adelaide, Australia.
- Jeng-Shyang Pan, Chi-Yao Weng, Mu-En Wu, Chwei-Shyong Tsai, and Chien-Ming Chen, “A KL Divergence Function for Randomized Secret Shares,” In Proceedings of the 11th International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIHMSP-2015), Sep. 23-25, 2015, Adelaide, Australia.
- Mu-En Wu, Hui-Huang Tsai, Raylin Tso, and Chi-Yao Weng, “An Adaptive Kelly Betting Strategy for Finite Repeated Games,” In Proceedings of the 9th International Conference on Genetic and Evolutionary Computing (ICGEC 2015), Aug. 26-28, 2015, Yangon, Myanmar.
- Jeng-Shyang Pan, Raylin Tso, Mu-En Wu, Chien-Ming Chen, “Security Analysis of an Anonymous Authentication Scheme Based on Smart Cards and Biometrics for Multi-Server Environments,” In Proceeding s of the 9th International Conference on Genetic and Evolutionary Computing (ICGEC 2015), Aug. 26-28, 2015, Yangon, Myanmar.
- Lun-Pin Yuan, Mu-En Wu, Chi-Yao Weng, Raylin Tso, Hung-Min Sun, “An Efficient and Shareable ID-Based Encryption with Keyword Search in Cloud Storages,” The 2015 World Congress on Information Technology Applications and Services (World IT Congress 2015), Feb. 24-26, 2015, Jeju, Korea.
- Raylin Tso, Chien-Ming Chen, Xinying Zheng, Mu-En Wu, “A New Ultra-Lightweight RFID Authentication Protocol Based on Physical Unclonable Functions,” 2014 Workshop on RFID Security (RFIDsec’14 ASIA), Nov. 27-28, 2014, Hualien, Taiwan.
- Yu-Chi Chen, Kunhan Lu, Raylin Tso, Mu-En Wu, “An Improved Visual Cryptography with Cheating Prevention,” In Proceedings of the 13th International Workshop on Digital-Forensics and Watermarking (IWDW 2014), Oct. 1-4, 2014, Taipei, Taiwan.
- Ta-Wei Hung, Mu-En Wu, Chuan-Ju Wang, William W.Y. Hsu, Jan-Ming Ho, “On the Design of Trading Schemes of Equity Funds Based on Random Traders,” The 2014 IEEE International Conference on Granluar Computing (GrC 2014), (SS1: Intelligent Data Analysis and Applications), Oct. 22-24, Noboribetsu, Hokkaido, Japan.
- Chien-Ming Chen, Tsu-Yang Wu, Raylin Tso, Mu-En Wu, “Security Analysis and Improvement of Femtocell Access Control,” In Proceeding of the 8th International Conference on Network and System Security (NSS 2014), LNCS 8792, pp. 223-232, Oct. 15-17, 2014, Xi’an, China. (Accepting Rate 25%)
- Chien-Ming Chen, Jeng-Shyang Pan, Raylin Tso, Szu-Wei Huang, Mu-En Wu, “Pitfalls in an Ultra-lightweight Authentication Protocol for Low-cost RFID,” In Proceedings of the 10th International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIHMSP 2014), Aug. 2014, Kitakyushu, Japan.
- Yi-Cheng Tsai, Mu-En Wu, Chin-Laung Lei, Chung-Shu Wu, Jan-Ming Ho, “Comparing Profitability of Day Trading Using ORB Strategies on Index Futures Markets in Taiwan, Hong-Kong and USA,” In Proceedings of the 10th Annual Conference of the Asia-Pacific Association of Derivatives, Aug. 21-22, 2014, Busan, Korea.
- Ci-Rong Li, Chie-Yang Kuan, Bing-Zhe He, Mu-En Wu, Chi-Yao Weng, Hung-Min Sun, “A Security System Based on Door Movement Detecting,” In Proceedings of the 1st Euro-China Conference on Intelligent Data Analysis and Applications (ECC 2014), Part of the Advances in Intelligent Systems and Computing (AISC, volume 297), Intelligent Data analysis and its Applications, Volume 1, pp. 155-163, Jun. 13-15, 2014, Shenzen, China.
- Chien-Ming Chen, Mu-En Wu, Bing-Zhe He, Xinying Zheng, Chieh Hsing, Hung-Min Sun, “A methodology for Hook-Based Kernel Level Rootkits,” Information Security Practice and Experience (ISPEC 2014), LNCS 8434, pp. 119-128, May 2014, Fuzchou, Fujian, China. (Accepting Rate 22.7% (36/158))
- Ci-Rong Li, Chien-Ming Chen, Mu-En Wu, Tsui-Ping Chung, Raylin Tso, “A Condition-based Location Authentication Protocol for Mobile Devices,” In Proceedings of the 2nd International Conference on Computing, Measurement, Control and Sensor Network (CMCSN 2014), May 2014, Taichung, Taiwan.
- Shuai-Min Chen, X. Zheng, Mu-En Wu, and Chien-Ming Chen, “A Secure and Efficient Handover Procedure between WiFi and WiMAX Network,” In Proceedings of the International Conference on E-commerce and Information Engineering (ECIE 2014), Feb. 2014.
- Ta-Wei Hung, Mu-En Wu, Hsueh-I Lu, and Jan-Ming Ho, “Rating Equity Funds against Return of Random Traders,” 2013 ASE/IEEE International Conference on Economic Computing. (EconCom 2013), pp.756-761, Sep. 8-14, 2013. (Top 5%, Accepting Rate 8.8%)
- Yi-Cheng Tsai, Mu-En Wu, and Jan-Ming Ho, “On the Study of ORB Trading Strategies: The Case of Taiwan Futures Index,” Macao International Symposium on Accounting and Finance 2013, Nov. 24-27, 2013, Macau, China.
- Ta-Wei Hung, Mu-En Wu, Chuan-Ju Wang, Jan-Ming Ho, “A Trading Scheme of Equity Funds Based on Random Traders” Macao International Symposium on Accounting and Finance 2013 Nov. 24-27, 2013, Macau, China.
- Mu-En Wu, Raylin. Tso, Hung-Min Sun, “Cryptanalysis of Exhaustive Search on Attacking RSA,” In Proceedings of the 18th International Conference Network and System Security (NSS 2012), LNCS 7645, pp. 373-379, Nov. 21-23, 2012, Wuyishan, Fujian, China. (Accepting Rate: 24.27% (42/173))
- Mu-En Wu, Raylin Tso, Hung-Min Sun, “On the Improvement of Fermat Factorization” In Proceedings of the 18th International Conference Network and System Security (NSS 2012), LNCS 7645, pp. 373-379, Nov. 21-23, 2012, Wuyishan, Fujian, China. (Accepting Rate: 24.27% (42/173))
- Jen-Hou Chou, Chi-Jen Lu, and Mu-En Wu, “Making Profit in a Prediction Market,” In Proceedings of the 18th Annual International Computing and Combinatorics Conference (COCOON 2012), LNCS 7434, pp. 556-567, Aug. 20-22, 2012, Sydney, Australia.
- Hung-Min Sun, Yue-Hsun Lin, Cheng-Ta Yang, Mu-En Wu, “Pair-wise Key Establishment Scheme for Wireless Sensor Networks,” In Proceedings of the 5th International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIHMSP-2009), Sep. 12-14, 2009, Kyoto, Japan.
- Hung-Min Sun, Mu-En Wu, Huaxiong Wang, Jian Guo, “On the Improvement of the BDF Attack on LSBS-RSA,” In Proceedings of the 13th Information Security and Privacy Australasian Conference (ACISP 2008), LNCS 5107, pp. 84-97, July 7-9, 2008, Wollongong, Australia.
- Hung-Min Sun, Mu-En Wu, Ron. Steinfeld, Jian Guo and Huaxiong Wang, “Cryptanalysis of Short Exponent RSA with Primes Sharing Least Significant Bits,” In Proceedings of the 7th Cryptology and Network Security (CANS 2008), LNCS 5339, pp. 49-63, Dec. 2-4, 2008, Hong Kong, China. (ONLINE available in Cryptology ePrint Archive 2008/296)
- Hung-Min Sun, Cheng-Ta Yang, Mu-En Wu, Vincent S. Tseng, “A Multisignature-like Scheme Based on RSA with CRT-Exponents,” In Proceedings of the 19th Cryptology & Information Security Conference (CISC 2009), June 4-5, 2009, Taipei, Taiwan, (This paper received the best paper award, the only one out of 62 papers.)
- Hung-Min Sun, Mu-En Wu, Yao-Hsin Chen, “Estimating the Prime Factors of an RSA Modulus and an Extension of the Wiener Attack” In Proceedings of the 5th Applied Cryptography and Network Security Conference (ACNS 2017), LNCS 4521, pp. 116-128, Jun. 5-8, 2007, Zhuhai, China. (Accepting Rate: 11.92% (31/260))
- Ting-Yu Lin, Hung-Min Sun, Mu-En Wu, “A Comprehensive Study of Backdoors for RSA Key Generation,” Information Security Conference 2006.
- Hung-Min Sun, Mu-En Wu, Shiuan-Tung Chen, “On the Extension of Wiener Attack on RSA with Short Secret-Exponents,” In Proceedings of International Computer Symposium’ 06, pp. 921-925, 2006.
- Hung-Min Sun, Mu-En Wu, “Design of Rebalanced RSA-CRT for Fast Encryption,” Information Security Conference 2005. pp. 16-27, 2005. (This paper received the best paper award, the only one out of 58 papers.)
- Mu-En Wu, “A Study on RSA with Small CRT-Exponent,” Combinatorics Conference 2004. (Outstand Paper Award)
Patent
THESIS
博士論文(2009.01)
碩士論文 (2004.06)
博士論文(2009.01)
- On the Design and Cryptanalysis of Efficient RSA Variants (基於高效能的RSA變形設計與分析).
碩士論文 (2004.06)
- A Study of RSA with Small CRT-Exponent (短CRT指數RSA密碼系統之研究).