Yao-Tsung Chen
Name Yao-Tsung Chen
Title Assistant Professor
Education Ph. D. in Information Management, National Sun Yat-sen University

Ph. D. in Finance, National Chung Hsing University
Research expertise Portfolio Optimization; Asset Pricing; Machine Learning
Discipline MIS, Financial Data Processing
Office Tel No. 03-5712121 Ext. 57068
Email
Country School Name Department Degree Duration
Taiwan National Cunng Hsing University Department of Finance Ph. D. 2012.09 ~ 2022.07
Taiwan National Sun Yat-sen University Department of Information Management Ph. D. 1997.09 ~ 2001.07
Taiwan National Sun Yat-sen University Institute of Computer Science and Engineering M. S. 1995.09 ~ 1997.07
Taiwan National Sun Yat-sen University Department of Information Management B. B. A. 1991.09 ~ 1995.06
Organization Title Department Job Title Duration
National Yang Ming Chiao Tung University Department of Information Management and Finance Assistant Professor 2022.08 ~ Up to today
National Peng-hu University of Science and Technology Department of Computer Science and Information Engineering Associate Professor 2012.02 ~ 2022.07
National Peng-hu University of Science and Technology Department of Computer Science and Information Engineering Assistant Professor 2006.02 ~ 2012.01
Academia Sinica Institute of Computer Science Postdoc 2001.10 ~ 2006.01
Year Paper Title
2024 Yao-Tsung Chen, Cheng-Yen Yu and Shu-Yi Lin, An investment strategy based on news sentiment words and its empirical performance, Journal of Investing, vol. 33, 5, pp. 55-67, Jul. 2024
2024 Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle, Emoji Driven Crypto Assets Market Reactions, Management & Marketing, vol. 19, 2, pp. 158-178, Jul. 2024
2023 vol. 74, 4, pp. 1-32, Dec. 2023
2022 Yao-Tsung Chen, Chunchi Wu and Chung-Ying Yeh, Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds, Review of Asset Pricing Studies, vol. 12, 3, pp. 754-807, Aug. 2022
2022 Yao-Tsung Chen and Yang Sheng, Portfolio optimization with tri-objective for index fund management, Algorithmic Finance, vol. 9, 3-4, pp. 121-127, Aug. 2022
2020 Yao-Tsung Chen and Hao-Qun Yang, Multi-period Mean-variance Portfolio Selection with Practical Constraints using Heuristic Genetic Algorithms, International Journal of Computational Economics and Econometrics, vol. 10, 3, pp. 209-221, Jun. 2020
2016 Yao-Tsung Chen and Hao-Chun Yang, Multi-Period Portfolio Selection Using Genetic Algorithms, Journal of Science and Innovation, vol. 6, 1, pp. 51-58, Jun. 2016
2011 Yao-Tsung Chen, Yi-Ming Tu and Bingchiang Jeng, A Machine Learning Approach to Policy Optimization in System Dynamics Models, System Research and Behavioral Science, vol. 28, 4, pp. 369-390, May. 2011
2011 Yao-Tsung Chen, Hong-Chi Lai, Yu-Ming Lin, Tsung-Wei Chen and Chang-Wei Hong, A Comparative Study of Automatic Classifier for Classical Chinese Poems, Green Science & Technology Journal, vol. 1, 1, pp. 125-142, May. 2011
2011 Yao-Tsung Chen and Meng Chang Chen, Using Chi-square Statistics to Measure Similarities for Text Categorization, Expert Systems with Applications, vol. 38, 4, pp. 3085-3090, Apr. 2011
2007 Chien Chin Chen, Yao-Tsung Chen and Meng Chang Chen, An Aging Theory for Event Life Cycle Modeling, IEEE Transactions on Systems, Man, and Cybernetics: Part A, vol. 37, 2, Feb. 2007
2005 Yao-Tsung Chen and Bingchiang Jeng, MFILM: a Multi-dimensional Fuzzy Inductive Learning Method, Journal of Experimental and Theoretical Artificial Intelligence, vol. 17, 3, pp. 267-281, Sep. 2005
2000 Chungnan Lee and Yao-Tsung Chen, Distributed Visual Reasoning for Intelligent Information Retrieval on the Web, Interacting with Computers, vol. 12, 5, pp. 445-467, Apr. 2000
1997 Chungnan Lee, Tong-Yee Lee, Tain-chi Lu and Yao-Tsung Chen, A World-Wide Web Based Distributed Animation Environment, Computer Networks and ISDN System, vol. 29, 14, pp. 1635-1644, Oct. 1997
Year Participator Project Category Project Title Job Title Unit
2023 Research Projects Multi-objective Portfolio Optimization Based on Fractal Brownian Motion Principal Investigator National Science and Technology Council
Year Honor Category Award Name Awarding Unit
2023 Outside School Honor The 18th National Cup of Bussiness Simulation Game 3rd Place (Advisor) Department of Business Management, National United University
2023 Outside School Honor The 6th Bank of Taiwan Economic and Financial Paper Award: Excellent Award of phD group Bank of Taiwan
2022 Outside School Honor The 13th Securities and Futures Golder Rafter Award: Honorable Mention (Co-author) Securities and Futures Institute
2022 Outside School Honor The 15th TSC Thesis Award: Excellent in PhD Group Taiwan Management Institute
2022 Outside School Honor The 31th Fubon Life Management Doctor and Master Thesis Award: Honorable Mention in PhD Group Chinese Management Assocation