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2020 – today
- 2024
[c10]Yao-Hsin Chou, Yun-Ting Lai, Yong Feng Tong, Alvin Young, Ming-Ho Chang, Kun-Min Wu, Yu-Chi Jiang, Shu-Yu Kuo:
A Quantum-Inspired Multi-objective Portfolio Strategy Based on Trend Ratio Model in Global Financial Network. CEC 2024: 1-8- [c9]Shu-Yu Kuo, Yu-Chi Jiang, Ching-Hsuan Wu, Cheng-Yen Hua, Yun-Ting Lai, Yao-Hsin Chou:
An Innovative Knowledge Learning Adaptive Quantum-inspired Algorithm for Trend Ratio-Based Portfolio Construction Model. CEC 2024: 1-9 - 2023
- [c8]Yu-Chi Jiang, Ming-Ho Chang, Yu-Yu Chang, Kun-Min Wu, Po-Chun Chen, Yong Feng Tong, Yun-Ting Lai, Shu-Yu Kuo, Yao-Hsin Chou:
Trend Ratio-Based Portfolio Optimization Model Adopting Entanglement-enhanced Quantum-Inspired Evolutionary Computation in the Global Financial Markets. CEC 2023: 1-9 - [c7]Shu-Yu Kuo, Yu-Chi Jiang, Yun-Ting Lai, Yao-Hsin Chou:
A New Portfolio Optimization Model Considering Hybrid Trading Strategies. CEC 2023: 1-10 - [c6]Shu-Yu Kuo
, Yun-Ting Lai, Yu-Chi Jiang, Ming-Ho Chang, Kun-Min Wu, Po-Chun Chen, Yu-Yu Chang, Yong Feng Tong, Yao-Hsin Chou:
Entanglement Local Search-Assisted Quantum-Inspired Optimization for Portfolio Optimization in G20 Markets. GECCO Companion 2023: 2232-2240 - [c5]Yu-Chi Jiang, Yun-Ting Lai, Po-Chun Chen, Kun-Min Wu, Yu-Yu Chang, Yong Feng Tong, Shu-Yu Kuo, Yao-Hsin Chou:
An Innovative Quantum-Inspired Hybrid Strategy and In-Depth Analysis of Cross-Market Portfolio Optimization. SMC 2023: 2966-2971 - 2022
- [c4]Yao-Hsin Chou, Shu-Yu Kuo, Yu-Chi Jiang, Ching-Hsuan Wu, Jyun-Yi Shen, Cheng-Yen Hua, Pei-Shin Huang, Yun-Ting Lai, Yong Feng Tong, Ming-He Chang:
A novel quantum-inspired evolutionary computation-based quantum circuit synthesis for various universal gate libraries. GECCO Companion 2022: 2182-2189 - [c3]Yun-Ting Lai, Ming-He Chang, Yong Feng Tong, Yu-Chi Jiang, Yao-Hsin Chou, Shu-Yu Kuo:
Portfolio optimization Decision-Making System by Quantum-inspired Metaheuristics and Trend Ratio. SMC 2022: 1748-1753 - 2021
- [j1]Yao-Hsin Chou, Yun-Ting Lai, Yu-Chi Jiang, Shu-Yu Kuo:
Using Trend Ratio and GNQTS to Assess Portfolio Performance in the U.S. Stock Market. IEEE Access 9: 88348-88363 (2021)
2010 – 2019
- 2019
- [c2]Shu-Yu Kuo, Xin Jie Cheam, Yu-Chi Jiang, Yun-Ting Lai, Keh-Ning Chang, Yao-Hsin Chou:
Portfolio optimization Model using ANQTS with Trend Ratio on Quadratic Regression. SMC 2019: 629-634 - 2018
- [c1]Yi-Jhe Lee, Bang-Yin Chen, Yun-Ting Lai, Hsueh-Wei Liao, Ting-Chun Liao, Sheng-Lun Kao, Kuan-Yi Kang, Chun-Tang Hsu, Yi-Wen Liu:
Examining the Influence of Word Tonality on Pitch Contours When Singing in Mandarin. O-COCOSDA 2018: 89-94
Coauthor Index
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