瀏覽人次： 3472262
基本資料   
吳牧恩 副教授
Wu, Mu-en
聯絡資料 個人網站連結： 實驗室連結： 聯絡電話：886-2-27712171 # 5906
現職 臺北科大／資訊與財金管理系
授課資訊 連結
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主要學歷   
就學期間 國別 主修學門系所 畢/肄業學校 學位
2004-08-01 ~ 2009-01-31 中華民國 資訊工程研究所 清華大學 博士
2002-08-01 ~ 2004-07-31 中華民國 應用數學研究所 交通大學 碩士
1998-08-01 ~ 2002-07-31 中華民國 數學系 清華大學 學士
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精通專長   
  • 預測市場
  • 金融資料分析
  • 密碼學
  • 交易策略建構
  • 資金管理
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相關經歷   
服務期間 服務機關 服務部門 職稱
2014-02-01 ~ 2017-07-31 東吳大學 數學系 助理教授
2013-06-07 ~ 2013-01-31 中央研究院 資訊科學研究所 博士後研究員
2013-02-03 ~ 2014-06-06 工業技術研究院 產業經濟與趨勢研究中心 研究員
2009-02-01 ~ 2013-02-02 中央研究院 資訊科學研究所 博士後研究員
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期刊論文   
  • "Modified ORB Trading Strategies with Particle Swarm Optimization and Multi-Objective Optimization", Journal of Ambient Intelligence & Humanized Computing, SCI, 2020/12/01
  • "Kelly-Based Options Strategies on Settlement Date via Supervised Learning Algorithm", Computational Economics, SCI, 2020/11/01
  • "Convert index trading to option strategies via LSTM architecture", Neural Computing and Applications, 1-18, SCI, 2020/10/01
  • "Analysis of Kelly Betting on Finite Repeated Games", Applied Mathematics and Computation, SCI, 2020/05/01
  • "A Framework of Deep Reinforcement Learning for Stock Evaluation Functions", Journal of Intelligent & Fuzzy Systems, pp. 1-11, SCI, 2020/03/01
  • "Embedded Draw-down Constraint Using Ensemble Learning for Stock Trading", Journal of Intelligent & Fuzzy Systems, pp. 1-9, SCI, 2020/02/01
  • "A Secure Authenticated and Key Exchange Scheme for Fog Computing", Enterprise Information Systems, SCI, 2020/01/01
  • "Seal imprint verification via feature analysis and classifications", Future Generation Computer Systems, 458-466, SCI, 2019/12/01
  • "Deep-Learning-Based Defective Bean Inspection with GAN-Structured Automated Labeled Data Augmentation in Coffee Industry", Applied Science, SCI, 2019/10/01
  • "A Framework of Deep Reinforcement Learning for Stock Evaluation Functions", Journal of Intelligent & Fuzzy Systems, SCI, 2019/10/01
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研討會論文   
  • "Forecasting System for Solar-Power Generation", 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), Phuket, 2021/04/07
  • "Forecasting Stock Trend Based on the Constructed Anomaly-Patterns based Decision Tree", 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), Phuket, 2021/04/07
  • "Portfolio Management System with Reinforcement Learning", IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2020), Toronto, 2020/10/11
  • "Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective Closing Strategy on Taiwan Futures Market", 45th International Conference on Acoustics, Speech, and Signal Processing (ICASPP 2020), Barcelona, 2020/05/04
  • "On the Design of Profitable Index Based on the Mechanism of Random Tradings", Asian Conference on Intelligent Information and Database Systems (ACIIDS 2020), Phuket, 2020/03/23
  • "A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market", the 2019 IEEE International Conference on Big Data (IEEE BigData 2019), Los Angeles, CA, 2019/12/09
  • "Cryptanalysis of an Anonymous Mutual Authentication Scheme in Mobile Networks", the 13th International Conference on Genetic and Evolutionary Computing (ICGEC 2019), 山東青島, 2019/11/01
  • "A Multiobjective-based Group Trading Strategy Portfolio Optimization Technique", International Conference on Genetic and Evolutionary Computing (ICGEC 2019), Qingdao, Shandong, 2019/11/01
  • "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), Bari, 2019/10/06
  • "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), Wellington, 2019/06/10
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研究計畫   
  • "人工智慧於量化交易之應用", 企業產學計畫案208A121, 2019/08/01~2021/07/31
  • "基於最佳化部位管理應用於實務交易模型建構", 國科會專題研究計畫107-2221-E-027-104-MY2, 2019/08/01~2020/07/31
  • "太陽能金融商品設計", 企業產學計畫案208A233, 2019/12/15~2020/06/14
  • "交易策略生成機制與資金管理模組", 國科會產學計畫案108-2622-E-027-014 -CC3, 2019/06/01~2020/05/31
  • "基於最佳化部位管理應用於實務交易模型建構", 國科會專題研究計畫107-2221-E-027-104-MY2, 2018/08/01~2019/07/31
  • "雲端財富及風險管理：投資策略與智能交易技術與高效率演算法開發研究(2/3)", 國科會專題研究計畫107-2218-E-001-009, 2018/06/01~2019/05/31
  • "計量指標交易模組", 企業產學計畫案207A051, 2018/04/01~2018/09/30
  • "基於凱利法則在期貨與選擇權投資組合上的策略建構", 國科會專題研究計畫106-2221-E-027-145-, 2017/08/01~2018/07/31
  • "雲端財富及風險管理：投資策略與智能交易技術與高效率演算法開發研究(1/3)", 國科會專題研究計畫106-3114-E-001-006, 2017/06/01~2018/05/31
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