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, Natioanl Chung Hsing University
Research expertise Portfolio Optimization; Asset Pricing; Machine Learning
Discipline MIS, Java Programming
Office Tel No. 03-5712121 Ext. 57068
Email ytchenjp@nycu.edu.tw
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
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, 12, 3, pp754-807, (Others)
2022 Yao-Tsung Chen and Yang Sheng, Portfolio optimization with tri-objective for index fund management, Algorithmic Finance, 9, 3-4, pp121-127, (Others)
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, 10, 3, pp209-221, (Others)
2016 Yao-Tsung Chen and Hao-Chun Yang, Multi-Period Portfolio Selection Using Genetic Algorithms, Journal of Science and Innovation, 6, 1, pp51-58, (Others)
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, 28, 4, pp369-390, (SSCI)
2011 1, 1, pp125-142, (Others)
2011 Yao-Tsung Chen and Meng Chang Chen, Using Chi-square Statistics to Measure Similarities for Text Categorization, Expert Systems with Applications, 38, 4, pp3085-3090, (SCI)
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, 37, 2, (SCI)
2005 Yao-Tsung Chen and Bingchiang Jeng, MFILM: a Multi-dimensional Fuzzy Inductive Learning Method, Journal of Experimental and Theoretical Artificial Intelligence, 17, 3, pp267-281, (SCI)
2000 Chungnan Lee and Yao-Tsung Chen, Distributed Visual Reasoning for Intelligent Information Retrieval on the Web, Interacting with Computers, 12, 5, pp445-467, (SCI, SSCI)
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, 29, 14, pp1635-1644, (SCI)
Year Honor Category Award Name Awarding Unit
2022 Outside School Honor The fifteenth TSC Thesis Award Excellence Award in PhD Group (2nd to 6th place) Taiwan Management Institute
2022 Outside School Honor 2022 Fubon Life Management Doctor and Master Thesis Award Honorable Mention in PhD Group (3rd to 8th place) Chinese Management Assocation