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 13th Securities and Futures Golder Rafter Award: Honorable Mention (3rd to 6th place) Securities and Futures Institute
2022 Outside School Honor The 15th TSC Thesis Award: Excellent in PhD Group (2nd to 6th place) Taiwan Management Institute
2022 Outside School Honor The 31th Fubon Life Management Doctor and Master Thesis Award: Honorable Mention in PhD Group (3rd to 8th place) Chinese Management Assocation