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About Pecu

  • Yun-Cheng Tsai (Pecu)
  • Current Job
    • CoFounder / PecuLab
    • Assistant Professor / School of Big Data Management, Soochow University
    • Adjunct Assistant Professor / Department of Finance, National Taiwan University
  • Experience
    • Assistant Professor / Center for General Education, National Taiwan University / February 2017 – July 2019
    • Assistant Professor / Institute of Information and Decision Science, National Taipei University of Business / August 2016 – February 2017
    • Predoctoral Fellow / Max Planck Institute for The History of Science, MPIWG / February 2015 – March 2016
    • Research Assistant / Ladislaus Von Bortkiewicz Chair of Statistics, Humboldt-Universität Zu Berlin / September 2014 – February 2015
    • Financial Engineer / Taipei Office, Numerix Asia-Pacific, Numerix LLC / December 2013 – August 2014
  • Education
    • Ph.D. / Department of Computer Science and Information Engineering, National Taiwan University
      • Thesis: Estimating Realized Variance and True Prices from High-Frequency Data with Microstructure Noise
      • Adviser: Prof. Yuh-Dauh Lyuu
    • M.S. / Department of Computer Science and Engineering, National Taiwan Ocean University
      • Thesis: Some Results on Bounded Tolerance, Cocomparability, and Weakly Chordal Graphs
      • Adviser: Prof. In-Jen Lin
    • B.S. / Department of Computer Science and Engineering, National Taiwan Ocean University
    • High School / National Taitung Girls’ Senior High School
  • Journal Publications (Google Scholar)
  • MOST Projects
    • Adviser
      • 王均捷 / 透過深度增強學習開發交易輔助優化系統 。 (107-2813-C-002-088-E)
      • 龔泓愷 / 震後校舍災情蒐集「對話式耐震防災機器人」之研究 。 (108-2813-C-031-079-M)
      • 王冠人 / 增強式學習演算法應用於外匯市場之比較。(109-2813-C-031-071-E)
    • Principal Investigator (PI)
      • 使用深度增強式模型和交易員一起學習(107-2218-E-002-031-)
    • Co-principal Investigator (co-PI)
      • 財務報表文字特性,盈餘品質與公司危機預測(108-2410-H-008-022-MY2)
      • 從公司治理角度探討董事會專業對經營團隊專業及其財務後果的影響(107-2410-H-008-024-)
      • 對話式防災決策輔助系統(107-2119-M-011-002-)
      • 運用資料探勘及機器學習,融入心理諮商及運動訓練,建構最適之輔助戒菸模型(107-2320-B-002-006-)
      • 分散式智慧金融共享平台-分散式智慧金融共享平台(3/3)(108-2218-E-002-050-)
      • 直選總統體制與立法課責:台灣與韓國國會集體與個體層次的比較探討(108-2410-H-110-044-MY2)
      • 分散式智慧金融共享平台-分散式智慧金融共享平台(1/3)(106-3114-E-001-005-)
      • 高可用性災害管理決策輔助對話系統(108-2119-M-011-002-)
      • 分散式智慧金融共享平台-分散式智慧金融共享平台(2/3)(107-2218-E-002-065-)
      • 從知識系譜到知識地圖—大數據與機器學習下的「中國研究」(107-2410-H-003-058-MY3)
      • 以自然語言理解法結合機器學習分析並比較非結構性資料與選擇權的隱含資訊跟股票報酬,波動度與崩盤的關係(107-2410-H-002-050-MY3)
      • 人工智慧輔助法律資料分析之實踐:以高齡者之財產安全與規劃相關裁判為對象(108-2628-H-002-005-MY2)

Pecu’s Publications

Journal

  1. Chia-Hao Chiu, Yun-Cheng Tsai*, and Ho-Lin Chen. Long Text to Image Converter for Financial Reports. Accepted by International Journal of Data Mining, Modelling and Management, 2020. (Emerging Sources Citation Index)
  2. Hsien-Liang Huang, Shi-Hao Hong, and Yun-Cheng Tsai*. Approaches to Text Mining for Analyzing Treatment Plan of Quit Smoking with Free-text Medical Records: A PRISMA-compliant meta-analysis. Medicine, 99:29, 2020. (Science Citation Index Expanded)
  3. Jun-Hao Chen and Yun-Cheng Tsai*. Encoding Candlesticks as Images for Patterns Classification Using Convolutional Neural Networks. Accepted by Financial Innovation, 2020. (Social Sciences Citation Index)
  4. Hung-Kai Kung, Chun-Mo Hsieh, Cheng-Yu Ho, Yun-Cheng Tsai*, Hao-Yung Chan, and Meng-Han Tsai. Data-Augmented Hybrid Named Entity Recognition for Disaster Management by Transfer Learning. Applied Sciences, 10:12, 4234, 2020. (Science Citation Index Expanded)
  5. Meng-Han Tsai, Hao-Yung Chan, Chun-Mo Hsieh, Cheng-Yu Ho, Hung-Kai Kung, Yun-Cheng Tsai, and I-Cheng Cho. Historical typhoon search engine based on track similarity. International journal of environmental research and public health, 16:24, 4879, 2019. (Science Citation Index Expanded / Social Sciences Citation Index)
  6. Yun-Cheng Tsai*, Jun-Hao Chen, and Jun-Jie Wang. Predict forex trend via convolutional neural networks. Journal of Intelligent Systems, 2018. (Emerging Sources Citation Index)
  7. Chiu-Wang Tseng, Jui-Jen Chou, and Yun-Cheng Tsai. Text mining analysis of teaching evaluation questionnaires for the selection of outstanding teaching faculty members. IEEE Access 6, 72870-72879, 2018. (Science Citation Index Expanded)
  8. Hsuan-Lei Shao, Sieh-Chuen Huang, and Yun-Cheng Tsai*. How the Taiwanese Do China Studies: Applications of Text Mining. Journal of Data Mining & Digital Humanities, 2018. (Directory of Open Access Journals)
  9. Yun-Cheng Tsai* and Yuh-Dauh Lyuu. A New Robust Kalman Filter for Filtering the Microstructure Noise. Communications in Statistics – Theory and Methods, 46:10, 4961-4976, 2017. (Science Citation Index Expanded)
  10. Yun-Cheng Tsai* and Yuh-Dauh Lyuu. Faster Convergence to the Estimation of Quadratic Variation. Communications in Statistics – Theory and Methods, 44:13, 2827-2841, 2015. (Science Citation Index Expanded)

Conference

  1. Chun-Mo Hsieh, Cheng-Yu Ho, Hung-Kai Kung, Hao-Yung Chan, Meng-Han Tsai*, and Yun-Cheng Tsai. “Track Similarity-based Typhoon Search Engine for Disaster Preparedness” Proceedings of 2020 37th International Symposium on Automation and Robotics in Construction (ISARC 2020), October 2020, Online.
  2. Chia-Hao Chiu*, Yun-Cheng Tsai, Ho-Lin Chen. “Use Text Mining for Financial Reports Analysis: Long Text to Image Converter” Proceedings of 2020 6th International Conference on Communication and Information Processing (ICCIP 2020), November 2020, Tokyo, Japan.
  3. Yun-Cheng Tsai*, Chun-Chieh Wang, Fu-Min Szu, and Kuan-Jen Wang. “Deep Reinforcement Learning for Foreign Exchange Trading” Proceedings of the 33th International Conference on Industrial, Engineering & Other Applications of Applied Intelligent Systems (IEA/AIE 2020), September 2020, Kitakyushu, Japan.
  4. Jun-Hao Chen, Samuel Yen-Chi Chen, Yun-Cheng Tsai*, and Chih-Shiang Shur. “Explainable Deep Convolutional Candlestick Learner” Proceedings of the 2020 International Conference on Software Engineering and Knowledge Engineering (SEKE 2020), July 2020, Pittsburgh, the U.S.A.
  5. Yun-Cheng Tsai*, Pu Yu, and Chia-Ching Wu. “Natural Language Processing Real-Time System for Central European News” Proceedings of the 2018 Digital Humanities Conference Budapest (DH_BUDAPEST), May 2018, Budapest, Hungary.
  6. Yu-Hsiang Lin, Hui-Fen Mao, Yun-Cheng Tsai*, and Jui-Jen Chou. “Developing a Serious Game to Motivate the Elderly to Do Physical and Cognitive Hybrid Activities” Proceedings of the 2018 IEEE International Conference on Serious Games and Applications for Health (SeGAH), May 2018, Vienna, Austria.
  7. Jun-Hao Chen and Yun-Cheng Tsai*. “Algorithmic Trading of Foreign Exchange via Deep Learning”, Proceedings of the 15th Annual International Conference on Finance, July 2017, Athens, Greece.
  8. Yun-Cheng Tsai*, Hou-Ieong Ho, and Shih-Pei Chen. “Image Processing for Historical Manuscripts: Character Search on Chinese Handwriting Images” Proceedings of the Japanese Association for Digital Humanities 2015 Conference, September 2015, Kyoto, Japan.
  9. Yuh-Dauh Lyuu and Yun-Cheng Tsai*. “Filtering the Microstructure Noise from Stochastic Volatility Models with a Robust Extended Kalman Filter” Proceedings of the Quantitative Methods in Finance 2013 Conference, December 2013, Sydney Australia.
  10. Yuh-Dauh Lyuu, Yu-Cheng Tien, and Yun-Cheng Tsai*. “Filtering the Microstructure Noise with a Robust Kalman Filter” Proceedings of the 21st International Business Research Conference, June 2013, Toronto, Canada.
  11. Yuh-Dauh Lyuu, Philip Sheih, Yu-Cheng Tien, and Yun-Cheng Tsai*. “Faster Convergence to Realized Volatility with Microstructure Noise” Proceedings of the 20th Conference on the Theories and Practices of Securities and Financial Markets, December 2012, Kaohsiung, Taiwan.
  12. Ren-Shuo Liu, Yun-Cheng Tsai, and Chia-Lin Yang. “Parallelization and Characterization of GARCH Option Pricing on GPUs” Proceedings of the 2010 IEEE International Symposium on Workload Characterization, December 2010, Atlanta, the U.S.A.

108 全國夏季學院 (7/18) Class 4

2019-07-18 課程投影片

2019-07-18 13:10 ~ 14:20 直播連結
關聯性與共現性分析介紹

2019-07-18 09:10 ~ 10:20 直播連結
文字探勘基本介紹

課程資源

Map

Text mining

TFIDF

PCA

K-means

K-means in R

word2vec_example

108 全國夏季學院 (7/15) Class 3

2019-07-15 課程投影片

2019-07-15 13:20 ~ 14:20 直播連結
資料視覺化與 EDA (2)

2019-07-15 09:10 ~ 10:20 直播連結
資料視覺化與 EDA (1)

課程資源

EDA

ggplot

助教範例

108 全國夏季學院 (7/11) Class 2

2019-07-11 課程投影片

2019-07-11 09:10 ~ 10:20 直播連結
資料收集與清洗

2019-07-11 13:20 ~ 14:00 直播連結
爬蟲教學實作時間
#投影片連結

課程資源

dplyr

爬蟲

R

Python

練習題

資料視覺化 Data Visualization

不論是想要對資料有基礎的認識、簡易比較資料中各變量關係,或是用清楚明確的方式呈現分析結果都會用到視覺化的技術。透過將重點資料轉換成合適的圖表,可以乾淨俐落的呈現你想表達的重點。

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