- 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)
