“Research never stops”
About Me
I’m currently a machine learning engineer at SinoPac Holdings, and I’m also a first-year Ph.D student at Graduate Institute of Networking and Multimedia, National Taiwan University, but I have postponed the degree now. Previously, I obtained my M.S. in department of Money & Banking, National Chengchi University advised by Kendro Vincent and B.A. in department of Public Finance, National Chengchi University.
My current research focus in Financial Machine Learning and Empirical Asset Pricing, pursuing the goal of utilizing machine learning techniques to solve empirical problems in financial markets such as return predictability, asset allocation, etc. Besides, I’m also researching on Tabular Neural Network, where I aim to build a foundation tabular model with cross-data pretraining.
News
- Our Team SinoPac Turing ranked top 0.9% in JaneStreet Real-Time Market Data Forecasting competition (Jan. 2025).
- I will continue my 2nd year mentor at Algorithm Trading Team, TMBA (Jul. 2024).
- I will start my machine learning engineer at AI Lab, SinoPac Holdings (Jul. 2024).
- My Ph.D. application to the Graduate Institute of Networking & Multimedia (GINM) and Computer Science & Information Ingineering (CSIE) @ National Taiwan University is accepted (May. 2024).
- One paper is accepted by FeAT 2024 @ Taipei (Mar. 2024).
Education
- Ph.D. student @ GINM, National Taiwan University (NTU) | 24.09 - Present (Postponed)
- M.S. @ Money & Banking, National Chengchi University (NCCU) | 22.09 - 24.06
- B.A. @ Public Finance, National Chengchi University (NCCU) | 18.09 - 22.06
Working Experience
- Machine Learning Engineer @ Turing Team, SinoPac Holdings | 24.07 - Present
- Graduate Research Assistant @ NCCU | 23.11 - 24.06
- Data Scientist Intern @ AI Team, iKala Interactive Media Inc. | 23.03 - 23.11
- Research Consultant Intern @ WorldQuant LLC. | 22.11 - 23.03
Academic Club
- 24, 25th Mentor @ Algorithm Trading team, TMBA | 23.07 - Present
- 5th Director of Academic Affairs @ NTU DAC | 23.06 - 24.06
Teaching Experience
- Interpretable Machine Learning @ TMBA
- Python Data Analysis Workshop (I)(II) @ NTU DAC
- Text Mining Workshop @ NTU DAC
- Computer Programming Teaching Assistant @ NCCU
- Econometrics (Graduate Level) Teaching Assistant @ NCCU
- Financial Econometrics & Machine Learning Teaching Assistant @ NCCU
Papers
[Working Paper]
- Does One Pattern Fit All? Image Analysis for Different Equity Styles | paper
Yu-Chen Den*, Kendro Vincent*, and Zong-Wei Yeh
[Work-in-Progress]
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Neural Alpha: Reconstruct Alpha Signals via Mixture of Experts Structure Yu-Chen Den*, Kuan-Yu Chen*, Jia-Wei Liao, and Tian-Hao (Darby) Chang
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52-week High Prediction via Image Latent Representations Yu-Chen Den*, Kendro Vincent*, and Zong-Wei Yeh
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Predictability of Universal Commodity Ratio
Zong-Wei Yeh* and Yu-Chen Den*
Special thanks to Angela (游孟純) for always supporting me <3