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國立臺北科技大學 學術資源網

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吳牧恩教授Wu, Mu-en

現職:
臺北科大/資訊與財金管理系

期刊論文

  • "Embedded Draw-down Constraint Reward Function for Deep Reinforcement Learning", Applied Soft Computing, 2022/08, SCI
  • "An Evaluation of Deep Learning Models for Chargeback Fraud Detection in Online Games", Cluster Computing, 2022/07, SCI
  • "Predict the Trend of Economic Indicators in Time Series Based on Recurrent Neural Network Combined with Leading Indicators", Journal of Intelligent & Fuzzy Systems, 2022/06, SCI
  • "Reference Selection for Offline Hybrid Siamese Signature Verification Systems", Computers, Materials & Continua, 2022/05, SCI
  • "Enhanced Authentication Protocol for the Internet of Things Environment", Security and Communication Networks, 2022/03, SCI
  • "Top-k Dominating Queries on Incomplete Large Dataset", The Journal of Supercomputing, 2022/02, SCI
  • "Kelly-Based Options Strategies on Settlement Date via Supervised Learning Algorithm", Computational Economics, 2022/01, SCI
  • "Stock Trading System Based on Machine Learning and Kelly Criterion in Internet of Things", Wireless Communications and Mobile Computing, 2021/12, SCI
  • "A novel trading strategy framework based on reinforcement deep learning for financial market predictions", Mathematics, 2021/11, SCI
  • "Effective Fuzzy System for Qualifying the Characteristics of Stocks by Random Trading", IEEEIEEE TRANSACTIONS ON FUZZY SYSTEMS, 2021/08, SCI
  • "Top-k dominating queries on incomplete large dataset", Journal of Supercomputing, 2021/08, SCI
  • "An IoT-Based Hedge System for Solar Power Generation", IEEE Internet of Things Journal, 2021/07, SCI
  • "Informative index for investment based on Kelly criterion", Enterprise Information Systems, 2021/06, SCI
  • "Self-management portfolio system with adaptive association mining: A practical application on Taiwan stock market", Mathematics, 2021/05, SCI
  • "Determination of Profit Quantification on Kelly Betting Based on Relative Entropy", Quality Technology and Quantitative Management, 2021/04, SCI
  • "Evolutionary ORB-based model with protective closing strategies", Knowledge-Based Systems, 2021/03, SCI
  • "Portfolio management system in equity market neutral using reinforcement learning", Applied Intelligence, 2021/03, SCI
  • "Modified ORB Trading Strategies with Particle Swarm Optimization and Multi-Objective Optimization", Journal of Ambient Intelligence & Humanized Computing, 2020/12, SCI
  • "Kelly-Based Options Strategies on Settlement Date via Supervised Learning Algorithm", Computational Economics, 2020/11, SCI
  • "Convert index trading to option strategies via LSTM architecture", Neural Computing and Applications, 1-18, 2020/10, SCI
  • "Analysis of Kelly Betting on Finite Repeated Games", Applied Mathematics and Computation, 2020/05, SCI
  • "A Framework of Deep Reinforcement Learning for Stock Evaluation Functions", Journal of Intelligent & Fuzzy Systems, pp. 1-11, 2020/03, SCI
  • "Embedded Draw-down Constraint Using Ensemble Learning for Stock Trading", Journal of Intelligent & Fuzzy Systems, pp. 1-9, 2020/02, SCI
  • "A Secure Authenticated and Key Exchange Scheme for Fog Computing", Enterprise Information Systems, 2020/01, SCI
  • "Seal imprint verification via feature analysis and classifications", Future Generation Computer Systems, 101, 458-466, 2019/12, SCI
  • "Deep-Learning-Based Defective Bean Inspection with GAN-Structured Automated Labeled Data Augmentation in Coffee Industry", Applied Science, 2019/10, SCI
  • "A Framework of Deep Reinforcement Learning for Stock Evaluation Functions", Journal of Intelligent & Fuzzy Systems, 2019/10, SCI
  • "Assessing the Profitability of Timely Opening Range Breakout on Index Futures Markets", IEEE Access, 7, 1, 32061-32071, 2019/02, SCI
  • "An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm", IEEE Access, 7, 7313-7325, 2019/01, SCI
  • "A Novel Approach of Option Portfolio Construction Using the Kelly Criterion", IEEE Access, Volume 6, Issue 11, pp 53044-53052, 2018/12, SCI
  • "Empirical Evaluations on Momentum Effects of Taiwan Index Futures via Stop-Loss and Stop-Profit Mechanisms", International Journal of Information Technology & Decision Making, 1-20, 2018/12, SCI
  • "A shareable keyword search over encrypted data in cloud computing", The Journal of Supercomputing, 74, 3, 1001-1023, 2018/03, SCI
  • "Privacy-preserving data communication through secure multi-party computation in healthcare sensor cloud", Journal of Signal Processing Systems, 89, 1, 51-59, 2017/10, SCI
  • "Using trading mechanisms to investigate large futures data and their implications to market trends", Soft Computing, 21, 11, 2821-2834, 2017/06, SCI

研討會論文

  • "Forecasting System for Solar-Power Generation", 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), Phuket, 2021/04/07
  • "Forecasting Stock Trend Based on the Constructed Anomaly-Patterns based Decision Tree", 13th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2021), Phuket, 2021/04/07
  • "Portfolio Management System with Reinforcement Learning", IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2020), Toronto, 2020/10/11
  • "Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective Closing Strategy on Taiwan Futures Market", 45th International Conference on Acoustics, Speech, and Signal Processing (ICASPP 2020), Barcelona, 2020/05/04
  • "On the Design of Profitable Index Based on the Mechanism of Random Tradings", Asian Conference on Intelligent Information and Database Systems (ACIIDS 2020), Phuket, 2020/03/23
  • "A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market", the 2019 IEEE International Conference on Big Data (IEEE BigData 2019), Los Angeles, CA, 2019/12/09
  • "A Multiobjective-based Group Trading Strategy Portfolio Optimization Technique", International Conference on Genetic and Evolutionary Computing (ICGEC 2019), Qingdao, Shandong, 2019/11/01
  • "Cryptanalysis of an Anonymous Mutual Authentication Scheme in Mobile Networks", the 13th International Conference on Genetic and Evolutionary Computing (ICGEC 2019), 山東青島, 2019/11/01
  • "An Evolutionary-Based Algorithm for Multi-Period Grouping Stock Portfolio Optimization", In Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2019), Bari, 2019/10/06
  • "A Divide-and-Conquer-based Approach for Diverse Group Stock Portfolio Optimization Using Island-based Genetic Algorithms", In Proceedings of the 2019 IEEE Congress on Evolutionary Computation (IEEE CEC 2019), Wellington, 2019/06/10
  • "Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market", In Proceedings of the 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics (IEEE CIFEr 2019), 深圳, 2019/05/04
  • "On the Analysis of Kelly Criterion and Its Application", In Proceedings of the 11th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2019), Yogyakarta, 2019/04/08
  • "Applied attention-based LSTM neural networks in stock prediction", IEEE BigData 2018 workshop The 2nd International Workshop on Big Data for Financial News and Data, 西雅圖, 2018/12/10
  • "Forged Seal Imprint Identification Based on Regression Analysis on Imprint Borders and Metrics Comparisons", IEEE Conference on Dependable and Secure Computing, DSC 2018, 高雄, 2018/12/10
  • "A Sophisticated Optimization Algorithm for Obtaining a Group Trading Strategy Portfolio and Its Stop-Loss and Take-Profit Points", In Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2018), Miyazaki, 2018/10/07
  • "A Novel Approach for Option Trading Based on Kelly Criterion.", 10th Asian Conference on Intelligent Information and Database Systems, Dong Hoi City, 2018/03/19
  • "Oblivious Transfer Protocols based on Commutative Encryption", The 9th IFIP International Conference on New Technologies, Mobility and Security (NTMS 2018), Paris, 2018/02/26
  • "A GGA-based Algorithm for Group Trading Strategy Portfolio Optimization", MISNC '17 Proceedings of the 4th Multidisciplinary International Social Networks Conference, 曼谷, 2017/07/17
  • "Comments on a privacy preserving public auditing mechanism for shared cloud data", Proceedings of the 4th Multidisciplinary International Social Networks Conference on ZZZ, 曼谷, 2017/07/17
  • "On the Security of a Three-Party-Authenticated Key Agreement Scheme based on Chaotic Maps", The 2nd International Conference on Computer Science and Technology [CST2017], 桂林, 2017/05/26
  • "Password-Based Authenticated Key Exchange from Lattices for Client/Server Model", The 12th International Conference on Future Information Technology (FutureTech2017), Seoul, 2017/05/22
  • "Reputation-Based Trust Evaluation Mechanism for Decentralized Environments and Its Applications Based on Smart Contracts", The 12th International Conference on Future Information Technology (FutureTech2017), Seoul, 2017/05/22
  • "Decentralized E-Voting Systems Based on the Blockchain Technology", The 12th International Conference on Future Information Technology (FutureTech2017), Seoul, 2017/05/22
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