Author

Jun-Hao Chen

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Aug 2026

Comparative Study on the Investment Performance of Traditional Quantitative Methods and Machine Learning in Value Investing*

This study compares a quarterly‐rebalanced Piotroski F ‐score strategy with machine‐learning ranking models for stock selection in Taiwan's equity market using an expanding‐window walk‐forward design. Over the out‐of‐sample period 2021Q1–2023Q4, the Random Forest top‐20 portfolio achieves an annualized gross retu...

Chia-Hao Chiu, Jun-Hao Chen, Haozhou Liang · Asia‐Pacific Journal of Fina... · 0 citations

#machine learning Preprint Aug 2026

Titans-QFWP: A Regime-Aware Hybrid Quantum Fast Weight Programmer for Portfolio Optimization

An enhanced A3C^2 framework with Hungarian-aligned K-means clustering and scaled log-return rewards is introduced to address high-dimensional market features and reveals that quantum gating fundamentally reshapes memory component roles, with Persistence supporting drawdown control, Surprise contributing to return gener...

Mingchou Hung, Jun-Hao Chen, Yun-Cheng Tsai et al. · 0 citations