The I Love Trading Laboratory is dedicated to research and development in the areas of "Trading Strategy" and "Financial Management Theory and Practice."
We are a warm, united, diligent, and joyful laboratory, with members from diverse backgrounds such as information technology, finance, and mathematics. Under the guidance of Professor Wu, we work as compatible, trusting, and supportive partners.
Welcome to join us!
➝ https://ilovetradinglab.tw/
For any further inquiries, please feel free to contact us.
➝ ilovetradinglab@gmail.com
The I Love Trading Lab is dedicated to two main themes:
1. Trading strategy research and development
2. Theory and practice of capital management
Themes of trading strategies include:
Day trading, Swing trading, Trend following, Contrarian trading, Pair trading, Portfolio management, Options strategies, Risk management, Momentum effects, Volatility forecasting, Trading psychology
Research instruments include:
TAIEX futures, Electronic futures, Financial futures, TAIEX options, Taiwan stocks, Stock futures, Warrants, Overseas futures
We do not engage in meaningless research. In addition to writing papers for publication, our research results are also subjected to real trades or practical exercises, undergoing market scrutiny, and some performance is publicly showcased.
| Year |
Student |
Research |
| 2022 |
Chen Jiazhe |
Application of cost-sensitive random forest in trend-following scaling strategy |
| 2022 |
Li Xinhong |
Application of multi-objective genetic algorithm in stock price turning point research |
| 2022 |
Chen Yanlin |
Monte Carlo simulation-based estimation of stock return distribution using long short-term memory model—Applied to options spread strategy |
| 2022 |
Li Guanrong |
Analysis of quantitative trading strategy portfolio based on multi-objective genetic algorithm |
| 2022 |
Liu Yanzhu |
Designing trading strategy combination optimization technology based on mean-semi-variance using cuckoo algorithm |
| 2022 |
Liao Chenxin |
An Application of Time-Sensitive Categorical Reinforcement Learning on Options Spread Strategy - A case study of three shipping giants |
| 2022 |
Wang Sichi |
Using genetic algorithm and transfer learning for reinforcement-based stock trend prediction based on abnormal behavior |
| 2021 |
Lin Wenyu |
Research on plateau search of trading strategy parameters based on particle swarm algorithm |
| 2021 |
Lin Yinting |
Building a classifier for stock trend prediction based on transfer learning from abnormal features |
| 2021 |
Wang Yuzhen |
Research on quantitative strategy of options based on machine learning framework - A case study of TAIEX options sellers |
| 2021 |
Lu Weiting |
Exploration of warning stocks and online messages |
| 2020 |
Ye Zhiyuan |
Research on settlement day trading strategy of options based on machine learning framework |
| 2020 |
Luo Taili |
Construction of stock valuation function based on deep reinforcement learning framework |
| 2020 |
Chen Yizhen |
Study on the Kelly Criterion indicator - A case study of Taiwan stock market |
| 2020 |
Hong Bangren |
Position size management of options based on deep long short-term memory neural network architecture in transition index futures trading strategy |
| 2019 |
Li Xinhua |
Research on the relationship between stock price volatility and position size using stochastic trading mechanism |
| Year |
Description |
| 2022 |
"Congratulations to student Zhao Qifang, guided by Professor Wu Mu'en,
for receiving the Outstanding Domestic Graduate Research Achievement Award for the 111th academic year at our university." |
| 2022 |
"Congratulations to student Chen Jiazhe, guided by Professor Wu Mu'en,
for participating in the 15th Chongyue Thesis Award Competition in 2022 and winning an excellence award in the Management Master's Thesis category." |
| 2021 |
"Congratulations to student Wang Yuzhen, guided by Professor Wu Mu'en,
for participating in the 23rd Decision Analysis Symposium and Ministry of Science and Technology's Special Research Results Presentation, and winning the Best Paper Award." |
2022-12-16
Christmas Dinner
2022-08-26
Mid-Autumn BBQ Celebration
2022-08-10
Penghu Graduation Trip
2022-07-25
Visit from Coach Hsu, Fubon Braves
2022-06-15
Thesis Oral Defense
2022-03-05
Seven Star Mountain Hike
2022-02-26
Cycling to Tamsui with Ubike
2022-03-21
LAB Spring Gathering
2022-01-19
Thesis Proposal
2021-12-31
New Year's Eve Banquet
2021-12-24
Christmas Gift Exchange
2021-09-28
Teachers' Day and Welcome Gathering
2021-09-04
Professor Wu's Birthday BBQ
2021-07-27
LAB Micro-Graduation Ceremony
2021-04-05
Hehuan Mountain Trip
2021-02-02
Jiantan Mountain Hike
2021-01-20
Thesis Oral Defense
2020-12-11
Artificial Intelligence and Fintech Seminar
2020-08-31
Celebrating Professor Wu's Birthday
2020-07-30
International Conference
2020-07-30
Yilan LAB Trip
2020-07-08
Thesis Oral Defense
2020-06-23
Sheaf Opening Ceremony
2020-06-11
Dinner with XQ Instructors
2020-01-16
Thesis Oral Defense
2019-12-19
LAB Christmas Celebration
Master's Program in Information and Financial Management, 2nd Year
Chang Chun-Wei
Hello, I'm Chun-Wei, a non-swimming Penghu native. I graduated from NTUT with a major in Information and Financial Management. I'm very interested in quantitative trading and financial technology. I hope to enhance my programming skills and financial trading knowledge in the next two years. In my free time, I enjoy playing sports and listening to music. Let's exercise and watch games together in the future. Feel free to join me for seafood in Penghu!
E-mail: t110ab8019@ntut.org.tw
Chuang Yi-Ming
Hello, I'm Yi-Ming, a graduate of the Department of Finance at Taipei Business University. I am interested in programming and various types of trading. My research direction is likely to focus on securities investment. I had less exposure to programming during my academic years, and I hope to delve deeper into quantitative trading and various software tools during my graduate studies.
Zhao Qi-Fang
Hello, I'm Qi-Fang, a graduate of NTUT's Information and Financial Management. My bachelor's thesis focused on the study of solar derivative products. Currently, my research direction is on developing various commodity trading strategies. I continue to pursue professionalism and interest in this field. In my leisure time, I love reading and drinking coffee. Feel free to reach out for discussions!
E-mail: t110ab8001@ntut.org.tw
Chung Ming-Chieh
Hi, I'm Ming-Chieh. I have worked in the financial industry for several years, studied a bit of economics, and enjoy tracking various viewpoints of celebrities. I have some knowledge in TAIEX futures and international futures. I am also interested in data visualization. I hope to conduct interesting research in the future and enjoy the free life of financial trading.
Lee Wei-Hao
HI, I'm Wei-Hao, a graduate of the Department of Information Communication at Shih Chien University, with a minor in Finance. I enjoy singing and listening to music in my spare time. I am interested in quantitative trading and want to explore this field further in the future. Looking forward to learning from everyone!
E-mail: t110ab8018@ntut.org.tw
Lu Yang-Tung
Hello, I'm Yang-Tung, a graduate of Ming Chuan University's Department of Finance. I am interested in the fields of quantitative trading and financial technology. I hope to cultivate my programming skills in graduate school and apply my existing financial knowledge to information technology. Looking forward to learning from everyone!
E-mail: t110ab8033@ntut.org.tw
Chiang Yu-Hung
Hi! I'm Yu-Hung, a graduate of Soochow University's Department of Finance Engineering and Actuarial Mathematics. I like to try different things and challenges. I'm passionate about things, and if I find something I'm enthusiastic about, I'll go for it. Currently, my research direction is quantitative trading, cryptocurrency, and blockchain finance. However, I'm not sure if I'll become an entrepreneur or a free wanderer in the future. Let's become wealthy in the world of quantitative trading first!
E-mail: t110ab8044@ntut.org.tw
Master's Program in Information and Financial Management, 1st Year
Wu Tai-Chia
Hello, I'm Tai-Chia, or you can call me JoJo. I graduated from NTUT's Department of Information and Financial Management. I'm particularly interested in options trading strategies and hope to conduct further research in the future. Looking forward to learning from everyone!
E-mail: t111ab8016@ntut.org.tw
Cheng Yi-Chun
Hello, I'm Yi-Chun, a graduate of NTUT's Department of Business Management. I am very interested in the field of trading strategies. I hope to continue to improve my financial trading knowledge and cultivate my programming skills during my graduate studies. Looking forward to learning from everyone!
E-mail: t111ab8041@ntut.org.tw
Chan Ya-Lan
Hello, I'm Ya-Lan, a graduate of the Risk Management and Insurance Department at Shih Chien University. I also cross-disciplined in the Digital Finance Program. I am interested in financial technology and virtual currency. I hope to improve my programming skills during my graduate studies and apply them effectively. Looking forward to learning from everyone!
E-mail: t111ab8020@ntut.org.tw
Shen Yu-Fang
Hello, I'm Yu-Fang, a graduate of the National United University's Department of Finance. I was exposed to the information field during my undergraduate years and developed an interest. I want to research the application of information technology in the financial field in this lab and also hope to enhance my programming skills. Looking forward to learning from everyone!
E-mail: t110ab8045@ntut.org.tw
Lai Chien-Ju
Hello, I'm Jef, from the Joint Information Management Department. You can call me Jef. I enjoy playing badminton and plan to develop habits of mountain climbing, cycling, jogging, etc. As a student from the Information Management Department, I want to understand how information personnel add value in the financial direction at NTUT. Looking forward to learning from everyone!
E-mail: t111ab8022@ntut.org.tw
Undergraduate Research Students
| Project Year |
Student |
Project Title |
| 2022 |
Lan Shi-Xiang, Hsu Hsiang-Wei, Kao Pin-Wei |
NBA Game Win Rate Analysis |
| 2022 |
Chang Chun-Lun, Hsieh Li-Chun, Liu Yu-Yen |
Futures Trading Board Game Design |
| 2022 |
Huang Yu-Wei, Lan Pei-Ju, Huang Yun-Chen |
Development of Options Strategy Business Platform |
| 2022 |
Jiang Da-Wei |
Construction of Futures Trading Strategy Backtesting System |
| 2021 |
Jian Ning-Yu, Hsu Yu-Hui, Lin Wei-Zhen |
Analysis of Cyclical Stocks and Development of Investment Strategies |
| 2021 |
Wu Hui-Zhen, Wang Zi-Wen, Chen Kuang-Tien |
Using Machine Learning Models to Predict Next Day Opening and Closing Prices and Evaluate Next Day Wind Risk and Profitability Range - A Case Study of Three Shipping Giants |
| 2021 |
Chen Min-Kuan, Cheng Yu-Li, Tu Wei-Cheng |
Construction of Quantitative Trading System Based on Random Forest Framework for Options |
| 2021 |
Chen Shin-Kuan, Yao Yu-Tse, Hsu Min-Yao |
Football Sports Event Analysis |
| 2020 |
Lin Yi-Tzu, Hsu Shu-Chih, Jing Guan |
Constructing Probability Prediction Model Using Elo Prediction Method - A Sample of the English Premier League |
| 2020 |
Chao Chi-Fang, Chen Kuan-Ting, Huang Che |
Research on the Prediction of Solar Radiation Using Random Forest for Binary Option Commodities |
| 2020 |
td>Sung Hsing-Ying, Chess Li, Yang Yin-Chang
Implementation of Dynamic Pari-Mutuel Market (DPM) Mechanism in Prediction Market |
| 2019 |
Huang Zhi-Jia, Hsu Pei-Yu |
Construction of Position Valuation Function and Stock Trading Performance Analysis Using Support Vector Machines |
| 2019 |
Liao Chen-Hsin, Li Chia-Hui |
Construction of Passive Investment Portfolio Using Machine Learning |
| 2019 |
Hsieh Yi-An, Lu Hsuan-Ling, Huang Szu-Chi, Lin Chien-Wen |
Predicting Intraday Price Changes of Index Futures through Machine Learning |
| 2018 |
Lin Wen-Yu, Yang Yong-Ru, Wu Chia-Hsuan, Cheng Yi-Ping |
Development of Quantitative Candlestick Pattern Trading Strategy |
| 2018 |
Zeng Chun-Miao |
Strategy Translation Machine |
