{"id":37949,"date":"2025-06-06T16:15:53","date_gmt":"2025-06-06T08:15:53","guid":{"rendered":"https:\/\/www.tejwin.com\/?post_type=news&#038;p=37949"},"modified":"2025-09-08T15:32:13","modified_gmt":"2025-09-08T07:32:13","slug":"2025-international-conference-of-taiwan-finance-association-2","status":"publish","type":"news","link":"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/","title":{"rendered":"TEJ 2025 International Conference of Taiwan Finance Association (TFA)"},"content":{"rendered":"\n<figure class=\"wp-block-image size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1108\" height=\"623\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited.jpg\" alt=\"TEJ 2025 International Conference of Taiwan Finance Association (TFA)\" class=\"wp-image-37952\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited.jpg 1108w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited-300x169.jpg 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited-1024x576.jpg 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited-150x84.jpg 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201773868-1-edited-768x432.jpg 768w\" sizes=\"(max-width: 1108px) 100vw, 1108px\" \/><\/figure>\n\n\n\n<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_81 counter-hierarchy ez-toc-counter ez-toc-grey ez-toc-container-direction\">\n<p class=\"ez-toc-title\" style=\"cursor:inherit\">Table of Contents<\/p>\n<label for=\"ez-toc-cssicon-toggle-item-69f0e6109482f\" class=\"ez-toc-cssicon-toggle-label\"><span class=\"ez-toc-cssicon\"><span class=\"eztoc-hide\" style=\"display:none;\">Toggle<\/span><span class=\"ez-toc-icon-toggle-span\"><svg style=\"fill: #999;color:#999\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" class=\"list-377408\" width=\"20px\" height=\"20px\" viewBox=\"0 0 24 24\" fill=\"none\"><path d=\"M6 6H4v2h2V6zm14 0H8v2h12V6zM4 11h2v2H4v-2zm16 0H8v2h12v-2zM4 16h2v2H4v-2zm16 0H8v2h12v-2z\" fill=\"currentColor\"><\/path><\/svg><svg style=\"fill: #999;color:#999\" class=\"arrow-unsorted-368013\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"10px\" height=\"10px\" viewBox=\"0 0 24 24\" version=\"1.2\" baseProfile=\"tiny\"><path d=\"M18.2 9.3l-6.2-6.3-6.2 6.3c-.2.2-.3.4-.3.7s.1.5.3.7c.2.2.4.3.7.3h11c.3 0 .5-.1.7-.3.2-.2.3-.5.3-.7s-.1-.5-.3-.7zM5.8 14.7l6.2 6.3 6.2-6.3c.2-.2.3-.5.3-.7s-.1-.5-.3-.7c-.2-.2-.4-.3-.7-.3h-11c-.3 0-.5.1-.7.3-.2.2-.3.5-.3.7s.1.5.3.7z\"\/><\/svg><\/span><\/span><\/label><input type=\"checkbox\"  id=\"ez-toc-cssicon-toggle-item-69f0e6109482f\"  aria-label=\"Toggle\" \/><nav><ul class='ez-toc-list ez-toc-list-level-1 ' ><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/#TEJ_at_TFA_2025_Exploring_AIs_Role_in_Finance\" >TEJ at TFA 2025: Exploring AI\u2019s Role in Finance<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/#Point-in-Time_Data_The_Backbone_of_Robust_Strategy_Testing\" >Point-in-Time Data: The Backbone of Robust Strategy Testing<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-3\" href=\"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/#Empirical_Results_Machine_Learning_Unlocks_Strategy_Alpha\" >Empirical Results: Machine Learning Unlocks Strategy Alpha<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-4\" href=\"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/#Connecting_Theory_with_Practice_TEJs_Academic_Engagement\" >Connecting Theory with Practice: TEJ\u2019s Academic Engagement<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-5\" href=\"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/#Read_More\" >Read More<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"TEJ_at_TFA_2025_Exploring_AIs_Role_in_Finance\"><\/span>TEJ at TFA 2025: Exploring AI\u2019s Role in Finance<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>2025 International Conference of Taiwan Finance Association (TFA) is held at National Taiwan Normal University (NTNU) on June 6.This year&#8217;s annual conference adopts the theme<strong> <mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-luminous-vivid-orange-color\">&#8220;Artificial Intelligence and Finance,&#8221;<\/mark><\/strong> exploring the applications of finance from multiple perspectives. TEJ was invited to deliver a practical seminar titled <mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">&#8220;<strong>Enhancing Factor Investing Strategy Performance Using Machine Learning<\/strong>,&#8221;<\/mark> sharing <strong>empirical research findings on the application of <mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">quantitative analysis<\/mark> methods<\/strong> in Taiwan&#8217;s stock market.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1477\" height=\"831\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited.jpg\" alt=\"TEJ at TFA 2025: Exploring AI\u2019s Role in Finance\" class=\"wp-image-37958\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited.jpg 1477w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited-300x169.jpg 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited-1024x576.jpg 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited-150x84.jpg 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201751739-1-edited-768x432.jpg 768w\" sizes=\"(max-width: 1477px) 100vw, 1477px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Point-in-Time_Data_The_Backbone_of_Robust_Strategy_Testing\"><\/span>Point-in-Time Data: The Backbone of Robust Strategy Testing<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>A key foundation of this research lies in the <a href=\"https:\/\/www.tejwin.com\/en\/news\/quantitative-investment\/\"><strong>TEJ Quantitative Database<\/strong><\/a>, which offers comprehensive, <strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">point-in-time<\/mark><\/strong> data specifically designed for backtesting and strategy development. This structure allows researchers to simulate investment decisions as they would have occurred historically, <strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">avoiding look-ahead bias<\/mark><\/strong> and ensuring realistic evaluations.&nbsp;<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><a href=\"https:\/\/www.tejwin.com\/en\/solution\/quantitative-finance-solution\/\" target=\"_blank\" rel=\"noreferrer noopener\"><img decoding=\"async\" width=\"1024\" height=\"107\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\/\u6587\u7ae0\u6309\u9215-24-1024x107.png\" alt=\"Investment Strategies and Performance Analysis Services on TEJ Quantitative Finance Solution\uff01\" class=\"wp-image-37868\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24-1024x107.png 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24-300x31.png 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24-150x16.png 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24-768x80.png 768w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24-1536x160.png 1536w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-24.png 1920w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/a><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Empirical_Results_Machine_Learning_Unlocks_Strategy_Alpha\"><\/span>Empirical Results: Machine Learning Unlocks Strategy Alpha<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>Combining TEJ\u2019s powerful quantitative database and\u3001 factor library database and useful tools from <strong>TQuant Lab<\/strong>, the study found that GBDT-based value factors achieved strong and stable returns in Long Only strategies, with top <mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\"><strong>quantile portfolios<\/strong> <\/mark>outperforming the market. Ridge models also performed well in Long &amp; Short setups. The strategy showed solid investment potential, with controlled risk, efficient capital use, and reasonable turnover to manage costs.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1273\" height=\"716\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited.png\" alt=\"2025 International Conference of Taiwan Finance Association\" class=\"wp-image-37872\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited.png 1273w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited-300x169.png 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited-1024x576.png 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited-150x84.png 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u672a\u547d\u540d\u8a2d\u8a08-5-edited-768x432.png 768w\" sizes=\"(max-width: 1273px) 100vw, 1273px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Connecting_Theory_with_Practice_TEJs_Academic_Engagement\"><\/span>Connecting Theory with Practice: TEJ\u2019s Academic Engagement<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>Through active participation in academic events, TEJ continues to strengthen connections with scholars and research institutions. By sharing practical case studies and empirical research, we aim to build a bridge between academic insights and real-world financial applications, fostering deeper industry-academia collaboration in the field of quantitative investing.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1280\" height=\"720\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited.jpg\" alt=\"TFA Stand Table\" class=\"wp-image-37878\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited.jpg 1280w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited-300x169.jpg 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited-1024x576.jpg 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited-150x84.jpg 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/1749201775417-edited-768x432.jpg 768w\" sizes=\"(max-width: 1280px) 100vw, 1280px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large is-resized\"><a href=\"https:\/\/www.tejwin.com\/en\/contact\/\" target=\"_blank\" rel=\"noreferrer noopener\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"107\" src=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\/\u6587\u7ae0\u6309\u9215-23-1024x107.png\" alt=\"Contact Us to Know More about TEJ Quantitative Database &amp; Factor Database\n\" class=\"wp-image-37874\" style=\"width:840px;height:auto\" srcset=\"https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23-1024x107.png 1024w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23-300x31.png 300w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23-150x16.png 150w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23-768x80.png 768w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23-1536x160.png 1536w, https:\/\/www.tejwin.com\/wp-content\/uploads\/\u6587\u7ae0\u6309\u9215-23.png 1920w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/a><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"Read_More\"><\/span>Read More<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p><a href=\"https:\/\/www.tejwin.com\/en\/insight\/forecasting-dividend-rebound-probability-with-ex-dividend-event-studies\/\"><strong>Forecasting Dividend Rebound Probability with Ex-Dividend Event Studies<\/strong><\/a><\/p>\n\n\n\n<p><a href=\"https:\/\/www.tejwin.com\/en\/insight\/factor-research-idiosyncratic-volatility\/\"><strong>Factor Research \u2013 Idiosyncratic Volatility&nbsp;<\/strong><\/a><\/p>\n\n\n\n<p><a href=\"https:\/\/www.tejwin.com\/en\/news\/tej-at-neudata-london-summit-2025\/\"><strong>Taiwan Market Data: TEJ Showcases Insights at Neudata London Summit 2025<\/strong><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>On June 6, 2025, the TFA International Conference had been held at NTNU with the theme \u201cArtificial Intelligence and Finance.\u201d TEJ had delivered a seminar, \u201cEnhancing Factor Investing Strategy Performance Using Machine Learning,\u201d sharing empirical research on applying quantitative methods to Taiwan\u2019s stock market.<\/p>\n","protected":false},"featured_media":37950,"parent":0,"menu_order":0,"template":"","tags":[2988,3007,3008,3166],"news-category":[],"class_list":["post-37949","news","type-news","status-publish","has-post-thumbnail","hentry","tag-quantitative-analysis","tag-tejapi-data-analysis","tag-tejapi-quant","tag-tquant-lab-2"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/news\/37949","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/news"}],"about":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/types\/news"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/media\/37950"}],"wp:attachment":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/media?parent=37949"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/tags?post=37949"},{"taxonomy":"news-category","embeddable":true,"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/news-category?post=37949"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}