{"id":703,"date":"2025-06-06T16:15:53","date_gmt":"2025-06-06T16:15:53","guid":{"rendered":"https:\/\/www.tejwin.com\/en\/news\/2025-international-conference-of-taiwan-finance-association-2\/"},"modified":"2026-08-20T15:23:10","modified_gmt":"2026-08-20T15:23:10","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":"
\"TEJ<\/figure>\n

TEJ at TFA 2025: Exploring AI\u2019s Role in Finance<\/span><\/h2>\n

2025 International Conference of Taiwan Finance Association (TFA) is held at National Taiwan Normal University (NTNU) on June 6.This year’s annual conference adopts the theme “Artificial Intelligence and Finance,”<\/mark><\/strong> exploring the applications of finance from multiple perspectives. TEJ was invited to deliver a practical seminar titled “Enhancing Factor Investing Strategy Performance Using Machine Learning<\/strong>,”<\/mark> sharing empirical research findings on the application of quantitative analysis<\/mark> methods<\/strong> in Taiwan’s stock market.<\/p>\n

\"TEJ<\/figure>\n

Point-in-Time Data: The Backbone of Robust Strategy Testing<\/span><\/h2>\n

A key foundation of this research lies in the TEJ Quantitative Database<\/strong><\/a>, which offers comprehensive, 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, avoiding look-ahead bias<\/mark><\/strong> and ensuring realistic evaluations. <\/p>\n

\"Investment<\/a><\/figure>\n

Empirical Results: Machine Learning Unlocks Strategy Alpha<\/span><\/h2>\n

Combining TEJ\u2019s powerful quantitative database and\u3001 factor library database and useful tools from TQuant Lab<\/strong>, the study found that GBDT-based value factors achieved strong and stable returns in Long Only strategies, with top quantile portfolios<\/strong> <\/mark>outperforming the market. Ridge models also performed well in Long & Short setups. The strategy showed solid investment potential, with controlled risk, efficient capital use, and reasonable turnover to manage costs.<\/p>\n

\"2025<\/figure>\n

Connecting Theory with Practice: TEJ\u2019s Academic Engagement<\/span><\/h2>\n

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

\"TFA<\/figure>\n
\"Contact<\/a><\/figure>\n

Read More<\/span><\/h2>\n

Forecasting Dividend Rebound Probability with Ex-Dividend Event Studies<\/strong><\/a><\/p>\n

Factor Research \u2013 Idiosyncratic Volatility <\/strong><\/a><\/p>\n

Taiwan Market Data: TEJ Showcases Insights at Neudata London Summit 2025<\/strong><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

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":702,"template":"","tags":[52,82,83,84],"news_category":[],"class_list":["post-703","news","type-news","status-publish","has-post-thumbnail","hentry","tag-quantitative-analysis","tag-tejapi-data-analysis","tag-tejapi-quant","tag-tquant-lab"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/news\/703","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\/702"}],"wp:attachment":[{"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/media?parent=703"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/tags?post=703"},{"taxonomy":"news_category","embeddable":true,"href":"https:\/\/www.tejwin.com\/en\/wp-json\/wp\/v2\/news_category?post=703"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}