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Samuel Yen-Chi Chen

10 papers hereh-index 214 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author8

Across the 9 of 10 papers where every author was matched, so the position is known.

fields
  • cs.CE4
  • cs.LG4
  • quant-ph2
same name
  • Samuel Yen-Chi Chen — 27 papers, h 21
  • Samuel Yen-Chi Chen — 18 papers, h 6
  • Samuel Yen-Chi Chen — 17 papers, h 8
  • Samuel Yen-Chi Chen — 14 papers, h 3
  • Samuel Yen-Chi Chen — 5 papers, h 4
  • Samuel Yen-Chi Chen — 4 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators
Showing cs.CEShow all

4 papers · 1 filter

cs.CE2026

Quantum-Enhanced Temporal Embeddings via a Hybrid Seq2Seq Architecture

Tien-Ching Hsieh, Yun-Cheng Tsai, Samuel Yen-Chi Chen

This work investigates how shallow, NISQ-compatible quantum layers can improve temporal representation learning in real-world sequential data. We develop a QLSTM Seq2Seq autoencode…

cs.CE2025

Batched Training for QLSTM vs. QFWP: A System-Oriented Approach to EPC-Aware RMSE-DA

Jun-Hao Chen, Ming-Kai Hung, Yun-Cheng Tsai +1

We compare two quantum sequence models, QLSTM and QFWP, under an Equal Parameter Count (EPC) and adjoint differentiation setup on daily EUR USD forecasting as a controlled one dime…

cs.CE2025

Q-A3C2: Quantum Reinforcement Learning with Time-Series Dynamic Clustering for Adaptive ETF Stock Selection

Yen-Ku Liu, Yun-Cheng Tsai, Samuel Yen-Chi Chen

Traditional ETF stock selection methods and reinforcement learning models such as the Asynchronous Advantage Actor-Critic (A3C) often suffer from high-dimensional feature spaces an…

cs.CE2025

Quantum-Enhanced Reinforcement Learning with LSTM Forecasting Signals for Optimizing Fintech Trading Decisions

Yen-Ku Liu, Yun-Huei Pan, Pei-Fan Lu +2

Financial trading environments are characterized by high volatility, numerous macroeconomic signals, and dynamically shifting market regimes, where traditional reinforcement learni…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.