HELLO, I'M
Qizhao Chen.
PhD Student in Information Science in University of Hyogo
Qizhao Chen
PhD in Information Science. Kobe, Hyogo, Japan
About
MY BACKGROUND
I am a highly motivated individual with a strong background in data science and finance. Currently pursuing a PhD in Information Science with a concentration in Data Science at the University of Hyogo in Japan. My research area is application of machine learning in finance and fintech.
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I hold a Master's degree in Quantitative Finance from Singapore Management University, where I gained expertise in areas such as programming, computational finance and machine learning. Additionally, I completed my Bachelor's degree in Business Administration with a concentration in Financial Services & Planning from Hong Kong Shue Yan University. During my undergraduate studies, I had the opportunity to participate in a summer academic exchange program at National Taipei University in Taiwan.
Education
WHAT I’VE LEARNED
Experience
WHERE I’VE WORKED
January 2026–Present
2024–2026
University of Hyogo
PhD in Information Science
(Concentration: Data Science)
Vision Academy, Shanghai, China
Tutor (Remote)
Provide tutorials to overseas Chinese students in UK, Australia, Canada, etc.
April 2024–Present
2018–2019
Singapore Management University
MSc in Quantitative Finance
æµ·é©¬è¯¾å ‚/HighMarkTutor, Dalian, China
Tutor (Remote)
Provide tutorials to overseas Chinese students in UK, Australia, Canada, etc.
August 2020–March 2024
2014–2018
Hong Kong Shue Yan University
Bachelor of Business Administration
The Chinese University of Hong Kong, Shenzhen, China
Teaching Assistant in MSc in Finance Program
August 2019–March 2020
AXA INSURANCE PTE. LTD, Singapore
Python Specialist (General Insurance Actuarial)
Skills & Languages
WHAT I BRING TO THE TABLE
Data Analysis
C++
Python
Teaching
Quantitative Finance
Machine Learning
English
Mandarin Chinese
Cantonese Chinese
Japanese
French
Awards
WHERE I SHINE
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IELTS 7.5, 2023
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JLPT N2, 2020
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Hong Kong, China-Asia Pacific Economic Cooperation Scholarship 2016/2017
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HKSAR The Self-financing Post-secondary Scholarship Scheme (SPSS) 2016/2017
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Bank of China Credit Card (International) Ltd Service Scholarships 2015/2016
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HKSAR The Self-financing Post-secondary Scholarship Scheme (SPSS) 2014/2015
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Wing Lung Bank Scholarship 2014/2015
Interests
OUT OF OFFICE
Electric Guitar
Heavy Metal
Hard Rock
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Publications
WHAT I’VE PUBLISHED
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Chen, Q., & Kawashima, H. (2024). Stock price prediction using LLM-based sentiment analysis. In Proceedings of the IEEE BigData 2024 (pp. 4828–4835). IEEE. https://doi.org/10.1109/BigData62323.2024.10825946
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Chen, Q., & Kawashima, H. (2025). A novel sentiment correlation-based method with dual transformer model for stock price prediction. International Journal of Data Science and Analytics, 21(1). https://doi.org/10.1007/s41060-025-00932-7
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Chen, Q., & Kawashima, H. (2025). Sentiment-Aware Stock Price Prediction with Transformer and LLM-Generated Formulaic Alpha (Version 1). arXiv. https://doi.org/10.48550/ARXIV.2508.04975
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Chen, Q., & Kawashima, H. (2026). Adaptive alpha weighting with PPO: enhancing prompt-based LLM-generated alphas in quant trading. International Journal of Data Science and Analytics, 22(1). https://doi.org/10.1007/s41060-026-01072-2
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Chen, Q. (2026). Sentiment-aware mean-variance portfolio optimization for cryptocurrencies. Digital Finance, 8(2). https://doi.org/10.1007/s42521-026-00187-2
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Chen, Q. (2025). Stock Price Change Prediction Using Prompt-Based LLMs with RL-Enhanced Post-Hoc Adjustments. In Advances in Intelligent Systems Research (pp. 475–483). Atlantis Press International BV. https://doi.org/10.2991/978-94-6463-742-7_46
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Chen, Q. (2025). Image-driven stock price prediction with LLaMA: A prompt-based approach. International Journal of Modeling and Optimization, 15(1), 17–24. https://doi.org/10.7763/ijmo.2025.v15.867
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Chen, Q. (2025) A Two-Stage Framework for Stock Price Prediction: LLM-Based Forecasting with Risk-Aware PPO Adjustment. Journal of Computer and Communications, 13, 120-139. https://doi.org/10.4236/jcc.2025.134008
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Chen, Q. (2025) Comparing Vision-Instruct LLMs, Vision-Based Deep Learning, and Numeric Models for Stock Movement Prediction, International Journal of Advanced Computer Science and Applications, 16(4), 11-18. http://dx.doi.org/10.14569/IJACSA.2025.0160402
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Chen, Q. (2025). Comparing different transformer model structures for stock prediction. arXiv. https://arxiv.org/abs/2504.16361
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Chen, Q. (2025). Explore the Use of Prompt-Based LLM for Credit Risk Classification. Journal of Computer and Communications, 13(06), 33–46. https://doi.org/10.4236/jcc.2025.136003
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Chen, Q. (2025). Stock Price Prediction with LLM-Guided Market Movement Signals and Transformer Model. FinTech and Sustainable Innovation. https://doi.org/10.47852/bonviewfsi52025703
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Chen, Q. (2025) Traffic Object Detection Using YOLOv12. Open Access Library Journal, 12, 1-15. doi: 10.4236/oalib.1113991.
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Chen, Q. (2025). Explore Anomaly-Aware Transformers for Robust Financial Time Series Forecasting. Journal of Computer and Communications, 13(12), 100–114. https://doi.org/10.4236/jcc.2025.1312006
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Chen, Q. (2026). Stock Price Prediction: A Comprehensive Review of Methods and Trends. FinTech and Sustainable Innovation. https://doi.org/10.47852/bonviewfsi62027630
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Chen, Q., & Kawashima, H. (2025). Stock Price Forecasting with Sentiment of Related Entities Via Graph-Based Community Detection. In 2025 IEEE International Conference on Big Data (BigData) (pp. 6889–6897). IEEE. 2025 IEEE International Conference on Big Data (BigData). https://doi.org/10.1109/bigdata66926.2025.11402076
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Chen, Q., & Kawashima, H. (2025). Multi-Agent LLM Framework for Formulaic Alpha Generation and Selection in Quantitative Trading. In 2025 IEEE International Conference on Big Data (BigData) (pp. 7143–7152). IEEE. 2025 IEEE International Conference on Big Data (BigData). https://doi.org/10.1109/bigdata66926.2025.11400963