Tseng-hung Chen is a Senior Quantitative Researcher based in Taipei with 10 years of experience applying ML and signal-processing skills to cryptocurrency market microstructure and high-frequency trading. With an M.S. in Electrical Engineering from National Tsing Hua University and early research in computer vision and NLP, he blends academic rigor in unsupervised domain adaptation and visual/text generative models with practical trading system engineering. At Kronos Research he built alpha momentum HFT across spots, futures and swaps, designed execution and hedging strategies to minimize costs, and improved order-fill classification and simulation fidelity. He also has hands-on product chops—implementing a Telegram trading bot and production monitoring that closed gaps between sims and live trading. Known for translating deep-learning insights into robust trading features, he stands out for pairing research-grade modeling with pragmatic production execution.
10 years of coding experience
3 years of employment as a software developer
國立台中一中
Bachelor of Science (B.S.), Electrical Engineering and Computer Science (EECS), Bachelor of Science (B.S.), Electrical Engineering and Computer Science (EECS) at National Tsing Hua University
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