---
title: CV for CTBC (GenAI Engineer / Data Scientist / Treasury SWEng)
---

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# <font size = 8>**盧政良**</font><br><font size = 6>**Zheng-Liang Lu, Ph.D.**</font>

Phone: [phone]
Email: [e-mail]
https://www.csie.ntu.edu.tw/~d00922011/

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## **Education**
- **Doctor of Philosophy** (2024), Department of Computer Science and Information Engineering, National Taiwan University
- Advisor: [Prof. Yuh-Dauh Lyuu](https://www.csie.ntu.edu.tw/~lyuu/)
- Thesis: *Efficient Tree Algorithms for Volatility Models*
- **Master of Science** (2009), Institute of Communications Engineering, National Ciao Tung University
- **Bachelor of Science** (2007), Department of Electrical Engineering, National Central University

## **Research Specialties & Interests**
- **Computer Science & Information Engineering**
- Algorithm, Computer Languages, Design Patterns, Software Engineering, High Performance Computing, CUDA, Concurrent Programming, Linux
- **Data Science & Artificial Intelligence**
- Machine Learning, Deep Learning, Generative AI, AI Agent
- **Financial Engineering & Computational Finance**
- Derivatives Pricing, Hedging, Program / Algorithmic Trading, Quantitative Analysis, Financial Mathematics, Financial Time Series

## **Working Projects**
- High-dimensional nonlinear structure modeling ML / DL: Unraveling complex patterns in pain matrices in Collaboration with the Pain Lab at the College of Medicine, National Taiwan University.
- NTU / FubonSec QA Chatbot: Intelligent query assistant powered by LLM and RAG.
- LLM-based recommendation system for financial securities.
- Developing a recommendation system leveraging large language models (LLMs) to analyze customer preferences and provide personalized financial product suggestions.
- Financial time series modeling and prediction using the Google TimesFM model.
- Applying Google's Temporal Fusion Transformer (TimesFM) to predict financial time series data for market forecasting and decision-making.
- Program trading for TXO products using the Shioaji Pythonic APIs as a personal side project, focusing on phenomenon research, data collection, automation and efficiency in trading operations.

## **Closed Projects**
- Collaboration with the CTBC Bank:
- Derivative pricing for forward-start options and structured notes using tree models and Quantlib.
- Volatility modeling using the Orc wing, stochastic-volatility, and local-volatility model; VIX methodology replication for the TWSE market.
- Quantitative research for trading strategy: continuum analysis of large traded volumes, foreign exchange pairs trading through cointegration techniques.
- Secure C# Winforms-based client application incorporating encrypted socket programming for a pharmaceutical-testing startup.
- Portfolio optimization techniques using multi-factor models for private hedge fund.
- Collaboration with the Pain Lab at the College of Medicine, National Taiwan University.:
- Adaption of programs for clinical experiments with fMRI scanners using Presentation and LabVIEW
- Automation of data analysis workflows and model development for clinical insights using MATLAB.

## **Positions Held**
- **Research Assistant** (2025.3 ~ present), Pain Lab, Graduate Institute of Brain and Mind Sciences, College of Medicine
- **Senior Lecturer** (2014 ~ present), [Information System Training Program](https://train.csie.ntu.edu.tw/), Department of Computer Science and Information Engineering, National Taiwan University
- Courses offered: [Python](https://hackmd.io/@arthurzllu/HJNXq84SO), [C++](https://www.csie.ntu.edu.tw/~d00922011/cpp.html), [Java](https://www.csie.ntu.edu.tw/~d00922011/java.html), [C#](https://www.csie.ntu.edu.tw/~d00922011/csharp.html), [MATLAB](https://www.csie.ntu.edu.tw/~d00922011/matlab.html), , [Algorithms](https://hackmd.io/@arthurzllu/SkZBc7GoI), [Data Science](https://hackmd.io/@arthurzllu/ByC0nhVkr), [Computational Finance](https://www.csie.ntu.edu.tw/~d00922011/python.html), [Financial Computing Lab](https://hackmd.io/@arthurzllu/SJLG2r8U5), [Chatbots Lab](https://hackmd.io/@arthurzllu/Sky6Fqrckg)
- Delivered over **12,000** hours of in-depth teaching across diverse programming and computational topics.
- Designed and offered 6 online courses post-2020, enhancing accessibility and engagement.
- **Intern Researcher** (2014 ~ 2023), CTBC Bank Co., Ltd.
- Provided technical support and proof of concepts, integrating academic research with quantitative analysis for financial applications.
- **Research Assistant** (2012 ~ 2024), National Taiwan University
- Theory of Computation and Computational Finance Lab, Department of Computer Science and Information Engineering
- Pain Lab, Graduate Institute of Brain and Mind Sciences, College of Medicine
- **Teaching Assistant** (2012 ~ 2024), Department of Computer Science and Information Engineering, National Taiwan University
- Supported courses in Computing Theory, Discrete Mathematics, Principles of Financial Computing.
- **Treasurer** (2012 ~ 2013), NTU Toastmasters Branch, Toastmasters International
- **2nd Lt. Chief Counsellor of Company** (2009 ~ 2010), Special Forces Command, Republic of China Army

## **Academic Publications**

### Journal Papers
- U Hou Lok, **Zheng-Liang Lu**, Jia-Hao Syu, *Option Pricing using Time-Series Large Language Models* (working paper)
- **Zheng-Liang Lu**, and Yuh-Dauh Lyuu, *Efficient Algorithms for Stochastic-Volatility Models using Capped Probability Lattices.* (working paper)
- Wen-Wei Lin, Pei-Yu Lee, Hsin-Yun Tsai, Yi-Hsuan Lin, Min-Min Lin, **Zheng-Liang Lu**, Ming-Tsung Tseng, *Loss Aversion-Driven Exploration Disrupts Reward Maximization*, submitted to Nature Human Behaviour (under review). SCI (IF = 22.3).
- U Hou Lok, **Zheng-Liang Lu**, and Yuh-Dauh Lyuu, *Calibrating Trinomial Trees with Double-Barrier Options under the Local-Volatility Model*, submitted to Journal of Futures Market. SSCI (IF = 1.8).
- Yi-Hsuan Lin, Hsin-Yun Tsai, Cheng-Wei Huang, Wen-Wei Lin, Min-Min Lin, **Zheng-Liang Lu**, Feng-Sheng Lin, Ming-Tsung Tseng. *[Brain Mechanisms of Fear Reduction Underlying Habituation to Pain in Humans](https://pubmed.ncbi.nlm.nih.gov/40032649/)*, Psychophysiology, vol. 62, no. 3, 2025. SCI (IF = 3.7). SCI (IF = 3.7).
- **Zheng-Liang Lu**, and U Hou Lok, *[Dimension-Reduced Modeling for Local Volatility Surface via Unsupervised Learning](https://www.romjist.ro/abstract-777.html)*, Romanian Journal of Information Science and Technology, vol. 27, no. 3-4, 2024, pp. 255-266, DOI: 10.59277/ROMJIST.2024.3-4.012024. SCI Expanded (IF = 3.5).
- Hsin-Yun Tsai, Kulvara Lapanan, Yi-Hsuan Lin, Cheng-Wei Huang, Wen-Wei Lin, Min-Min Lin, **Zheng-Liang Lu**, Feng-Sheng Lin, Ming-Tsung Tseng, *[Integration of Prior Expectations and Suppression of Prediction Errors During Expectancy-Induced Pain Modulation: The Influence of Anxiety and Pleasantness](https://www.jneurosci.org/content/44/17/e1627232024),* Journal of Neuroscience, vol. 44, no. 17, 2024. SCI (IF = 6.709).
- Yao-Wei Shih, Hsin-Yun Tsai, Feng-Sheng Lin, Yi-Hsuan Lin, Chun-Yen Chiang, **Zheng-Liang Lu**, and Ming-Tsung Tseng, *[Effects of Positive and Negative Expectations on Human Pain Perception Engage Separate But Interrelated and Dependently Regulated Cerebral Mechanisms](https://www.jneurosci.org/content/39/7/1261),* Journal of Neuroscience, vol. 39, no. 7, pp. 1261-1274, 2019. SCI (IF = 6.709).

### Conference Papers
- U Hou Lok, **Zheng-Liang Lu**, and Yuh-Dauh Lyuu, *Calibrating Trinomial Trees with Double-Barrier Options under the Local-Volatility Model,* Quantitative Methods in Finance, Sydney, December 12-20, 2024.
- **Zheng-Liang Lu** and Yuh-Dauh Lyuu, *The Holiday Effects on Option Prices: A Detailed Study,* Proceedings of the 11th Asia-Pacific Business Research Conference, Singapore, October 24-25, 2016.
- **Zheng-Liang Lu**, Ting-Wei Wu, and Ming-Tsung Tseng, *Area under the Psychophysical Curve as the Measure of Pain Habituation,* Proceedings of the 16th World Congress on Pain, International Association for the Study of Pain (IASP), Yokohama, September 26-30, 2016.

## **References**
- [Yuh-Dauh Lyuu (呂育道)](mailto:[e-mail]), Professor, Department of Computer Science and Information Engineering, Department of Finance, National Taiwan University
- [Ming-Tsung Tseng (曾明宗)](mailto:[e-mail]), Associate Professor, Graduate Institute of Brain and Mind Sciences, College of Medicine, National Taiwan University
- [U Hou Miguel Lok (陸裕豪)](mailto:[e-mail]), Associate Professor, Department of Accounting Information, National Taipei University of Business
- [Weita Huang (黃偉達)](mailto:[e-mail]), Quant Team Head, Financial Products Trading Department, CTBC Bank Co., Ltd.
- [Tony Chou (周明鑫)](mailto:[e-mail]), Equities Trading Team, Financial Products Trading Department, CTBC Bank Co., Ltd.