Aidan Hung-Wen Tsai

Chi-Sheng Chen, Ying-Jung Chen, Aidan Hung-Wen Tsai

Electroencephalography provides a non-invasive window into brain activity, offering valuable insights for neurological research, brain-computer interfaces, and clinical diagnostics. However, the development of robust machine learning models for EEG analysis is hindered by the scarcity of large-scale, well-annotated datasets and the inherent variability of EEG signals across subjects and recording conditions. Inspired by the success of foundation models in natural language processing and computer vision, we propose the Large Cognition Model-a transformer-based foundation model designed to generalize across diverse EEG datasets and downstream tasks. Unlike traditional approaches, our proposed transformer-based architecture demonstrates strong generalization capabilities across datasets and tasks, even without pretraining, surpassing some existing EEG universal models on specific downstream applications. LCM leverages large-scale self-supervised learning techniques to capture universal EEG representations, enabling efficient fine-tuning for applications such as cognitive state decoding, disease classification, and neurofeedback systems. We introduce a novel architecture that integrates temporal and spectral attention mechanisms, optimizing the model's ability to extract meaningful features from raw EEG signals. Extensive evaluations demonstrate that LCM outperforms state-of-the-art approaches across multiple EEG benchmarks, exhibiting strong cross-subject and cross-task generalization. Our findings highlight the potential of pretrained EEG foundation models to accelerate advancements in neuroscience, personalized medicine, and BCI technology.

Chi-Sheng Chen, Aidan Hung-Wen Tsai

The rise of decentralized finance (DeFi) has created a growing demand for accurate yield and performance forecasting to guide liquidity allocation strategies. In this study, we benchmark six models, XGBoost, Random Forest, LSTM, Transformer, quantum neural networks (QNN), and quantum support vector machines with quantum feature maps (QSVM-QNN), on one year of historical data from 28 Curve Finance pools. We evaluate model performance on test MAE, RMSE, and directional accuracy. Our results show that classical ensemble models, particularly XGBoost and Random Forest, consistently outperform both deep learning and quantum models. XGBoost achieves the highest directional accuracy (71.57%) with a test MAE of 1.80, while Random Forest attains the lowest test MAE of 1.77 and 71.36% accuracy. In contrast, quantum models underperform with directional accuracy below 50% and higher errors, highlighting current limitations in applying quantum machine learning to real-world DeFi time series data. This work offers a reproducible benchmark and practical insights into model suitability for DeFi applications, emphasizing the robustness of classical methods over emerging quantum approaches in this domain.

Chi-Sheng Chen, Aidan Hung-Wen Tsai

We formulate automated market maker (AMM) \emph{rebalancing} as a binary detection problem and study a hybrid quantum--classical self-attention block, \textbf{Quantum Adaptive Self-Attention (QASA)}. QASA constructs quantum queries/keys/values via variational quantum circuits (VQCs) and applies standard softmax attention over Pauli-$Z$ expectation vectors, yielding a drop-in attention module for financial time-series decision making. Using daily data for \textbf{BTCUSDC} over \textbf{Jan-2024--Jan-2025} with a 70/15/15 time-series split, we compare QASA against classical ensembles, a transformer, and pure quantum baselines under Return, Sharpe, and Max Drawdown. The \textbf{QASA-Sequence} variant attains the \emph{best single-model risk-adjusted performance} (\textbf{13.99\%} return; \textbf{Sharpe 1.76}), while hybrid models average \textbf{11.2\%} return (vs.\ 9.8\% classical; 4.4\% pure quantum), indicating a favorable performance--stability--cost trade-off.

Chi-Sheng Chen, Aidan Hung-Wen Tsai

This study presents a comprehensive empirical comparison between quantum machine learning (QML) and classical machine learning (CML) approaches in Automated Market Makers (AMM) and Decentralized Finance (DeFi) trading strategies through extensive backtesting on 10 models across multiple cryptocurrency assets. Our analysis encompasses classical ML models (Random Forest, Gradient Boosting, Logistic Regression), pure quantum models (VQE Classifier, QNN, QSVM), hybrid quantum-classical models (QASA Hybrid, QASA Sequence, QuantumRWKV), and transformer models. The results demonstrate that hybrid quantum models achieve superior overall performance with 11.2\% average return and 1.42 average Sharpe ratio, while classical ML models show 9.8\% average return and 1.47 average Sharpe ratio. The QASA Sequence hybrid model achieves the highest individual return of 13.99\% with the best Sharpe ratio of 1.76, demonstrating the potential of quantum-classical hybrid approaches in AMM and DeFi trading strategies.