Han-Jay Shu

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2papers

2 Papers

PMOct 1, 2023
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading

Hsiang-Hui Liu, Han-Jay Shu, Wei-Ning Chiu

We introduce NoxTrader, a sophisticated system designed for portfolio construction and trading execution with the primary objective of achieving profitable outcomes in the stock market, specifically aiming to generate moderate to long-term profits. The underlying learning process of NoxTrader is rooted in the assimilation of valuable insights derived from historical trading data, particularly focusing on time-series analysis due to the nature of the dataset employed. In our approach, we utilize price and volume data of US stock market for feature engineering to generate effective features, including Return Momentum, Week Price Momentum, and Month Price Momentum. We choose the Long Short-Term Memory (LSTM)model to capture continuous price trends and implement dynamic model updates during the trading execution process, enabling the model to continuously adapt to the current market trends. Notably, we have developed a comprehensive trading backtesting system - NoxTrader, which allows us to manage portfolios based on predictive scores and utilize custom evaluation metrics to conduct a thorough assessment of our trading performance. Our rigorous feature engineering and careful selection of prediction targets enable us to generate prediction data with an impressive correlation range between 0.65 and 0.75. Finally, we monitor the dispersion of our prediction data and perform a comparative analysis against actual market data. Through the use of filtering techniques, we improved the initial -60% investment return to 325%.

CVOct 2, 2025
Uncovering Overconfident Failures in CXR Models via Augmentation-Sensitivity Risk Scoring

Han-Jay Shu, Wei-Ning Chiu, Shun-Ting Chang et al.

Deep learning models achieve strong performance in chest radiograph (CXR) interpretation, yet fairness and reliability concerns persist. Models often show uneven accuracy across patient subgroups, leading to hidden failures not reflected in aggregate metrics. Existing error detection approaches -- based on confidence calibration or out-of-distribution (OOD) detection -- struggle with subtle within-distribution errors, while image- and representation-level consistency-based methods remain underexplored in medical imaging. We propose an augmentation-sensitivity risk scoring (ASRS) framework to identify error-prone CXR cases. ASRS applies clinically plausible rotations ($\pm 15^\circ$/$\pm 30^\circ$) and measures embedding shifts with the RAD-DINO encoder. Sensitivity scores stratify samples into stability quartiles, where highly sensitive cases show substantially lower recall ($-0.2$ to $-0.3$) despite high AUROC and confidence. ASRS provides a label-free means for selective prediction and clinician review, improving fairness and safety in medical AI.