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Yen-Ku Liu

Publications and source records attributed to Yen-Ku Liu.

6 recordsLinked to original sources

Recursive Quantum Long Short-Term Memory for Stable Short-Horizon Temperature Forecasting

Quantum long short-term memory (QLSTM) models extend recurrent sequence learning with variational quantum circuits, but their optimization behavior can vary substantially across random initializations and temporal contexts. This paper evaluates a recursive QLSTM architecture against a standard QLSTM for one-step-ahead prediction of daily minimum and maximum temperature. Using daily weather observations from Toronto and identical training settings, we compare convergence, predictive accuracy, and generalization across input windows of 8, 16, and 32 days over 20 random seeds. The recursive model consistently reaches a near-optimal test loss earlier, reduces mean absolute error and root mean squared error, and exhibits a smaller generalization gap. These results indicate that recursive quantum feature transformations can improve stability and out-of-sample performance for compact hybrid quantum--classical temporal models.

cs.LG

TSDS-Toolbox: A Toolbox for Measuring Time-Series Dataset Similarity

The rapid advancement of artificial intelligence (AI) has significantly accelerated research in time-series analysis, particularly in forecasting, classification, and generation tasks. Recent models, especially foundation models, benefit from time-series dataset similarity due to its significant role in source dataset selection for fine-tuning. However, many existing implementations for benchmarking time-series dataset similarity methods are fragmented and difficult to extend. To address this, we present a unified framework, the Time-Series Dataset Similarity Toolbox (TSDS-Toolbox). Our work enables (1) systematic and reproducible comparisons of time-series dataset similarity methods; (2) flexible extensibility for users to add customized datasets, similarity methods, and downstream time-series tasks; and (3) consistent evaluation of both dataset-level and series-level similarity methods through integrated time-series dataset reducers. The effectiveness of TSDS-Toolbox is validated through comprehensive experiments under diverse experimental settings. Our toolbox is publicly available.

cs.LG

Quality-Driven Agentic Reasoning for LLM-Assisted Software Design: Questions-of-Thoughts (QoT) as a Time-Series Self-QA Chain

Recent advances in large language models (LLMs) have accelerated AI-assisted software development, yet practical deployment remains constrained by incomplete implementations, weak modularization, and inconsistent security practices. We introduce Questions-of-Thoughts (QoT), a quality-driven inference-time scaffold that turns a user goal into (i) an ordered sequence of engineering steps and (ii) stepwise self-questioning to verify constraints and reduce omission errors, while maintaining a lightweight reasoning record that stabilizes subsequent design decisions. We evaluate QoT across three representative backend engineering domains: API Design, Data Communication, and File Systems. Each task requires multi-module decomposition and exposes standard failure modes in LLM-generated systems. To enable data-driven comparison, we score generated artifacts using an ISO/IEC-inspired quality rubric that measures Scalability, Completeness, Modularity, and Security. We report domain-wise gains as the change in total quality score, defined as the QoT score minus the NoQoT score. Results show capacity-dependent improvements: QoT yields consistent quality improvements for larger models and more complex domains, while smaller models may exhibit trade-offs under tight context and planning budgets. We release an open artifact with prompts, scoring guidelines, raw generations, and scripts that reproduce the reported tables and figures to support applied AI and data analytics research.

cs.SE

Q-A3C2: Quantum Reinforcement Learning with Time-Series Dynamic Clustering for Adaptive ETF Stock Selection

Traditional ETF stock selection methods and reinforcement learning models such as the Asynchronous Advantage Actor-Critic (A3C) often suffer from high-dimensional feature spaces and overfitting when applied to complex financial markets. Moreover, static clustering algorithms fail to capture evolving market regimes, as the cluster with higher returns in one period may not remain optimal in the next. To address these limitations, this paper proposes Q-A3C2, a quantum-enhanced A3C framework that integrates time-series dynamic clustering. By embedding Variational Quantum Circuits (VQCs) into the policy network, Q-A3C2 enhances nonlinear feature representation and enables adaptive decision-making at the cluster level. Experimental results on the S and P 500 constituents show that Q-A3C2 achieves a cumulative return of 17.09%, outperforming the benchmark's 7.09%, demonstrating superior adaptability and exploration in dynamic financial environments.

cs.CE

Quantum-Enhanced Reinforcement Learning with LSTM Forecasting Signals for Optimizing Fintech Trading Decisions

Financial trading environments are characterized by high volatility, numerous macroeconomic signals, and dynamically shifting market regimes, where traditional reinforcement learning methods often fail to deliver breakthrough performance. In this study, we design a reinforcement learning framework tailored for financial systems by integrating quantum circuits. We compare (1) the performance of classical A3C versus quantum A3C algorithms, and (2) the impact of incorporating LSTM-based predictions of the following week's economic trends on learning outcomes. The experimental framework adopts a custom Gymnasium-compatible trading environment, simulating discrete trading actions and evaluating rewards based on portfolio feedback. Experimental results show that quantum models - especially when combined with predictive signals - demonstrate superior performance and stability under noisy financial conditions, even with shallow quantum circuit depth.

cs.CE

Enhancing Interpretability of Quantum-Assisted Blockchain Clustering via AI Agent-Based Qualitative Analysis

Blockchain transaction data is inherently high dimensional, noisy, and entangled, posing substantial challenges for traditional clustering algorithms. While quantum enhanced clustering models have demonstrated promising performance gains, their interpretability remains limited, restricting their application in sensitive domains such as financial fraud detection and blockchain governance. To address this gap, we propose a two stage analysis framework that synergistically combines quantitative clustering evaluation with AI Agent assisted qualitative interpretation. In the first stage, we employ classical clustering methods and evaluation metrics including the Silhouette Score, Davies Bouldin Index, and Calinski Harabasz Index to determine the optimal cluster count and baseline partition quality. In the second stage, we integrate an AI Agent to generate human readable, semantic explanations of clustering results, identifying intra cluster characteristics and inter cluster relationships. Our experiments reveal that while fully trained Quantum Neural Networks (QNN) outperform random Quantum Features (QF) in quantitative metrics, the AI Agent further uncovers nuanced differences between these methods, notably exposing the singleton cluster phenomenon in QNN driven models. The consolidated insights from both stages consistently endorse the three cluster configuration, demonstrating the practical value of our hybrid approach. This work advances the interpretability frontier in quantum assisted blockchain analytics and lays the groundwork for future autonomous AI orchestrated clustering frameworks.

quant-ph