Kevin Shen

Leiden University — Netherlands

Economics, Econometrics and Finance · Social Sciences

4h-index111citations14works1.42yr avg
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Research Topics

Financial Markets and Investment Strategies(4), Market Dynamics and Volatility(3), Corporate Finance and Governance(2), Quantum Computing Algorithms and Architecture(2), Quantum Information and Cryptography(1)

Publications14 total

Variational quantum generative modeling by sampling expectation values of tunable observables
npj Quantum Information·2025Open Access
Universality and kernel-adaptive training for classically trained, quantum-deployed generative models
arXiv (Cornell University)·2025Open Access
Evaluating Ground State Energies of Chemical Systems with Low-Depth Quantum Circuits and High Accuracy
The Journal of Physical Chemistry A·2025Open Access
Variational Quantum Generative Modeling by Sampling Expectation Values of Tunable Observables
arXiv (Cornell University)·2024Open Access
Efficient MPS representations and quantum circuits from the Fourier modes of classical image data
Quantum·2024· 7 citedOpen Access
Short-term contrarian profits and the disposition effect
Finance research letters·2021· 8 cited
Extreme market movements, the disposition effect, and subsequent return spreads: evidence from China
Applied Economics Letters·2021· 1 cited
A Production Inventory Model for Deteriorating Items with Collaborative Preservation Technology Investment Under Carbon Tax
Sustainability·2019· 81 citedOpen Access
The January Effect and Prospect Theory in Taiwan
Emerging Markets Finance and Trade·2019· 3 cited
Influence Factors of Teachers' Pro-Industry Professionalization: Linear Structural Analysis
2017Open Access
Self-updating clustering algorithm for interval-valued data
2016· 11 cited
Development Status of Electronic Commerce and Exploration of Coping Strategy: from the Viewpoint of IE4.0
2016Open Access
Bit-parallel Gaussian normal basis multiplier with latches for curve-based cryptosystems
WIT transactions on information and communication technologies·2014
Generalized Mixed GARCH-Jump Models for Financial Assets Returns
中國統計學報·2008

Frequent Co-authors

Yu-Jan Shen(5), Elvira Shishenina(4), Andrii Kurkin(3), Vedran Dunjko(3), Hao Wang(2), Chun-Mei Chou(2), Chien-Hua Shen(2), Jia Ming Chen(2), Chih-Te Yang(1), Wen‐Liang Hung(1), Jenn-Hwai Yang(1), B. Jobst(1), Carlos A. Riofrío(1), Frank Pollmann(1), Chien-Jen Hung(1), Jr-Jung Chiou(1), Susanne Pielawa(1), Hsi-Chi Hsiao(1), Tsu-Chguan Shen(1), Yu-Jen Tsen(1)