Total Submissions:
86 Accepted: 79 Undecided: 0 Rejected: 7
Withdrawn: 7 (updated 09/15)
|
Paper # |
Author(s) |
Affiliation(s) |
Paper Title |
C-R Virson
Received |
Withdrawn |
|
CIEF3-02 |
(1)
Ana Marostica (2)
Cesar Briano |
School of
Economics, University of Buenos Aires |
Modern
Organizations and Decision-Making Processes: A Heuristic Approach |
|
|
|
CIEF3-03 |
(1) Mauro
Gallegati (2) Gianfranco
Giulioni (3) Pietro Terna |
(1,2)Department of Economics, University of Ancona, Ancona, Italy. (3)Department of Economics, University of Turin |
Complex Dynamics
and Financial Fragility in an Agent
Based Model |
|
|
|
CIEF3-04 |
Jishou
Ruan |
Department of
Information & Probability, School of Mathematics Science, Liu Hui Center
for Applied Math. NanKai University, Tianjin 300071, P.R. China |
Enclosing the
Behaviors Happening in Stock Market into One Model Involving Two Differential
Equations |
|
|
|
CIEF3-05 |
(1)Wei-Guo Zhang (2) Zan-Kan Nie |
Institute for
Information and System Sciences, Faculty of Science, Xi’an Jiaotong
University, Xi’an, Shaan’xi 710049, P. R. China |
Portfolio
Selection Based on Possibilistic Mean and Variance of Fuzzy Numbers |
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|
CIEF3-06 |
(1)Tzung-Nan
Chuang (2)Jung-Yuan Kung |
(1) Department
of Merchant Marine National Taiwan Ocean University Keelung 20224, Taiwan (2) Department of
Information Management, Chinese Naval Academy, Kaohsiung, 81342, Taiwan. |
Fuzzy Network
Decision For The Shortest Path Problem |
|
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CIEF3-07 |
(1) Chunfeng Wang (2) Xiaorui Qi (3) Xin Zhao |
Institute of
systems engineering, Tianjin University, Tianjin 300072, PR. China |
Stock Market
Fragility and Investment Beliefs -- Experimental Finance Study |
|
|
|
CIEF3-08 |
(1) Yuya Sasaki (2) Nicholas S.
Flann |
(1) Department
of ENVS / Department of Economics (2) Department
of Computer Science |
Online
Optimization of Traffic Policy through Multi-Agent Reinforcement Learning |
|
|
|
CIEF3-09 |
Tsai-Lung Liu |
Graduate School
of Management, I-Shou University, Kaohsiung, Taiwan, R.O.C. |
The
Inter-Organizational Strategic Alliance Impact on Organizational Value
Decision Choice Mode and Intellectual Capital |
|
|
|
CIEF3-10 |
Chia-Chen Kuo |
Graduate School
of Management, I-Shou University, Taiwan, R.O.C. |
The Impact on
MNE's Strategic Choice of Foreign Market Entry Mode, Organizational Boundary,
and Value Creation: From Transaction Cost and Agency Theory Perspective |
|
|
|
CIEF3-11 |
Desmond Ng |
Department of
Rural Economy, University of Alberta, Edmonton, Alberta, Canada T6G 2H1 |
Innovating from
Subjective and Alert Entrepreneurship: An Agent Based Approach |
|
|
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CIEF3-12 |
(1) Tyrone T.
Lin (2) Tung-Li Shih |
(1) Graduate
School of Management, Ming Chuan University, Taipei, Taiwan (2) Graduate
School of Management, I-Shou University, Kaohsiung, Taiwan |
Applying Real
Options and Maximum NPV Rule to Market Enter/Exit Strategies |
|
|
|
CIEF3-13 |
(1)
Thomas H. Noe (2) Michael J.
Rebello (3) Jun Wang |
(1) A. B.
Freeman School of Business, Tulane University, St. Charles Ave., New Orleans,
LA (2) Department of Finance, Robinson
College of Business, Georgia State University, Atlanta, GA (3) SAS
Institute Inc., SAS Campus Drive, Room R5217, Cary, NC |
The Evolution of
Security Designs |
|
|
|
CIEF3-14 |
(1)
Ming-chi Tsai (2)
Chiao-pin Po (3)
Yin Lin |
(1,3) Department
of Management Science, Chinese Military Academy, Fengshan, Kaohsiung 830,
Taiwan |
The Application
of Combinatorial Optimization Model with Fuzzy Scales |
|
|
|
CIEF3-15 |
(1) Lu Shan (2) Wang Hai-yan |
School of
Economics and Management, Southeast University, Nanjing China |
Testing for
Nonlinearity and Determinism in Stock Market |
|
|
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CIEF3-16 |
(1) Wang Hai-yan (2) Lu Shan |
School of
Economics and Management, Southeast University, Nanjing China |
Empirical Study
of the Nonlinearity on the Shanghai Stock Market |
|
|
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CIEF3-17 |
(1) A. Chortaras (2) Y. Guo (3) M. M. Ghanem
(4) F. O. Bunnin |
Department of
Computing, Imperial College, London |
Real Options
Modelling using Automated Software Generation |
|
|
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CIEF3-18 |
(1) Ron D’Vari (2) Kishore
Yalamanchili (3) David Bai |
State Street
Research and Management (1) Managing
Director, Fixed Income Research (2) Senior Vice
President, Associate Director of Quantitative Research (3) Quantitative
Analyst |
Application of
Quantitative Credit Risk Models in Fixed Income Portfolio Management |
|
|
|
CIEF3-19 |
(1) Lukas Pichl (2) Lothar M.
Schmitt (3) Ayako
Watanabe |
(1, 2) School of Computer Science and Engineering, University of Aizu, Aizuwakamatsu 965-8580, Japan (3) Department
of Information Sciences, Ochanomizu University, Bunkyo-ku, Tokyo 112-8610,
Japan |
Portfolio
Optimization with Hedging in Strictly Convergent Coevolutionary Markets |
|
|
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CIEF3-20 |
Christopher Zapart |
Advanced
Financial Trading Solutions Ltd., 9 Dundas Mews, Middlesex, Enfield EN3 6YA, United
Kingdom |
Application of
the Wavelet Correlation Measure in Computational Finance |
|
|
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CIEF3-21 |
(1) Nils Svangard (2)Peter Nordin (3) Stefan Lloyd |
Complex Systems
Group, Chalmers University of Technology, SE-41296 Gothenburg |
Predicting Stock
Market Reactions to Financial |
|
|
|
CIEF3-22 |
(1) Yen-Tseng
Hsiu (2) Yen-Chih Wu (3) Ya-Min Chou (4) Hui-Fen Hung (5) Yi-Yih Kang (6) Ming-Chung
Liu |
(1) Department of
Computer Science and Information Engineering, National Taiwan University of
Science and Technology, Taipei, Taiwan (2,4,5,6)
Department of Electrical Engineering, National Taiwan University of Science
and Technology, Taipei, Taiwan (3) Department
of Information Management , National Taiwan University, Taipei, Taiwan |
Grey-Based Stock
Selection System |
|
|
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CIEF3-23 |
Chien-Shien Lin |
Department of
Finance, Providence University, Taichung, Taiwan |
Using Neuro
Fuzzy to Find Price-Quantity Based Technical Trading Rules |
|
|
|
CIEF3-24 |
(1) Bruno H.
Strulovici (2) Stephanie
Leung |
(1)
Department of Management Science
and Engineering, Stanford University (2)Computer
Science Department Stanford University |
Price Formation Rules
in an Artificial Stock Market with Heterogenous, Risk-Averse Investors |
|
|
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CIEF3-25 |
(1) Foster
McGeary (2) Keith Decker |
Department of
Computer and Information Sciences, University of Delaware |
Limitedly
Rational Autonomous Agents as Simulations of Economic Actors |
|
|
|
CIEF3-26 |
(1) Edit J.
Kaminsky |
(1) Department
of Electrical Engineering University of New Orleans New Orleans, LA 70148 |
A Fuzzy-Neural
Highly Accurate Cost Estimating Model (HACEM) |
|
|
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CIEF3-27 |
(1) Leonidas Anastasakis (2) Neil Mort |
Dept. of
Automatic Control & Systems Engineering |
Applying the Analogue
Complexing with Active Neurons Modelling Method for the Forecast of the
Exchange Rate Market |
|
|
|
CIEF3-28 |
(1) Judy K. Frels (2) Debbie
Heisler (3) James A.
Reggia |
School of
Business, University of Maryland |
Standard-Scape:
An Agent-Based Model of Adoption with Incomplete Information and Network
Externalities |
|
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|
CIEF3-29 |
Sebastien Pouget |
J. Mack Robinson
College of Business, Georgia State University |
Adaptive Traders
in Call Markets |
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CIEF3-30 |
(1) J. A. Starzyk (2) Zhen Zhu (3) H. He (4) Zhineng Zhu |
School of Electrical
Engineering and Computer Science, Ohio University, Athens, OH |
Self-Organizing
Learning Array And Its Application to Economic and Financial Problems |
|
|
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CIEF3-31 |
(1) Lee A. Becker (2) Mukund
Seshadri |
Department of
Computer Science, Worcester Polytechnic Institute, Worcester, MA 01609 USA |
GP-evolved
Technical Trading Rules Can Outperform Buy and Hold |
|
|
|
CIEF3-32 |
Julia Litvinova |
Department of
Economics, Duke University, Durham |
Volatility
Asymmetry in High Frequency Data |
|
|
|
CIEF3-33 |
(1) Masayuki
Tsuji (2) Hidenori
Kawamura (3) Azuma Ohuchi |
Research Group
of Complex Systems Engineering, Graduate School of Engineering, Hokkaido
University, Japan |
Measuring the
Effect of the Indirect Network Externality in VCR Standardization Process |
|
|
|
CIEF3-34 |
(1) Chung-Gee
Lin (2) Leo Huang (3) Tsai-Ching
Lai |
(1) Department
of Business Mathematics in Soochow University, Taiwan. (2) Department
of Travel Industry in National Kaohsiung Hospitality College, Taiwan. (3) Education & Training Department, Insurance Institute of the
Republic of China, Taipei, Taiwan. |
Option Pricing
Method Application in the Analysis of Agency Problem between Airlines and
Travel Agencies |
|
|
|
CIEF3-35 |
(1) Bruno H.
Strulovici (2) Kushagra
Saxena |
Management
Science and Engineering Department, Stanford University |
Prediction
Accuracy and Imitating Behavior in Artificial Markets with Endogenous Pricing |
|
|
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CIEF3-36 |
Arnold F. Shapiro |
Smeal College of
Business, Pennsylvania State University, University Park, PA 16802, USA |
Soft Computing
Approaches to Market Forecasting and Trading Rules |
|
|
|
CIEF3-37 |
(1) Paul D.
McNelis (2) Simone Koo |
(1) Department
of Economics (2) Georgetown
University |
Idiosyncratic Risk
and Downside Risk: Portfolio Choice in Globalized Markets |
|
|
|
CIEF3-38 |
(1) James A.
Primbs (2) Muruhan Rathinam |
(1) Management
Science and Engineering Department, Stanford University (2) Mathematics
and Statistics, University of Maryland |
Trader Behavior
in the Modeling of Asset Dynamics |
|
|
|
CIEF3-39 |
(1) Jiah-Shing
Chen (2) Ping-Chen Lin |
(1) Dept. of
Information Management, National Central University, Jungli, Taiwan 320,
R.O.C. (2) Dept. of Information
Management, Van Nung Institute of Technology, Jungli, Taiwan 320, R.O.C. |
Multi-Valued
Stock Valuation Based on Fuzzy Genetic Programming Approach |
|
|
|
CIEF3-40 |
Chia-Hsuan Yeh |
Department of
Information Managemnet, Yuan Ze University, Taoyuan, Taiwan |
The Influence of
GP's Representations in Financial Data Mining |
|
|
|
CIEF3-41 |
Nick Feltovich |
Department of
Economics, University of Houston |
Slow Learning in
the Market for Lemons: A Note on Reinforcement
Learning and the Winner' s Curse |
|
|
|
CIEF3-42 |
(1) W. F. Lawless (2) James M.
Grayson |
(1)Paine
College,1235 15th Street Augusta, GA 30901-3182, USA (2)Augusta State University, 2500 Walton Way Augusta, GA 30904, USA |
A Quantum Model
of Organization Mergers |
|
|
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CIEF3-43 |
(1) Pei Ling (2) Colin Fyfe |
(1) Department
of Computer Science, The University of York (2) School of
Information and Communication Technologies, The University of Paisley,
Scotland |
Forecasting Using
Self-Organising Maps |
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|
|
CIEF3-44 |
(1) M. North (2) C. Macal (3) D. Cirillo (4) G. Conzelmann (5) V. Koritarov (6) P. Thimmapuram (7) T. Veselka |
Argonne National Laboratory, Argonne, IL, USA. |
Applying
Computational Intelligence to Economic Policy |
|
|
|
CIEF3-45 |
(1) Philip L.H.
Yu (2) K. Lam (3) S.H. Ng |
(1,3)Department
of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong (2)Department of
Finance and Decision Science, Hong Kong Baptist University, Hong Kong |
Automating
Technical Analysis |
|
|
|
CIEF3-48 |
(1) Jing Hu (2) Guoqing Chen (3) Peng Yan |
School of Economics
and Management, Tsinghua University, Beijing 100084, China |
Discovering
Temporal Categorical Association Rules (TcARs) on Stock Returns |
|
|
|
CIEF3-49 |
Ryo Nakajima |
Department of
Economics, New York University, New York, NY, USA. |
Measuring Peer
Effects in Youth Smoking Behavior |
|
|
|
CIEF3-50 |
(1) Li Li (2) Tong Li (3) Shigeng Hu (4) Pan Wang |
(1,3)Department
of Maths, Huazhong University of Science & Technology, Wuhan, 430074, PRC. (2,4)Automation
Institute, Wuhan University of Science & Technology, Wuhan, 430074, PRC. |
The Learn by
Doing Endogenous Growth Model of Environment
Pollution and Population Growth |
|
|
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CIEF3-51 |
(1) H.S. NG (2) K.P. LAM |
Department of
Systems Engineering & Engineering Management, the Chinese University of
Hong Kong, Shatin, N.T., Hong Kong |
Stock Price
Prediction using News Factor Correlation Model |
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|
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CIEF3-52 |
Yuya Sasaki |
Department of
ENVS / Department of Economics Utah
State University |
Utility Modules:
Embedding Real World Preferences |
|
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CIEF3-54 |
(1) Alexei G.
Orlov |
Department of
Economics, Radford University, Radford, VA |
Capital Controls
and Firm's Dynamics |
|
|
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CIEF3-55 |
(1) Y.T. YAN (2) H.S. NG (3) K.P. LAM |
Department of
Systems Engineering & Engineering Management, The Chinese University of
Hong Kong, Shatin, N.T., Hong Kong |
Advanced Trading
Strategy Using Neuro-Candlestick |
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|
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CIEF3-58 |
Norberto Eiji
Nawa |
ATR Human
Information Science Labs., 2-2-2 Hikari-dai, Seika-cho, Kyoto 619-0288, Japan |
Designing Agents
That Strategically Use Time in Negotiation Situations |
|
|
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CIEF3-59 |
(1)Montri
Damrongwongsiri (2)Chingping Han |
(1)Ph.D. candidate
Department of Mechanical Engineering, Florida Atlantic University, Boca
Raton, FL 33431, USA. (2)Professor,Department
of Computer Science and Engineering, Florida Atlantic University, Boca Raton,
FL 33431, USA. |
A Genetic
Algorithm Based Supply Chain Inventory and Distribution Cost Reduction Model |
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CIEF3-60 |
(1) Lukas Pichl (2) Yusuke
Sugawara (3)Takuya Yamano |
(1,2)School of
Computer Science and Engineering, University of Aizu, Japan (3)Max Planck
Institute for Physics of Complex Systems, Germany |
Computer-Aided
software project management in stochastic environments |
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CIEF3-61 |
(1) Takao Terano
(2) Hiroshi
Takahashi |
(1) Takao
TERANO, Prof., Dr. Eng., Graduate School of Systems Management, University of
Tsukuba, Tokyo (2) Graduate
School of Systems Management,University of Tsukuba,Tokyo Quantitative
Investment Department,Mitsui Asset Trust and Banking |
Analyzing
Micro-Macro Structures in a Financial Market via Agent-Based Simulation |
|
|
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CIEF3-62 |
(1) Bruno H.
Strulovici (2) Anthony Hui |
(1)Management
Science and Engineering Department, Stanford University (2)Computer
Science Department, Stanford University |
Agent-based
Simulation of Price and Wealth Dynamics with Direct Information Exchange
among Investors |
|
|
|
CIEF3-63 |
(1)Aparna Gupta (2) Lepeng Li |
Decision
Sciences and Engineering Systems Rensselaer Polytechnic Institute 110 8th Street,
Troy, NY 12180 |
Behavioral
Modeling in Optimal Investment-Consumption Decisions for Long-term Financial
Planning |
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|
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CIEF3-64 |
(1) Nils
Svangard (2) Peter Nordin |
Complex Systems
Group |
Generating
Investment Policies for Nonlinear Portfolio Optimization with Genetic
Programming |
|
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CIEF3-65 |
(1)Yuriy
Nevmyvaka (2) Katia Sycara (3) Duane J.
Seppi |
(1,2)The
Robotics Institute, Carnegie Mellon University, Pittsburgh, PA 15213 (3) GSIA, Carnegie
Mellon University, Pittsburgh, PA 15213 |
Electronic
Market Making: Initial Investigation |
|
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CIEF3-66 |
(1) Yen-Tseng
Hsiu (2) Ho-Chih We (3) Ling-Ling Wu (4) Ya-Min Chou (5) Hui-Fen Hung (6) Yi-Yih Kang (7)Ming-Chung Liu |
(1)Department of
Computer Science and Information Engineering (2,5,6,7)Department
of Electrical Engineering (3,4)Department
of Information Management, National Taiwan University of Science and
Technology, Taipei, Taiwan |
The States
Transition Modeling for Taiwan Stock Market |
|
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CIEF3-67 |
(1) Senlin Wu (2) Siddhartha
Bhattacharyya |
Department of
Information and Decision Sciences, College of Business Administration, |
Minimal
Intelligence Agents in Double Auction Markets with
Speculators |
|
|
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CIEF3-68 |
(1) Fernando
Ortiz-Rossains (2) Alejandro
Calderon-Aveitua (3) Neil
Hernandez-Gress |
Instituto Tecnologico de Estudios Superiores de Monterrey; Campus Estado de Mexico. |
Stock Exchange
Prediction and Portfolio administration by Statistics and Artificial Neural
Networks |
|
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CIEF3-69 |
(1) Him Tang (2) Kai-Chun Chiu (3) Lei Xu |
Department of
Computer Science and Engineering, The Chinese University of Hong Kong Shatin,
New Territories, Hong Kong, P. R. China |
Finite Mixture of
ARMA-GARCH Model for Stock Price Prediction |
|
|
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CIEF3-70 |
(1) Hector
Guevara-Islas (2) Neil
Hernandez-Gress |
ITESM-CEM. Carretera
Lago de Guadalupe Km 3.5 52926 Atizapan de Zaragoza, Edo de Mexico, Mexico. |
Fuzzy Logic in
the Stock-Exchange Finances |
|
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CIEF3-71 |
(1) Chih-Hung Wu (2) Kang-Lin Peng (3) Yeong-Jia James Goo |
(1)Department of
Business Administration, Takming College, Taiwan. (2,3)Department
of Business Administration, National Taipei University, Taiwan. |
A Hybrid Support
Vector Regression Model of Chaotic Time
Series Forecasting |
|
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CIEF3-72 |
(1) Chao-Hsien
Chu (2) Dan Zhu |
(1) School of Information Sciences and Technology, Pennsylvania State
University University Park, PA16802 (2) Department of Logistics, Operations and MIS Iowa State
University Ames, IA 50011 |
Computational Intelligence
for Predicting Corporate Takeovers: A Comparison of Alternative Methods |
|
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CIEF3-73 |
Raquel
Florez-Lopez |
Department of Economics and Business Administration, University of
Leon Campus de Vegazana ,Leon, Spain |
Strategic
Supplier Selection in the Added- Value
Perspective: An AI Approach |
|
|
|
CIEF3-74 |
(1) Taisei
Kaizoji (2) Michiyo
Kaizoji |
(1) Econophysics Laboratory, Division of Social Sciences, International Christian University, Tokyo, Japan. |
Modeling Share
Returns and Volumes |
|
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CIEF3-76 |
Russ Abbott |
Department of Computer Science, California State University, Los
Angeles, Ca |
Creativity in
Agent-Based Systems |
|
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CIEF3-77 |
Yasuo Kadono |
(1) Graduate School of Systems Management (GSSM), Tsukuba University (2) Management Science Institute Inc. |
IT Management
Effectiveness: |
|
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CIEF3-78 |
(1)Shu-Heng Chen
(2)Bin-Tzong Chie |
AI-ECON Research Center, Department of Economics, National Chengchi University,
Taipei, Taiwan. |
Agent-Based
Modeling of Lottery Markets |
|
|
|
CIEF3-79 |
(1) Jens
Grossklags (2) Carsten Schmidt |
(1) School of Information Mgt. and Systems, University of California
at Berkeley (2)Max-Planck Institute for |
Interaction of
Human Traders and Artificial Agents on Double Auction Markets: Simulations
and Laboratory Experiments |
|
|
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CIEF3-80 |
(1) Kai-Chun Chiu (2) Lei Xu |
Department of Computer Science and Engineering, The Chinese University
of Hong Kong, Shatin, N.T., Hong Kong, P.R. China |
Stock
Forecasting by ARCH Driven Gaussian TFA and Alternative Mixture Experts Models |
|
|
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CIEF3-81 |
(1) Shu-Heng Chen (2) Tzu-Wen. Kuo |
AI-ECON Research Center, Department of Economics, National Chengchi
University, Taipei, Taiwan. |
Modeling
International Short-Term Capital Flow with Genetic Programming |
|
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CIEF3-82 |
Chiu-Che Tseng |
Department of Computer Science and Information Systems, Texas A&M
University – Commerce P.O. Box 3011 Commerce, Texas. |
Influence
Diagram for Investment Portfolio Selection |
|
|
|
CIEF3-83 |
(1) Shu-Heng Chen (2) Chung-Chih Liao |
(1) AI-ECON Research Center, Department of Economics, National
Chengchi University, Taipei, Taiwan. (2) Department of International Business, National Taiwan University,
Taipei, Taiwan. |
Behavioral
Finance and Agent-Based Computational Finance: Toward an Integrating
Framework |
|
|
|
CIEF3-84 |
Sean Boyle |
Department of Health & SocialCare, London School of Economics,
LSE London, UK. |
An Application
of Agent-Based Simulation to Policy Appraisal in the Criminal Justice System
in England and Wales |
|
|
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CIEF3-85 |
(1)Ching Yang
Lin (2)Ching-Sheng Mao |
Department of Economics, National Taiwan University, Taipei, Taiwan. |
Heterogeneous
Expectations and Learning Mechanisms in a RBC Model |
|
|
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CIEF3-86 |
(1) Shu-Heng
Chen (2) Xin Yao (3) Chung-Ching
Tai |
AI-ECON Research Center, Department of Economics, National Chengchi
University, Taipei, Taiwan. |
A Preview of the
Third International Workshop on Computational Intelligence in Economics and
Finance(CIEF’2003) |
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