Curriculum Vitae
Shu-Heng Chen
[Address] [Education] [Employment] [Edited Books
and Volumes]
[Referred Journal Articles]
[Journal Articles under Review] [Referred Chapters in
Books] [Referred
Papers in Proceedings]
[Invited
Lectures and Plenary Speech] [Tutorial] [Conference
Papers]
[Others] [Academic
Servies]
Address Top
- Office: AI-ECON Research Group,
Department of Economics,
Natioanl Chengchi University, Taipei, Taiwan, 11623, R.O.C.
TEL: 886--2--29387308, FAX: 886--2--29370290
- Home: 9F-3, 327 Fu Hsing South Road Sec. 2, Taipei, Taiwan 106, R.O.C.
TEL: 886--2--7386874, FAX: 886--2--27386874
Education Top
- Ph.D. Department of Economics, University of California,
Los Angeles,
1992
- M.A., Department of Mathematics, University of California,
Los Angeles,
1991
- M.A., Department of Economics, National Taiwan University,
1985
- B.A., Department of Economics, National Chengchi University,
1981
Employment Top
- 2006-present: Director, Center of International
Education and Exchange, National Chengchi
University
- 2000-present: Full Professor,
Department of Economics, National
Chengchi University
- 2005-present: Adjunct Professor,
Department of Finance, National
Taiwan University
- 2004-present: Full Professor, Center
for the Study of Banking and Finance, National Taiwan
University
- 2004-present: Editor-in-Chief, New
Mathematics and Natural Computing ( World Scientific)
- 2004-present: Associate Editor, Journal
of Economic Behavior and Organization
- 2004-present: Editor, International
Journal of Innovational Computing & Information Control
- 2003-2004: Associate Editor, IEEE
Transactions on Evolutionary Computation
- 2002-present: Co-Editor, Compumetrica
Journal
- 2000-2003: Part-time Professor,
Department of Economics, National
Central University
- 1992-1999: Associate Professor,
Department of Economics, National
Chengchi University
- 1995-2000: Adjunct Professor,
Department of Economics, Natioanl
Central University
- 1996-1997: Visiting Professor,
Department of Automatic Control Engineering, Huazhong
University of Science &
Technology, Wuhan, Hubei, P.R. China
- July 19-29, 1997: Consultant of the
Department of Finance and Decision Sciences (FDS), School
of Business, Hong Kong Baptist
University
- 1995-1999: The Editor of Taiwan
Journal of Political Economy
- 1991-1992 :Research Assistant of
Professor John J. McCall and Professor Kumaraswamy Velupillai, Department
of Economics, University of California, Los Angeles
- 1987-1990: Reader, Department of
Economics, University of California, Los Angeles
- 1986-1987: Teaching Assistant,
Department of Economics, University
of California, Los Angeles
- 1986-1987: Research Assistant of
Professor Edward Leamer, Department of Economics, University
of California, Los Angeles
- 1984-1985: Research Assistant of
Professor Gi-Li, Yen, Academia Sinica
PUBLICATIONS: Edited Books and Volumes Top
1.
Guest editor (with
Bob McKay and Xuan Hoai Nguyen), International
Journal on Knowledge Based Intelligent Engineering Systems, A special
issue on Genetic Programming,
forthcoming.
2.
Computational Intelligence in Economics and Finance, (with P. P. Wang and Tzu-Wen Kuo), Springer-Verlag, 2007.
3.
Simulated Evolution and Learning,
(with Tzai-Der Wang, Xiaodong Li, Xufa Wang, Hussein Abbass, Hitoshi Iba,
Guoliang Chen, Xin Yao), Lecture Notes in Computer Science, (
LNCS 4247), Springer. 2006. [SCIE]
4.
Computational
Economics: A Perspective from Computational Intelligence, (with Lakhmi Jain and Chung-Ching
Tai), Computational Intelligence
and its Application Series, (series editors: Lakhmi Jain and Colin
Fyfe), Idea Group Publishing, 2005.
5.
Multi-Agent for
Mass User Support, (with Koichi
Kurumatani and Azuma Ohuchi), Lecture
Notes in Artificial Intelligence, Springer, 2004.
6.
Computational
Intelligence in Economics and Finance,
(with P. Wang), Series on Advanced
Information Processing (series editor: L. Jain), Springer-Verlag, 2002. [SCIE]
7.
Genetic Algorithms
and Genetic Programming in Computational Finance,
Kluwer. 2002.
8.
Evolutionary
Computation in Economics and Finance,
Series on Studies in Fuzziness and Soft Computing,
Vol. 100 (series editor: J. Kacprzyk), Physica-Verlag, A Springer-Verlag
Company, 2002.
PUBLICATIONS: Referred Journal Articles Top
- ``以決策樹之迴歸樹建構住宅價格模型 - 台灣地區之實證分析,'' (與郭子文,棗厥庸聯合發表),住宅學報,
forthcoming. [TSSCI]
- ``On
the Plausibility of Sunspot Equilibria: Simulations Based on Agent-Based
Artificial Stock Markets,’’ (with C.-C. Liao and P.-J. Chou), forthcoming
in Journal of Economic Interaction
and Coordination. [EconLit]
- “Risk Preference, Forecasting Accuracy
and Survival Dynamics: Simulations Based on a Multi-Asset Agent-Based
Artificial Stock Market”, (with Y.-C. Huang), forthcoming in Journal of Economic Behavior and Organization.
[SSCI]
- “Statistical
Properties of an Experimental Political Futures Markets,” (with S.-C.
Wang, S.-P. Li, and C.-C Tai), forthcoming in Quantitative Finance. [SSCI]
- ``Lottery Markets Design, Micro-Structure, and
Macro-Behavior: An ACE Approach,'' (with B.-C. Chie), forthcoming
in Journal of Economic Behavior
and Organization. [SSCI]
- ``Relative Risk Aversion and Wealth Dynamics,''
(with Y.-C. Huang), Information Sciences, Vol. 177, Issue 5, pp.
1222-1229, 2007. [SCI]
- ``Computationally Intelligent Agents in Economics
and Finance,'' Information Sciences, Vol. 177, Issue 5, pp.
1153-1168, 2007. [SCI]
- ``Graphs,
Networks and ACE,'' New Mathematics and Natural Computation, Vol. 2, No.
3, pp. 299-314, 2006.
- ``Prediction
of Bird Flu A(H5N1) Outbreaks in Taiwan by Online Auction:
Experimental Results,'' (with S.-C. Wang, J.-J. Tseng, S.-P. Li), New
Mathematics and Natural Computation, Vol. 2, No. 3, pp. 271-280, 2006.
- "On
the Selection of Adaptive Algorithms in ABM: A Computational Equivalence
Approach,'' (with C.-C. Tai), Computational Economics.
- "Computational Intelligence in Economics and
Finance: Carrying on the Legacy of Herbert Simon,'' Information
Sciences, Vol. 170, 2005, pp. 121-131. [SCI]
- "Agent-Based Computational Modeling of the Stock
Price-Volume Relation,'' (with C.-C. Liao), Information
Sciences, Vol. 170, 2005, pp. 75-100. [SCI]
- "Trends in Agent-Based Computational Modeling of Macroeconomics,''
New Generation Computation, Vol. 23, No. 1, 2005, pp. 1-11.
- "Behavior Finance and Agent-Based Computational
Finance: Toward an Integrating Framework,'' (with C.-C.
Liao), Journal of Management and Economics, Vol. 8, No. 8.
2004.
- "A Genetic Programming Approach to Model
International Short-Term Capital Flow,'' (with T. Yu and T.-W.
Kuo), Advances in Econometrics, Vol. 17, 2004, pp. 45-70. [SSCI]
- "Statistical Analysis of Genetic Algorithms in
Discovering Technical Trading Strategies,'' (with C.-Y. Tsao), Advances
in Econometrics, Vol. 17. 2004, pp. 1-43. [SSCI]
- "Functional Modularity in the Fundamentals of
Economic Theory:Toward an
Agent-Based Economic Modeling of the Evolution of Technologynal,''
(with B.-T. Chie), International Journal of Modern Physics, Vol.
18, No. 17-19, 2004, pp. 2376-2386.
- "Financial Innovation and Divisia Money in Taiwan:
Comparative Evidence from Neural Network and Vector Error Correction
Forecasting Models,''(with J. Binner, A. Gazely and B.-T.
Chie), Journal of Contemporary Economic Policy, Vol. 22, No. 2,
2004, pp. 213-224. [SSCI]
- "Trading Restrictions, Price Dynamics and
Allocative Efficiency in Double Auction Markets: Analysis Based on
Agent-Based Modeling and Simulations,'' (with
C.-C. Tai), Advances in Complex Systems, Vol. 6, No. 3, 2003. pp.
283-302. [SCIE]
- "Agent-Based Artificial Markets in the AI-ECON
Research Center: A Retrospect from 1995 to the Present," in Systems,
Control and Information, Vol. 46, No. 9, 2002. pp. 23-30.
- "Financial Innovation and Divisia Monetary Indices
in Taiwan: A Neural Network Approach," (with
J. Binner and A. Gazely), European Journal of Finance, Vol. 8, pp.
238-247, 2002.
- "On the Emergent Properties of Artificial Stock
Markets," (with
C.-H. Yeh), Journal of Economic Behavior and Organization, Vol. 49,
pp. 217-229, 2002.
- "Equilibrium Selection via Adaptation Using
Genetic Programming to Model Learning in a Coordination Game,"
(with J.Duffy and C.-H.Yeh), Electronic Journal of Evolutionary
Modeling and Economic Dynamics, Vol. 1, No. 1. 2002.
- Market Diversity and Market Efficiency: The
Approach Based on Genetic Programming," (with C.-H. Yeh), Journal
of Artificial Simulation of Adaptive Behavior(AISB Journal) ,
Vol. 1, No. 1. 2002.
- Toward an Integration of Social Learning and
Individual Learning in Agent-Based Computational Stock Markets: The
Approach Based on Population Genetic Programming," (with C.-H. Yeh), Journal
of Management and Economics, Vol. 5, No. 5. 2001.
- "Testing for Non-Linear Structure in an
Artificial Financial Market," (with T.Lux and M.Marchesi), Journal of Economic Behavior and Organization, Vol. 46, No. 3, pp. 327--342. 2001.
- "Evolving Traders and the Business School
with Genetic Programming: A New Architecture of the Agent-Based Artificial
Stock Market," (with C.-H.Yeh), Journal of Economic
Dynamics and Control, Vol. 25, pp.363-393. 2001.
- "Simulating Economic Transition Processes by
Genetic Programming," (with C.-H.Yeh), Annals of Operation Research,
Vol.97, pp.265-286.2000.
- "Simulating the Ecology of Oligopoly Games
with Genetic Algorithms," (with C.-C.Ni), Knowledge and Information Systems: An International Journal, 2000 (2),pp.310-339.2000. [SCIE]
- "Hedging Derivative Securities with Genetic
Programming," (with W.-C.Lee and C.-H.Yeh), International
Journal of Intelligent Systems in Accounting, Finance and Management,
Vol.4,No.8, pp.237-251.1999.
- "Modeling the Expectations of Inflation in
the OLG Model with Genetic Programming," (with C.-H.Yeh) Soft Computing, Vol.3, No.2 pp.53-62.1999. [SCIE]
- "Estimating the Complexity Function of
Financial Time Series: An Estimation Based on Predictive Stochastic
Complexity." (with C.-W.Tan), Journal of Management and Economics,
Vol.3 1999.
- "Rethinking
the Appeal of Evolution: Empirical Evidences from the Financial
Applications of Genetic Algorithms." (with W.-Y. Lin), Beijing
Mathematics 1998,Vol.4,N0.2,pp.161-175.
- "Modeling
Volatility with Genetic Programming: A First Report," Neural
Network World, Vol.8 No.2, 1998,pp.181-190.
- "Understanding
the Nature of Predatory Pricing in Large-Scale Market Economy with Genetic
Algorithms," (With C.-C. Ni and S. Feng), Journal of Systems
Engineering and Electronics, Vol. 8, No. 2, 1997, pp. 33-44.
- "Toward a Computable Approach to the Efficient
Market Hypothesis: An Application of Genetic Programming,"
Journal of Economic Dynamics and Control, (with C.-H. Yeh
),21,1997.pp.1043-1063.
- "Information
Transmission, Market Efficiency and the Evolution of
Information-Processing Technology,"(with C.-H. Yeh), Journal of
Technology Management, Vol.1 No.1,1996.pp.23-41.
- "Elements
of Information Theory: A Book Review", Journal of Economic
Dynamics and Control, 1996,Vol.20,No.5.pp.819-824.
Journal Articles under Review Top
PUBLICATIONS: Referred Chapters in Books Top
- ``Modularity, Product Innovation, and Consumer Satisfaction: An
Agent-Based Approach,'' (with Bin-Tzong Chie), forthcoming in H. Yin, P.
Tino, X, Yao
(eds.), IDEAL 2007, Lecture Notes in Computer Science.
- `` On Predictability and
Profitability: Would GP Induced Trading Rules be Sensitive to the Observed
Entropy of Time Series?'' (with Nicolas Navet), forthcoming in A. Brabazon
and M. O'Neill (eds.). Natural
Computing in Computational Economics and Finance, Springer.
- “Trading Strategies Based on
K-Means Clustering and Regression Model,” (with Hongxing He, Jin Chen and
Huidong Jin), in Chen, S.-H., P. Wang and T.-W Kuo (eds.), Computational Intelligence in Economics
and Finance, Vol. 2, Springer, 2007, pp. 123--134.
- “Failure of Genetic Programming Induced Trading Strategies:
Distinguishing between Efficient Markets and Inefficient Algorithms,”
(with Nicolas Navet), in Chen, S.-H., P. Wang and T.-W. Kuo (eds.), Computational Intelligence in Economics
and Finance, Vol. 2, Springer, 2007, pp. 169—182.
- ``Computational Intelligence in Economics and Finance: Shifting the
Research Frontier,'' (with P. P. Wang and T.-W. Kuo), in Chen, S.-H., P.
Wang and T.-W. Kuo (eds.), Computational
Intelligence in Economics and Finance, Vol. 2, Springer, 2007, pp.
1--23.
- "Genetic
Programming and Financial Trading: How Much about “ What we Know”? '' (with T.-W. Kuo and K. –M. Hsu),
forthcoming in C. Zopounidis, M. Doumpos, and P. M. Pardalos (eds.), Handbook of Financial Engineering, Springer.
- “Agent-Based Modeling of Lottery Markets: Policy-making from Bottom
Up,” (with Bin-Tzong Chie), forthcoming in L. Dennard, K. A. Richardson
and G. Morcol (eds), Managing the
Complex Volume 3: Complexity and Policy Analysis – Decision Making in an Interconnected
World, ISCE Publishing, Chapter 13.
- “The Relationship between Relative Risk Aversion and Survivability, “
(with Y. –C. Huang), in T. Terano, H. Kita, H. Deguchi, and K. Kijima.
(eds), Agent-Based Approaches in
Economic and Social Complex Systems IV, Agent-Based Social Systems,
Volume 3, Springer, 2007, pp. 41-48.
- “Pretests for
Genetic-Programming Evolved Trading Programs: ``Zero-Intelligence''
Strategies and Lottery Trading,'' (with Nicolas Navet), in King et al. (eds.), Neural
Information Processing, Part III,
Lecture Notes in Computer Science, Volume 4234, Springer,
2006, pp. 450-460. [SCIE]
- ``Network Topologies and Consumption Externalities,'' (with Li-Cheng
Sun and Chih-Chien Wang), in T. Washio et al. (eds.): New Frontiers in
Artificial Intelligence, Lecture
Notes in Artificial Intelligence 4012, 2006, Springer, pp. 314—329 [SCIE]
- "A
Functional Modularity Approach to Agent-based Modeling of the Evolution of
Technology,'' (with B.-T. Chie),The Complex Networks of Economic Interactions, Lecture
notes in economics and mathematical systems, Springer Vol. 567,
2005, pp. 165-178. [SCIE]
- "On the Role of Risk Preference in Survivability,''
(with Y.-C. Huang), in L. Wang, K. Chen, and Y. S. Ong (eds.), Natural
Computation, Lecture Notes in Computer Sciences 3612, Springer,
2005, pp. 612-621. [SCIE]
- "Risk
Preference and Survival Dynamics,''
(with Y.-C. Huang), in T. Terano, H. Kita, T. Kaneda, K. Arai and H.
Deguchi (eds.), Agent-Based Simulation: From Modeling Methodologies to
Real-World Applications, Springer, 2005, pp. 135-143.
- "Discovering
Financial Technical Trading Rules Using Genetic Programming with Lambda
Abstraction,'' '
(with T. Yu and T.-W. Kuo), in U. O'Reilly, T. Yu, R. Riolo, and B. Worzel
(eds.), Genetic Programming Theory and Practice II, Springer, 2004,
pp. 11-30.
- "Toward a New
Principle of Agent Engineering in Multiagent Systems: Computational
Equivalence,''
(with C.-C. Tai), in K. Kurumatani, S.-H. Chen and A. Ohuchi (eds.), Multi-Agent
for Mass User Support, Lecture Notes in Artificial Intelligence
3012, 2004, pp. 18-32. [SCIE]
- "Equilibrium
Selection via Adaptation,"
(with C.-H. Yeh), in A. Nowak and K. Sazjowski (ed.), Advances in
Dynamic Games: Applications to Economics, Finance, Optimization, and
Stochastic Control, Annals
of the International Society of Dynamic Games, Vol. 7.
Birkhauser, 2004, Chapter 30, pp. 555-581.
- "Discovering
Hidden Patterns with Genetic Programming," (with T.-W. Kuo), in S.-H.
Chen and P. P. Wang (eds.), Computational Intelligence in Economics and
Finance, Springer-Verlag. [SCIE]
- "Are
Efficient Market Really Efficient?: Can Financial Econometric Tools
Convince Machine Learning People?" (with T.-W. Kuo), in S.-H. Chen
and P. P. Wang (eds.), Computational Intelligence in Economics and
Finance, Springer-Verlag. [SCIE]
- "Searching
Financial Patterns with Self-Organizing Maps," (with H. He), in S.-H.
Chen and P. P. Wang (eds.), Computational Intelligence in Economics and
Finance, Springer-Verlag, 2003, pp. 203-216. [SCIE]
- "Computational
Intelligence in Economics and Finance," (with P. P. Wang), in S.-H.
Chen and P. P. Wang (eds.), Computational Intelligence in Economics and
Finance, Springer-Verlag, 2003, pp. 3-55. [SCIE]
- "Agent-Based Computational Macro-economics: A Survey,'' in
T. Terano, H. Dehuchi, and K. Takadama (eds.), Meeting the Challenge of
Social Problems via Agent-Based Simulation, Springer, 2003, pp.
141-170.
- "Overfitting
or Poor Learning: A Critique of Current Financial Applications of GP,''
(with T.-W. Kuo), in C. Ryan, T. Soule, M. Keijzer, E. Tsang, R. Poli, and
E. Costa (eds.), Genetic Programming, Lecture Notes in Computer Science 2610, Springer, pp. 34-46. [SCIE]
- "Individual
Rationality as a Partial Impediment to Market Efficiency: Allocative
Efficiency of Markets with Smart Traders," (with C.-C. Tai and B.-T.
Chie), in S.-H. Chen (ed.), Genetic Algorithms and Genetic Programming
in Computational Finance, Kluwer, 2002, pp. 357-377.
- "Price
Discovery in Agent-Based Computational Modeling of the Artificial Stock
Market," (with C.-C Liao), in S.-H. Chen (ed.), Genetic Algorithms
and Genetic Programming in Computational Finance, Kluwer, 2002, pp.
335-356.
- "Genetic
Programming: A Tutorial with the Software Simple GP," (with T.-W. Kuo
and Y.-P. Shieh), in S.-H. Chen (ed.), Genetic Algorithms and Genetic
Programming in Computational Finance, Kluwer, 2002, pp. 55-77.
- "Genetic
Algorithms and Genetic Programming in Computational Finance: An Overview
of the Book," in S.-H. Chen (ed.), Genetic Algorithms and Genetic
Programming in Computational Finance, Kluwer, 2002, pp. 1-26.
- "Evolutionary
Computation in Economics and Finance: A Bibliography," (with T.-W.
Kuo), in S.-H. Chen (ed.), Evolutionary Computation in Economics and
Finance, Physica-Verlag, 2002, pp. 419-455.
- "On
AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic
Programming," (with C.-H. Yeh and C.-C. Liao), in S.-H. Chen (ed.), Evolutionary
Computation in Economics and Finance, Physica-Verlag, 2002, pp.
107-122.
- "Evolutionary
Computation in Economics and Finance: An Overview of the Book," in
S.-H. Chen (ed.), Evolutionary Computation in Economics and Finance,
Physica-Verlag, 2002, pp. 3-28.
- "Taiwan's Macroeconomic Performance in the 1990s:
An Overview," in
B. Dickson, and C.-M. Chao (eds.), Assessing the Lee Teng-hui Legacy in
Taiwan¡¦s Politics, M. E. Sharpe Press, 2002. pp. 91-107
- "Fundamental Issues in the Use of Genetic
Programming in Agent-Based Computational Economics," in A.
Namatame and H. SATO (eds,), Agent-based Approaches in Economic and
Social Complex Systems, IOS Press, 2001.
- "On the Relevance of Genetic Programming in
Evolutionary Economics," in K.
Aruka(ed.), Evolutionary Controversy in Economics towards a New Method
in Preference of Trans Discipline, Springer-Verlag, Tokyo, 2001, pp. 135-150.
- "Toward an Agent-Based Computational Modeling of
Bargaining Strategies in Double Auction Markets with Genetic
Programming," in
K.S.Leung,L.-W.Chan,and H.Meng (eds.), Intelligent Data Engineering and
Automated Learning- IDEAL 2000: Data Mining, Financial Engineering, and
Intelligent Agents, Lecture Notes in Computer Sciences 1983,
Springer,2000,pp.517-531. [SCIE]
- "Using
Genetic Algorithms to Simulate the Evolution of an Oligopoly Game,"
(with C.-C. Ni), in B. McKay, X. Yao, C. S. Newton, J.-H. Kim, T.
Furuhashi (Eds.), Simulated Evolution and Learning, Lecture
Notes in Artificial Intelligence 1585, Springer, 1999. pp. 293-300. [SCIE]
- "Toward an Effective Implementation of Genetic
Algorithms in Financial Data Mining: Retraining plus Validating,"
(with C.-F. Chen, and C.-W. Tan), in L.
Xu, L. W. Chan, I. King and A. Fu (eds.), Intelligent Data
Engineering and Learning: Perspectives on Financial Engineering and Data
Mining, Singapore: Springer-Verlag. 1998. pp.99-105.
- "Can We Believe That Genetic Algorithms Would Help
without Actually Seeing Them Work in Financial Data Mining?: Part II,
Empirical Tests," (with C.-F. Chen), in L.
Xu, L. W. Chan, I. King and A. Fu (eds.), Intelligent Data Engineering
and Learning: Perspectives on Financial Engineering and Data Mining,
Singapore: Springer-Verlag. 1998. pp.89-97.
- "Can We Belive That Genetic Algorithms Would Help
without Actually Seeing Them Work in Financial Data Mining?: Part I, The
Foundations,"
in L. Xu, L. W. Chan, I. King and A. Fu (eds.), Intelligent Data
Engineering and Learning: Perspectives on Financial Engineering and Data
Ming, Singapore: Springer-Verlag. 1998. pp.81-87.
- "Genetic
Programming in the Overlapping Generations Model: An Illustration with
Dynamics of the Inflation Rate," in V. W. Porto, N. Saravanan, D.
Waagen and A. E. Eiben (eds.), Evolutionary Programming VII, Lecture
Notes in Computer Science, Vol. 1447, Berlin:Springer-Verlag. 1998.
pp. 829-838. [SCIE]
- "Pricing
Financial Derivatives with Genetic Programming," (with W.-C. Lee and
C.-H. Yeh), in G. Li, W. Tang, M. Chen and D. Cui (eds.), Systems
Science and Its Applications, Tianjin People's Publishing House, 1998.
pp. 144-156.
- "Evolutionary
Artificial Neural Networks and Genetic Programming: A Comparative Study
Based on Financial Data," (with C.-C. Ni) in G. D. Smith, N. C.
Steele, and R. F. Albrecht (eds.), Artificial Neural Networks and
Genetic Algorithms, Springer-Verlag Wien New York, 1998. pp. 397-400.
- "Would
and Should Government Lie about Economic Statistics: Understanding Opinion
Formation Processes through Evolutionary Cellular Automata," in
Conte, R., R. Hegselmann, and P. Terna (eds.), Simulating Social
Phenomena, Lecture Notes in Economics and Mathematical Systems 456,
Springer, 1997. pp. 471-490. [SCIE]
- "Would
and Should Government Lie about Economic Statistics: Simulation Based on
Evolutionary Cellular Automata," in Yao, X. and J.-H. Kim (eds.), Simulated
Evolution and Learning, Lecture Notes in Artificial Intelligence
1285, Springer, 1997. pp. 157-166. [SCIE]
- "Modeling Speculators with Genetic
Programming," (with C.-H. Yeh), in P.
Angeline, R. G. Reynolds, J. R. McDonnell, and R. Eberhart (eds.), Evolutionary
Programming VI, Lecture Notes in Computer Science, Vol.
1213, Berlin: Springer-Verlag. 1997. pp.137-147. [SCIE]
- "Genetic
Programming Learning in the Cobweb Model with Inventory," in M. Chen
(ed.), General Systems Studies and Applications, Hust Press. 1997.
(ISBN: 7-5609-1536-1), pp.78-90.
- "Equilibrium
Selection Using Genetic Programming,"(with J. Duffy and C.-H. Yeh),
in S. Amari, L. Xu, L. Chan, I. King and K.Leung (eds.), Progress in
Neural Information Processing,Vol. 2, Springer-Verlag, Singapore.
1996. pp.1341-1346.
- "Measuring
Randomness by Rissanen's Stochastic Complexity: Applications to the
Financial Data," (with C.-W.Tan)in D.L. Dowe K.B.Korb and J.J.Oliver
(eds.),ISIS: Information, Statistics and Induction in Science,
World Scientific , Singapore.
1996.pp.200-211.
- "Genetic
Programming in the Coordination Game with a Chaotic Best-Response
Function," (with J.Duffy and C.-H.Yeh)in L. Fogel,P. Angeline and T Back (eds.), Evolutionary
Progarmming V, MIT Press, pp.277-286.
- "Genetic Programming Learning and the Cobweb
Model," (with Yeh),in
P.Angeline (ed.) Advances in Genetic Programming, Vol.2,Chap.22,MIT
Press Cambridge,
MA.1996.pp.443-466.
- "Genetic
Programming,Predictability and Stock Market Efficiency," in
L.Vlacic,T.Nguyen,and D.Cecez-Kecmanovic (eds.), Modelling and Control
of National and Regional Economies 1995, (ISBN
0-08-042376-0),Pergamon,Oxford,Great Britain,1996.
pp.283-288.
- "From the Hayek Hypothesis to Animal Spirits: The
Phase Transition based on Competitive Experimental Markets," (with
J.Kuo and C.Lin),in D.Vaz and K.Velupillai (ed.), Inflation,
Institutions and Information: Essays in Honor of Axel Leijonhufvud,
Macmillan,1996.pp.290-318.
PUBLICATIONS: Referred Papers in Proceedings Top
- “Graph
and Network Economics,” (with C.-L. Chen), in Proceedings of the 2005 International Conference on Neural
Networks and Brain (ICNN&B’05), Beijing, China,
Oct. 13-15, 2005, IEEE Press, pp. 1639-1645
- “Agent-Based
Modeling of Lottery Markets with the Expected Utility Paradigm,” (with
B.-T. Chie and C.-W. Lee), Proceeding
of IEEE Congress on Evolutionary Computation, Vol. 1, September 2-5,
2005, Edinburgh, U.K., pp. 366-373.
- "
Network Topologies and Consumption Externality,'' (with L.-C. Sun), in Proceedings
of the First International Workshop on Agent Network Dynamics and
Intelligence (ANDI'2005),