Vitae

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 Services]

Address Top

Office: AI-ECON Research Center, Department of Economics, National Chengchi University, Taipei, Taiwan, 11623, R.O.C.
TEL: 886-2-29387308, FAX: 886-2-29370290, email: chchen@nccu.edu.tw

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

2009, Oct –Nov, Lectio Magistralis Visiting Professor, Faculty of Economics, University of Trento, Italy.
2009, July 10 -20, Visiting Professor, Faculty of Business, University of Technology at Sydney.
2008-present, Distinguished Professor, Department of Economics, National Chengchi University
2008-present, Organizer, Experimental Economics Lab, National Chengchi University
2008-present, Dean of Office of International Cooperation, National Chengchi University
2007- present, Vice Chair of the IEEE Computational Finance and Economics Technical Committee (IEEE's Computational Intelligence Society (CIS))
2006-present, Editor, Journal of Economic Interaction and Coordination (Springer)
2006-2008, Director, Center of International Education and Exchange, National Chengchi University
2000-present: Full Professor, Department of Economics, National Chengchi University
2000-present: Director, AI-Econ Research Center, 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
2004-2008, 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

Awards

NCCU Distinguished Research Excellence Award: 2009, 2010.
NCCU Excellent Research Award: 2002, 2003, 2004, 2005, 2006, 2007, 2008.
NCCU College of Social Sciences Excellent Research Award: 2002, 2003, 2004, 2005, 2006, 2007, 2010.
NCCU Faculty Excellent Service Award: 2006.
Computer Society of the Republic of China: 1997.
The Best Researcher of the Year, College of the Social Science, National Chengchi University, 1996.
National Science Council Grant (Type Å): 1994, 1995, 1996, 1997, 1998, 1999, 2001, 2002, 2003, 2004, 2005, & 2006.
National Science Council Grant: Project Title “The International Influence Enhancement Pilot Project: From Agent-Based Computational Economics to Computational Social Science”, NSC 98-2911-I-004 -007, 2009-2012.
National Science Council Grant: Project Title “Emergent Complexity of Cognitive, Psychological and Cultural Factors: An Integrated Framework of Agent-Based Computational Economics, Experimental Economics and Neuroeconomics”, NSC 98-2410-H-004-045-MY3, 2009 – 2012.
National Science Council Grant: Project Title “The FP-7 Cook Project: The Human Factors of Emergent Social Intelligence: Empirical Evidence Based on Experimental Markets and Games”, NSC 97-2915-I-004 -001, 2008-2009.
National Science Council Grant: Project Title “From Agent Engineering to Market Design: An Integrated Platform Based on an Agent-Based Simulation Framework”, NSC 95-2415-H-004-002-MY3, 2006 – 2009.
National Science Council Grant on Project “Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Capital Asset Pricing Model?”, NSC94-2415-H-004-003, 2005.
National Science Council Grant on Project “Lottery Markets-Design, Micro-Structure, and Macro-Behavior: An ACE Approach”, NSC93-2415-H-004-005, 2004.
National Science Council Grant on Project “Computational Intelligence in Economics and Finance: A Proposal to Promote Its Research Opportunities to Taiwan Academy”, NSC93-2420-H-004-003, 2004.
National Science Council Grant on Project “Reading Guide to The Science of the Artificial by Herbert Simon”, NSC 92-2420-H-004-006, 2003.
National Science Council Grant on Project “A functional-Modularity Approach to the Agent-based Computational Economic Modeling of Innovation”, NSC 92-2415-H-004-005, 2003.
National Science Council Grant on Project “Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market”, NSC 91-2415-H-004-005, 2002.
National Science Council Grant on Project “Self-Organizing Maps as a Foundation for Charting or Geometric Pattern Recognition in Financial Time Series”, NSC 90-2415-H-004-018, 2001.
National Science Council Grant on Project “Evolving Traders and the Business School with Genetic Programming: A New Architecture of the Agent-Based Artificial Stock Market”, NSC 89-2415-H004-008, 1999.
National Science Council Grant on Project “Taiwan-German Joint Research Collaboration Program: Multi-Agent Simulation of Artificial Financial Market”, NSC87-I-2911-15, January-December, 1999.
National Science Council Grant on Project “Simulating and Analyzing Financial Time Series with GP-Based Artificial Financial Markets”, NSC 88-2415-H-004-008, August 1998 - July 1999.
National Science Council Grant on Project “Taiwan-German Joint Research Collaboration Program, NSC87-I-2911-15, January-December, 1998.
National Science Council Grant on Project “Genetic Programming and Evolutionary Artificial Neural Nets in Financial Engineering”, NSC872415H004011, 1997.
National Science Council Grant on Project “Evolutionary Computation in Computable General Equilibrium: An Integration of Genetic Algoirthms, Genetic Programming and Artificial Neural Networks”, NSC862415H004022, 1996.
National Science Council Grant on Project “Genetic Porgramming in Econometrics: An Initial Exploration”, NSC852415H004001, 1995.
National Science Council Grant on Project “Genetic Programming and Bounded Rationality in Macroeconomics”, NSC842415H004001, 1994.
National Science Council Grant on Project “ Cellular Automata in Macroeconomic Modeling”, NSC830301H004002, 1993.
Non-Citizen Tuition Waiver, UCLA, 1986–1989.
Ministry-of-Education Scholarship, Taiwan, 1985–1987.
Advanced Public Officer Examination. Passed as an Economic Analyst, 1981.

PUBLICATIONS: Edited Books and Volumes Top

1. Guest editor (with Dash Wu and David Olson), Information Sciences, a special issue on Business Intelligence in Risk Management, forthcoming. [SCI]

2. Agent-Based Approaches in Economic and Social Complex Systems VIII, Agent-Based Social Systems, Volume 8, (with Takao Terano, Ryuichi Yamamoto), Springer, forthcoming.

3. Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization (with Yasushi Kambayashi and Hiroshi Sato), IGI Global, Hershey PA, USA, forthcoming.

4. Guest editor (with Bob McKay and Xuan Hoai Nguyen), International Journal on Knowledge Based Intelligent Engineering Systems, a special issue on Genetic Programming, 12(1), 2008.

5. Computational Intelligence in Economics and Finance: Volume II, (with P. P. Wang and Tzu-Wen Kuo), Springer-Verlag, 2007.

6. 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]

7. 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.

8. Applications of Artificial Intelligence in Finance and Economics, (with Jane Binner and Graham Kendall), Elsevier, 2004. [SSCI]

9. Multi-Agent for Mass User Support, (with Koichi Kurumatani and Azuma Ohuchi), Lecture Notes in Artificial Intelligence, Springer, 2004.

10. Computational Intelligence in Economics and Finance, (with P. Wang), Series on Advanced Information Processing (series editor: L. Jain), Springer-Verlag, 2002. [SCIE]

11. Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 2002.

12. 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 　

1. “Emergent Complexity in Agent-Based Computational Economics,” (with Shu G Wang), Journal of Economic Surveys, forthcoming. [SSCI]

2. “Reinforcement Learning in Experimental Asset Markets,” (with Yi-Lin Hsieh), Easter Economic Journal, forthcoming. [EconLit]

3. ”不同公司治理情境之股權評價：類神經模糊專家系統之應用”， (與高惠松, 李建然聯合發表) ，管理與系統【TSSCI】（已接受刊登）

4. “Corporate Governance and Equity Evaluation: Nonlinear Modeling via Neural Networks,” (with H.-S Kao and J.-Z Lee), International Research Journal of Finance and Economics, forthcoming. [EconLit]

5. “On the Elasticity Puzzle: Would the Agent-Based Modeling Help?” Advances and Applications in Statistical Sciences, forthcoming.

6. “Agent-Based Economic Models and Econometrics,'' (with C.-L Chang, and Y.-R. Du), Knowledge Engineering Review, forthcoming. [SCI]

7. “Emergence of Scale-Free Networks in Markets,” (with J.-J Tseng, S.-P. Li, and S.-C. Wang), Advances in Complex Systems, Vol 12, No. 1, pp. 87-97, 2009. [SSCI, SCI]

8. “Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan's Political Futures Markets,'' (with W.-S Wu), Advances in Econometrics, Vol. 24, pp. 1-25, 2009. [SSCI]

9. “Statistical Properties of an Experimental Political Futures Markets,” (with S.-C. Wang, S.-P. Li, and C.-C Tai), Quantitative Finance, Vol. 9, No. 1, 2009, 9-16 [SSCI]

10. “The Future of Agent-Based Research in Economics,’’ (with J. Barr, T. Tassier, L. Ussher, B. LeBaron, S. Sunder), Eastern Economic Journal, 34(4): 550-565, 2008. [EconLit]

11. “Network Topology of an Experimental Futures Exchange,'' (with S.-C. Wang, J.-J. Tseng, C.-C. Tai, K.-H. Lai, W.-S. Wu and S.-P. Li), European Physics Journal B, 62:105-111, 2008. [SCI]

12. “Software-Agent Designs in Economics: An Interdisciplinary Framework,'' IEEE Computational Intelligence Magazine, 3(4): 18-22, 2008. [SCIE]

13. “Risk Preference, Forecasting Accuracy and Survival Dynamics: Simulations Based on a Multi-Asset Agent-Based Artificial Stock Market”, (with Y.-C. Huang), Journal of Economic Behavior and Organization, 67(3): 702-717, 2008. [SSCI]

14. “Genetic Programming: An Emerging Engineering Tool,'' (with Bob McKay and Xuan Hoai Nguyen), International Journal of Knowledge-based Intelligent Engineering System, 12(1): 1-2, 2008.

15. “On the Plausibility of Sunspot Equilibria: Simulations Based on Agent-Based Artificial Stock Markets,’’ (with C.-C. Liao and P.-J. Chou), Journal of Economic Interaction and Coordination, Vol. 3, No. 1, pp 25-41, 2008. [EconLit]

16. “Lottery Markets Design, Micro-Structure, and Macro-Behavior: An ACE Approach ,'' (with B.-C. Chie), Journal of Economic Behavior and Organization, 67(2): 463-480, 2008 . [SSCI]

17. “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, Vol. 16, No. 1, pp. 1-20, 2007. [TSSCI]

18. “Relative Risk Aversion and Wealth Dynamics,'' (with Y.-C. Huang), Information Sciences, Vol. 177, Issue 5, pp. 1222-1229, 2007. [SCI]

19. “Computationally Intelligent Agents in Economics and Finance,'' Information Sciences, Vol. 177, Issue 5, pp. 1153-1168, 2007. [SCI]

20. “Graphs, Networks and ACE,'' New Mathematics and Natural Computation, Vol. 2, No. 3, pp. 299-314, 2006.

21. “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.

22. "On the Selection of Adaptive Algorithms in ABM: A Computational Equivalence Approach,'' (with C.-C. Tai), Computational Economics, Vol. 28, No. 1, pp. 51-69, 2006.

23. “自動化創新管理：演化計算方法的應用 (Automatic Management of Innovation: The Application of Evolutionary Computation Method,'' ( with B.-T. Chie), Journal of Technology Management, Vol. 11, No. 2, 2006, pp 97-126.

24. “廠商創新與仿冒行為的演化--代理人基模型模擬與分析,'' (與張嘉玲聯合發表), 經濟與管理論叢, Vol. 1, No. 2, 2005, pp. 143-162. [EconLit]

25. "Computational Intelligence in Economics and Finance: Carrying on the Legacy of Herbert Simon,'' Information Sciences, Vol. 170, 2005, pp. 121-131. [SCI]

26. "Agent-Based Computational Modeling of the Stock Price-Volume Relation,'' (with C.-C. Liao), Information Sciences, Vol. 170, 2005, pp. 75-100. [SCI]

27. “Special Issue on Computational Intelligence in Economics and Finance. ” (With P. Wang). Information Sciences, Vol. 170, No. 1, 2005, pp.1-2. [SCI]

28. "Trends in Agent-Based Computational Modeling of Macroeconomics,'' New Generation Computation, Vol. 23, No. 1, 2005, pp. 1-11.

29. "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.

30. "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]

31. "Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies,'' (with C.-Y. Tsao), Advances in Econometrics, Vol. 17. 2004, pp. 1-43. [SSCI]

32. "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 B, Vol. 18, No. 17-19, 2004, pp. 2376-2386.

33. "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]

34. "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]

35. "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.

36. "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.

37. "On the Emergent Properties of Artificial Stock Markets," (with C.-H. Yeh), Journal of Economic Behavior and Organization, Vol. 49, pp. 217-239, 2002.

38. "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.

39. “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.

40. “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.

41. "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.

42. "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.

43. "Simulating Economic Transition Processes by Genetic Programming," (with C.-H.Yeh), Annals of Operation Research, Vol.97, pp.265-286.2000.

44. "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]

45. "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.

46. "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]

47. "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.

48. "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.

49. "Modeling Volatility with Genetic Programming: A First Report," Neural Network World, Vol.8 No.2, 1998,pp.181-190.

50. “適應性學習與均衡篩選: 遺傳規畫在整合性賽局的應用(葉佳炫聯合發表), 國立政治大學學報, 第七十五期，49-74 頁。

51. "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.

52. “遺傳規畫與科技預測'' (與葉佳炫聯合發表), 國立編譯館館刊第二十五卷第一期, 民國八十五年六月, 349-372 頁。

53. "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. [SSCI]

54. "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.

55. "Elements of Information Theory: A Book Review", Journal of Economic Dynamics and Control, 1996, Vol.20, No.5, pp.819-824. [SSCI]

56. “空屋率的模型選擇及其穩定性: 遺傳規畫的應用'', (與林祖嘉、葉佳炫聯合發表), 中華民國住宅學報第三期, 1995, 73-98頁.

PUBLICATIONS: Referred Chapters in Books Top

1. “Neuroeconomic Agents,” (with S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2010.

2. “Bounded Rationality and Market Micro-Behaviors: Case Studies Based on Agent-Based Double Auction Markets,” (with R.-J. Zeng, T. Yu and S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2010.

3. “Social Simulation with Both Human Agents and Software Agents: An Investigation into the Impact of Cognitive Capacity to Their Learning Behavior,” (with C.-C. Tai, T.-D. Wang and S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2010.

4. “Does Cognitive Capacity Matter when Learning Using Genetic Programming in Double Auction Markets?” (with C.-C. Tai), MABS, 2010

5. “Elasticity puzzle: An inquiry into micro-macro relations,” (with Ya-Chi Huang and Jen-Fu Wang), in Stefano Zambelli (ed.), Computable, Constructive and Behavioural Economic Dynamics: Essays in Honour of Kumaraswamy (Vela) Velupillai, Chapter 23, Routledge, 2010.

6. “The Agent-Based Double Auction Markets: 15 Years On.’’ (with C.-C. Tai), In K. Takadama, C. Cioffi-Revilla, and Guillaume Deffuant (eds), Simulating Interacting Agents and Social Phenomena: The Second World Congress, Springer, 2010.

7. “Collaborative Computational Intelligence in Economics,” in C.L. Mumford, and L.C. Jain (eds.), Computational Intelligence: Collaboration, Fusion and Emergence, Intelligent Systems Reference Library, Vol. 1, Chapter 8. Springer, 2009.

8. “Modeling Social Heterogeneity with Genetic Programming in an Artificial Double Auction Market,” (with C.-C. Tai), in Leonardo Vanneschi, Steven Gustafson, Alberto Moraglio, Ivanoe De Falco, and Marc Ebner (eds), Genetic Programming: 12th European Conference, Lecture Note in Computer Science Volume 5481, Springer, 2009, pp. 171-182.

9. “Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation,'' (with Bin-Tzong Chie, Hui-Feng Fan, and Tina Yu), in A. Brabazon and M. O'Neill (eds.), Natural Computing in Computational Finance, Volume 2, Chapter 10, pp. 207--223, Springer 2009.

10. “Financial Applications: Stock Markets,'' in B. Wang (ed.) Wiley Encyclopedia of Computer Science and Engineering, John Wiley & Sons, pp. 1227-1244, 2009.

11. “Scale-Free Network Emerged in the Markets: Human Traders versus Zero-Intelligence Traders”, (with J.-J. Tseng S.-C. Wang and S.-P. Li), in T, Terano, H. Kita, S. Takahashi, and H. Deguchi (eds.), Agent-Based Approaches in Economic and Social Complex Systems V, Agent-Based Social Systems, Volume 6, pp. 245-254, Springer, 2008.

12. “Genetic Programming and Agent-Based Computational Economics: From Autonomous Agents to Product Innovation”, in T, Terano, H. Kita, S. Takahashi, and H. Deguchi (eds.), Agent-Based Approaches in Economic and Social Complex Systems V, Agent-Based Social Systems, Volume 6, pp. 3-14, Springer, 2008.

13. “Co-Evolving Trading Strategies to Analyze Bounded Rationality in Double Auction Markets,'' (with Ren-Jie Zeng and Tina Yu), in R. Riolo, T. Soule, and B. Worzel (eds.), Genetic Programming Theory and Practice VI, Chapter 13, pp. 195--213, Springer, 2008.

14. “Computational Intelligence in Agent-Based Computational Economics,'' in J. Fulcher and L. C. Jain (eds.), Computational Intelligence: A Compendium, Studies in Computational Intelligence, Vol. 115, Chapter 13, 517--594, Springer, 2008

15. “On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?'' (with Nicolas Navet), in A. Brabazon and M. O'Neill (eds.). Natural Computing in Computational Economics and Finance, Chapter 11, pp. 197-210, Springer, 2008.Springer.

16. "Genetic Programming and Financial Trading: How Much about “What we Know”? '' (with T.-W. Kuo and K. –M. Hsu), in C. Zopounidis, M. Doumpos, and P. M. Pardalos (eds.), Handbook of Financial Engineering, pp. 99-154, Springer, 2008.

17. “Agent-Based Modeling of Lottery Markets: Policy-making from Bottom Up,” (with Bin-Tzong Chie), in L. Dennard, K. Richardson, and G. Morcol (eds.), Complexity and Policy Analysis: Tools and Concepts for Designing Robust Policies in a Complex World, Managing the Complex Volume 3, Chapter 13, ISCE Publishing, 2008 .

18. “Modularity, Product Innovation, and Consumer Satisfaction: An Agent-Based Approach,'' (with Bin-Tzong Chie), forthcoming in H. Yin, P. Tino, E. Corchado, W. Byrne and X. Yao (eds.), Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science . (LNCS 4881), pp. 1053-1062. Springer, 2007,

19. “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.

20. “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, pp. 123--134. Springer, 2007.

21. “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.

22. “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.

23. “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]

24. “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]

25. "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]

26. "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]

27. "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.

28. "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.

29. "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]

30. "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.

31. "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]

32. "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]

33. "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]

34. "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]

35. "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.

36. "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]

37. "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.

38. "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.

39. "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.

40. "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.

41. "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.

42. "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.

43. "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.

44. "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

45. "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.

46. "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.

47. "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]

48. "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]

49. "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.

50. "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.

51. "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.

52. "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]

53. "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.

54. "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.

55. "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]

56. "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]

57. "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]

58. "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.

59. "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.

60. "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.

61. "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.

62. "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.

63. "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.

64. "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

1. “Microstructure Dynamics and Agent-Based Financial Markets,” in Tibor Bosse, Armando Geller, Catholijn M. Jonker (eds.), Proceedings on Eleventh International Workshop on Multi-Agent-Based Simulation (MABS’2010), Toronto, Canada, May 11, 2010, pp. 117-128.

2. “Analysis of Micro-Behavior and Bounded Rationality in Double Auction Markets Using Co-evolutionary GP,” (with R.J Zeng and T. Yu). In Proceedings of World Summit on Genetic and Evolutionary Computation (GEC’09), June 12–14, 2009, Shanghai, China, ACM.

3. “Modeling Intelligence of Learning Agents in an Artificial Double Auction Market.” (with C.-C. Tai), in 2009 IEEE Proceedings on Computational Intelligence for Financial Engineering (CIFEr’2009) Proceedings, Sheraton Music City Hotel, Nashville, Tennessee, USA, March 30 - April 2, 2009, pp. 36-41.

4. “Agent-based Simulation of Product Innovation: Modularity, Complexity and Diversity,” (with B.-T. Chie), Proceedings of the Agent 2007 Conference on Complex Interaction and Social Emergence (Agent 2007), Northwestern University, Evanston, Illinois, Nov. 15-17, 2007, pp. 295-305.

5. “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

6. “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.

7. "Network Topologies and Consumption Externality,'' (with L.-C. Sun), in Proceedings of the First International Workshop on Agent Network Dynamics and Intelligence (ANDI'2005), Kitakyushu, Japan, June 13-14, 2005, pp. 91-101.

8. "Functional Modularity in the Test Bed of Economic Theory--Using Genetic Programming,'' (with B.-T. Chie), In R. Poli, et al. (eds.), GECCO-2004: Proceedings of the Genetic and Evolutionary Computation Conference, June 26-30, 2004, Seattle, Washington, USA.

9. "Risk Preference and Survival Dynamics,'' (with Y.-C. Hwang), in T. Terano, H. Kita, T. Kaneda and K. Arai (eds.), Proceedings of the 3rd International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS'04), May 27-29, 2004, Kyoto University, Kyoto, Japan, pp. 9-16.

10. "Behavioral Finance and Agent-Based Computational Finance: Toward an Integrating Framework,'' in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D. Ventura, P.-P. Wang, and J. Wu (eds.), Proceedings of 7th Information Sciences (JCIS 2003), September 26-30, 2003, Cary, North Carolina, U.S.A., pp. 1235-1238.

11. "Agent-Based Modeling of Lottery Markets,'' (with B.-T. Chie), in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D. Ventura, P.-P. Wang, and J. Wu (eds.), Proceedings of 7^th Information Sciences (JCIS 2003), September 26-30, 2003, Cary, North Carolina, U.S.A., pp. 1227-1230.

12. "Modeling International Short-Term Capital Flow with Genetic Programming,'' (with T.-W. Kuo), in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D. Ventura, P.-P. Wang, and J. Wu (eds.), Proceedings of 7th Information Sciences (JCIS 2003), September 26-30, 2003, Cary, North Carolina, U.S.A., pp. 1140-1144.

13. "A Preview of the Third International Workshop on Computational Intelligence in Economics and Finance,'' (with C.-C. Tai and X.Yao), in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D. Ventura, P.-P. Wang, and J. Wu (eds.), Proceedings of 7^th Information Sciences ( JCIS 2003), September 26-30, 2003, Cary, North Carolina, U.S.A., pp. 985-987.

14. "Economic Models of Innovations: Why GP Can Be a Possible Way Out?'' (with B.-T. Chie), Computational Synthesis: From Basic Building Block to High Level Functionality, Technical Report SS-03-02, AAAI Press, pp. 42-51.

15. "Trading Restrictions, Price Dynamics and Allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modeling and Simulations," (with C.-C.Tai and B.-T. Chie), in A. Namatame, D. Green, Y. Aruka, H. Sata (eds.), Proceedings of the 6th International Conference on Complex Systems 2002: Complexity with Agent-Based Modeling, Chuo University, Tokyo, Japan, September 9-11, 2002, pp. 169-176.

16. "Agent-Based Computational Macroeconomics: A Survey," Proceedings of the Second International Workshop on Agent-based Approaches in Economic and Social Complex Systems ( AESCS'02), Institute of Socio-Information and Communication Studies, University of Tokyo, August 16, pp. 15-30, 2002.

17. "Why Are There Sunspots? An Analysis Based on Agent-Based Artificial Stock Markets," (with C.-C. Liao), in H. J. Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre, M. Lu, M. G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings of 6th Information Sciences ( JCIS'02), March 8-13, 2002, Research Triangle Park, North Carolina, U.S.A., p. 1167.

18. "Individual Rationality as a Partial Impediment to Market Efficiency," (with C.-C. Tai and B.-T. Chie), in H. J. Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre, M. Lu, M. G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings of 6th Information Sciences ( JCIS'02), March 8-13, 2002, Research Triangle Park, North Carolina, U.S.A., pp. 1163-1166.

19. "Sensitivity Analysis of Genetic Programming: A Case of Symbolic Regression," (with T.-W. K. and Y.-P. Shieh), in H. J. Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre, M. Lu, M. G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings of 6th Information Sciences (JCIS'02), March 8-13, 2002, Research Triangle Park, North Carolina, U.S.A., pp. 1119-1122.

20. "Trading Strategies on Trial: A Comprehensive Review of 21 Practical Trading Strategies Over 56 Listed Stocks," (with T.-W. Kuo), in B. Verma, A. Namatame, X. Yao, H. Selvaraj, A. de Carvalho, A. Ohuchi (eds.) , Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press, pp. 66-71.

21. "The Schema Analysis of Emergent Bargaining Strategies in Agent-Based Double Auction Markets," (with B.-T. Chie), in B. Verma, A. Namatame, X. Yao, H. Selvaraj, A. de Carvalho, A. Ohuchi (eds.)Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press. pp. 61-65.

22. "Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA Ver. 2, Part 2,"(with B-T. Chie and C.-C. Tai), in B. Verma, A. Ohuchi (eds.), Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press, pp. 55-60.

23. "Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA Ver. 2, Part 1," in B. Verma, A. Namatame, X. Yao, H. Selvaraj, A. de Carvalho, A. Ohuchi (eds.), Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press, pp. 48-54.

24. "Testing for Granger Causality in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock Markets," in Z. Wang and W. Wang (eds.), Proceedings of the IFAC Workshop on Computational in Economic, Financial and Engineering-Economic Systems, Oct. 22-24, 2001, Tianjin, P.R. China, pp.464-469.

25. "Price Discovery in Agent-Based Computational Modeling of Artificial Stock Markets," (with C.-C. Liao), in Z. Wang and W. Tang (eds.), Proceedings of the IFAC Workshop on Computational in Economic, Financial and Engineering-Economic Systems, Oct. 22-24, 2001, Tianjin, P.R. China, pp. 456-463.

26. "Fundamental Issues in the Use of Genetic Programming in Agent-Based Computational Economics," in A. Namatame (ed.), Proceedings of the First International Workshop on Agent-based Approaches in Economic and Social Complex Systems ( AESCS2001 ), Matsue City, Shimane, Japan, May 21-22, 2001, pp. 175-185.

27. "Genetic Programming in the Agent-based Artificial Stock Market," (with C.-H. Yeh), in Proceedings of the 1999 National Computer Symposium, Vol. 2, pp.251-258. Tamkang University, Taipei, Dec. 20-21, 1999.

28. “連鎖店賽局的共演化不穩定性：遺傳演算法學習之應用”, (與倪志琦合著), 台灣經濟學會年會論文集，1999, pp 47-70.

29. "Testing for Granger Causality in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock Markets," (with C.-H. Yeh and C.-C. Liao), in B. McKay, Y. Tsujimura, R. Sarker, A. Namatame, X. Yao, and M. Gen (eds.) Proceedings of the Third Australia-Japan Joint Workshop on Intelligent and Evolutionary Systems, Canberra, Australia, 23-25 November, 1999. pp. 8-15.

30. "Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets," (with T.-W. Kuo) In Banzhaf, W., Daida, J., Eiben, A. E., Garzon, M. H., Honavar, V., Jakiela, M., & Smith, R. E. (eds.). GECCO-99: Proceedings of the Genetic and Evolutionary Computation Conference, July 13-17, 1999, Orlando, Florida USA. San Francisco, CA: Morgan Kaufmann. Vol. 2. (ISBN:1-55860-611-4) pp.966-973.

31. "Genetic Algorithms, Trading Strategies and Stochastic Processes: Some New Evidence from Monte Carlo Simulations," (with W.-Y Lin and C.-I. Tsao) In Banzhaf, W., Daida, J., Eiben, A. E., Garzon, M. H., Honavar, V., Jakiela, M., & Smith, R. E. (eds.). GECCO-99: Proceedings of the Genetic and Evolutionary Computation Conference, July 13-17, 1999, Orlando, Florida USA. San Francisco, CA: Morgan Kaufmann. (ISBN: 1-55860-611-4) pp.114-121.

32. "Genetic Programming in the Agent-Based Artificial Stock Market," (with C.-H. Yeh), in Proceedings of the 1999 Congress on Evolutionary Computation (CEC'99), Vol. 2, IEEE Press. (ISBN: 0-7803-5536-9) pp. 834-841.

33. "Would Evolutionary Computation Help in Designs of ANNs in Forecasting Exchange Rates?" (with C.-F. Lu), in Proceedings of the 1999 Congress on Evolutionary Computation (CEC'99), Vol. 1, IEEE Press. (ISBN: 0-7803-5536-9) pp. 267-274.

34. "Using Genetic Algorithms to Simulate the Evolution of an Oligopoly Game," in Proceedings of the Second Asia-Pacific Conference on Simulated Evolution and Learning (SEAL'98), Canberra, ACT 2600, Australia, Nov. 24-27, 1998. Vol. 2. (ISBN: 0-7317-0502-5)

35. "Option Pricing with Genetic Programming," (with C.-H. Yeh and W.-C. Lee), in J. Koza, W. Banzhaf, K. Chellapilla, K. Deb, M. Dorigo, D. Foegl, M. Garson, D. Goldberg, H. Iba, and R. Riolo (eds.), Proceedings of the Third Annual Genetic Programming Conference (GP'98), University of Wisconsin, Madison, Wisconsin, July 22-25, 1998. CA:Morgan Kaufmann Publishers, San Francisco (ISBN:1-55860-548-7). pp. 32-37.

36. "Two Ways to Improve Genetic Algorithms in Financial Data Mining: Sell Short with Recursive GAs,"' (with W.-Y. Lin), in Proceedings of the Seventh International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU'98), (ISBN: 2-84254-013-3), Paris, France, July 6-10, 1998, Vol. 2, pp.1090-1097.

37. "Hedging Securities with Genetic Programming," (with W.-C. Lee, and C.-H. Yeh), in G. Nakhaeizadeh and E. Steurer (eds.) ECML'98 Workshop Notes: Application of Machine Learning and Data Mining in Finance (ECML'98), Technische Universitat Chemnitz, Germany, April 24, 1998. ISSN:0947-5125. pp. 140-151.

38. "The Appeal of Evolution: The Case of the RGA-Based Portfolios," (with W.-Y. Lin), in N. C. Debnath (ed.), Proceedings of the ISCA 13th International Conference (CATA'98), Honolulu, Hawaii, U.S.A, March 25-27, 1998. ISBN:1-880843-23-4. pp.125-130.

39. "Examine the Randomness of Exchanges Rates: The Algorithm Based on Stochastic Complexity," (with C.-W. Tan) in T. Philip (ed.), Proceedings of the 10th International Conference on Computer Applications in Industry and Engineering (CAINE'97), San Antonio, Texas, U.S.A., December 10-12, 1997. ISBN: 1-880843-22-6. pp. 160-163.

40. "Financial Data Mining with Adaptive Genetic Algorithms," (with W.-Y. Lin) in T. Philip (ed.), Proceedings of the 10th International Conference on Computer Applications in Industry and Engineering (CAINE'97), San Antonio, Texas, December 10-12, 1997. ISBN: 1-880843-22-6. pp. 154-159.

41. "Energizing Economics Eductaion with Computer Power (I): Core Courses," (with S. Wang) in T. Philip (ed.), Proceedings of the 10th International Conference on Computer Applications in Industry and Engineering (CAINE'97), San Antonio, Texas, December 10-12, 1997. ISBN: 1-880843-22-6. pp. 149-153.

42. "Computational Economics: The Growth of Computer Power in Economics," in T. Philip (ed.), Proceedings of the 10th International Conference on Computer Applications in Industry and Engineering (CAINE'97), San Antonio, Texas, December 10-12, 1997. ISBN: 1-880843-22-6. pp. 144-148.

43. "Option Pricing with Genetic Algorithms: Separating Out-of-the-Money from In-the-Money," in Proceedings of the 1997 IEEE International Conference on Intelligent Processing Systems (ICIPS'97), October 28-31, 1997, Beijing, China. Vol. 1, IEEE Press (ISBN:7-80003-410-0/TP), pp. 110 - 115.

44. "Modelling Structural Changes with Genetic Programming: An Outline," (with C.-H. Yeh), in A. Sydow (ed.) Proceedings of 15th IMACS World Congress on Scientific Computation, Moldelling and Applied Mathematics (IMACS'97), Berlin, August 24-29, 1997. Vol. 2: Numerical Mathematics, Wissenschaft & Technik Verlag (ISBN:3-89685-552-2). pp. 621-626.

45. “貨幣數量學說的競爭性：遺傳規畫在知識發掘上的應用”(與葉佳炫聯合發表), 楊文山主編，社會科學計量方法發展與應用，中央研究院中山人文社會科學研究所專書(41), September, 1997, pp 211-262.

46. "Estimating the Effective Tax Function with Genetic Algorithms," (with W.-C. Lee), in J. T. Alander (ed.), Proceedings of the Third Nordic Workshop on Genetic Algorithms and their Applications (3NWGA), Helsinki, Finland, August 20-22, 1997. pp. 275-290.

47. "Using Genetic Programming to Model Volatility in Financial Time Series: The Case of Nikkei 225 and S&P 500," (with C.-H. Yeh), in Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (JIC'97), Aoyoma Gakuin University, Tokyo, Japan, July 29-31, 1997. pp. 288-306.

48. "On the Artificial Life of the General Economic System (I): The Role of Selection Pressure," in F. Hara and K. Yoshida (eds.), Proceedings of International Symposium on System Life (ISSL'97), Tokyo, Japan. July 21-22. 1997. pp. 233-240.

49. "Option Pricing with Genetic Algorithms: The Case of European- Style Options," (with W.-C. Lee), in T. Back (ed.), Proceedings of the Seventh International Conference on Genetic Algorithms (ICGA'97), San Francisco, CA: Morgan Kaufmann Publishers (ISBN:1-55860-487-1), 1997. pp. 704-711.

50. "Using Genetic Programming to Model Volatility in Financial Time Series," (with C.-H. Yeh ) in J. Koza, K. Deb, M. Dorigo, D. Foegl, M. Garson, H. Iba, and R. Riolo (eds.), Genetic Programming 1997: Proceedings of the Second Annual Conference (GP'97), Stanford University, July 13-16, 1997. San Francisco, CA:Morgan Kaufmann Publishers, San Francisco (ISBN:1-55860- 483-9). pp. 58-63.

51. "Trading Restrictions, Speculative Trades and Price Volatility: An Application of Genetic Programming," (with C.-H. Yeh), in Proceedings of the 3rd International Mendel Conference on Genetic Algorithms, Optimization Problems, Fuzzy Logic, Neural Networks, Rough Sets (Mendel'97), Brno, Czech Republic. June 25-27, 1997. PC-DIR, Brno. (ISBN:80-214-0884-7) pp. 31-37.

52. "Option Pricing with Genetic Algorithms: A First Report," in Chih-Chung Tan (ed.), Proceedings of the Second Chinese Congress on Intelligent Control and Intelligent Automation (CWC ICIA'97), Xian, China, June 23-27, 1997. Xi'an Jiaotong University Press (ISBN: 7-5605-0922-3/Z.22). pp. 1682-1688.

53. "Occam's Razor as an Emerging Property of ALIFE Economic Systems," Proceedings of the VII the Conference of International Association for the Development of Interdisciplinary Research on Learning: From Natural Principle to Artificial Methods (AIDRI'97), University of Geneva, June 23-26, 1997. pp. 59-62.

54. "Simulating Economic Transition Processes by Genetic Programming," (with C.-H. Yeh), in R. Kulikowski, Z. Nahorski, and J. W. Owsinski (eds.), Proceedings of the International Conference on Transition to Advanced Market Institutions and Economies: Systems and Operations Research Challenges (Transition'97), Warsaw, June 18-21, 1997. System Research Institute and Polish Academy of Sciences. (ISBN: 83-85847-81-2). pp.87-93.

55. "On the Cognitive System Which Can Detect and Adapt to Intrinsic Novelties," (with W.-Y. Lin), in J. Graham and D.-G. Shin (eds.), Proceedings of the 6th ISCA International Conference on Intelligent Systems (ICIS'97), Boston, Massachusetts, U.S.A., June 11-13, 1997. ISCA. (ISBN: 1-880843-20-X). pp. 187-192.

56. "Option Pricing with Genetic Algorithms: A Second Report," (with W.-C. Lee), in the 1997 IEEE International Conference on Neural Networks Proceedings (ICNN'97), Westin Galleria Hotel, Houston, Texas, U.S.A., June 9-12, 1997. (ISBN: 0-7803-4122-8), pp. 21-25.

57. “理性預期在蛛網模型中的形成過程：遺傳規畫在調適性多決策者系統中的應用”(與葉佳炫聯合發表), 1995年臺灣經濟學會年會論文集, 1995, pp 221-259.

58. "Coevolutionary Instability in Games: An Analysis Based on Genetic Algorithms," (with C.-C. Ni), Proceedings of 1997 IEEE International Conference on Evolutionary Computation (ICEC'97), Indianapolis, U.S.A., April 13-16. (ISBN: 0-7803- 3949-5) pp.703-708.

59. "Speculative Trades and Financial Regulations: Simulations Based on Genetic Programming," (with C.-H. Yeh), Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr'97), New York City, U.S.A., March 24-25, 1997. IEEE Press, pp. 123-129.

60. "Simulating Energy Policies via Computable General Equilibrium Models," (with S. Feng and T. Li), in Woodfill (ed.), Proceedings of the ISCA 12th International Conference, ISCA. (ISBN: 1-880843- 19-6), pp.165-170.

61. "Estimating the Effective Tax Functions with Genetic Algorithms," (with W.-C. Lee), in P. P. Wang (ed.), Proceedings of Joint Conference of Information Sciences, Vol. 1: Fuzzy Logic, Intelligent Control and Genetic Algorithm, FEA'97, Research Triangle Park, North Carolina, U.S.A. March 1-5, 1997 (ISBN: 09643456-4-1). pp. 81-84.

62. "Genetic Programming Learning in the Cobweb Model with Speculators," (with C.-H. Yeh), In International Computer Symposium (ICS'96) Proceedings: Proceedings of International Conference on Artificial Intelligence, National Sun Yat-Sen University, Kaohsiung, Taiwan, R.O.C., Dec. 19-21, 1996. pp. 39-46.

63. "Would and Should Government Lie about Economic Statistics: Simulations Based on Evolutionary Cellular Automata," in Proceedings of the First Asia-Pacific Conference on Simulated Evolution and Learning (SEAL'96), KAIST, Taejon, Korea, Nov. 9-12, 1996. pp. 365-372.

64. "Measuring Stock Market Efficiency by Rissanen's Predictive Stochastic Complexity," in N. S. Antonio and H. Steele (eds.), Proceedings of The Second South China International Business Symposium: Managing International Business in the Twenty First Century," Macau, Nov. 4-7, 1996. Volume 1, pp.159-172.

65. "Understanding the Nature of Predatory Pricing in the Large- Scale Market Economy with Genetic Algorithms," (with C.-C. Ni), in Proceedings of the 1996 IEEE International Symposium on Intelligent Control (ISIC'96), IEEE Control System Socirty, Dearbon, Michigan, U.S.A., September 15-18, 1996. IEEE Press (ISBN:0-7803-2978-3). pp.354-359.

66. "Genetic Programming and the Efficient Market Hypothesis", in J. Koza, D. Goldberg, D. Fogel and R. Riolo (eds.), Genetic Programming 1996: Proceedings of the First Annual Conference, MIT Press, Cambridge, MA, 1996. pp. 45-53.

67. "A Comparsion of Forecast Accuracy between Genetic Programming and Other Forecastors: A Loss Differential Approach," (with C.-H Yeh), in D. Borrajo and P. Isasi (eds.), Proceedings of the First International Workshop on Machine Learning, Forecasting, and Optimization (MALFO96), Madrid, Spain, July 10-12, 1996, Universidad Carlos III de Madrid Press (ISBN:84-89315-04-3), pp. 39-52.

68. "Measuring Randomness by Rissanen's Stochastic Complexity: Applications to the Financial Data," (with C. Tan) Proceedings of the Sixth International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU'96), (ISBN: 84-8254-079-3), Granada, Spain, July 1-5, 1996, Vol. 3, pp.1489-1494.

69. "Genetic Algorithm Learning and the Chain-Store Game," (with C.-C. Ni), in Proceedings of 1996 IEEE International Conference on Evolutionary Computation, IEEE Press (ISBN: 0-7803-2902-3), Nagoya, Japan, May 20-22, 1996, pp.480-484.

70. "Bridging the Gap between Nonlinearity Tests and the Efficient Market Hypothesis by Genetic Programming", (with C. Yeh), in Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, IEEE Press (ISBN: 0-7803-3236-9), Crowne Plaza Manhattan, New York City, March 24-26, 1996, pp.34-39.

71. "Genetic Programming in Computable Financial Economics", (with C. Yeh), in Proceedings of the ISCA 11th Conference: Computers and Their Applications, ISCA Press (ISBN: 1-880843- 15-3), San Francisco, California, U.S.A., March 7-9, 1996, pp.135- 138.

72. "Genetic Programming in the Coordination Game with a Chaotic Best-Response Function", (with J. Duffy and C. Yeh), in P. Angeline, T. Back, and D. Fogel (eds.) Evolutionary Programming: Preceeding of the Fifth Annual Conference on Evolutionary Programming, MIT Press, Cambridge, MA, 1996. pp. 277-286.

73. "Can GA-based Technical Trading Rules Survive Well during the 1990-91 World-Wide Recession? Evaluation Based on the Crash of TAIEX and NIKKEI", (with C. Chen), in H. C. Steele and O. Yau (eds.) Proceedings of International Conference on "Global Business in Transition: Prospects for the Twenty First Century", Vol. II, Center for International Business Studies (CIBS), Lingnan College, Hong Kong, Dec. 14-16, 1995. pp.591-598.

74. “自我實現預期、貝氏學習與經濟謊言：細胞互動模型的模擬分析”, (與程永夏), 1994臺灣經濟學會年會論文集, 1995, pp. 123-150.

75. Uncertainty and PDP Market Efficiency: Strong and Weak Rationality in Double Auction Experimental Markets", (with J. Kuo and C. Lin), in H. Steele and N. S. Antonio (eds.) First South China International Business Symposium on "Planning Developing Markets and Information Technology Support: Managing Business in the 1990's", Proceedings and Papers, Vol.1, Centre for International Business Studies, Lingnan College, 1994. pp.9-13.

Invited Plenary and Keynote Speech Top

1. “Varieties of Agents in Agent-Based Computational Economics: A Historical and an Interdisciplinary Perspective,” The 16th International Conference on Computing in Economics and Finance (SCE’2010), City University London, London, UK, July 13-17, 2010.

2. “Origin of Agent-Based Computational Economics: Agent-Based Modeling of Economic Experiments,” International Conference on How and why economists and philosophers do experiments: dialogue between experimental economics and experimental philosophy (KEEL’2010), Kyoto Sangyo University, Kyoto, Japan, March 27-28, 2010.

3. “Agent-Based Computational Modeling in Economics: From the Origins to the Frontiers s,” Facing Crisis: International Seminar on How to Develop Methods of Economic Research, Beijing, China, September 10-11, 2009.

4. “Artificial Economic Agents with Heterogeneous Cognitive Capacity and Their Economic Consequences: Study Based on Agent-Based Double Auction Market Simulations,’’ (with Tina Yu), The 4^th International Conference on Economic Science with Heterogeneous Agents (ESHIA’2009), Beijing Normal University, Beijing, China, June 18-20, 2009.

5. “Agent-based Simulation Models of Financial Markets,’’ The First Chinese Forum on Intelligent Finance, Chinese Academy of Sciences, Beijing, China, Feb 26-28, 2009.

6. “Toward a Bottom-Up Risk Simulator: An Agent-Based Model of Lottery Tax Rates,’’ 2008 International Conference on Business Intelligence and Financial Engineering (BIFE’2008), Changsha University of Science & Technology, Changsha, China, October 28-30, 2008.

7. “Agent-Based Economic Model and Econometrics,” International Workshop on Nonlinear Economic Dynamics and Financial Market Modelling, Peking University, Beijing, China, October 9-11, 2008.

8. “Agent-Based Economic Models and Econometrics,'' Econophysics Colloquium 2008, Kiel University, Kiel, Germany, August 28-30, 2008.

9. “Agent-Based Modelling in Economics and Finance,'' A CIFREM Tutorial Workshop on Agent-Based Modelling in Economics and Finance, Trento University, Trento, Italy, May 19-20, 2008.

10. “Agent-Based Computational Economics and Econometrics,'' The 11th Asia-Pacific Workshop on Intelligent and Evolutionary Systems, (IES 2007), National Defense Academy, Yokosuka, Japan, November 30-December 2, 2007.

11. “Genetic Programming and Agent-Based Computational Economics,'' The 5th International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS'07), Waseda University, Tokyo, Japan, August 29-30, 2007.

12. “Economic Issues Presenting Challenges to Genetic Programming,'' 2007 Seoul BK Colloquium on Learning Complex Structures, (SCLCS 2007), Seoul National University, Seoul, Korea, August 22-25, 2007.

13. “On the Plausibility of Sunspot Equilibria: Simulations Based on Agent-Based Artificial Stock Markets,'' The Second International Workshop on Intelligent Finance (IWIF-II), Chengdu, China, July 6--8, 2007.

14. “Trading with Genetic Programming: Evidence from Stock Markets and Foreign Exchange Markets,” the plenary speech given at the ICSC Congress on Computational Intelligence: Methods and Applications, (CIMA’05), Istanbul, Turkey, December 15-17, 2005.

15. "Evolving Economic Theory with Evolutionary Computation,'' the keynote speech given at the 2004 Conference on Intelligent Information Systems & the First Workshop on Evolutionary Computation Applications, Aletheia University, Taipei, May 22, 2004.

16. "Agent-Based Computational Approach to Complex Adaptive Economic Systems,'' plenary speech given at the First Cross-Strait Conference on Statistical Physics, Yangzhou University, Yangzhou, China. August 27-31, 2003.

17. "Understanding Sunspots: An Analysis Based on Agent-Based Artificial Stock Markets," invited talk given at the 6th Taiwan International Symposium on Statistical Physics: Lattice Model and Complex System ( StatPhys-Taiwan-2002), Academia Sinica, Taipei and National Chung Hsing University (Huei-Suen Farm), Taiwan, 26 May-1 June 2002.

18. "John Holland's Legacy in Economics," keynote speech to be given at SECOND CeNDEF WORKSHOP on ECONOMIC DYNAMICS, Center for Nonlinear Dynamics in Economics and Finance, Universiteit van Amsterdam, January 4-6, 2001.

19. "On the Relevance of Genetic Programming to Evolutionary Economics," plenary speech given at the 4th Annual Meeting of the Japan Association for Evolutionary Economics} (JAFEE’2000), Surugadai Memorial Hall of Chuo University, Tokyo, Japan, March 25-26, 2000.

20. "Genetic Programming in Agent-Based Modeling of Artificial Stock Markets: Part 1," Open Lecture given in Seminar on Computational Intelligence in Economics and Finance, International Christian University, Tokyo, Japan, March 24, 2000.

21. "Simulating the Artificial Stock Markets with Spirit of Keynes and the Neo-Classical," plenary speech given at the Workshop on Expectational and Learning Dynamics in Financial Markets, University of Technology, Sydney, December 13-14, 1999.

22. "Genetic Algorithms in Complex Adaptive Economic Systems: Successes and Failures," plenary speech to be given at the First Asia-Pacific Workshop on Genetic Algorithms and Applications (APGA'98), Tsinghua University, Beijing, China. October 18-20, 1998.

23. "Genetic Programming Learning in the Cobweb Model with Inventory," (with C.-H. Yeh), plenary speech given at the IIGSS- CB The First Workshop on General Systems Methodology and Applications (GSMA'96), Huazhong University of Science and Technology, Wuhan, China, July 16-18, 1996.

24. "On the Cognitive Foundations of Economics: Evolution, Information, and Computation," paper presented at the Symposium on the Development in Cognitive and Life Sciences in memory of Chao-Ting Chang, Department of Philosophy, National Chung Cheng University, Chia-Yi, April 20-21, 1996.

25. "From the Hayek Hypothesis to Animal Spirits: The Phase Transition based on Competitive Experimental Markets", (with J. Kuo and C. Lin), paper presented at the conference "Inflation, Institutions and Information: Theories and History" held in Honor of Axel Leijonhufvud at the Central Bank of Uruguay, Montevideo, Uruguay, September 6-7 1993.

Tutorial Top

1. “Varieties of Agents in Agent-Based Computational Economics: From Calibrated Artificial Agents to Autonomous Agents,” Summer School on Intelligent Agents, National Tsing-Hwa University, Hsinchu, Taiwan, June 28-July 1, 2010.

2. “Agent-Based Modeling in economics and econometrics”, APCTP (Asia Pacific Center for Theoretical Physics) School on Econophysics, Pohang, Korea, August 24-27, 2009.

3. “Agent-Based Modeling in Finance: The Tradition of Human-Subject Experiments”. The Central European University (CEU) Summer School on Complex Systems and Social Simulations (CSS), Budapest, Hungary, July 23, 2009.

4. “Heterogeneous and Multi-Agent Modeling”, The 15th International Conference Computing in Economics and Finance, University of Technology, Sydney, Australia, July 13-17, 2009.

5. “Agent-Based Computational Economics and Some of Its Recent Developments”, 東吳學95年度教學卓越計畫計算智慧在經濟與財務上的發展與應用研習會，March 24, 2007

6. "Discovering Hidden Financial Patterns with Genetic Programming,'' (with T. Yu and T.-W. Kuo), The 2nd IASTED International Conference on Financial Engineering and Applications (FEA 2004), MIT, Cambridge, November 8-10, 2004.

7. "Teaching Econ I with Agent-Based Modeling,'' The Fourth Workshop on Nonlinear Physics, National Chung Hsing University, Taichung, Taiwan, Dec. 20-22, 2002.

8. "Genetic Programming in Economics and Finance,"(with C.-H. Yeh), Congress on Evolutionary Computation(CEC'2001), COEX, Seoul, Korea, May 27-30, 2001.

"Genetic Programming in Economics and Finance," Congress on Evolutionary Computation (CEC'2000), La Jolla, California, U.S.A, July 16-19, 2000.

PUBLICATIONS: Conference Papers Top

1. “The optimal allocation model of corporate governance based on computational intelligence: Board composition and ownership structure to maximize the firm value,” (with Hui-Sung Kao and Jan-Zan Lee), 2010 American Accounting Association Annual Meeting (2010AAA), San Francisco, U.S.A., July 31- August 4, 2010.

2. “Role of Pricing in an Innovation-Based Economy: Views from an Agent-Based Modular Economy,” (with Bin-Tzong Chie), Advances in Agent-Based Computational Economics (ADACE 2010), Bielefeld University, Germany, July 5-7, 2010.

3. “Building firm value function based on computational intelligence: Applying Ohlson model and considering corporate governance,” (with Hui-Sung Kao and Jan-Zan Lee) 2010 Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference, Christchurch, New Zealand, July 4-6, 2010。

4. “What Do We Learn about Culture from Experimental Economics?” (with Shu G Wang), 8^th Crossroads, Lingnan University, Hong Kong, June 17-21, 2010.

5. “Agents Learned, but Do We? An Illustration Using the Agent-Based Double Auction Markets,” (with Tina Yu), Sino-foreign-interchange Workshop on Intelligence Science and Intelligent Data Engineering (IScIDE’2010), Harbin, China, June 3-5, 2010.

6. “Empirical Puzzles or Aggregation Problems- A View of Agent-based Models,” (with Chia-Ling Chang), the Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS’2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

7. “Agent-Based Modeling of Cognitive Double Auction Market Experiments,” (with Chung-Chin Tai and Lei-Xieng Yang), The Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS’2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

8. “A Bibliometric Study of Agent Based Modeling Literature on SSCI Database,” (with Yu-Hsiang Yang and Wen-Jen Yu), The Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS’2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

9. “Market Fraction Hypothesis: A Proposed Test,” (with M. Kampouridis and E. Tsang), The 9^th Asia-Pacific Complex Systems Conference (Complex’09), Chou University, Tokyo, Japan, November 4-7, 2009.

10. “Emergent Complexity in Agent-Based Computational Economics,” Workshop on Nonlinearity, Complexity and Randomness, Algorithmic Social Sciences Research Unit, CIFREM/Department of Economics, University of Trento, Italy, October 27-28, 2009. “

11. “On the beauty-contest experiments:Is intelligence relevant?” (with Lei-Xieng Yang and Yeh-Rong Du), in Martin Reimann and Oliver Schilke (eds.), 2009 NeuroPsychoEconomics Conference Proceedings, LIFE&BRAIN Center, Bonn, Germany, October 5-6, 2009, p.29.

12. “Decision and behavior in ultimatum game with multitargets,” (with Chia-Yang Lin and Lei-Xieng Yang), in Martin Reimann and Oliver Schilke (eds.), 2009 NeuroPsychoEconomics Conference Proceedings, LIFE&BRAIN Center, Bonn, Germany, October 5-6, 2009, p.28.

13. “Microstructure Dynamics and Agent-Based Financial Markets,” First International Workshop on Managing Financial Instability in Capitalistic Economies (MAFIN09), Reykjavik, Iceland, September 3-5, 2009.

14. “Reinforcement Learning in Auction Experiments,” (with Yi-Ling Hsieh), International Association for Research in Economic Psychology (IAREP) and Society for the Advancement of Behavioral Economics (SABE) Joint Conference, Saint Mary’s University, Halifax, Canada, July 7 – July 11, 2009.

15. “Agent-Based Modeling of Cognitive Double Auction Market Experiments,’’ (with Chung-Chi Tai and Li.-Xieng. Yang), 2009 International Meeting of the Economic Science Association (ESA’2009), Washington DC, June 25-28, 2009.

16. “Corporate Governance and Equity Evaluation: Nonlinear Modeling via Neural Networks,” (with. Hui-Sung Kao and Jan-Zan Lee), 2009 Oxford Business & Economics Conference (OBEC’2009), St. Hugh’s College, Oxford University, Oxford, UK, June 24-26, 2009.

17. “Market Fraction Hypothesis: A Proposed Test”, (with Michael Kampouridis and Edward Tsang), 6th International Conference on Computational Management Science (CME’2009), Geneva, May 1-3, 2009.

18. “Microstructure Dynamics: An Approach Inspired by Agent-based Financial Markets”, IV International Meeting on Dynamics of Social and Economic Systems (DYSES 09), Hotel Libertador Pinamar, Argentina, April 14-18, 2009.

19. “Modeling Intelligence of Learning Agents in An Artificial Double Auction Market”, (with Chung-Ching Tai), IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr 2009), Nashville, Tennessee, USA, March 30 - April 2, 2009.

20. “Reinforcement Learning in Auction Experiments”, (with Yi-Lin Yeh), Eastern Economic Association Annual Conference, New York City, USA, Feb 27-March 1, 2009.

21. “公司治理與股權評價—類神經網路之非線性模型” (與高惠松、李建然聯合發表), 2008會計理論與實務研討會, 國立中興大學會計學, 97年12月4日至12月5日

22. “Reinforcement Learning in Auction Experiments”, (with Yi-Lin Hsieh), 2008 Winter Workshop on Economics with Heterogeneous Interacting Agents, Kainan University, Taiwan, December 5-7, 2008.

23. “Significance of Heterogeneity in Financial Markets : Empirical Study from simple few-type model,” (with Ying-Fang Kao), 2008 Winter Workshop on Economics with Heterogeneous Interacting Agents, Kainan University, Taiwan, December 5-7, 2008.

24. “Agent-Based Economic Models and Econometrics”, (with Ye-Rong Du), 2008 Winter Workshop on Economics with Heterogeneous Interacting Agents, Kainan University, Taiwan, December 5-7, 2008.

25. “A Comparison of Effective Trading Agents in Double Auction Markets,” (with Chung-Ching Tai), The 7th International Conference on Computational Intelligence in Economics and Finance, Kainan University, Taiwan, December 5-7, 2008.

26. “Agent-based economic models and econometrics”, International Workshop on Nonlinear Economic Dynamics and Financial Market Modelling, Peking University, China, October 9-10, 2008.

27. “On Predictability and Profitability: Would AI induced Trading Rules be Sensitive to the Entropy of Time Series,” (with N. Navet), 2nd Workshop: Bridging Mathematics, Natural Sciences, Social Sciences, and Finance, International University of Monaco, Monaco, April 9-11, 2008.

28. ''Lottery Markets-Design, Micro-Structure and Macro-Behavior: An ACE Approach,'' (with B.-C. Chie), Agent-Based Modeling for Economic Policy Design (ACEPOL'05), Center for Interdisciplinary Research, University of Bielefeld, Germany, June 30 - July 2, 2005.

29. "Agent-Based Modeling of Lottery Markets: Policy-Making from the Bottom-Up,'' (with B.-C. Chie), The First International Workshop on Complexity & Policy Analysis, Department of Government, University College Cork, Cork, Ireland, June 22-24, 2005.

30. "Risk Preference, Forecasting Accuracy and Survival Dynamics: Simulations Based on a Multi-Asset Agent-Based Artificial Stock Market,'' (with Y.-C. Hwang), The 3^rd NTU International Conference on Economics, Finance and Accounting: Financial Regulation and Risk Management, National Taiwan University, Taipei, Taiwan, May 19-21, 2005.

31. "Network Topologies and Network Externality,'' (with L.-C. Sun, C.-H Wang), 2005 NCTS May Workshop on Critical Phenomena and Complex Systems, National Taiwan University, Taipei, Taiwan, May 13, 14, and 16, 2005.

32. “經濟學中的創新行為建模：遺傳規劃的觀點’ (與池秉聰、陳俊元聯合發表)，第三屆創新與創造力研討會，國立政治大學創新與創造力研究中心，January 21-22, 2005.

33. "Relative Risk Aversion and Wealth Dynamics,'' (with Y.-C. Huang), IASTED International Conference on Financial Engineering and Applications (FEA'2004), MIT, Cambridge, USA, November 8-10, 2004.

34. "Risk Preference and Survival Dynamics,'' (with Y.-C. Huang), the 5th International Conference on Simulated Evolution And Learning (SEAL04), BEXCO, Busan, Korea, October 26-29, 2004.

35. "Discovering Financial Patterns in the Foreign Exchange Markets,'' (with C.-Y. Tsao), The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam, Amsterdam, The Netherlands, July 8-10, 2004.

36. "Experiments in a Software Aided Multiagent System,'' (with C.-C. Tai), The 10^th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam, Amsterdam, The Netherlands, July 8-10, 2004.

37. "Discussing the Survivability Issue in Agent-Based Artificial Stock Market,'' (with Y.-C. Huang), The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam, Amsterdam, The Netherlands, July 8-10, 2004.

38. "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules,'' (with T. Yu and T.-W. Kuo), The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam, Amsterdam, The Netherlands, July 8-10, 2004.

39. "Agent-Based Modeling of Lottery Markets,'' (with B.-T. Chie), The Agent 2003 Conference on Challenges in Social Simulation, University of Chicago, October 2-4, 2003.

40. "Agent-Based Modeling of Lottery Markets,'' (with B.-T. Chie), 2nd Lake Arrowhead Conference on Human Complex Systems, Lake Arrowhead, California. March 19-22, 2003.

41. “Linear and nonlinear Granger causality in the stock price-volume relation : A perspective on the agent-based model of stock markets,” (與廖崇智聯合發表)，第一屆全國行為財務學，理論與實體研討會，台北世新大學，December 21, 2002

42. “廠商創新與仿冒行為的演化 – 代理人基模型模擬與分析”, (與張嘉玲聯合發表)，中華民國科技管理研討會2002年會，高雄義守大學，December 13-14, 2002.

43. "Market Diversity and Market Efficiency: The Approach Based on Genetic Programming,'' (with C.-H. Yeh), in Convention on the Study of Artificial Intelligence and the Simulation of Behaviour (AISB'01), University of York, UK, March 21-24, 2001.

44. "The Comparison between Social Learning and Individual Learning:The Approach Based on Genetic Programming,"(with C.- H.Yeh),in 2nd Workshop on the Simulation of Social Agents: Architectures and Institutions (Agent'2000) ,The University of Chicago,Chicago,October 7-9,2000.

45. "On Bargaining Strategies in the SFI Double Auction Tournaments:Is Genetic Programming the Answer?" in 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE'2000) ,Universitat Pompeu Fabra, Barcelona, Catalonia,Spain, June 6-8, 2000.

46. "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),in 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE'2000) , Universitat Pompeu Fabra,Barcelona,Catalonia,Spain,June 6-8,2000.

47. "On the Emergent Properties of Arti cial Stock Markets:Price- Volume Relation and Sunspots," (with C.-C.Liao and C.-H.Yeh), in 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE'2000) , Universitat Pompeu Fabra,Barcelona,Catalonia,Spain,June 6-8, 2000.

48. "Would Wavelets Help in Neural-Nets Based Forecasting of Stock Price?:Evidences from 11 Stock Market Indicies,"(with C.-W. Tan), in The 20th International Symposium on Forecasting (ISF 2000) ,Lispon,Portugal,June 21-24,2000.

49. "Price Discovery in Agent-Based Computational Modeling of Artificial Stock Markets:What Make it Work and What Don't?", (with C.-C.Liao and T.-W.Kuo),in The 20th International Symposium on Forecasting (ISF'2000) ,Lispon,Portugal,June 21-24, 2000.

50. "A Tutorial Guide to Agent-Based Computational Modeling of Artificial Stock Markets:With Specific Reference to the Software AIE-ASM Version 3,h(with C.-H.Yeh),in The 20th International Symposium on Forecasting (ISF'2000),Lispon,Portugal,June 21-24,2000.

51. "Statistical Analysis of Genetic Algorithms in Market Timing," (with W.-Y.Lin,and C.-Y.Tsao),in The 20th International Sym-posium on Forecasting (ISF¡¦2000) ,Lispon,Portugal,June 21-24, 2000.

52. "Taiwan's Macroeconomy in the 1990s:An Overview," in International Conference on President Lee Teng-hui's Legacy and Its Implications for the New Administration, The Grand Hotel Taipei, Taiwan,May 12-13,2000.

53. "On the Role of Intensive Search in stock Markets: Simulations Based on Agent-Based Computational Modeling of Artificial Stock Markets," (with C.-H. Yeh), in Proceedings of the Second Asia-Pacific Conference on Genetic Algorithms and Applications (APGA 2000), City University of Hong Kong, Hong Kong, May 3-5, 2000. Global Link Publishing Company, Hong Kong (ISBN: 962-8286-05-6). pp.397-402.

54. "Evolving Bargaining Strategies with Genetic Programming: An Overview of "AIE-DA, Version1,"" in Proceedings of the Second Asia-Pacific Conference on Genetic Algorithms and Applications (APGA'2000), City University of Hong Kong, Hong Kong, May 3-5, 2000. Global Link Publishing Company, Hong Kong (ISBN: 962-8286-05-6). pp.388-396.

55. "Price Discovery in Agent-Based Computational Modeling of Artificial Stock Markets," (with C.-C. Liao), in Proceedings of the Second Asia-Pacific Conference on Genetic Algorithms and Applications(APGA'2000), City University of Hong Kong, Hong Kong, May 3-5, 2000. Global Link Publishing Company, Hong Kong (ISBN: 962-8286-05-6). pp.380-387.

56. "Testing Rational Expectations Hypothesis with Agent-Based Model of Stock Markets," (with C.-H. Yeh and C.-C. Liao), in Evolutionary Economics in Tokyo: Papers of the Fourth Annual Conference of the Japan Association for Evolutionary Economics, (JAFEE'2000), Tokyo, Japan, March 25-26, 2000. pp. 142-145.

57. "On the Role of Intensive Search in Stock Markets: Simulations Based on Artificial Stock Markets," (with C.-H. Yeh ), in Evolutionary Economics in Tokyo: Papers of the Fourth Annual Conference of the Japan Association for Evolutionary Economics, (JAFEE'2000), Tokyo, Japan, March 25-26, 2000. pp. 128-131.

58. "Searching Financial Patterns with Self-Organizing Maps," (with H. He), in P. Wang (ed.), Proceedings of the Fifth Joint Conference on Information Sciences (JCIS'2000), Atlantic City, New Jersey, Feb. 27- March. 3, Vol. II (ISBN:0-9643456-9-2). pp. 968-977.

59. "Testing for Granger Causality in the Stock-Price Volume Relation: A Perspective from the Agent-Based Model of Stock Markets," (with C.-H