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]
Office:
TEL: 886-2-29387308, FAX: 886-2-29370290, email: chchen@nccu.edu.tw
PUBLICATIONS: Edited Books and
Volumes Top
1.
Guest editor (with Sai-Ping Lee), International
Review of Financial Analysis,
a special issue on Complexity and
Non-Linearities in Financial Markets: Perspectives from Econophysics,
forthcoming.
[EconLit, FLI]
2.
Guest editor (with Dash Wu and David Olson),
Information Sciences, a special issue
on Business Intelligence in Risk
Management, forthcoming. [SCI]
3.
Agent-Based
Approaches in Economic and Social Complex Systems VIII, Agent-Based Social Systems, Volume 8,
(with Takao Terano, Ryuichi Yamamoto), Springer, 2011.
4.
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,
5.
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.
6.
Computational
Intelligence
in Economics and Finance: Volume II, (with P.
P. Wang and Tzu-Wen Kuo), Springer-Verlag, 2007.
7.
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]
8.
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.
9.
Applications of Artificial Intelligence in
Finance and Economics, (with Jane
Binner and Graham Kendall), Elsevier, 2004. [SSCI]
10.
Multi-Agent
for
Mass User Support, (with Koichi Kurumatani and Azuma Ohuchi),
Lecture Notes in Artificial
Intelligence, Springer, 2004.
11.
Computational
Intelligence
in Economics and Finance, (with P. Wang), Series on Advanced
Information Processing
(series editor: L. Jain), Springer-Verlag, 2002. [SCIE]
12.
Genetic
Algorithms and Genetic Programming in Computational Finance, Kluwer.
2002.
13.
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.
“Econophysics:
Bridges over a Turbulent Current,” (with Sai-Ping Li), International
Review of Financial Analysis [EconLit,
FLI], forthcoming.
2.
“Market
Fraction Hypothesis: A Proposed Test,”
(with Michael Kampouridis and Edward Tsang), International
Review of Financial Analysis [EconLit, FLI], forthcoming.
3.
“Liquidity
Cost of Market Orders in the Taiwan Stock Market: A Study based on an
Order-Driven Agent-Based Artificial Stock Market,” (with Yi-Ping Huang,
Min-Chin
Hung, and Tina Yu), International Review
of Financial Analysis [EconLit, FLI], forthcoming.
4.
”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）
5. “Agent-Based Economic Models and Econometrics,'' (with C.-L Chang, and Y.-R. Du), Knowledge Engineering Review, forthcoming. [SCI]
6. “Varieties of Agents in Agent-Based Computational Economics: A Historical and an Interdisciplinary Perspective,” Journal of Economic Dynamics and Control, 36(1):1-25, 2012 [SSCI].
7. “Do the ASEAN Countries and Taiwan Form a Common Currency Area?” (with Jane Binner, Ke-Hung Lai, James L. Swofford, and Andrew Mullineux), Journal of International Money and Finance, 30(7): 1429-1435, 2011 [SSCI, FLI].
8. “Emergent Complexity in Agent-Based Computational Economics,” (with Shu G Wang), Journal of Economic Surveys, 25(3): 527-546. 2011 [SSCI]
9.
“Agents
Learned, but Do We?
Knowledge Discovery Using the Agent-Based Double Auction Markets,”
(with Tina
Yu), Frontiers of Electrical and
Electronic Engineering (FEE) in
10. “Reinforcement Learning in Experimental Asset Markets,” (with Yi-Lin Hsieh), Eastern Economic Journal, 37(1):109 – 133. 2011 [EconLit]
11. “On the Elasticity Puzzle: Would the Agent-Based Modeling Help?” (with Shu G Wang) Advances and Applications in Statistical Sciences, 2(2): 375-391, 2010.
12. “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, 41: 68-92. 2010. [EconLit]
13. “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]
14.
“Price Errors
from Thin Markets and Their Corrections: Studies
Based on Taiwan's Political Futures Markets,''
(with
15. “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]
16. “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]
17.
“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]
18. “Software-Agent Designs in Economics: An Interdisciplinary Framework,'' IEEE Computational Intelligence Magazine, 3(4): 18-22, 2008. [SCIE]
19. “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]
20. “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.
21. “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]
22. “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]
23. “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]
24. “Relative Risk Aversion and Wealth Dynamics,'' (with Y.-C. Huang), Information Sciences, Vol. 177, Issue 5, pp. 1222-1229, 2007. [SCI]
25. “Computationally Intelligent Agents in Economics and Finance,'' Information Sciences, Vol. 177, Issue 5, pp. 1153-1168, 2007. [SCI]
26. “Graphs, Networks and ACE,'' New Mathematics and Natural Computation, Vol. 2, No. 3, pp. 299-314, 2006.
27. “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.
28.
"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. [SSCI]
29. “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.
30. “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]
31. "Computational Intelligence in Economics and Finance: Carrying on the Legacy of Herbert Simon,'' Information Sciences, Vol. 170, 2005, pp. 121-131. [SCI]
32. "Agent-Based Computational Modeling of the Stock Price-Volume Relation,'' (with C.-C. Liao), Information Sciences, Vol. 170, 2005, pp. 75-100. [SCI]
33. “Special Issue on Computational Intelligence in Economics and Finance. ” (With P. Wang). Information Sciences, Vol. 170, No. 1, 2005, pp.1-2. [SCI]
34. "Trends in Agent-Based Computational Modeling of Macroeconomics,'' New Generation Computation, Vol. 23, No. 1, 2005, pp. 1-11. [SCI]
35. "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.
36. "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]
37. "Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies,'' (with C.-Y. Tsao), Advances in Econometrics, Vol. 17. 2004, pp. 1-43. [SSCI]
38. "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.
39. "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]
40. "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]
41. "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.
42. "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.
43. "On the Emergent Properties of Artificial Stock Markets," (with C.-H. Yeh), Journal of Economic Behavior and Organization, Vol. 49, pp. 217-239, 2002. [SSCI]
44. "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.
45. “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.
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), Journal of Management and Economics, Vol. 5, No. 5. 2001.
47. "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. [SSCI]
48. "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. [SSCI]
49. "Simulating Economic Transition Processes by Genetic Programming," (with C.-H.Yeh), Annals of Operation Research, Vol.97, pp.265-286.2000.
50. "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]
51. "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.
52. "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]
53. "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.
54. "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.
55. "Modeling Volatility with Genetic Programming: A First Report," Neural Network World, Vol.8 No.2, 1998,pp.181-190.
56. “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。
57. "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.
58. “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。
59. "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]
60. "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.
61. "Elements of Information Theory: A Book Review", Journal of Economic Dynamics and Control, 1996, Vol.20, No.5, pp.819-824. [SSCI]
62. “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.
“Agent-Based Modeling of the El Farol Bar
Problem,” (with Umberto Gostoli), in Alma Lilia García Almanza, Serafin
Martinez-Jaramillo, Biliana Alexandrova-Kabadjova, and Edward Tsang
(eds.) Simulation
in Computational Finance and Economics: Tools and Emerging Applications, IGI Global, forthcoming.
2.
“Reasoning-Based Artificial Agents in
Agent-Based Computational Economics,”
in Kazumi Nakamatsu and Lakhmi Jain (eds.), Handbook
on Reasoning-based Intelligent Systems, World Scientific,
forthcoming.
3.
“The
Market Fraction Hypothesis under Different GP Algorithms,” (with
Michael
Kampouridis and Edward Tsang), in Alexander Yap (ed.), Information
Systems for Global Financial Markets: Emerging Developments
and Effects, IGI Global, 2012, Chapter 3, pp. 37—54.
4.
“Agent-Based Modeling of the Prediction Markets
for Political Elections,” (with Tongkui Yu), in D. Villatoro, J.
Sabater-Mir,
and J.S. Sichman (Eds.): Multi-Agent-Based
Simulation XII, Lecture Notes in
Artificial Intelligence (LNAI),
Volume 7124, Springer, 2012, pp. 31--43.
5.
“Market Microstructure: A Self-Organizing
Map Approach to Investigate Behavior Dynamics under an Evolutionary
Environment,”
(with Michael Kampouridis and Edward Tsang), in A. Brabazon and M.
O'Neill
(eds.), Natural Computing in Computational Finance, Volume 4, Studies in Computational Intelligence, Volume
380, Springer, 2011, Chapter 10, pp. 181—917.
6.
“An Order-Driven Agent-Based Artificial
Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan
Stock
Market,” (with Yi-Ping Huang, Min-Chin Hung, and Tina Yu),
in A. Brabazon and M. O'Neill (eds.), Natural
Computing in Computational Finance, Volume 4, Studies
in Computational Intelligence, Volume 380, Springer, 2011,
Chapter 9, pp. 163-179.
7.
“Is
Genetic Programming ``Human-Competitive''?
The Case of Experimental Double Auction Markets,” (with Kuo-Chuan
Shih), In: H.
Yin, W. Wang, V. Rayward-Smith (eds.),
Intelligent Data Engineering and Automated Learning-IDEAL 2011, Lecture Notes in Computer Science, Volume
6936, Springer, 2011, pp. 116-126.
8.
“Market Microstructure: Can Dinosaurs
Return? A Self-Organizing Map Approach under an Evolutionary
Framework,” (with Michael
Kampouridis and Edward Tsang), in Di Chio C, Brabazon A, Di
Caro G, Drechsler R, Farooq M,
Grahl J, Greenfield G, Prins C, Romero J, Squillero
G, Tarantino E, Tettamanzi A, Urquhart
N, Sima Uyar A (eds.), Applications
of Evolutionary Computation,
Lecture Note in Computer Science
Volume 6625, Springer,
2011, pp. 91-100.
9.
“Prediction Markets: A Study on the
10.
“A
Culture-Sensitive Agent in Kirman’s Ant Model,” (with Wen-Ching Liou
and
Ting-Yu Chen), in John Salerno, Shanchieh Jay Yang, Dana Nau, and
Sun-Ki Chai (eds),
Social Computing, Behavioral-Cultural
Modeling and Prediction, Lecture
Notes in Computer Science (LNCS), Vol 6589, Springer, 2011, pp.
341-348.
11.
“Microstructure
Dynamics and Agent-Based Financial Markets,” (with Michael Kampouridis
and
Edward Tsang), in T. Bosse, A. Geller, and C.M. Jonker (Eds.): Multi-Agent-Based Simulation XI, Lecture
Notes in Artificial Intelligence
(LNAI), Vol. 6532, Springer, 2011, pp. 121--135.
12.
“Neuroeconomics:
A Viewpoint from Agent-Based Computational Economics,” (with S G Wang),
in Shu-Heng
Chen, Yasushi Kambayashi and Hiroshi Sato (eds.) Multi-Agent
Applications with Evolutionary Computation and Biologically
Inspired Technologies: Intelligent Techniques for Ubiquity and
Optimization,
IGI Global, 2011. Chapter 3, pp. 35-49.
13.
“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 Shu-Heng
Chen, Yasushi
Kambayashi and Hiroshi Sato (eds.) Multi-Agent
Applications with Evolutionary Computation and Biologically Inspired
Technologies: Intelligent Techniques for Ubiquity and Optimization,
IGI
Global, 2011. Chapter 5, pp. 78-94.
14.
“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 Shu-Heng Chen, Yasushi Kambayashi and
Hiroshi Sato
(eds.) Multi-Agent Applications with
Evolutionary Computation and Biologically Inspired Technologies:
Intelligent
Techniques for Ubiquity and Optimization, IGI Global, 2011. Chapter
6, pp.
95-117.
15.
“A Bibliometric Study
of Agent Based Modeling Literature on SSCI Database,” (with Yu-Hsiang
Yang and
Wen-Jen Yu), in Shu-Heng Chen, Takao
Terano and Ryuichi Yamamoto (eds.), Agent-Based
Approaches in Economic and Social Complex Systems VIII, Agent-Based
Social Systems, Volume 8,
Springer, 2011, Part VI, 189-198.
16.
“Social
Interactions and Innovation: Simulation Based on an Agent-Based Modular
Economy,”
(with Bin-Tzong Chie), in Marco LiCalzi, Lucia Milone and Paolo
Pellizzari
(eds.), Progress in Artificial Economics:
Computational and Agent-Based Models, Lecture
Notes in Economics and Mathematical Systems, Vol. 645, Springer,
2010, pp.
127-138.
17.
“Testing
the Dinosaur Hypothesis under Empirical Datasets," (with Michael
Kampouridis
and Edward Tsang), in Robert Schaefer,
Carlos Cotta, Joanna Kolodziej, and Günter Rudolph (eds.): Parallel
Problem Solving from Nature, PPSN XI, Part II, Lecture
Notes in Computer Science (LNCS),
Vol. 6239, Springer, 2010, pp. 199--208.
18.
“Does
Cognitive Capacity Matter when Learning Using Genetic Programming in
Double
Auction Markets?” (with C.-C. Tai and
Shu G Wang), in G Di Tosto and H Van
Dyke Parunak (eds), Multi-Agent-Based
Simulation X, Lecture Notes in
Artificial Intelligence (LNAI), Vol. 5683, Springer, 2010, pp.
37-48.
19.
“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, pp. 377-415, Routledge, 2010.
20.
“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, pp. 119-136.
21.
“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.
22.
“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.
23.
“Income
Distribution and Lottery Expenditures in
24.
“Financial
Applications: Stock Markets,'' in B. Wang (ed.) Wiley
Encyclopedia of Computer Science and Engineering, John Wiley
& Sons, pp. 1227-1244, 2009.
25.
“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.
26.
“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.
27.
“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.
28.
“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
29.
“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.
30.
"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.
31.
“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 .
32.
“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,
33.
“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.
34.
“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.
35.
“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.
36.
“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.
37.
“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]
38.
“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]
39.
"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]
40.
"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]
41.
"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.
42.
"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.
43.
"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]
44.
"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.
45.
"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]
46.
"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]
47.
"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]
48.
"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]
49.
"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.
50.
"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]
51.
"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.
52.
"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.
53.
"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.
54.
"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.
55.
"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.
56.
"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.
57.
"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.
58.
"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
59.
"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.
60.
"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,
61.
"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]
62.
"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]
63.
"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.
64.
"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.
65.
"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.
66.
"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]
67.
"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.
68.
"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
69.
"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]
70.
"Would and Should Government Lie about Economic
Statistics: Simulation Based on Evolutionary Cellular Automata," in
71.
"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]
72.
"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.
73.
"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,
74.
"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 ,
75.
"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.
76.
"Genetic Programming Learning and the Cobweb
Model," (with Yeh),in
P.Angeline (ed.) Advances in Genetic Programming,
Vol.2,Chap.22,MIT
Press
77.
"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,
78.
"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.
“Agent-based
Model of the Political Election Prediction Market,” (with Tongkui Yu),
in Jordi
Sabater, Daniel Villatoror and Jaime Sichman (eds.), Proceedings on
Twelfth
International Workshop on Multi-Agent-Based Simulation (MABS’2011),
Taipei, Taiwan, May 2, 2011, pp. 117-128.
2.
“Investigating
the Effect of Different GP Algorithms on the Non-Stationary Behavior of
Financial Markets,” (with Michael Kampouridis and Edward Tsang), in
2011 IEEE Proceedings on Computational Intelligence
for Financial Engineering (CIFEr’2011),
3.
"Testing
the Dinosaur Hypothesis Under Different GP Algorithms", in Proceedings
of the 10th Annual Workshop on UK
Computational
Intelligence (UKCI’2010) Workshop,
IEEE Xplore, University of Essex,,
UK, September 8-10, 2010.
4.
“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.
5.
“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
6.
“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), Sheraton Music
City Hotel, Nashville, Tennessee, USA,
March 30 - April 2, 2009, pp. 36-41.
7.
“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.
8.
“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
9.
“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.
10.
"Network Topologies and Consumption
Externality,'' (with L.-C. Sun), in Proceedings of the First
International
Workshop on Agent Network Dynamics and Intelligence (ANDI'2005),
11.
"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,
12.
"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,
13.
"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.
14.
"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.
15.
"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.
16.
"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.
17.
"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.
18.
"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.
19.
"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.
20.
"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.
21.
"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.
22.
"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.
23.
"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.
24.
"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.
25.
"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.
26.
"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.
27.
"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.
28.
"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,
29.
"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.
30.
"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.
31.
“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.
32.
"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.
33.
"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,
34.
"Genetic Algorithms, Trading Strategies and
Stochastic Processes: Some New Evidence from
35. "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.