履歷表
陳樹衡 教授
[住址] [學歷] [主要學術工作] [教學經驗] [得獎記錄] [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] [English Version]
住址 Top
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工作地點:臺北市文山區指南路二段六十四號國立政治大學經濟研究所
TEL:886-2-29387308, FAX:886-2-29370290
E-mail:chchen@nccu.edu.tw
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居住地址:臺北市復興南路2段327號9樓之3號
TEL:886-2-27386874, FAX:886-2-27386874
學歷 Top
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博士(經濟學),加州大學洛杉磯分校,1992
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碩士(數學),加州大學洛杉磯分校,1991
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碩士(經濟學),國立臺灣大學,1985
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學士(經濟學),國立政治大學,1981
主要學術工作 Top
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2006-現在:國立政治大學國際教育交流中心主任
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2000-現在:國立政治大學經濟學系教授
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2004-現在:國立台灣大學台大金融研究中心教授
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2005-2006:國立台灣大學財金系兼任教授
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2004-現在:Editor in Chief, New
Mathematics and Natural Computation (World Scientific).
v
2004-現在
: Associate Editor, Journal of Economic Behavior and
Organization.
v
2004-現在
: Editor, International Journal of Innovational Computing & Information
Control.
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2003-2004 : Associate Editor, IEEE
Transactions on Evolutionary Computation
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2002-present: Co-Editor, Compumetrica
Journal
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2000-2003 : 國立中央大學經濟學系兼任教授
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1992-1999:國立政治大學經濟學系副教授
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1995-2000:國立中央大學經濟學系兼任副教授
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1996-1997:Visiting Professor,
Deaprtment of Automatic Control Engineering, Huazhong University of Science
&Technology Wuhan, Hubei, P.R. China
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July 19-29,1997:Consultant of the
Department of Finance and Decision Sciences (FDS),School of Business, Hong Kong
Baptist University
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1995-1999:Editor, Taiwan Journal of Political Economy
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1991-1992:研究助理,(John J. McCall 教授與 Kumaraswamy Velupillai 教授(經濟學)),加州大學洛杉磯分校經濟系)
v
1987-1990:Reader(加州大學洛杉磯分校經濟系)
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1986-1987:教學助教(加州大學洛杉磯分校經濟系)
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1986-1987:研究助理(Edward Leamer 教授)(加州大學洛杉磯分校經濟系)
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1984-1985:研究助理(顏吉利教授),中華經濟研究院
教學經驗 Top
大學部
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經濟學原理
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總體經濟學
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經濟預測
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財務經濟理論
碩士班
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計量經濟學(時間序列)
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不確定性經濟學(資訊理論)
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人工智慧經濟學
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計算經濟學
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財務經濟學
博士班
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總體經濟學(動態總體)
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計量經濟學(大樣本理論)
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數理經濟學(計算經濟學)
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不確定性經濟學(複雜度理論)
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人工智慧經濟學
得獎記錄 Top
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2006 年政治大學傑出服務教師獎
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2002, 2003, 200, 20054年政治大學社會科學院學術研究成果績優獎
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2002, 2003, 2004, 2005年政治大學優等研究獎
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1997年中華民國電腦學會頒論文獎.
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The Best Researcher of the Year,
College of the Social Science, National Chengchi University, 1996.
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國科會獎助(甲種)1994,1995,1996,1997,1998,1999, 2001, 2002, 2003, 2004, 2005
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從代理人工程到市場設計:建構以代理人基建模為基礎之整合平台
(From Agent Engineering to Market Design:An Integrated Platform Based on an
Agent-Based Simulation Framework): NSC 95-2415-H-004-002-MY3, 2006年8月
v
有限理性與彈性迷思:在代理人基計算消費性資本資產定價模型下的分析:NSC94-2415-H-004-003, 2005年8月
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彩券市場之設計、微結構及宏觀行為:代理人基計算經濟建模之應用:NSC93-2415-H-004-005,
2004年8月
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促進「計算智慧」於經濟學及財務學之應用研究:NSC93-2420-H-004-003,
2004年4月
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赫伯.賽門的<<人工科學>>經典譯注計畫 (Herbert Simon, <<The
Sciences of the Artificial>>, 1969), 計畫編號:NSC
92-2420-H-004-006, 2003年八月
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對創新行為的代理人基計算經濟建模:功能性模組法的應用, 計畫編號:NSC 92-2415-H-004-005, 2003年八月
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行政院國家科學委員會計畫"資產組合行為在多種資產代理人基股票市場中之演化"
計畫編號:NSC 91-2415-H-004-005, 2002年八月
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行政院國家科學委員會計畫"自我組織圖與金融時間序列中的幾何圖像辨識",
計畫編號:NSC 90-2415-H-004-018, 2001年八月
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行政院國家科學委員會計畫"AGENT-BASED計算經濟學中『學校機制』的重要性及其運作",
計畫編號: NSC 89-2415-H004-008, 1999年八月
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NSC Grant on Taiwan-German
Joint Research Collaboration Program: Multi-Agent Simulation of Artificial
Financial Market, NSC 87-I-2911-15, January-December, 1999.
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NSC 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.
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NSC Grant on Taiwan-German
Joint Research Collaboration Program, NSC 87-I-2911-15, january-December,
1998.
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行政院國家科學委員會計畫“演化神經網路在財務工程上之應用”計畫編號:NSC872415H004001, 1997年八月.
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行政院國家科學委員會計畫“演化性計算在可計算一般均衡模型建模中之應用: 遺傳程式、遺傳規畫與類神經網路之結合”,
計畫編號: NSC862415H004022, 1996年八月.
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行政院國家科學委員會計畫“遺傳規畫在計量經濟學上的應用:初步評估”,
計畫編號: NSC852415H004001, 1995年八月.
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行政院國家科學委員會計畫“遺傳規畫與有限理性的總體經濟分析”,
計畫編號: NSC842415H004001, 1994年八月.
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行政院國家科學委員會計畫“以細胞動態為主的總體經濟模型研究”,
計畫編號: NSC830301H004002, 1993年九月.
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非居州學費減免,加州大學,洛杉磯分校,1986-1989
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教育部公費,1985-1987
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高考及格,經濟分析人員,1981
PUBLICATIONS: Edited Books and Volumes Top
1. 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]
2. 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.
3. Multi-Agent for Mass User Support, (with
Koichi Kurumatani and Azuma Ohuchi), Lecture
Notes in Artificial Intelligence, Springer, 2004.
4.
Computational
Intelligence in Economics and Finance, (with P.
Wang), Series on Advanced Information Processing (series editor: L. Jain),
Springer-Verlag, 2002. [SCIE]
5. Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 2002.
6. 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
- ``Lottery Markets Design, Micro-Structure,
and Macro-Behavior: An ACE Approach,'' (with B.-C. Chie), forthcoming in Journal of Economic
Behavior and Organization. [SSCI]
- ``Relative Risk Aversion
and Wealth Dynamics,'' (with Y.-C. Huang),
Information Sciences, Vol. 177, Issue 5, pp. 1222-1229, 2007. [SCI]
- ``Computationally
Intelligent Agents in Economics and Finance,'' Information Sciences, 2006. Information Sciences, Vol. 177,
Issue 5, pp. 1153-1168, 2007.[SCI]
- ``Graphs, Networks and ACE,'' New
Mathematics and Natural Computation, Vol. 2, No. 3, pp. 299-314, 2006.
- ``Prediction of Bird Flu A(H5N1) Outbreaks
in Taiwan by Online Auction: Experimental Results,'' (with S.-C. Wang,
J.-J. Tseng, S.-P. Li), New Mathematics and Natural Computation,
Vol. 2, No. 3, pp. 271-280, 2006.
- "On the Selection of Adaptive Algorithms in
ABM: A Computational Equivalence Approach,'' (with C.-C. Tai), Computational
Economics, Vol. 28, No. 1,
2006, pp. 51--69.
- " 自動化創新管理:演化計算方法的應用 Automatic Management of Innovation:the
Application of Evolutional of Computation Method,'' ( with B.-T. Chie ), Journal
of Technology Management, Vol. 11, No. 2. pp 97-126, 2006
- "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. No. 2, 2005, pp. 143-162.
- "Computational Intelligence
in Economics and Finance: Carrying on the Legacy of Herbert Simon,'' Information Sciences, Vol. 170,
2005, pp. 121-131. [SCI]
- "Agent-Based
Computational Modeling of the Stock Price-Volume Relation,'' (with C.-C. Liao), Information
Sciences, Vol. 170, 2005, pp. 75-100. [SCI]
- "Trends in Agent-Based Computational Modeling
of Macroeconomics,'' New Generation
Computation, Vol. 23, No. 1, 2005, pp. 1-11.
- "Behavior Finance and
Agent-Based Computational Finance: Toward an Integrating Framework,'' (with C.-C. Liao), Journal of Management and
Economics, Vol. 8, No. 8. 2004.
- "A Genetic Programming
Approach to Model International Short-Term Capital Flow,'' (with T. Yu and T.-W. Kuo), Advances in Econometrics,
Vol. 17, 2004, pp. 45-70. [SSCI]
- "Statistical Analysis of
Genetic Algorithms in Discovering Technical Trading Strategies,'' (with C.-Y. Tsao), Advances in
Econometrics, Vol. 17. 2004, pp. 1-43. [SSCI]
- "Functional Modularity in
the Fundamentals of Economic Theory:Toward an
Agent-Based Economic Modeling of the Evolution of Technologynal,'' (with B.-T. Chie), International Journal
of Modern Physics, Vol. 18, No. 17-19, 2004, pp. 2376-2386.
- "Financial Innovation and Divisia Money in
Taiwan: Comparative Evidence from Neural Network and Vector Error
Correction Forecasting Models,'' (with J. Binner, A. Gazely and B.-T. Chie), Journal of
Contemporary Economic Policy, Vol. 22, No. 2, 2004, pp. 213-224.
[SSCI]
- "Trading Restrictions,
Price Dynamics and Allocative Efficiency in Double Auction Markets:
Analysis Based on Agent-Based Modeling and Simulations,'' (with C.-C. Tai), Advances in Complex
Systems, Vol. 6, No. 3, 2003. pp. 283-302.
- "Agent-Based Artificial
Markets in the AI-ECON Research Center: A Retrospect from 1995 to the
Present," in Systems,
Control and Information, Vol. 46, No. 9, 2002. pp. 23-30.
- "Financial Innovation and
Divisia Monetary Indices in Taiwan: A Neural Network Approach," (with J. Binner and A. Gazely), European
Journal of Finance, Vol. 8, pp. 238-247, 2002.
- "On the Emergent
Properties of Artificial Stock Markets," (with C.-H. Yeh), Journal of
Economic Behavior and Organization, Vol. 49, pp. 217-229, 2002.
- "Equilibrium Selection
via Adaptation Using Genetic Programming to Model Learning in a
Coordination Game,"h(with J.Duffy and C.-H.Yeh), Electronic Journal of
Evolutionary Modeling and Economic Dynamics, Vol. 1, No. 1. 2002.
- Market Diversity and Market
Efficiency: The Approach Based on Genetic Programming," (with C.-H.
Yeh), Journal of Artificial
Simulation of Adaptive Behavior(AISB
Journal) , Vol.
1, No. 1. 2002.
- Toward an Integration of
Social Learning and Individual Learning in Agent-Based Computational Stock
Markets: The Approach Based on Population Genetic Programming," (with
C.-H. Yeh), Journal of Management
and Economics, Vol. 5, No. 5. 2001.
- "Testing for
Non-Linear Structure in an Artificial Financial Market,"h(with T.Lux and M.Marchesi), Journal of Economic Behavior and
Organization, Vol. 46, No. 3, pp. 327--342. 2001.
- "Evolving Traders
and the Business School with Genetic Programming: A New Architecture of
the Agent-Based Artificial Stock Market,"h(with C.-H.Yeh), Journal of Economic
Dynamics and Control, Vol. 25, pp.363-393.
2001.
- "Simulating
Economic Transition Processes by Genetic Programming,"h(with C.-H.Yeh), Annals of Operation Research, Vol.97, pp.265-286.2000.
- "Simulating the
Ecology of Oligopoly Games with Genetic Algorithms,"h(with C.-C.Ni), Knowledge and
Information Systems: An International Journal, 2000
(2),pp.310-339.2000
- "Hedging Derivative
Securities with Genetic Programming,"h(with W.-C.Lee and C.-H.Yeh), International Journal of Intelligent
Systems in Accounting, Finance and Management,
Vol.4,No.8, pp.237-251.1999.
- "Modeling the
Expectations of Inflation in the OLG Model with Genetic Programming,"h(with C.-H.Yeh) Soft Computing,
Vol.3, No.2 pp.53-62.1999.
- "Estimating the
Complexity Function of Financial Time Series: An Estimation Based on
Predictive Stochastic Complexity." (with C.-W.Tan), Journal of Management and Economics,
Vol.3 1999.
- "Rethinking the Appeal of
Evolution:Empirical Evidences from the Financial Applications of Genetic
Algorithms." (with W.-Y. Lin), Beijing Mathematics
1998,Vol.4,N0.2,pp.161-175.
- "Modeling Volatility with Genetic
Programming:A First Report," Neural Network World, Vol.8
No.2,1998,pp.181-190.
- "適應性學習與均衡篩選: 遺傳規畫在整合性賽局的應用"(與葉佳炫聯合發表), 國立政治大學學報, 第七十五期, 49-74頁.
- "Understading 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.
- "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.
- "Toward a Computable
Approach to the Efficient Market Hypothesis:An Application of Genetic
Programming," Journal of
Economic Dynamics and Control, (with C.-H.Yeh ),21,1997.pp.1043-1063.
- "Information Transmission,Market E
ciency and the Evolution of Information-Processing Technology,"(with
C.-H.Yeh), Journal of Technology Management, Vol.1
No.1,1996.pp.23-41.
- "Elements of Information Theory:A Book
Review", Journal of Economic Dynamics and Control,
1996,Vol.20,No.5.pp.819-824.
- "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.
Journal Articles under Review Top
- "Risk Preference,
Forecasting Accuracy and Survival Dynamics: Simulations Based on a
Multi-Asset Agent-Based Artificial Stock Market, (with Y.-C. Huang),
submitted to Journal of Economic Behavior and Organization.
PUBLICATIONS: Referred Chapters in Books Top
- ``Genetic
Programming and Financial Trading: How Much about ``What we Know''?''
(with T.-W. Kuo and K.-M. Hsu), forthcoming in C. Zopounidis, M. Doumpos,
and P. M. Pardalos (eds.), Handbook of Financial Engineering,
Kluwer Academic Publishers.
- ``Pretests for
Genetic-Programming Evolved Trading Programs: ``Zero-Intelligence''
Strategies and Lottery Trading,'' (with Nicolas Navet), in King et al.
(eds.), Neural Information Processing, Part III, Lecture Notes in Computer
Science, Volume 4234, Springer, 2006, pp. 450-460. [SCIE]
- ``Network
Topologies and Consumption Externalities,'' (with Li-Cheng Sun and
Chih-Chien Wang), in T. Washio et al. (eds.): New Frontiers in
Artificial Intelligence, Lecture
Notes in Artificial Intelligence 4012, 2006, Springer, pp. 314--329.
- "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.
- "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. [SCI Expanded]
- "Risk
Preference and Survival Dynamics,'' (with Y.-C. Huang), in T. Terano,
H. Kita, T. Kaneda, K. Arai and H. Deghchi (eds.), Agent-Based
Simulation: From Modeling Methodologies to Real-World Applications, Springer,
2005, pp. 135-143.
- "Discovering
Financial Technical Trading Rules Using Genetic Programming with Lambda
Abstraction,'' (with T. Yu and T.-W. Kuo), in U. O'Reilly, T. Yu, R.
Riolo, and B. Worzel (eds.), Genetic Programming Theory and Practice II,
Springer, 2004, pp. 11-30.
- "Toward a New
Principle of Agent Engineering in Multiagent Systems: Computational
Equivalence,'' (with C.-C. Tai), in K. Kurumatani, S.-H. Chen and A.
Ohuchi (eds.), Multi-Agent for Mass User Support, Lecture Notes in Artificial
Intelligence 3012, 2004, pp. 18-32.
- "Equilibrium
Selection via Adaptation," (with C.-H. Yeh), in A. Nowak and K.
Sazjowski (ed.), Advances in Dynamic Games: Applications to Economics,
Finance, Optimization, and Stochastic Control, Annals of the International Society of
Dynamic Games, Vol. 7. Birkhauser, 2004, Chapter 30, pp.
555-581.
- "Discovering
Hidden Patterns with Genetic Programming," (with T.-W. Kuo), in S.-H.
Chen and P. P. Wang (eds.), Computational Intelligence in Economics and
Finance, Springer-Verlag.
- "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.
- "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.
- "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.
- "Agent-Based
Computational Macro-economics: A Survey,'' in T. Terano, H. Dehuchi,
and K. Takadama (eds.), Meeting the Challenge of Social Problems via
Agent-Based Simulation, Springer, 2003, pp. 141-170.
- "Overfitting
or Poor Learning: A Critique of Current Financial Applications of GP,''
(with T.-W. Kuo), in C. Ryan, T. Soule, M. Keijzer, E. Tsang, R. Poli, and
E. Costa (eds.), Genetic Programming, Lecture Notes in Computer
Science 2610, Springer, pp. 34-46.
- "Individual
Rationality as a Partial Impediment to Market Efficiency: Allocative Efficiency
of Markets with Smart Traders," (with C.-C. Tai and B.-T. Chie), in
S.-H. Chen (ed.), Genetic Algorithms and Genetic Programming in
Computational Finance, Kluwer, 2002, pp. 357-377.
- "Price
Discovery in Agent-Based Computational Modeling of the Artificial Stock
Market," (with C.-C Liao), in S.-H. Chen (ed.), Genetic Algorithms
and Genetic Programming in Computational Finance, Kluwer, 2002, pp.
335-356.
- "Genetic
Programming: A Tutorial with the Software Simple GP," (with T.-W. Kuo
and Y.-P. Shieh), in S.-H. Chen (ed.), Genetic Algorithms and Genetic
Programming in Computational Finance, Kluwer, 2002, pp. 55-77.
- "Genetic
Algorithms and Genetic Programming in Computational Finance: An Overview
of the Book," in S.-H. Chen (ed.), Genetic Algorithms and Genetic
Programming in Computational Finance, Kluwer, 2002, pp. 1-26.
- "Evolutionary
Computation in Economics and Finance: A Bibliography," (with T.-W.
Kuo), in S.-H. Chen (ed.), Evolutionary Computation in Economics and
Finance, Physica-Verlag, 2002, pp. 419-455.
- "On
AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic
Programming," (with C.-H. Yeh and C.-C. Liao), in S.-H. Chen (ed.), Evolutionary
Computation in Economics and Finance, Physica-Verlag, 2002, pp.
107-122.
- "Evolutionary
Computation in Economics and Finance: An Overview of the Book," in
S.-H. Chen (ed.), Evolutionary Computation in Economics and Finance,
Physica-Verlag, 2002, pp. 3-28.
- "Taiwan's
Macroeconomic Performance in the 1990s: An Overview," in B. Dickson, and C.-M. Chao (eds.), Assessing
the Lee Teng-hui Legacy in Taiwan¡¦s Politics, M. E. Sharpe Press, 2002. pp. 91-107
- "Fundamental Issues
in the Use of Genetic Programming in Agent-Based Computational
Economics," in A. Namatame and
H. SATO (eds,), Agent-based Approaches in Economic and Social Complex
Systems, IOS Press, 2001.
- "On the
Relevance of Genetic Programming in Evolutionary Economics," in K. Aruka(ed.), Evolutionary
Controversy in Economics towards a New Method in Preference of Trans
Discipline, Springer-Verlag, Tokyo,
2001, pp. 135-150.
- "Toward
an Agent-Based Computational Modeling of Bargaining Strategies in Double
Auction Markets with Genetic Programming," in K.S.Leung,L.-W.Chan,and H.Meng
(eds.), Intelligent Data Engineering and Automated Learning- IDEAL
2000: Data Mining, Financial Engineering, and Intelligent Agents, Lecture
Notes in Computer Sciences 1983, Springer,2000,pp.517-531.
- "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.
- "Toward an
Effective Implementation of Genetic Algorithms in Financial Data Mining:
Retraining plus Validating," (with C.-F. Chen, and C.-W. Tan), in L. Xu, L. W. Chan, I. King and A. Fu
(eds.), Intelligent Data Engineering and
Learning: Perspectives on Financial Engineering and Data Mining,
Singapore: Springer-Verlag. 1998. pp.99-105.
- "Can We
Believe That Genetic Algorithms Would Help without Actually Seeing Them
Work in Financial Data Mining?: Part II, Empirical Tests," (with
C.-F. Chen), in L. Xu, L. W.
Chan, I. King and A. Fu (eds.), Intelligent Data Engineering and
Learning: Perspectives on Financial Engineering and Data Mining,
Singapore: Springer-Verlag. 1998. pp.89-97.
- "Can We Belive
That Genetic Algorithms Would Help without Actually Seeing Them Work in
Financial Data Mining?: Part I, The Foundations," in L. Xu, L. W. Chan, I. King and A. Fu
(eds.), Intelligent Data Engineering and Learning: Perspectives on
Financial Engineering and Data Ming, Singapore: Springer-Verlag. 1998.
pp.81-87.
- "Genetic Programming in the Overlapping Generations Model:
An Illustration with Dynamics of the Inflation Rate," in V. W.
Porto, N. Saravanan, D. Waagen and A. E. Eiben (eds.), Evolutionary
Programming VII, Lecture Notes in Computer Science, Vol. 1447,
Berlin:Springer-Verlag. 1998. pp. 829-838.
- "Pricing Financial Derivatives with Genetic Programming,"
(with W.-C. Lee and C.-H. Yeh), in G. Li, W. Tang, M. Chen and D. Cui
(eds.), Systems Science and Its Applications, Tianjin People's
Publishing House, 1998. pp. 144-156.
- "Evolutionary
Artificial Neural Networks and Genetic Programming: A Comparative Study
Based on Financial Data," (with C.-C. Ni) in G. D. Smith, N. C.
Steele, and R. F. Albrecht (eds.), Artificial Neural Networks and
Genetic Algorithms, Springer-Verlag Wien New York, 1998. pp. 397-400.
- "Would
and Should Government Lie about Economic Statistics: Understanding Opinion
Formation Processes through Evolutionary Cellular Automata," in
Conte, R., R. Hegselmann, and P. Terna (eds.), Simulating Social
Phenomena, Lecture Notes in Economics and Mathematical Systems 456,
Springer, 1997. pp. 471-490.
- "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.
- "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.
- "Genetic Programming Learning in the Cobweb Model with Inventory,"
in M. Chen (ed.), General Systems Studies and Applications, Hust
Press. 1997. (ISBN: 7-5609-1536-1), pp.78-90.
- "Equilibrium Selection Using Genetic
Programming,"(with J. Duffy and C.-H. Yeh), in S. Amari, L. Xu, L.
Chan, I. King and K.Leung (eds.), Progress in Neural Information
Processing,Vol. 2, Springer-Verlag, Singapore. 1996. pp.1341-1346.
- "Measuring
Randomness by Rissanen's Stochastic Complexity: Applications to the
Financial Data,"h(with C.-W.Tan)in D.L. Dowe
K.B.Korb and J.J.Oliver (eds.),ISIS: Information, Statistics and
Induction in Science, World Scientific , Singapore. 1996.pp.200-211.
- "Genetic Programming in the Coordination Game with a
Chaotic Best-Response Function,"h(with
J.Duffy and C.-H.Yeh)in L. Fogel,P.Angeline and T Back (eds.), Evolutionary
Progarmming V, MIT
Press, pp.277-286.
- "Genetic
Programming Learning and the Cobweb Model," (with Yeh),in P.Angeline (ed.) Advances in
Genetic Programming, Vol.2,Chap.22,MIT Press Cambridge,
MA.1996.pp.443-466.
- "Genetic
Programming,Predictability and Stock Market Efficiency," in
L.Vlacic,T.Nguyen,and D.Cecez-Kecmanovic (eds.), Modelling amd Control
of National and Regional Economies 1995, (ISBN
0-08-042376-0),Pergamon,Oxford,Great Britain,1996. pp.283-288.
- "From
the Hayek Hypothesis to Animal Spirits:The Phase Transition based on
Competitive Experimental Markets," (with J.Kuo and C.Lin),in D.Vaz
and K.Velupillai (ed.), Inflation, Institutions and Information: Essays
in Honor of Axel Leijonhufvud, Macmillan,1996.pp.290-318.
PUBLICATIONS:
Referred Papers in Proceedings Top
- "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.
- "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.
- "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.
- "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.
- "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 7th Information Sciences (JCIS 2003), September 26-30, 2003, Cary, North Carolina,
U.S.A., pp. 1227-1230.
- "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.
- "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 7th Information Sciences ( JCIS 2003), September 26-30,
2003, Cary, North Carolina, U.S.A., pp. 985-987.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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年, 頁數47-70.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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)
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- “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), 民國八十六年九月, 211-262 頁。
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- “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), 一九九五年臺灣經濟學會年會論文集, 1995, 221-259 頁。
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- “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”, (與程永夏合著), 一九九四年臺灣經濟學會年會論文集, 1995, 123-150 頁.
- "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
- "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.
- "Agent-Based
Computational Approach to Complex Adaptive Economic Systems,'' plenary
speech given at the the First Cross-Strait Conference on Statistical
Physics, Yangzhou University, Yangzhou, China. August 27-31, 2003.
- "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.
- "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.
- "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.
- "Genetic
Programming in Agent-Based Modeling of Artificial Stock Markets: Part
1," Open Lecture given in Seminar on Computational Intelligence in
Economics and Finance, Internatioanl Christian University, Tokyo,
Japan, March 24, 2000.
- "Simulating
the Artificial Stock Markets with Spirit of Keynes and the Neo-Classical,"
plenary speech to given at the Workshop on Expectational and Learning
Dynamics in Financial Markets, University of Technology, Sydney,
December 13-14, 1999.
- "Genetic
Algroithms 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.
- "Genetic
Programming Learning in the Cobweb Model with Inverntory," (with
C.-H. Yeh), plenary speech given at the IIGSS- CB The Fisrt Workshop on
General Systems Methodology and Applications (GSMA'96), Huazhong
University of Science and Technology, Wuhan, China, July 16-18, 1996.
- "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.
- "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 "Infation, 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
- ''
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.
- "Teaching
Econ I with Agent-Based Modeling,'' The Fourth Workshop on Nonlinear
Physics, National Chung Hsing University, Taichung, Taiwan, Dec.
20-22, 2002.
- "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
- "Lottery
Markets-Design, Mirco-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.
- "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.
- "Risk
Preference, Forecasting Accuracy and Survival Dynamics: Simulations Based
on a Multi-Asset Agent-Based Artificial Stock Market,'' (with Y.-C.
Hwang), The 3rd NTU International Conference on Economics,
Finance and Accounting: Financial Regulation and Risk Management,
National Taiwan University, Taipei, Taiwan, May 19-21, 2005.
- "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.
- "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,中華民國九十四年,一日二十一日至二十二日,國立政治大學創新與創造力研究中心。
- "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.
- "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.
- "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.
- "Experiments
in a Software Aided Multiagent System,'' (with C.-C. Tai), The 10th
International Conference on Computing in Economics and Finance (SCE 2004), University of
Amsterdam, Amsterdam, The Netherlands, July 8-10, 2004.
- "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.
- "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.
- "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.
- "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.
- "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證研討會, 台北世新大學, 二零零二年十二月二十一日.
- "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, 高雄市義守大學, 二零零二年十二月十三日至十四日.
- "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.
- "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.
- "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.
- "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.
- "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.
- "Price
Discovery in Agent-Based Computational Modeling of Articial 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.
- "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.
- "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.
- "Taiwan's
Macroeconomy in the 1990s:An Overview," in Interna-tional
Conference on President Lee Teng-hui's Legacy and Its Im-plications for
the New Administration, The Grand Hotel Taipei, Taiwan,May 12-13,2000.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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.
- "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 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.
950-956.
- "Financial
Innovation in Taiwan: An Application of Neural Network to the Broad
Monetary Aggreagtes," (with A.M. Gazely and J. M. Binner), 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.903-907.
- "VAR-VECM
vs. Neural Nets with Divisia in Taiwan," (with J. Binner and A.
Gazely), 4th Biennial Pacific Rim Allied Economic Organizations
Conference, Sydney, Australia, January 11-16, 2000.
- "Evolving
Traders and the Business School with Genetic Programming: A New
Architecture of the Agent-Based Artificial Stock Market," (with
C.-H. Yeh), Taipei International Conference on Economic Growth, the
Institute of Economics, Academia Sinica, Dec. 17-18, 1999.
- "Financial
Innovation in Taiwan: An Application of Neural Networks to the Broad
Monetary Aggregates," (with J. Binner, and A. Gazely), Conference
on Money, Investment and Risk, The Nottingham Trent University,
Nottingham, U.K., Dec. 9 -10, 1999.
- "Estimating the
Complexity Function of Financial Time Series: An Estimation Based on
Predictive Stochastic Complexity," (with C.-W. Tan), Conference
on Epistemology of Economics, University of Buenos Aires, Buenos
Aires, Argentina, Oct. 15, 1999.
- "Genetic
Algorithms and Trading Strategies: Evidences from the ARCH Nonlinear Time
Series," (with T.-I. Tsao), in Proceedings of the Eighth
International Fuzzy Systems Association World Congress, Vol. 1, pp.
315-319.
- "Are
Efficient Markets Really Efficient?: Can Financial Econometric Tests
Convince Machine Learning People?" Index," (with T.-W. Kuo), in
H. R. Arabnia (ed.), Proceedings of the International Conference on
Artificial Intelligence (IC-AI'99), Vol. II, CSREA Press.
(ISBN: 1-892512-17-3). pp. 444-450.
- "Forecasting
High-Frequency Financial Time Series with Evolutionary Neural Trees: The
Case of Hang-Shen Stock Index," (with H.-S. Wang and B.-T Zhang), in
H. R. Arabnia (ed.), Proceedings of the International Conference on
Artificial Intelligence (IC-AI'99), Vol. II, CSREA Press.
(ISBN: 1-892512-17-3). pp. 437-443.
- "Discovering
Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH
Time Series," (with C.-Y. Tsao), in H. R. Arabnia (ed.), Proceedings
of the International Conference on Artificial Intelligence (IC-AI'99),
Vol. II, CSREA Press. (ISBN: 1-892512-17-3). pp. 430-436.
- "Brief
Signals in the Real and Artificial Stock Markets: An Application Based on
the Complexity Function," (with C.-W. Tan), in H. R. Arabnia (ed.), Proceedings
of the International Conference on Artificial Intelligence (IC-AI'99),
Vol. II, CSREA Press. (ISBN: 1-892512-17-3). pp. 423-429.
- "An
Application of Neural Networks to the Divisia Index Debate: The Case of
Taiwan," (with J. Binner and A. Gazely), in H. R. Arabnia (ed.), Proceedings
of the International Conference on Artificial Intelligence (IC-AI'99),
Vol. II, CSREA Press. (ISBN: 1-892512-17-3). pp. 409-415.
- "On the Consequence
of "Following the Herd": Evidence from the Artificial Stock
Market," (with C.-H Yeh), in H. R. Arabnia (ed.), Proceedings
of the International Conference on Artificial Intelligence (IC-AI'99),
Vol. II, CSREA Press. (ISBN: 1-892512-17-3). pp. 388-394.
- "Testing
Rational Expectations Hypothesis with Agent-Based Models of Stock
Markets," (with C.-H Yeh and C.-C. Liao), in H. R. Arabnia (ed.),
Proceedings of the International Conference on Artificial Intelligence
(IC-AI'99), Vol. II, CSREA Press. (ISBN: 1-892512-17-3). pp.
381-387.
- "Testing for
Granger Causality in the Stock-Price Volume Relation: A Perspective from
the Agent-Based Model of Markets," (with C.-H Yeh and C.-C. Liao),
in H. R. Arabnia (ed.), Proceedings of the International Conference on
Artificial Intelligence (IC-AI'99), Vol. II, CSREA Press.
(ISBN: 1-892512-17-3). pp. 374-380.
- "A
Review of the Chinese CGE Models from 1978 to 1998: Their Roles in
Economic Forecasting and Policy Making" (with S.-W. Tseng), paper
presented at the 19th International Symposium on Forecasting ( ISF'99),
Washington, D.C., June 27-30, 1999.
- "Evolving
Traders and the Faculty of the Business School: A New Architecture of the
Artificial Stock Market" (with C.-H. Yeh), paper presented at the Fifth
International Conference on Computing in Economics & Finance (CEF'99),
Boston College, Chestnut Hill, MA., U.S.A. June 24-26, 1999.
- "Would
Evolutionary Computation Help for Designs of Artificial Neural Nets in
Financial Applications?" (with C.-F. Lu), paper presented at the Fifth
International Conference on Computing in Economics & Finance (CEF'99),
Boston College, Chestnut Hill, MA., U.S.A. June 24-26, 1999.
- "Genetic
Algorithms and Trading Strategies: New Evidences from Financially
Interesting Time Series," (with W.-Y. Lin and C.-Y. Tsao), paper
presented at the Fifth International Conference on Computing in
Economics & Finance (CEF'99), Boston College, Chestnut
Hill, MA., U.S.A. June 24-26, 1999.
- "On
the Emergent Properties of Artificial Stock Markets.'' (with C.-H. Yeh), 4th
Workshop on Economics with Heterogenous Interacting Agents (WEHIA), Genoa, Italy, June 4-5,
1999.
- "Genetic
Porgramming in an Agent-Based Artificial Financial Market: Simulations and
Analysis," (with C.-H. Yeh), paper presented at the Seventh Annual
Symposium of the Society for Nonlinear Dynamics and Econometrics (SNDE'99),
New York University, New York, U.S.A., March 18-19, 1999.
- "Estimating
the Complexity Function of Financial Time Series: An Estimation Based on
Predictive Stochastic Complexity," (with C.-W. Tan), paper presented
at the Sixth International Conference on Computational Finance (CF'99),
New York, U.S.A., January 6-8, 1999.
- "Toward
a Theoretical Foundation of Genetic Algorithms in Market Timing: Part
2," (with C.-F. Chen), in T. H. Hann and G. Nakhaeizadeh (eds.), Working
Notes of the KDD'98 Workshop on Data Mining in Finance, Fourth International
Conference on Knowledge Discovery and Data Mining (KDD'98), New
York, New York, U.S.A, August 27-31, 1998. pp. 47-53.
- "Toward
a Theoretical Foundation of Genetic Algorithms in Market Timing: Part
1," in T. H. Hann and G. Nakhaeizadeh (eds.), Working Notes of the
KDD'98 Workshop on Data Mining in Finance, Fourth International
Conference on Knowledge Discovery and Data Mining (KDD'98), New
York, New York, U.S.A, August 27-31, 1998. pp. 43-46.
- "Option
Pricing with Genetic Programming," (with C.-H. Yeh and W.-C.
Lee), paper presented at Society of Industrial and Applied Mathematics
46th Anniversary Meeting (SIAM'98), University of Toronto,
Toronto, Canada, July 12-15, 1998.
- "Hedging
Derivative Securities with Genetic Programming," in J.A.K. Suykens
and J. Vandewalle (eds.), Proceedings of the International Workshop on
Advanced Black-Box Techniques for Nonlinear Modelling, Katholieke
Universiteit Leuven, Beligum, July 8-10, 1998. pp.157-163.
- "Simulating
the Adaptive Behaviour of Oligopolists: An Application of Genetic
Algorithms," (with C.-C. Ni), in V. Neevel (ed.), Proceedings of
the 8th International Symposium on Dynamic Games and Applications (ISDG'98),
Chateau Vaalsbroek, Maastricht, The Netherlands, July 5-8, 1998. pp.
153-157.
- "Simulating
the Stability of Collusive Pricing of Oligopolists with Genetic
Algorithms," (with C.-C. Ni), in R. I. John (ed.), Recent Advances
in Soft Computing'98, Vol.1: Neural Networks, Hybrid Systems and Genetic
Algroithms (ISBN: 185-721-2592), De Montfort University, Leicester,
July 2-3, 1998. pp.206-212.
- "Rethinking
the Appeal of Evolution: Empirical Evidence from the Financial Application
of Genetic Algorithms," (with W.-Y. Lin), in Proceedings of 1997
Emerging Technologies Workshop (ET'97), University College
London, London, U.K., December 15, 1997. pp.79-94.
- "Speculative
Trades and Financial Regulations: Simulation Bassed on Genetic
Programming," (with C.-H. Yeh) in A. Ghose (ed.), Working Notes of
The IJCAI-97: Workshop on Business Applications of AI, Fifteenth
International Joint Conference on Artificial Intelligence (IJCAI'97),
Nagoya, Japan, August 23-29, 1997. pp.1-8.
- "On the
Randomness of Exchanges Rates: The Examination Based on Stochastic
Complexity," (with C.-W. Tan), paper presented at the Quantitative
Methods in Finance 1997 (QMF'97), Sydney, Cairns, Canberrs,
Australia, August 20- September 3, 1997.
- "Detecting
Structural Changes with Recursive Genetic Programming," (with C.-H.
Yeh), paper presented at the Far Eastern Meeting of the Econometric
Society (FEMES'97), Hong Kong, July 24-26, 1997.
- "Numerical
Methods in Option Pricing: Model-Driven Approach vs. Data-Driven Approach,"
(with W.-C. Lee), paper presented at Society of Industrial and Applied
Mathematics 45th Anniversary Meeting (SIAM'97), Stanford
University, Stanford, California, U.S.A., July 14-18, 1997.
- "Stock
Market Efficiency and Predictive Stochastic Complexity," (with C.-W.
Tan), paper presented at Western Economic Association International
72nd Annual Conference, Seattle, Washington, USA. July 9 - 13, 1997.
- "Simulating
and Analyzing Coevolutionary Instability of Multi- Agent Games with
Genetic Algorithms," (with C.-C. Ni), paper presented at Third
International Conference on Computing in Economics and Finance, Hoover
Institution, Stanford, California. June 30 - July 2, 1997.
- "Genetic
Programming in Economics and Finance: A Preliminary Survey," Academy
of Economics and Finance 24th Annual Meeting, Lafayette, Louisiana,
U.S.A., February 12-15, 1997.
- "Equilibrium
Selection via Adaptation: Using Genetic Programming to Model Learning in a
Coordination Game," (with J. Duffy and C.-H. Yeh), The UCLA Center
for Computable Economics and The Bionomics Institute Second Annual
Conference, Anderson Graduate School of Management, UCLA, Los Angeles,
U.S.A., Feb. 7-8, 1997.
- "Measuring
Stock Market Efficiency by Rissanen's Predictive Stochastic
Complexity," (with C.-W. Tan), The Fifth Conference on the
Theories and Practices of Security and Financial Markets, National Sun
Yat-Sen University, Kaohsiung, Taiwan, Dec. 21-22, 1996.
- "Coevolutionary
Instability in Games: An Analysis Based on Genetic Algorithms," (with
C.-C. Ni), in V. Filar, V. Gaitsgory and F. Imado (eds.), Proceedings
of the Seventh International Symposium on Dynamic Games and Applications,
ShonN Village Center, Kanagawa, Japan. Dec. 16-18, 1996. Vol. 1, pp.82-90.
- “連鎖店價格戰之研究-基因程式學習與應用” (with C.-C. Ni), in Y.-Y.
Chen, K. Hirota, and J.-H. Yen (eds.), Soft Computing in Intelligent
Systems and Information Processing: Proceedings of 1996 Asian Fuzzy
Systems Symposium, Kenting, Taiwan, ROC, Dec. 11-14, 1996, Chinese
Volume, pp. 11-27.
- "On
Shanghai and Shenzhen Stock Market Efficiency: An International Comparison
Based on the Minimum Description Length Principle" (with C.-W. Tan), 第三屆中港股市研究會議, 深玔銀湖賓館, 1996 年 12 月 12 日 --
13 日.
- "Genetic Programming Learning
in the Cobweb Model with Speculators," (with C.-H. Yeh), In Proceedings
of 3rd Conference on Business Education, Department of Business
Education, National Changhua University of Education, Chunghua, Taiwan.
Dec. 5, 1996. pp.155-176.
- "Measuring
Stock Market Efficiency by the Minimum Description Length Principle: Cases
of Asia-Pacific Countries," (with C.- W. Tan), The Fifth
Convention of the East Asian Economic Association, Bangkok, Thailand,
October 25-26, 1996.
- "Understanding
the Nature of Predatory Pricing in the Large- Scale Marekt Economy with
Genetic Algorithms," (with C.-C Ni, S. Feng, T. Li), paper presented
at the IIGSS-CB The Fisrt Workshop on General Systems Methodology and
Applications (GSMA'96), Huazhong University of Science and
Technology, Wuhan, China, July 16-18, 1996.
- "On
the Coordination and Adaptability of the Large Economy: An Application of
Genetic Programming to the Cobweb Model," (with C.-H. Yeh) Preprints
of 13th World Congress International Federation of Automatic Control,
San Francisco, CA, USA, June 30-July 5, 1996, Vol. L, pp.279-284.
- "Genetic
Algorithms and Genetic Programming Economics," (with C.-W. Tan) paper
presented at the Western Economic Association International 71st Annual
Conference, Hyatt Regency San Francisco, CA, USA, June 28-July 2,
1996.
- "Rissanen's
Stochastic Complexity in Financial Markets," (with C.-W Tan), paper
presented at The Second International Conference on Computing in
Economics and Finance, Geneva, Switzerland, June 26-28, 1996.
- "Equilibrium
Selection through Adaptation: Using Genetic Programming to Model Learning
in a Coordination Game," (with J. Duffy and C.-H Yeh), paper
presented at The Second International Conference on Computing in
Economics and Finance, Geneva, Switzerland, June 26-28, 1996.
- "Modeling
the Coordination Game as an Adaptive Multi-Agent System by Genetic
Programming," (with J. Duffy and C.-H. Yeh), paper presented at The Second
International Conference on Applications of Dynamic Models to Economics,
Department of Economics, National Central University, ChungLi, Taiwan,
R.O.C, June 8-9, 1996.
- "Modelling
the Inductive Learning Agents in Financial Markets with the Adaptive
MDL," (with C.-W. Tan), paper presented at the the 1996 Chinese
Society of Statistics Annual Meeting, June. 1, 1996, National Tsing
Hwa University, Hsinchu, Taiwan, R.O.C.
- "Stochastic
Complexity and Stock Market Efficiency," (with C. Tan), paper
presented at the Eastern Finance Association Thirty-Second Annual
Meeting, Omni Charlotte Hotel, Charlotte, North Carolina, April 18-20,
1996.
- "Modelling
Coordination Game as a Multi-Agent Adaptive System by Genetic
Programming", (with J. Duffy and C. Yeh) in W. Van de Velde and J. W.
Perram (eds.) Position Papers of the 7th European Workshop on Modelling
Autonomous Agents in a Multi-Agent World (MAAMAW'96), Technical
Report 96-1, Institute for Perception Research, Eindhoven, The
Netherlands, Jan 22-25, 1996.
- "Measuring
Stock Market Efficiency Dynamically by Rissanen's MDL", (with C.
Tan), paper presented at Western Economic Association International
Pacific Rim Allied Economic Organization Conference, Hong Kong, Jan.
10-15, 1996.
- “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), 中國經濟學會1995年年會, 臺北市中華經濟研究院, 一九九五年十二月十七日.
- "Measuring
Stock Market Efficiency Dynamically by Rissanen's MDL: The Case of TAIEX
and S&P 500", (with C. Tan), paper presented at the Fourth
Annual Conference on the Theories and Practices of Security and Financial
Markets, National Sun Yat-Sen University, Kaoshiung, Taiwan, R.O.C.,
Dec. 16-17, 1995.
- “總體經濟學教學的新環境: 以大型資料庫、電腦模擬與實驗教學為主的知識發掘過程,” 中華民國第二屆商業教育學術論文發表會論文集, pp. 151-168, 國立彰化師範大學寶山校區, 一九九五年十二月七日.
- "Information
Transmission, Market Efficiency and the Evolution of
Information-Processing Technology," in C. Houng (ed.) Proceedings
of the 1995 National Conference on Management of Technology,
pp.339-348. Chinese Society of Management of Technology.
- "Bridging
the Gap between Nonlinearity Tests and the Efficient Market Hypothesis by
Genetic Programming", (with C. Yeh), paper presented at the 1995
International Conference on Finance, Nov. 6-7, National Taiwan
University, Taipei, Taiwan, R.O.C.
- “獨佔媒體下意向調查的品質: 細胞互動通訊網路的應用” (與程永夏聯合發表), 一九九五傳播生態學術研討會論文集: (一)學術論文, 交通大學, 新竹, 一九九五年七月十五、十六日, pp.50-90.
- "On
the Coordination and Adaptability of the Large Economy: An Application of
Genetic Programming to the Cobweb Model", (with C.Yeh) in Proceedings
of the First International Conference on Applications of Dynamic Models to
Economics, the School of Management National Central University's
International Conference Series: 3 (1995-3), ChungLi, Taiwan, R.O.C., June
17-18, 1995, pp.121-159.
- “股價漲跌之複雜度與市場效率: MDL法則在臺灣與美國股市效率比較上的應用”(與譚經緯聯合發表), 84年統計學術研討會, 逢甲大學, 臺中, 一九九五年五月二十六日至二十七日.
- "Toward
a Computable Approach to the Efficient Market Hypothesis: An Application
of Genetic Programming Paradigm", (with C.Yeh) paper presented at the
1st International Conference on Computational Economics, Austin,
Texas, U.S.A., May 21-24, 1995.
- "Genetic
Programming, Predictability and Stock Market Efficiency", (with
C.Yeh) paper presented at the Eastern Finance Association 31st Annual
Meeting, Hilton Head Island, South Carolina, U.S.A., Apr.27-29, 1995.
- “自我實現預期、貝氏學習與經濟謊言: 細胞互動模型的模擬與分析”, 國科會八十三年度經濟學門專題計畫研究成果發表會, 中央研究院經濟研究所, 一九九五年四月十四日至十五日.
- "On
the Competitiveness of the Quantity Theory of Money: A Natural-Selection
Test Based on Genetic Programming", (with C.Yeh) paper presented at the
11th International Conference on Advanced Science and Technology,
pp.242-251,Chicago, Illinois, U.S.A., Mar.25-27, 1995.
- “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), 社會科學計量方法發展與應用學術研討會, 中央研究院中山人文社會科學研究所, 一九九五年三月九日.
- “臺灣股市漲跌複雜度之研究: Rissanen MDL 法則的應用” (與譚經緯聯合發表), 第一屆機率統計之理論與應用研討會, 臺北市國立政治大學, 一九九五年三月四日.
- "Predicting
Stock Returns with Genetic Programming: Do the Short-Term Nonlinear
Regularities Exist?", (with C. Yeh) in D. Fisher (ed.), Proceedings
of the Fifth International Workshop on Artificial Intelligence and
Statistics, Society for Artificial Intelligence and Statistics, Ft.
Lauderdale, Florida, U.S.A., January 4-7, 1995, pp.95-101.
- “自我實現預期、貝氏學習與經濟謊言: 細胞互動模型的模擬與分析”, (與程永夏聯合發表), 中國經濟學會1994年會, 臺北市國立台灣大學, 一九九四年十二月十八日.
- "On
the Competitiveness of the Quantity Theory of Money: A Natural-Selection
Test Based on Genetic Programming ", (with C.Yeh) paper presented at
the Conference on Forecasting, Prediction and Modeling in Statistics
and Economics (CFPMSE'94) and Regional Meeting of International Society
for Bayesian Analysis, Dec.12-14, National Chiao Tung University,
Hsinchu, Taiwan, R.O.C.
- “遺傳規畫與股價報酬率之預測”, (與葉佳炫聯合發表), 第三屆證券金融市場之理論與實務研討會, 高雄國立中山大學, 一九九四年十二月十日, pp.486-499.
- “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), 淡江大學第二屆產業經濟學術研討會, 一九九四年十一月二十七日.
- “遺傳規畫與科技預測” (與葉佳炫聯合發表), 1994中華民國科技管理研討會論文集, 新竹國立交通大學, 一九九四年十月二十一日, pp.377-391.
- "Uncertainty
and Rationality ",(with J. Kuo and C. Lin), paper presented at the 69th
Western Economic Association International Annual Conference,
Vancouver, Canada, June 29 - July 3, 1994.
- "From
Hayek to Animal Spirits", (with J. Kuo and C. Lin), presented at the Western
Economic Association International Pacific Rim Conference, Hong Kong,
January 8-13, 1994.
- “從海耶克假說到動物本能: 競爭性實驗市場中的理性與不確定性”, (與郭振雄和林祖嘉聯合發表), 中國經濟學會1993年會, 臺北市國立台灣大學, 一九九三年十二月二十六日.
- "Multiple
Equilibria, Credibility and Coordination Failures: A Simulation based on
the Model of Cellular Automata", paper presented at the 68th
Western Economic Association International Conference, Lake Tahoe, Nevada,
USA, June 20-24 1993 and at 1993 Far-Eastern Meeting of the Econometric
Society, Taipei, Taiwan, R.O.C., June 24-28 1993.
- "Complexity
of Economic Activities and Economic Laws", invited session talk at
the 67th Western Economic Association International Conference, San
Francisco, California, USA, July, 1992.
PUBLICATIONS:
Others Top
- "中國經濟中的管理浮動匯率制度一般均衡方法,"(與曾聖文合著), 汪壽陽、楊曉光、徐山鷹編輯, 金融管理與宏觀經濟分析, 科學出版社, 頁144-166. 2001
- "小波(wavelets)對金融預測有助益嗎?" (與譚經緯合著), 汪壽陽、楊曉光、徐山鷹編輯, 金融管理與宏觀經濟分析, 科學出版社, 頁九--二十. 2001
- "Evolutionary
Computation in Finnacial Engineering: A Roadmap to GAs and GP," Financial
Engineering News, 1998, Vol. 2, No. 4.
- “第七屆演化規劃會議,” 科學發展月刊, 第 26 卷, 第 11 期, 6-10 頁.
- "From
the Hayek Hypothesis to Animal Spirits: The Phase Transition based on
Competitive Experimental Market" (with J. Kuo and C. Lin), Department
of Economics, National Chengchi University, Working Paper Series #
9404, 1994.
- “從海耶克假說到動物本能: 競爭性實驗市場中的理性與不確定性”, (與郭振雄和林祖嘉), 國立政治大學經濟系, Working Paper Series # 9403, 1994.
- "Complexity
of Economic Activities and Economic Laws", UCLA Center for
Computable Economics, Working Paper #5, 1993.
- "A
Test of Rational Expectations and the Permanent Income Hypothesis Using
Swedish Data 1963-1987: Discussion", in K. Velupillai (ed.), Nonlinearities,
Disequilibria and Simulation: Quantitative Methods in the Stablization of
Macrodynamic Systems, Macmillan, London, 1992.
- "On
the Complexity in Adaptive Economic Systems: the relation between RBS and
PDP in Adaptive Economic Systems", Ph.D. dissertation, UCLA, 1992.
- “後理性預期時代總體經濟學的發展: 隨機逼近程式”, 國立政治大學研究通訊, 第三期, 1995, 97--111頁.
- “實驗方法在經濟學的起源與發展”, (與郭振雄), 國立政治大學研究通訊, 第二期, 1994, 81--107頁.
- “論經濟學之認知基礎: 經濟學之關於演化、資訊與計算理論的統合性架構”, 國立政治大學研究通訊, 第一期, 1993, 33--73頁.
PROFESSIONAL ORGANIZATIONS Top
v
Pacific Asian Association for
Agent Based Social Sciences
Academic
Services Top
v
Referee for International
Journal
Ø Journal of Economic Dynamics and Control, 2004.
Ø Computational Management Science, 2004.
Ø Advance in Econometrics, 2004.
Ø Physica A, 2004.
Ø Econometrics, 2004.
Ø International Journal of Modern Physics B, twice, 2004.
Ø Quantitative Finance, 2002.
Ø Studies in Nonlinear Dyanmics and Economics, 2001.
Ø Genetic Programming and Evolvable Machines, 2000.
Ø IEEE Transactions on Systems, Man, and Cybernetics, 2000
Ø Asia Pacific Journal of Finance, 99
Ø IEEE Transactions on Evolutionary Computation, 98, 99, 2000.
Ø Journal of Economics and Management, 98,
2000
Ø Games and Economic Behaviour, 98.
Ø Journal of Intelligent System in Accounting, Business, and
Management, 98.
Ø Neural Network World, 97.
Ø Journal of Economic
Dynamics and Control, 96, 97 (twice), 99 (three
times), 2000
v
Referee for International
Research Projects:
Ø
Engineering and Physical
Sciences Research Council (EPSRC),
U.K.,2004
Ø
Engineering and Physical Sciences Research Council (EPSRC),
U.K., 2002
Ø
The Swiss National Science Foundation, 2002
Ø
Research Grants Council of Hong Kong, 2002
Ø
The Leverhulme Trust, U.K., 2001
v
Referee for International
Academic Promotions
Ø
Professor in Information Modeling, Nottingham Business School, UK.,
2002.
v
Executive Committee, Taiwanese Association
of Artificial Intelligence (TAAI), 1996-2000.
v
Executive Committee,
International Institute for General Systems Studies-China Branch (IIGSS-CB),
1996-.
v
Conference Chair for
International Conferences
Ø
Conference Chair, The Third
International Workshop on Computational Intelligence in Economics and Finance
(CIEF'2006), Kaohsiung, Taiwan, Oct. 8-11, 2006.
Ø
Conference Chair, The Fourth
International Workshop on Computational Intelligence in Economics and Finance
(CIEF'2005), Salt Lake City, Utah, USA, Jul. 21-26, 2005.
Ø Conference Chair, The Third International Workshop on
Computational Intelligence in Economics and Finance (CIEF'2003), Cary, North Carolina, Sep., 29-30, 2003
Ø Organizing Committee, Workshop on Multiagent for Mass-User
Support (MAMUS), Acapulco,
Mexico, August 9, 2003.
Ø Session Organiser, Special Session: Applications of AI in Finance
& Economics, The 2003 International Conference on Artificial
Intelligence (IC-AI'03), Las
Vegas, USA, June 23-26, 2003.
Ø Conference Chair, The AAAI-02 Workshop on Multi-Agent Modeling
and Simulation of Economic Systems ( MAMSES-02), Edmonton, Alberta,
Canada, 2002.
Ø Conference Chair, The Second International Workshop on
Computational Intelligence in Economics and Finance ( CIEF'2002),
Researach Traingle Park, North Carolina, 2002.
Ø Conference Chair, The First International Workshop on
Computational Intelligence in Economics and Finance ( CIEF'00),
Atlantic City, New Jersey, 2000.
v
Program Committee for
International Conferences
Ø
Program Chair, the Sixth International Conference on
Simulated Evolution and Learning (SEAL' 06), Hefei, Anhui,
China,Oct. 15-18, 2006.
Ø
Program Committee, the First World Conference on Social
Simulation (WCSS ' 06), Kyoto, Japan,
Aug. 21-25, 2006.
Ø
Scientific Committee, the 12th International
Conference on Computing Economics and Finance (CEF '06), Limassol, Cyprus, June 22-24, 2006.
Ø Programme Committee, ICSC Symposium on Advanced Computing in
Financial Markets (ACFM'2005),
Istanbul, Turkey, December 12-14, 2005
Ø Programme Committee, The 2005 International Conference on Natural
Computation (ICNC'05) and the
2005 International Conference on Fuzzy Systems and Knowledge Discovery (FSKD'05), Hunan, China, Sep. 24--26,
2005.
Ø Programme Committee, International Conference of Computational
Intelligence and Multimedia Applications (ICCIMA'05), University of Nevada, Las Vegas, USA, August 16 - 18,
2005.
Ø Programme Committee, The 11-th International Conference for the
Society of Computational Economics (SCE'2005)
on "Computing in Economics and Finance'', Washington, D.C., June 26-29,
2005.
Ø Programme Committee, The IASTED International Conference on
Financial Engineering and Application (FEA-2004),
Boston, Massachusetts, Nov. 8-11, 2004.
Ø Programme Committee, The 2004 IFAC Symposium on Modeling and Control
of Economic Systems, University of Redlands, CA, July 28 - 31, 2004.
Ø Programme Committee, The 10-th International Conference for the
Society of Computational Economics (SCE)
on "Computing in Economics and Finance'', University of
Amsterdam, July 8-10, 2004.
Ø Programme Committee, 5th International Symposium on Soft
Computing for Industry with Applications of Financial Engineering (ISSCI 2004), Sevilla, Andalucia, Spain,
June 28 - July 4, 2004.
Ø Program Committee, The Sixth Annual Genetic and Evolutionary
Computation Conference (GECCO-2004),
Seattle, Washington, June 26-30, 2004.
Ø Program Committee, The Third International Workshop on
Agent-based Approaches in Economic and Social Complex Systems (AESCS'04), Kyoto University, Kyoto,
Japan. May 27-29, 2004.
Ø Program Committee, The 9th Annual Workshop on Economics with
Heterogeneous Interacting Agents (WEHIA'2004),
Kyoto University, Kyoto, Japan. May 27-29, 2004.
Ø Referee, The Fifth Annual Genetic and Evolutionary Computation
Conference (GECCO-2003),
Chicago, Illinois, July 12-16, 2003.
Ø Programme Committee, The 2003 Conference of the Society for
Computational Economics (SCE 2003),
University of Washington, Seattle, July 11-13, 2003.
Ø Programme Committee, The IASTED International Conference on
Financial Engineering and Application (FEA-2003),
Banff, Canada, July 2-4, 2003.
Ø Scientific Committee, The 8th Annual Workshop on Economics with
Heterogeneous Interacting Agents (WEHIA'2003),
Kiel, Germany, May 29-31, 2003.
Ø Programme Committee, 6th European Conference on Genetic
Programming (EuroGP2003), Essex,
UK, April 14-16, 2003.
Ø Programme Committee, the 4th Asia-Pacific Conference on Simulated
Evolution And Learning, (SEAL'02), Singapore, November 18-22, 2002.
Ø Programme Committee, The 6th International Conferences on Complex
Systems 2002 ( CS02), Tokyo, Japan, Sep. 9-11, 2002.
Ø Programme Committee, The First International Joint Conference on
Autonomous Agents & Multi-Agent Systems ( AAMAS 2002 ), Bologna,
Italy, July 15-19, 2002.
Ø Program Committee, The Fourth Annual Genetic and Evolutionary
Computation Conference,(GECCO-2002), New York city, July 9-13, 2002.
Ø Scientific Committee, The 2002 Conference of the Society for
Computational Economics, Aix en Provence, France, June 27-29.
Ø Programme Committee, 5th European Conference on Genetic
Programming (EuroGP2002), Kinsale, Ireland.
Ø Programme Committee, The 14th International Conference on
Computer Applications in Industry and Engineering (CAINE-2001), Las
Vegas, Nevada, November 27-29, 2001.
Ø Programme Committee, The 4th International Conference on
Computational Intelligence and Multimedia Applications (ICCIMA01),
Shonan International Village, Yokosuka, Japan, October 30 - November 1, 2001.
Ø Programme Committee, the 2001 IFAC Symposium on Modeling and Control
of Economic Systems, Klagenfurt, Austria, September 6-8, 2001.
Ø Programme Committee, The Third Annual Genetic and Evolutionary
Computation Conference (GECCO-2001), San Francisco, California, July
7-11, 2001.
Ø Programme Committee, 2001 Congress on Evolutionary Computation
(CEC'2001), Seoul, Korea, May 27-30, 2001.
Ø Programme Committee, JSAI 2001 International Workshop on
Agent-based Approaches in Economic and Social Complex Systems (AESCS
2001), Matsue City, Shimane, Japan, May 21-22, 2001.
Ø Programme Committee, 4th European Conference on Genetic
Programming (EuroGP2001),Lake Como (milan), Italy, April 18-20,2001.
Ø Programme Committee, Second International Conference on
Intelligent Data Engineering and Automated Learning (IDEAL'2000),
The Chinese University of Hong Kong, Shatin, N.T., Hong Kong, December 13-15,
2000.
Ø Programme Committee, The 5th Conference on Artificial
Intelligence and Its Applications, National Taiwan University of
Technology, November 17.
Ø Programme Committee, 13th International Conference on Computer
Applications in Industry and Engineering (CAINE-2000), Sheraton
Princess Kaiulani Hotel, Honolulu, Hawaii USA, November 1 - 3, 2000.
Ø Programme Committee, The Third Asia-Pacific Conference on
Simulated Evolution And Learning (SEAL2000), Nagoya Congress Center,
Nagoya, Japan, Oct. 25 - 27, 2000.
Ø Programme Committee, Australian Symposium on Applications of
Artificial Intelligence in Industry (AIAPPS'2000), Melbourne,
Australia.
Ø Programme Committee, Special Session on The 2000 Congress on
Evolutionary Computation (CEC'2000), San Diego, U.S.A., July 16-19,
2000.
Ø Programme Committee, The 2000 Genetic and Evolutionary
Computation Conference (GECCO'2000), Las Vegas, Nevada, July 8-12,
1999.
Ø Programme Committee, 6th International Conference of the Society
for Computational Economics on Computing in Economics and Finance,
Universitat Pompeu Fabra, Barcelona, Catalonia, Spain, July 6-8, 2000.
Ø Programme Committee, The Second Asia-Pacific Conference on
Genetic Algorithms (APGA'2000), Hong Kong, May, 2000.
Ø Programme Committee, 1999 National Computer Symposium (中華民國
八十八年全國計算機會議 ( NCS'99)), Tamkang University, Taipei,Dec.
20-22, 1999.
Ø Programme Committee, The 1999 Genetic and Evolutionary
Computation Conference (GECCO'99), Orlando, Florida, July 13-17,
1999.
Ø Programme Committee, The 1999 Congress on Evolutionary
Computation (CFC'99), Washington D.C., U.S.A., July 6-9, 1999.
Ø Programme Committee, The Second International Conference on
Simulated Evolution and Learning (SEAL'98), Canberra, Australia,
Nov. 24-27, 1998.
Ø Programme Committee, The 10th IEEE International Conference on
Tools with Artificial Intelligence (ICTAI'98), Taipei, Taiwan, Nov.
10-12, 1998.
Ø Programme Committee, 1998 International Symposium on Intelligent
Data Engineering and Learning (IDEAL'98), Hong Kong, October 15-17,
1998.
Ø Programme Committee, 1998 International Conference on Genetic
Programming (GP'98), Wisconsin University, Madson, Wisconsin,
U.S.A., July 22-25, 1998.
Ø Programme Committee, The Third International Workshop of The
International Instistute for General Systems Studies (IIGSS),
Beidaihe, Qinhuangdao, China, July 26-28, 1998.
Ø Programme Committe, 2nd World Congress on computaional
Intelligence (WCCI'98), Anchorage, Alaska, U.S.A., May 5-9, 1998.
Ø Programme Committee, The 13th International Conference of the
International Society on Computers and Their Applications, (CATA'98),
Honolulu, Hawaii, U.S.A., March 18-20, 1998.
Ø Programme Committee, Tenth International Conference on Computer
Applications in Industry and Engineering ( CAINE'97), Ramada Emily
Morgan, San Antonio, Texas, USA, December 10 - 12, 1997.
Ø Programme Committee, ,1997 International Conferene on Genetic
Programming ( GP'97), Standford, California, U.S.A., July 13-16,
1997.
Ø Programme Committee, The Fourth IEEE International Conference on
Evolutionary Computation ( ICEC'97), April, 1997.
Ø Programme Committee, The 12th International Conference of the
International Society on Computers and Their Applications, ( CATA'97),Tuscon,
Arizona, U.S.A., Mar. 13-15, 1997.
Ø Programme Committee, The Fisrt International Conference on
Simulated Evolution and Learning ( SEAL'96), Seoul, Korea,Nov. 9-11,
1996.
Ø Programme Committee, 1996 International Conferene on Genetic
Programming ( GP'96), Standford, California, U.S.A., July 28-31,
1996
Ø Programme Committee, 1996 IIGSB-CB The First Workshop on General
Systems Methodology and Applications ( GSMA'96), July 16-18, 1996,
Wuhan, China.
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