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] 

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Address  Top

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

Education  Top

Employment  Top

Awards

 

 

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, USA, 2011.

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.     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 [SSCI, 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 (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.     Emergent Complexity in Agent-Based Computational Economics, (with Shu G Wang), Journal of Economic Surveys, 25(3): 527-546. [SSCI]

7.     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 China, 6(1): 159-170. 2011

8.     Reinforcement Learning in Experimental Asset Markets, (with Yi-Lin Hsieh), Eastern Economic Journal, 37(1):109 133. 2011 [EconLit]

9.     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.

10.   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]

11.   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]

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

13.   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]

14.   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]

15.   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]

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

17.   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]

18.   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.

19.   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]

20.   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]

21.   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]

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

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

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

25.   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.

26.   "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]

27.   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.

28.   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]

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

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

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

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

33.   "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.

34.   "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]

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

36.   "Functional Modularity in the Fundamentals of Economic TheoryToward 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.

37.   "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]

38.   "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]

39.   "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.

40.   "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.

41.   "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]

42.   "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.

43.   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.

44.   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.

45.    "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]

46.   "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]

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

48.   "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]

49.   "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.

50.   "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]

51.   "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.

52.   "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.

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

54.   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。

55.   "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.

56.   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。

57.   "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]

58.   "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.

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

60.   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.

 PUBLICATIONS: Referred Chapters in Books  Top

1.     Agent-Based Modeling of the El Farol Bar Problem, (with Umberto Gostoli), in Alma Lilia Garc燰 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.     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, Springer, forthcoming.

4.     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, Springer, forthcoming.

5.     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, forthcoming.

6.     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, pp. 91-100. Springer, 2011.

7.     Prediction Markets: A Study on the Taiwan Experience, (with C.-Y. Tung, C.-C. Tai, B.-T. Chie, T.-C. Chou, and S. G. Wang), in Leighton Vaughan Williams (ed.), Prediction Markets: Theory and Applications, Routledge, 2011. Chapter 11, pp. 137-156.

8.     A Culture-Sensitive Agent in Kirmans 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.

9.     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.

10.   Neuroeconomic Agents, (with S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2011. Chapter 3, pp. 35-49.

11.    Bounded Rationality and Market Micro-Behaviors: Case Studies Based on  Agent-Based Double Auction Markets, (with R.-J. Zeng, T. Yu and S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2011. Chapter 5, pp. 78-94.

12.   Social Simulation with Both Human Agents and Software Agents: An Investigation into the Impact of Cognitive Capacity to Their Learning Behavior, (with C.-C. Tai, T.-D. Wang and S G Wang), in Kambayashi Y. (ed.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2011. Chapter 6, pp. 95-117.

13.   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.

14.   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.

15.   Testing the Dinosaur Hypothesis under Empirical Datasets," (with Michael Kampouridis and Edward Tsang), in  Robert Schaefer, Carlos Cotta, Joanna Kolodziej, and Gnter Rudolph (eds.): Parallel Problem Solving from Nature, PPSN XI, Part II, Lecture Notes in Computer Science (LNCS), Vol. 6239, Springer, 2010, pp. 199--208.

16.   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.

17.   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.

18.   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.

19.   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.

20.   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.

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

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

23.   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.

24.   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.

25.    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.

26.   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

27.   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.

28.   "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.

29.   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 .

30.   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,

31.    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. 169182.

32.   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.

33.   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.

34.   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.

35.   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]

36.   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. 314329 [SCIE]

37.   "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]

38.   "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]

39.   "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.

40.    "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.

41.   "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]

42.   "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.

43.   "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]

44.   "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]

45.   "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]

46.   "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]

47.   "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.

48.   "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]

49.   "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.

50.   "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.

51.   "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.

52.   "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.

53.   "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.

54.   "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.

55.   "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.

56.   "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

57.   "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.

58.   "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.

59.   "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]

60.   "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]

61.   "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.  

62.   "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.

63.   "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. 

64.   "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]

65.   "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.

66.   "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.

67.   "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]

68.   "Would and Should Government Lie about Economic Statistics: Simulation Based on Evolutionary Cellular Automata," in Yao, X. and J.-H. Kim (eds.), Simulated Evolution and Learning, Lecture Notes in Artificial Intelligence 1285, Springer, 1997. pp. 157-166. [SCIE]

69.   "Modeling Speculators with Genetic Programming," (with C.-H. Yeh), in P. Angeline, R. G. Reynolds, J. R. McDonnell, and R. Eberhart (eds.), Evolutionary Programming VILecture Notes in Computer Science, Vol. 1213, Berlin: Springer-Verlag. 1997. pp.137-147. [SCIE]

70.   "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.

71.   "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.

72.   "Measuring Randomness by Rissanen's Stochastic Complexity: Applications to the Financial Data," (with C.-W.Tan)in D.L. Dowe K.B.Korb and J.J.Oliver (eds.),ISIS: Information, Statistics and Induction in Science, World Scientific , Singapore. 1996.pp.200-211.

73.   "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.

74.   "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.

75.   "Genetic Programming,Predictability and Stock Market Efficiency," in L.Vlacic,T.Nguyen,and D.Cecez-Kecmanovic (eds.), Modelling and Control of National and Regional Economies 1995, (ISBN 0-08-042376-0),Pergamon,Oxford,Great Britain,1996. pp.283-288.

76.   "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 (MABS2011), 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 (CIFEr2011), Paris, France, April 11-15, 2011.

3.     "Testing the Dinosaur Hypothesis Under Different GP Algorithms", in Proceedings of  the 10th Annual Workshop on UK Computational Intelligence (UKCI2010) 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 (MABS2010), 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 Summit on Genetic and Evolutionary Computation (GEC09), June 1214, 2009, Shanghai, China, ACM.

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 (CIFEr2009),  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&B05), 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), Kitakyushu, Japan, June 13-14, 2005, pp. 91-101.

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, Seattle, Washington, USA.

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, Kyoto University, Kyoto, Japan, pp. 9-16.

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. 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.

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. 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.

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. 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.

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. 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.

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, Tianjin, P.R. China, pp. 456-463.

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. Tamkang University, Taipei, Dec. 20-21, 1999. 

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, Orlando, Florida USA. San Francisco, CA: Morgan Kaufmann. Vol. 2. (ISBN:1-55860-611-4) pp.966-973.

34.   "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.

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. 

36.   "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.

37.   "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)

38.   "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.

39.   "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.

40.   "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.

41.   "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.

42.   "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.

43.   "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.

44.   "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.

45.   "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.

46.   "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.

47.   "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.

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

49.   "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.

50.   "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.

51.   "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.

52.   "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.

53.   "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.

54.   "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.

55.   "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.

56.   "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.

57.   "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.

58.   "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.

59.   "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.

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

61.   "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.

62.   "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.

63.   "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.

64.   "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.

65.   "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.

66.   "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.

67.   "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.

68.   "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.

69.   "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.

70.   "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.

71.   "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.

72.   "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.

73.   "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. 

74.   "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.

75.   "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.

76.   "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.

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

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

 

Invited Plenary and Keynote Speech  Top

1.     On the Cognitive Capacity and Cognitive Heterogeneity of Artificial Agents: From Laboratory Games to Financial Markets, International Conference on Nonlinear Economic Dynamics and Financial Market, South China Normal University and Guangzhou University, Guangzhou, China,  March 31-April 2, 2011.

2.     Toward an autonomous-agents inspired economic analysis, First Workshop on Quantitative Finance and Economics, International Christian University, Tokyo, Feb 21-23, 2011.

3.     Cognitive Financial Agents: From Generalized Reinforcement Learning to Genetic Programming, Conference on Quantitative Behavioral Finance, University of Nice Sophia Antipolis, Nice, France, December 8-10, 2010.

4.     Varieties of Agents in Agent-Based Computational Economics: A Historical and an Interdisciplinary Perspective, 50th Shuangqing Science Forum The Computational and Experimental Methods in Management Science, National Natural Science Foundation of China and Tianjin University, Tianjin, China, November 23-25, 2010.

5.     Microstructure Dynamics and Agent-Based Financial Markets: Can Dinosaurs Return? The Second Edition of the International Workshop on Managing Financial Instability in Capitalist Economies (MAFIN 2010),  Reykjavik University, Reykjavik, Iceland, September 23-25, 2010.

6.     Varieties of Agents in Agent-Based Computational Economics: A Historical and an Interdisciplinary Perspective, The 16th International Conference on Computing in Economics and Finance (SCE2010), City University London, London, UK, July 13-17, 2010.

7.     Origin of Agent-Based Computational Economics: Agent-Based Modeling of Economic Experiments, International Conference on How and why economists and philosophers do experiments: dialogue between experimental economics and experimental philosophy (KEEL2010), Kyoto Sangyo University, Kyoto, Japan, March 27-28, 2010.

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

9.     Artificial Economic Agents with Heterogeneous Cognitive Capacity and Their Economic Consequences: Study Based on Agent-Based Double Auction Market Simulations, (with Tina Yu), The 4th International Conference on Economic Science with Heterogeneous Agents (ESHIA2009), Beijing Normal University, Beijing, China, June 18-20, 2009.

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

11.    Toward a Bottom-Up Risk Simulator: An Agent-Based Model of Lottery Tax Rates, 2008 International Conference on Business Intelligence and Financial Engineering (BIFE2008), Changsha University of Science & Technology, Changsha, China, October 28-30, 2008.

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

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

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

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

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

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

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

19.   Trading with Genetic Programming: Evidence from Stock Markets and Foreign Exchange Markets, the plenary speech given at the ICSC Congress on Computational Intelligence: Methods and Applications, (CIMA05), Istanbul, Turkey, December 15-17, 2005.

20.   "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.

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

22.   "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.

23.   "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.

24.   "On the Relevance of Genetic Programming to Evolutionary Economics," plenary speech given at the 4th Annual Meeting of the Japan Association for Evolutionary Economics} (JAFEE2000), Surugadai Memorial Hall of Chuo University, Tokyo, Japan, March 25-26, 2000.

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

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

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

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

29.   "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.

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

 

Tutorial  Top

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

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

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

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

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

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

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

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

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

 

PUBLICATIONS: Conference Papers  Top

1.     When the El Farol Bar Problem Is Not a Problem? The Role of Social Preferences and Social Networks, (with Umberto Gostoli), 2nd Conference of the Computational Social Science of America, Santa Fe, New Mexico, October 9-12, 2011.

2.     Heterogeneity in Boundedly Rational Traders? Results from Double Auction Experiments, (with Chung-Chih Tai and Lee-Xing Yang), 3rd Annual Meeting of the Academy of Behavioral Finance and Economics, UCLA, Los Angeles, CA, September 21-23, 2011.

3.     To whom and where the hill becomes difficult to climb: Effects of personality and cognitive capacity in experimental DA markets, (with Umberto Gostoli, Chung-Chih Tai and Kuo-Chuan Shih), 3rd Annual Meeting of the Academy of Behavioral Finance and Economics, UCLA, Los Angeles, CA, September 21-23, 2011.

4.     Personality and Preference: A Laboratory Study, (with Bin-Tzong Chih), 3rd Annual Meeting of the Academy of Behavioral Finance and Economics, UCLA, Los Angeles, CA, September 21-23, 2011.

5.     The Decision-Making Process in a Double Auction Experiment: the Effect of Personality Traits and Working Memory, (with Umberto Gostoli, Chung-Ching Tai and Kuo-Chuan Shih), 2011 ICABEEP/IAREP/SABE conference, Exeter, UK, July 12-16, 2011.

6.     Intelligence and Level-k Reasoning in Beauty-Contest Experiments: An Integrated Analysis, (with Lei-Xing Yang and Yeh-Rong Du), 2011 ICABEEP/IAREP/SABE conference, Exeter, UK, July 12-16, 2011.

7.     Human Factors in the El Farol Bar Experiment, (with Chung-Chihg Tai and Umberto Gostoli),   International Meeting of the Economic Science Association (ESA 2011), Chicago, USA, July 7-10, 2011..

8.     Social Norm, Costly Punishment and the Evolution to Cooperation, (with Tongkui Yu and Honggang Li), 17th International Conference on Computing in Economics and Finance (CEF 2011), San Francisco, USA, June 29-July 1, 2011.

9.     Bottom-Up Coordination in the El Farol Bar Problem: The Role of Local Information and Social Networks Structure, (with Umberto Gostoli), IEEE Congress on Evolutionary Computation (CEC 2011), New Orleans, USA, June 5-8, 2011.

10.   Non-Price Competition in an Agent-Based Modular Economy, (with Bin-Tzong Chie), 37th Eastern Economic Association Annual Conference, New York City, New York, Feb 25-27, 2011.

11.   The role of costly punishment in promoting cooperation, (with Tongkui Yu and Honggang Li), First Workshop on Quantitative Finance and Economics, International Christian University, Tokyo, Feb 21-23, 2011.

12.    Investor Behaviors and Firm Competition in a Modular Economy: An Agent-Based Modeling Approach, (with Bin-Tzong Chie), Asia Pacific Economic Science Association Meeting 2011, Kuala Lumpur, Malaysia. February 10-13, 2011.

13.   Decision and Behavior in Ultimatum Game with Multi Targets,  (with Chia-Yang Lin and Lee-Xieng Yang),  Asia Pacific Economic Science Association Meeting 2011,  Kuala Lumpur, Malaysia. February 10-13, 2011.

14.   The Significance of Working Memory Capacity in Double Auction Markets: Modeling, Simulation and Experiments, (with Chung-Ching Tai, Lee-Xieng Yang and Kuo-Chuan Shih), SABE (Society for the Advancement of Behavioral Economics)  Poster Session at the 2011 Allied Social Sciences Association (ASSA) Meetings, Denver,  Colorado, US, January 6-9, 2011.

15.   Market Fraction Hypothesis: A Proposed Test, (with Michael Kampouridis and Edward Tsang), Econophysics Colloquium 2010, Academic Sinica, Taipei, Taiwan, November 4-7, 2010.

16.   Liquidity Cost of Market Orders in Taiwan Stock Market: A Study based on An Order-Driven Agent-Based Artificial Stock Market, (with Yi-Ping Huang and Min-Chin Hung), Econophysics Colloquium 2010, Academic Sinica, Taipei, Taiwan, November 4-7, 2010.

17.   Testing the Dinosaur Hypothesis Under Different GP Algorithms, (with Michael Kampouridis and Edward Tsang), 10th Annual Workshop on Computational Intelligence (UKCI 2010), University of Essex, Colchester, UK, September 8-10, 2010.

18.   Agent-Based Social Simulation: A Bibliometric Review, (with Yu-Hsiang Yang), 3rd World Congress on Social Simulation (WCSS2010), University of Kassel, Kassel, Germany, September 6-9, 2010.

19.   Agent-Based Modeling of Cognitive Double Auction Market Experiments, (with Chung-Ching Tai and Lee-Xieng Yang), 3rd World Congress on Social Simulation (WCSS2010), University of Kassel, Kassel, Germany, September 6-9, 2010.

20.   On the beauty contest experiments: Is intelligence relevant? (with Ye-Rong Du and Lee-Xieng Yang), International Association for Research in Economic Psychology (IAREP) and Society for the Advancement of Behavioral Economics (SABE) Joint Conference, Cologne, Germany, September 5-8, 2010.

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

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

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

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

25.   Agents Learned, but Do We? An Illustration Using the Agent-Based Double Auction Markets, (with Tina Yu), Sino-foreign-interchange Workshop on Intelligence Science and Intelligent Data Engineering (IScIDE2010), Harbin, China, June 3-5, 2010.

26.   Artificial Economic Agents with Heterogeneous Cognitive Capacity and Their Economic Consequences: Study Based on Agent-Based Double-Auction Market Simulations, (with Tina Yu and Shu G Wang), 36th Eastern Economic Association Annual Conference, Loew's Philadelphia, Philadelphia, Feb 26-28, 2010

27.   Empirical Puzzles or Aggregation Problems- A View of Agent-based Models, (with Chia-Ling Chang), the Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

28.   Agent-Based Modeling of Cognitive Double Auction Market Experiments, (with Chung-Chin Tai and Lei-Xieng Yang), The Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

29.   A Bibliometric Study of Agent Based Modeling Literature on SSCI Database, (with Yu-Hsiang Yang and Wen-Jen Yu), The Sixth International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS2009), National Chengchi University, Taipei, Taiwan, November 13-14, 2009.

30.   Market Fraction Hypothesis: A Proposed Test, (with M. Kampouridis and E. Tsang), The 9th Asia-Pacific Complex Systems Conference (Complex09), Chou University, Tokyo, Japan, November 4-7, 2009.

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

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

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

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

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

36.   Agent-Based Modeling of Cognitive Double Auction Market Experiments, (with Chung-Chi Tai and Li.-Xieng. Yang), 2009 International Meeting of the Economic Science Association (ESA2009), Washington DC, June 25-28, 2009.

37.   Corporate Governance and Equity Evaluation: Nonlinear Modeling via Neural Networks, (with. Hui-Sung Kao and Jan-Zan Lee),  2009 Oxford Business & Economics Conference (OBEC2009),  St. Hughs College, Oxford University, Oxford, UK, June 24-26, 2009.

38.   Market Fraction Hypothesis: A Proposed Test,  (with Michael Kampouridis and Edward Tsang),  6th International Conference on Computational Management Science (CME2009), Geneva, May 1-3, 2009.

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

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

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

42.   公 司治理與股權評價類 神經網路之非線性模型 (與 高惠松、李建然聯合發表), 2008會 計理論與實務研討會, 國 立中興大學會計學, 97124125

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

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

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

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

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

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

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

50.   "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.

51.   "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.

52.   "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.

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

54.   "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.

55.   "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.

56.   "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.

57.   "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.

58.   "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.

59.   "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.

60.   "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.

61.   "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.

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

63.   廠 商創新與仿冒行為的演化 代 理人基模型模擬與分析, (與 張嘉玲聯合發表), 中華民國科技管理研討會2002年 會,高雄義守大學,December 13-14, 2002.

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

65.   "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.

66.   "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.

67.   "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.

68.   "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.

69.   "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.

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

71.   "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.

72.   "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.

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

74.   "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.

75.   "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.

76.   "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.

77.   "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.

78.   "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.

79.   "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.

80.   "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 Aggregates," (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. 

81.  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 (JCIS2000), Atlantic City, New Jersey, Feb. 27- March. 3,  2000, Vol. II (ISBN:0-9643456-9-2). pp.903-907.

82.   "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. 

83.   "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.

84.   "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.

85.   "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. 

86.   "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.

87.   "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. 

88.   "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. 

89.   "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.

90.   "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.

91.   "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.

92.   "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. 

93.   "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.

94.   "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.

95.   "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.

96.   "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. 

97.   "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. 

98.   "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.

99.   "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.

100."Genetic Programming 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.

101."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.

102."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.

103."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.

104."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.

105."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.

106."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.

107."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 Algorithms (ISBN: 185-721-2592), De Montfort University, Leicester, July 2-3, 1998. pp.206-212.

108."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.

109."Speculative Trades and Financial Regulations: Simulation Based 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.

110."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.

111."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.

112."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.

113."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.

114."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.

115."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.

116."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.

117."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.

118."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.

119.連 鎖店價格戰之研究 基 因程式學習與應用 (with C. 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.

120.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,深圳銀湖賓館,December 12-13, 1996.

121."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.

122."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.

123."Understanding the Nature of Predatory Pricing in the Large- Scale Market 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.

124."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.

125."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.

126."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.

127."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.

128."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.

129."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.

130."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.

131."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.

132."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.

133.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都系統中的應用 (與 葉佳炫聯合發表), 中國經濟學會年會,臺北市中華經濟研究院,December, 17, 1995

134."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.

135.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,Dec. 7, 1995

136."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.

137."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.

138.獨 佔煤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)1995傳 播生態學術研討會論文集:(一)學術論文,交通大學,新竹,July 15-16, 1995, pp. 50-90.

139."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.

140.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,May 26-27, 1995

141."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.

142."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.

143.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, 國 科會83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,April 14-15, 1995.

144."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.

145.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,March 9, 1995.

146.臺 灣股市漲跌複雜度之研究:Rissanen MDL 法 則的應用 (兵 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,March 4, 1995.

147."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.

148.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,臺北市國立臺灣大學,December 18, 1994.

149."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.

150.遺 傳規畫與股價報酬率之預測, (與 葉佳炫聯合發表), 第 三屆證劵金融市場之理論與實務研討會,高雄國立中山大學,December 10, 1994, pp. 486-499.

151.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,November 27, 1994.

152.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,October 21, 1994, pp. 377-391.

153."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.

154."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.

155.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, December 26, 1993

156."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.

157."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

1.     "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, 144-166. 2001

2.     "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

3.      "Evolutionary Computation in Finnacial Engineering: A Roadmap to GAs and GP," Financial Engineering News, 1998, Vol. 2, No.4.

4.     第 七屆演化規劃會議, 科 學發展月刊,第26卷, 第11期,pp. 6-10.

5.     "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.

6.     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.

7.     "Complexity of Economic Activities and Economic Laws", UCLA Center for Computable Economics, Working Paper #5, 1993.

8.      "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.

9.     "On the Complexity in Adaptive Economic Systems: the relation between RBS and PDP in Adaptive Economic Systems", Ph.D. dissertation, UCLA, 1992.

10.   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, pp. 97-111

11.   實 驗方法在經濟學的起源與發展 (郭 振雄), 國 立政治大學研究通訊,第二期,1994, pp. 81-107

12.   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, pp. 33-73.

 

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