5-Dec
9:00-10:00 Keynote Speech  Akira Namatame: Agent-based Modeling for the Study of Diffusion Dynamics 
10:00-10:15 Coffee Break  
10:15-12:00 Session 1 WEHIA: Session “Agent-based finance 1” CIEF: Session “Artificial Neural Networks and Support Vector Machines”

Session Chair :  Ryuichi Yamamoto

  • Jozef Barunik

Sentiment in the Heterogeneous Agent Model

  • Ying-Fang Kao

Significance of Heterogeneity in Financial Markets : Empirical Study from simple few-type model

  • Martin Smid

Distribution and Tails of the Smith and Farmer's Model

  • Ryuichi Yamamoto

Transparency in a Dealership Market

 
  • Qun Bo Chen

EVOLVING WEIGHTS FOR A NEW U.K. DIVISIA

  • Chi-Hua Li

FENG SHUI THEORY WITH ARTIFICIAL NEURAL NETWORK TECHNIQUE FOR APPRAISING REAL ESTATE PRICE

  • Bolanle Abudu

Cluster-Based Classification Methods For Predicting Bank Failure

  • Ruei-Shan Lu

A STUDY ON APPLICATION OF SMOOTH SUPPORT VECTOR CLASSIFICATION TO STOCK SELECTION IN TAIWAN STOCK MARKET

  • Shu-Man Amanda Chang

NONPARAMETRIC CLUSTERING ALGORITHM WITH AN APPLICATION IN FINANCIAL TIME-SERIES DATA

 
 
12:00-13:30 Lunch Break  
13:30-15:15 Session 2 WEHIA: Session “Networks and Interacting agents”  CIEF: Session “Agent-based Computational Economics”

Session Chair : Eizo Akiyama

  • Maria Cristina Peixoto Matos

Code Form – A New Game Perspective

  • Francesco Bogliacino

Monopolistic Competition and New Products: A Conjectural Equilibrium Approach

  • Kazufumi Matsuyama

The Effects of Social Influence and Network Topology on the Diffusion of Innovation

  • Eizo Akiyama

Evolution of Strategies in Noisy Leader Game

  • Chen Chen

OPTIMIZED TRADING AGENTS IN A TWO-STOCK PORTFOLIO USING MEAN-VARIANCE ANALYSIS

  • Yasushi Kambayashi

An Agent-based Model for Portfolio Optimizations in a Tight Problem

  • Chung-Ching Tai

A Comparison of Effective Trading Agents in Double Auction Markets

  • Christine Chou

On Strategic Choice and Organizational Ambidexterity: An agent-based modeling approach

 

 
 
 
15:15-15:30 Coffee Break  
15:30-17-15 Session 3 WEHIA: Session “Empirical methods” CIEF: Session “Artificial Stoke Markets and Evolutionary Games”

Session Chair : Xuezhong (Tony) He

  • Gladys M. Navarro

The eco-tourism value of a national park: a case from the Philippines

  • Aki-Hiro Sato

Comprehensive high-resolution analysis on behavior of market participants in the FX market

  • Takayuki Mizuno

Pareto law of customers’ expenditures in convenience stores

  • Xuezhong (Tony) He

Calibrating a market fraction model to the power-law behaviour in the DAX 30

  • Tzai-Der Wang

The Cross Entropy Method for the N-Persons Iterated Prisoner's Dilemma

  • Hung-Ming Wu

THE PROPORTION OF POPULATION METHOD AND OTHER COST ALLOCATION METHODS FOR THE JOINT WATER SUPPLY

  • Chandika Gunasinghe

The Influence of Money on Inflation and Real Income: An Alternative Assessment?

  • Chia_Hsuan Yeh

Overreaction Hypothesis or Volatility Spillover Hypothesis

 

 
 
 
18:00 - 21:00    Conference Banquet 
6-Dec
9:00-10:00 Keynote Speech  Barkley Rosser: Transdisciplinary Perspective on Economic Complexity   
10:00-10:15 Coffee Break  
10:15-12:00 Session 4 WEHIA: Session “Agent-based finance 2” CIEF: Session “Natural Inspired Algorithms”

Session Chair : Duo Wang

  • Ye-Rong Du

Agent-Based Economic Models and Econometrics

  • Alessandro Cappellini

Perils and Advantages of Dynamic Scheduling in financial markets ABMs

  • Yuji Aruka

Futures stock market pricing by the use of the U-Mart system as an artificial intelligent market simulator

  • Duo Wang

The Impact of Asymmetric Belief and Bounded Rationality on Market Price Volatility

 

  • Jason Nicholls

Evaluation of Fitness Functions for Evolved Stock Market Forecasting

  • Wen-Kuei Hsieh

AN APPLICATION OF GENETIC PROGRAMMING PARADIGM ON THE STOCK MARKET

  • Wei-Ting Lin

ANT COLONY OPTIMIZATION ON BUILDING AN ONLINE DELAYED DIAGNOSIS DETECTION SUPPORT SYSTEM FOR EMERGENCY DEPARTMENT

  • Yukiko Orito

Dynamic Asset Portfolio Optimization by a Heuristic GA-based Method

  • PO-Yuan Chen

THE ENTRY AND EXIT STRATEGIES FOR A SUPPLY CONTRACT UNDER STOCHASTIC MARKET DEMANDS: A REAL OPTIONS APPROACH

 
 
12:00-13:30 Lunch Break  
13:30-15:15 Session 5 WEHIA: Session “Network and Organization analysis” CIEF: Session “Financial Time Series Forecasting and Analysis”

Session Chair : Nobuyuki Hanaki

  • Masaru Aoyagi

Emergence of Coherent Behavior in Networked Agents

  • Masatoshi Murakami

A Network Analysis for the Conformation of Public Opinion

  • Takashi Iino

Self-Organized Model Approach to Aggregate Fluctuations in Production Activity of Firms

  • Nobuyuki Hanaki

Complexity, Uncertainty, and Organizational Congruency

 

  • Paul Darwen

Leveraging the Flight to Quality: Maximizing Diversification of High-Risk High-Return Stocks Over Short Time Periods With Limited-Cardinality Portfolios

  • Yasuhiro Nakayama

Analysis of Dynamical Cross Correlations in Financial Time Series

  • Prisadarng Skolpadungket

Forecasting Stock Returns using Evolutionary Artificial Neural Networks

  • Telung Pan

Using Discriminant Function and Qualitative Research to Analysis Uncompensated Care of Hospital for Bad Debt Prevention

  • Syu Wei-Wun

Combining cluster analysis with rough set theory for financial crisis prediction of electronics industry

15:15-15:30 Coffee Break  
15:30-17-15 Session 6 WEHIA: (No Session)  CIEF: Session “Financial Data Mining”

 

 

 

 

 

 

 

 

  • Lee Ming Chang

Enterprise credit evaluation based on rough set neural network

  • Jian-Bang Lin

THE RESEARCH ON THE OPTIMUM OVERSAMPLING RATIO OF DEFAULT EVENT - THE CASE OF PERSONAL CONSUMER LOANS DEFAULT PREDICTIVE MODEL

  • Kiyoshi izumi

Long-Term Market Analysis using Text Mining” • Min-Ren Yan “Multi-Criterion Evaluation Model for Selecting BOT Sewerage Systems

  • Chin-Hong Puah

Economic Uncertainty And the Demand for Money in Malaysia: A Bounds Testing Estimation

7-Dec
9:00-10:00 Keynote Speech  Paul Wang: 
10:00-10:15 Coffee Break  
10:15-12:00 Session 7 WEHIA: Session “Experimental analysis” CIEF: Session “Financial Engineering and Behavioral Finance”

Session Chair : Shu-Heng Chen

  • Takashi Yamada

Programming an expertised trading agent: from a perspective of market microstructure

  • Kazyhito Ogawa

The experimental multimarket contact defined by a Prisoner's Dilemma and a Coordination games does not facilitate cooperation

  • Fumihiko Hashimoto

When should we retreat ?” • Mieko Tanaka-Yamawaki “Effect of Dynamical Parameters in Price Prediction Using SOM Classifications

  • Mieko Tanaka-Yamawaki

Effect of Dynamical Parameters in Price Prediction Using SOM Classifications

  • Shu-Heng Chen

Reinforcement Learning in Auction Experiments

  • France Cheong

Building a Scorecard in Practice

  • Takashi Yamada

Criteria for exercising and not exercising American currency options

  • Christopher Cheong

A Comparison of Variable Selection Techniques for Credit Scoring

  • Kevin Leung

Developing a Scorecard using a Simple Artificial Immune System (SAIS) Algorithm and a Real-World Unbalanced Dataset

  • FuMei Weng

Determining factors affecting student retention in a higher education institute in Taiwan and building a prediction model using logistic regression and support vector machine

 

12:00-13:30 Coffee Break  
13:30-15:15 Session 8 WEHIA: (No Session)  CIEF: Session “Agent-based Computational Economics”

 

 

 

 

 

 

 

 

  • Ryuichi Yamamoto

Trading profitability of technical strategies in individual stocks

  • Valeriy Gavrishchaka

REMOVAL OF CONFUSING TRAINING SAMPLES AS A GENERIC MECHANISM TO IMPROVE AND DIVERSIFY TRADING STRATEGIES DISCOVERED BY BOOSTING-BASED OPTIMIZATION

  • Jui-Ching Huang

Forecasting Classification of Operating Performance of Enterprises by Probabilistic Neural Network

  • Peter Anselmo

Automated Options Trading Using Machine Learning

 

  End of Program