Curriculum Vitae
Shu-Heng
Chen
[Address]
[Education]
[Employment]
[Edited Books
and Volumes]
[Referred Journal Articles]
[Journal Articles under Review]
[Referred Chapters in
Books]
[Referred
Papers in Proceedings]
[Invited
Lectures and Plenary Speech]
[Tutorial]
[Conference
Papers]
[Others]
[Academic
Servies]
Office:
TEL: 886-2-29387308, FAX: 886-2-29370290, email: chchen@nccu.edu.tw
PUBLICATIONS: Edited Books and
Volumes Top
1.
Guest editor (with Sai-Ping Lee), International
Review of Financial Analysis,
a special issue on Complexity and
Non-Linearities in Financial Markets: Perspectives from Econophysics,
forthcoming.
[EconLit, FLI]
2.
Guest editor (with Dash Wu and David Olson),
Information Sciences, a special issue
on Business Intelligence in Risk
Management, forthcoming. [SCI]
3.
Agent-Based
Approaches in Economic and Social Complex Systems VIII, Agent-Based Social Systems, Volume 8,
(with Takao Terano, Ryuichi Yamamoto), Springer, 2011.
4.
Multi-Agent
Applications with Evolutionary Computation and Biologically Inspired
Technologies: Intelligent Techniques for Ubiquity and Optimization (with Yasushi
Kambayashi and Hiroshi Sato), IGI Global, Hershey PA,
5.
Guest editor (with Bob McKay and Xuan Hoai
Nguyen), International Journal on
Knowledge Based Intelligent Engineering Systems, a special issue on
Genetic
Programming, 12(1), 2008.
6.
Computational
Intelligence
in Economics and Finance: Volume II, (with P.
P. Wang and Tzu-Wen Kuo), Springer-Verlag, 2007.
7.
Simulated
Evolution
and Learning, (with Tzai-Der Wang, Xiaodong Li, Xufa
Wang, Hussein Abbass, Hitoshi Iba, Guoliang Chen, Xin Yao), Lecture
Notes in Computer Science, ( LNCS 4247), Springer. 2006. [SCIE]
8.
Computational
Economics:
A Perspective from Computational Intelligence, (with Lakhmi Jain and Chung-Ching Tai), Computational
Intelligence and its Application Series, (series
editors: Lakhmi Jain and Colin Fyfe), Idea Group Publishing,
2005.
9.
Applications of Artificial Intelligence in
Finance and Economics, (with Jane
Binner and Graham Kendall), Elsevier, 2004. [SSCI]
10.
Multi-Agent
for
Mass User Support, (with Koichi Kurumatani and Azuma Ohuchi),
Lecture Notes in Artificial
Intelligence, Springer, 2004.
11.
Computational
Intelligence
in Economics and Finance, (with P. Wang), Series on Advanced
Information Processing
(series editor: L. Jain), Springer-Verlag, 2002. [SCIE]
12.
Genetic
Algorithms and Genetic Programming in Computational Finance, Kluwer.
2002.
13.
Evolutionary Computation in Economics and
Finance, Series on Studies in
Fuzziness and Soft Computing, Vol. 100 (series editor: J.
Kacprzyk),
Physica-Verlag, A Springer-Verlag Company, 2002.
PUBLICATIONS: Referred
Journal Articles Top
1.
“Do
the ASEAN Countries and
2.
“Market
Fraction Hypothesis: A Proposed Test,” (with Michael Kampouridis and
Edward
Tsang), International Review of Financial
Analysis [EconLit, FLI], forthcoming.
3.
“Liquidity
Cost of Market Orders in the Taiwan Stock Market: A Study based on an
Order-Driven Agent-Based Artificial Stock Market,” (with Yi-Ping Huang,
Min-Chin
Hung, and Tina Yu), International Review
of Financial Analysis [EconLit, FLI], forthcoming.
4.
”不
同公司治理情境之股權評價：類神經模糊專家系統之應用”， (與高
惠松,
李
建然聯
合發表)
，
管理與系統【TSSCI】（已
接受刊登）
5. “Agent-Based Economic Models and Econometrics,'' (with C.-L Chang, and Y.-R. Du), Knowledge Engineering Review, forthcoming. [SCI]
6. “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
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
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 Theory：Toward an Agent-Based Economic Modeling of the Evolution of Technologynal,'' (with B.-T. Chie), International Journal of Modern Physics B, Vol. 18, No. 17-19, 2004, pp. 2376-2386.
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頁.
PUBLICATIONS:
Referred
Chapters in Books Top
1.
“Agent-Based Modeling of the El Farol Bar
Problem,” (with Umberto Gostoli), in Alma Lilia García Almanza, Serafin
Martinez-Jaramillo, Biliana Alexandrova-Kabadjova, and Edward Tsang
(eds.) Simulation
in Computational Finance and Economics: Tools and Emerging Applications, IGI Global, forthcoming.
2.
“Reasoning-Based Artificial Agents in
Agent-Based Computational Economics,”
in Kazumi Nakamatsu and Lakhmi Jain (eds.), Handbook
on Reasoning-based Intelligent Systems, World Scientific,
forthcoming.
3.
“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
8.
“A Culture-Sensitive Agent in Kirman’s Ant
Model,” (with Wen-Ching Liou and Ting-Yu Chen), in John Salerno,
Shanchieh Jay
Yang, Dana Nau, and Sun-Ki Chai (eds), Social
Computing, Behavioral-Cultural Modeling and Prediction, Lecture
Notes in Computer Science (LNCS), Vol
6589, Springer, 2011, pp. 341-348.
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 Günter Rudolph (eds.): Parallel
Problem Solving from Nature, PPSN XI, Part II, Lecture
Notes in Computer Science (LNCS),
Vol. 6239, Springer, 2010, pp. 199--208.
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
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. 169—182.
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. 314—329 [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
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"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,
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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,
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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.
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45.
"Searching
Financial Patterns with Self-Organizing Maps," (with H. He), in S.-H.
Chen
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Springer-Verlag, 2003, pp. 203-216. [SCIE]
46.
"Computational
Intelligence in Economics and Finance," (with P. P. Wang), in S.-H.
Chen
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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.
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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,
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
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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
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Computer Science, Vol. 1447, Berlin:Springer-Verlag. 1998. pp.
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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
67.
"Would
and Should Government Lie about Economic Statistics: Understanding
Opinion
Formation Processes through Evolutionary Cellular Automata," in Conte,
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R. Hegselmann, and P. Terna (eds.), Simulating Social Phenomena,
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pp.
471-490. [SCIE]
68.
"Would and Should Government Lie about Economic
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69.
"Modeling Speculators with Genetic
Programming," (with C.-H. Yeh), in P. Angeline, R. G. Reynolds, J. R. McDonnell, and R.
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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.
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"Equilibrium
Selection Using Genetic Programming,"(with J. Duffy and C.-H. Yeh), in
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Amari, L. Xu, L. Chan, I. King and K.Leung (eds.), Progress in
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"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:
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"Genetic
Programming in the Coordination Game with a Chaotic Best-Response
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Angeline and T Back (eds.), Evolutionary
Progarmming V, MIT Press, pp.277-286.
74.
"Genetic Programming Learning and the Cobweb
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"Genetic
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L.Vlacic,T.Nguyen,and D.Cecez-Kecmanovic (eds.), Modelling and
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"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
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PUBLICATIONS: Referred
Papers in Proceedings Top
1.
“Agent-based
Model of the Political Election Prediction Market,” (with Tongkui Yu),
in Jordi
Sabater, Daniel Villatoror and Jaime Sichman (eds.), Proceedings on
Twelfth
International Workshop on Multi-Agent-Based Simulation (MABS’2011),
Taipei, Taiwan, May 2, 2011, pp. 117-128.
2.
“Investigating
the Effect of Different GP Algorithms on the Non-Stationary Behavior of
Financial Markets,” (with Michael Kampouridis and Edward Tsang), in
2011 IEEE Proceedings on Computational
Intelligence for Financial Engineering (CIFEr’2011),
3.
"Testing
the Dinosaur Hypothesis Under Different GP Algorithms", in Proceedings
of the 10th Annual Workshop on UK
Computational
Intelligence (UKCI’2010) Workshop,
IEEE Xplore, University of Essex,,
UK, September 8-10, 2010.
4.
“Microstructure
Dynamics and Agent-Based Financial Markets,” in Tibor Bosse, Armando
Geller,
Catholijn M. Jonker (eds.), Proceedings on Eleventh International
Workshop on Multi-Agent-Based
Simulation (MABS’2010), Toronto,
Canada, May 11, 2010, pp. 117-128.
5.
“Analysis
of Micro-Behavior and Bounded Rationality in Double Auction Markets
Using
Co-evolutionary GP,” (with R.J Zeng and T. Yu). In Proceedings
of World
6.
“Modeling
Intelligence of Learning Agents in an Artificial Double Auction
Market.” (with
C.-C. Tai), in 2009 IEEE Proceedings on
Computational Intelligence for Financial Engineering (CIFEr’2009), Sheraton Music
City Hotel, Nashville, Tennessee, USA,
March 30 - April 2, 2009, pp. 36-41.
7.
“Agent-based Simulation of Product Innovation:
Modularity, Complexity and Diversity,” (with B.-T. Chie), Proceedings
of the Agent 2007 Conference on Complex Interaction and Social
Emergence (Agent 2007),
Northwestern University, Evanston, Illinois, Nov.
15-17, 2007, pp. 295-305.
8.
“Graph and
Network Economics,” (with C.-L. Chen), in Proceedings
of the 2005 International Conference on Neural Networks and Brain
(ICNN&B’05), Beijing, China, Oct. 13-15, 2005, IEEE Press, pp.
1639-1645
9.
“Agent-Based
Modeling of Lottery Markets with the Expected Utility Paradigm,” (with
B.-T.
Chie and C.-W. Lee), Proceeding of IEEE
Congress on Evolutionary Computation, Vol. 1, September 2-5, 2005,
Edinburgh, U.K., pp. 366-373.
10.
"Network Topologies and Consumption
Externality,'' (with L.-C. Sun), in Proceedings of the First
International
Workshop on Agent Network Dynamics and Intelligence (ANDI'2005),
11.
"Functional Modularity in the Test Bed of
Economic
Theory--Using Genetic Programming,'' (with B.-T. Chie), In R. Poli, et al. (eds.), GECCO-2004:
Proceedings
of the Genetic and Evolutionary Computation Conference, June 26-30,
2004,
12.
"Risk Preference and Survival Dynamics,'' (with
Y.-C. Hwang), in T. Terano, H. Kita, T. Kaneda and K. Arai (eds.), Proceedings
of
the 3rd International Workshop on Agent-based Approaches in Economic
and
Social Complex Systems (AESCS'04), May 27-29, 2004,
13.
"Behavioral Finance and Agent-Based
Computational Finance: Toward an Integrating Framework,'' in K.
Chen,
S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N.
Kasabov, E.
Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D.
14.
"Agent-Based Modeling of Lottery Markets,''
(with B.-T. Chie), in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S.
Das, R.
Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G.
Romay,
D.
15.
"Modeling International Short-Term Capital Flow
with Genetic Programming,'' (with T.-W. Kuo), in K. Chen, S.-H. Chen,
H.-D.
Cheng, D. Chiu, S. Das, R. Duro, Z. Jiang, N. Kasabov, E. Kerre, H.-V.
Leong,
Q. Li, M. Lu, M. G. Romay, D.
16.
"A Preview of the Third International Workshop
on Computational Intelligence in Economics and Finance,'' (with C.-C.
Tai and
X.Yao), in K. Chen, S.-H. Chen, H.-D. Cheng, D. Chiu, S. Das, R. Duro,
Z.
Jiang, N. Kasabov, E. Kerre, H.-V. Leong, Q. Li, M. Lu, M. G. Romay, D.
17.
"Economic Models of Innovations: Why GP Can Be
a Possible Way Out?'' (with B.-T. Chie), Computational Synthesis:
From Basic
Building Block to High Level Functionality, Technical Report
SS-03-02, AAAI
Press, pp. 42-51.
18.
"Trading Restrictions, Price Dynamics and
Allocative Efficiency in Double Auction Markets: Analysis Based on
Agent-Based
Modeling and Simulations," (with C.-C.Tai and B.-T. Chie), in A.
Namatame,
D. Green, Y. Aruka, H. Sata (eds.), Proceedings of the 6th
International
Conference on Complex Systems 2002: Complexity with Agent-Based Modeling,
Chuo
University, Tokyo, Japan, September 9-11, 2002, pp. 169-176.
19.
"Agent-Based Computational Macroeconomics: A
Survey," Proceedings of the Second International Workshop on
Agent-based Approaches in Economic and Social Complex Systems ( AESCS'02),
Institute
of Socio-Information and Communication Studies, University of Tokyo,
August 16, pp. 15-30, 2002.
20.
"Why Are There Sunspots? An Analysis Based on
Agent-Based Artificial Stock Markets," (with C.-C. Liao), in H. J.
Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre,
M. Lu, M.
G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings
of
6th Information Sciences ( JCIS'02), March 8-13, 2002,
Research
Triangle Park, North Carolina, U.S.A., p. 1167.
21.
"Individual Rationality as a Partial Impediment
to Market Efficiency," (with C.-C. Tai and B.-T. Chie), in H. J.
Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre,
M. Lu, M.
G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings
of
6th Information Sciences ( JCIS'02), March 8-13, 2002,
Research
Triangle Park, North Carolina, U.S.A., pp. 1163-1166.
22.
"Sensitivity Analysis of Genetic Programming: A
Case of Symbolic Regression," (with T.-W. K. and Y.-P. Shieh), in H. J.
Caulfield, S.-H. Chen, H.-D. Cheng, R. Duro, V. Honavar, E. E. Kerre,
M. Lu, M.
G. Romay, T. K. Shih, D. Ventura, P. P. Wang, and Y. Yang (eds.), Proceedings
of
6th Information Sciences (JCIS'02), March 8-13, 2002,
Research
Triangle Park, North Carolina, U.S.A., pp. 1119-1122.
23.
"Trading
Strategies
on Trial: A Comprehensive Review of 21 Practical Trading Strategies
Over 56 Listed Stocks," (with T.-W. Kuo), in B.
Verma, A.
Namatame, X. Yao, H. Selvaraj, A. de Carvalho, A. Ohuchi (eds.) , Proceedings
of
Fourth International Conference on Computational Intelligence and
Multimedia
Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct.
30 - Nov.
1, IEEE Computer Society Press, pp. 66-71.
24.
"The
Schema
Analysis of Emergent Bargaining Strategies in Agent-Based Double
Auction
Markets," (with B.-T. Chie), in B. Verma, A.
Namatame, X.
Yao, H. Selvaraj, A. de Carvalho, A. Ohuchi (eds.)Proceedings of
Fourth
International Conference on Computational Intelligence and Multimedia
Applications ( ICCIMA 2001 ), Yokusika City, Japan, Oct.
30 - Nov.
1, IEEE Computer Society Press. pp. 61-65.
25.
"Evolving
Bargaining
Strategies with Genetic Programming: An Overview of AIE-DA Ver. 2,
Part 2,"(with B-T. Chie and C.-C. Tai), in B. Verma, A.
Ohuchi
(eds.), Proceedings of Fourth International Conference on
Computational
Intelligence and Multimedia Applications ( ICCIMA 2001 ),
Yokusika
City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press, pp. 55-60.
26.
"Evolving
Bargaining
Strategies with Genetic Programming: An Overview of AIE-DA Ver. 2,
Part 1," in B. Verma, A. Namatame, X. Yao, H. Selvaraj, A.
de
Carvalho, A. Ohuchi (eds.), Proceedings of Fourth International
Conference
on Computational Intelligence and Multimedia Applications (
ICCIMA 2001 ),
Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press,
pp. 48-54.
27.
"Testing for Granger Causality in the Stock
Price-Volume Relation: A Perspective from the Agent-Based Model of
Stock
Markets," in Z. Wang and W. Wang (eds.), Proceedings of the IFAC
Workshop on Computational in Economic, Financial and
Engineering-Economic
Systems, Oct. 22-24, 2001, Tianjin, P.R. China, pp.464-469.
28.
"Price Discovery in Agent-Based Computational
Modeling of Artificial Stock Markets," (with C.-C. Liao), in Z. Wang
and
W. Tang (eds.), Proceedings of the IFAC Workshop on Computational
in
Economic, Financial and Engineering-Economic Systems, Oct. 22-24,
2001,
29.
"Fundamental Issues in the Use of Genetic
Programming in Agent-Based Computational Economics," in A.
Namatame (ed.), Proceedings of the First International Workshop on
Agent-based Approaches in Economic and Social Complex Systems (
AESCS2001 ), Matsue City, Shimane, Japan, May 21-22, 2001, pp.
175-185.
30.
"Genetic Programming in the Agent-based
Artificial Stock Market," (with C.-H. Yeh), in Proceedings of the
1999
National Computer Symposium, Vol. 2, pp.251-258.
31.
“連
鎖店賽局的共演化不穩定性：遺傳演算法學習之應用”, (與
倪志琦合著), 台
灣經濟學會年會論文集，1999, pp 47-70.
32.
"Testing
for
Granger Causality in the Stock Price-Volume Relation: A Perspective
from
the Agent-Based Model of Stock Markets," (with C.-H. Yeh and C.-C.
Liao),
in B. McKay, Y. Tsujimura, R. Sarker, A. Namatame, X. Yao, and M. Gen
(eds.) Proceedings
of the Third Australia-Japan Joint Workshop on Intelligent and
Evolutionary
Systems, Canberra, Australia, 23-25 November, 1999. pp. 8-15.
33.
"Towards
an
Agent-Based Foundation of Financial Econometrics: An Approach Based on
Genetic-Programming
Artificial Markets," (with T.-W. Kuo) In Banzhaf, W., Daida,
J., Eiben, A. E., Garzon, M. H., Honavar, V., Jakiela, M., & Smith,
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34.
"Genetic Algorithms, Trading Strategies and
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"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
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(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,
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37.
"Using Genetic Algorithms to Simulate the
Evolution of an Oligopoly Game," in Proceedings of the Second
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38.
"Option
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with Genetic Programming," (with C.-H. Yeh and W.-C.
Lee), in J. Koza, W. Banzhaf, K. Chellapilla, K. Deb, M. Dorigo, D.
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Garson, D. Goldberg, H. Iba, and R. Riolo (eds.), Proceedings of
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"Hedging Securities with Genetic
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Data Mining in Finance (ECML'98), Technische Universitat
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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,
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42.
"Examine the Randomness of Exchanges Rates: The
Algorithm Based on Stochastic Complexity," (with C.-W. Tan) in T.
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Applications in Industry and Engineering (CAINE'97),
43.
"Financial Data Mining with Adaptive Genetic
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"Energizing Economics Eductaion with Computer
Power (I): Core Courses," (with S. Wang) in T. Philip (ed.), Proceedings
of
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45.
"Computational Economics: The Growth of
Computer Power in Economics," in T. Philip (ed.), Proceedings of
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"Option
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In-the-Money,"
in Proceedings of the 1997 IEEE International Conference on
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"Modelling Structural Changes with Genetic
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49.
"Estimating the Effective Tax Function with
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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
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(with
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51.
"On the Artificial Life of the General Economic
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"Option
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"Using
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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,
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.
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),
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
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),
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),
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),
63.
"Simulating Energy Policies via Computable
General Equilibrium Models," (with
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,
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,
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,
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:84-8
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),
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),
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),
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,
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,
3.
“Cognitive
Financial Agents: From Generalized Reinforcement Learning to Genetic
Programming,” Conference on Quantitative
Behavioral Finance, University of Nice Sophia Antipolis, Nice,
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 (SCE’2010), 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 (KEEL’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,
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 (ESHIA’2009),
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
(BIFE’2008),
12.
“Agent-Based Economic Model and Econometrics,” International
Workshop
on Nonlinear Economic Dynamics and Financial Market Modelling,
13.
“Agent-Based Economic Models and Econometrics,'' Econophysics Colloquium 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),
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),
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, (CIMA’05),
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
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.
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
(
3.
“Agent-Based
Modeling in Finance: The Tradition of Human-Subject Experiments”. The
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,
7.
"Teaching
Econ I with Agent-Based Modeling,'' The Fourth Workshop on
Nonlinear Physics,
8.
"Genetic
Programming in Economics and Finance,"(with C.-H. Yeh), Congress on
Evolutionary
Computation(CEC'2001), COEX,
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,
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,
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,
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,
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 Network’s Structure,” (with Umberto Gostoli), IEEE
Congress on Evolutionary Computation (CEC 2011),
10.
“Non-Price Competition
in an Agent-Based Modular Economy,” (with Bin-Tzong Chie), 37th
Eastern Economic Association Annual
Conference,
11.
“The role of costly
punishment in promoting cooperation,” (with Tongkui Yu and Honggang
Li), First Workshop on Quantitative Finance and
Economics,
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,
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,
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,
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),
18.
“Agent-Based Social
Simulation: A Bibliometric Review,” (with Yu-Hsiang Yang), 3rd
World Congress on Social Simulation (WCSS2010),
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),
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,
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),
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),
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,
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 (IScIDE’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
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 (AESCS’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 (AESCS’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 (AESCS’2009), 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 (Complex’09),
31.
“Emergent Complexity in
Agent-Based Computational Economics,” Workshop
on Nonlinearity, Complexity and Randomness, Algorithmic Social
Sciences
Research Unit, CIFREM/Department of Economics,
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),
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 Mary’s
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 (ESA’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 (OBEC’2009), St. Hugh’s
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 (CME’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,
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),
41.
“Reinforcement Learning in Auction
Experiments”, (with Yi-Lin Yeh), Eastern
Economic Association Annual
Conference,
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,
43.
“Reinforcement
Learning in Auction
Experiments”, (with Yi-Lin Hsieh), 2008 Winter Workshop on Economics with Heterogeneous
Interacting Agents,
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,
45.
“Agent-Based Economic Models and Econometrics”,
(with Ye-Rong Du), 2008 Winter Workshop
on Economics with Heterogeneous Interacting Agents,
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,
47.
“Agent-based economic models and
econometrics”, International Workshop on
Nonlinear Economic Dynamics and Financial Market Modelling,
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,
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,
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,
55.
"Risk Preference and Survival Dynamics,'' (with
Y.-C. Huang), the 5th International Conference on Simulated
Evolution And
Learning (SEAL04), BEXCO,
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),
57.
"Experiments
in a Software Aided Multiagent System,'' (with C.-C. Tai), The
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98.
"Genetic Algorithms and Trading Strategies: New
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101."Estimating the Complexity Function of
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105."Hedging Derivative Securities with Genetic
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Eastern Meeting of the Econometric Society (FEMES'97), Hong
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July 24-26, 1997.
112."Numerical Methods in Option Pricing:
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113."Stock Market Efficiency and Predictive
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114."Simulating and Analyzing Coevolutionary
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115."Genetic Programming in Economics and Finance:
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116."Equilibrium Selection via Adaptation: Using
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117."Measuring Stock Market Efficiency by
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122."Measuring Stock Market Efficiency by the
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124."On the Coordination and Adaptability of the
Large Economy: An Application of Genetic Programming to the Cobweb
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126."Rissanen's Stochastic Complexity in Financial
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International
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26-28, 1996.
127."Equilibrium Selection through Adaptation:
Using Genetic Programming to Model Learning in a Coordination Game,"
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26-28, 1996.
128."Modeling the Coordination Game as an Adaptive
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129."Modelling the Inductive Learning Agents in
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130."Stochastic Complexity and Stock Market
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Association Thirty-Second Annual Meeting, Omni Charlotte Hotel,
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134."Measuring Stock Market Efficiency Dynamically
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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，
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137."Bridging the Gap between Nonlinearity Tests
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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
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(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,
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,
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
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Artificial Intelligence and Statistics, Society for Artificial
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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
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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
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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.
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Association
International Annual Conference,
154."From Hayek to Animal Spirits", (with J.
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International
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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
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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,
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, 頁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,
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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