2009 |
49 | EE | Shu-Heng Chen,
Chung-Ching Tai:
Modeling Social Heterogeneity with Genetic Programming in an Artificial Double Auction Market.
EuroGP 2009: 171-182 |
2008 |
48 | EE | Shu-Heng Chen:
Computational Intelligence in Agent-Based Computational Economics.
Computational Intelligence: A Compendium 2008: 517-594 |
47 | EE | Nicolas Navet,
Shu-Heng Chen:
On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?
Natural Computing in Computational Finance 2008: 197-210 |
46 | EE | Shu-Heng Chen:
Financial Applications: Stock Markets.
Wiley Encyclopedia of Computer Science and Engineering 2008 |
45 | EE | Bob McKay,
Shu-Heng Chen,
Nguyen Xuan Hoai:
Genetic Programming: An emerging engineering tool.
KES Journal 12(1): 1-2 (2008) |
2007 |
44 | EE | Shu-Heng Chen,
Bin-Tzong Chie:
Modularity, Product Innovation, and Consumer Satisfaction: An Agent-Based Approach.
IDEAL 2007: 1053-1062 |
43 | EE | Shu-Heng Chen:
Computationally intelligent agents in economics and finance.
Inf. Sci. 177(5): 1153-1168 (2007) |
42 | EE | Shu-Heng Chen,
Ya-Chi Huang:
Relative risk aversion and wealth dynamics.
Inf. Sci. 177(5): 1222-1229 (2007) |
2006 |
41 | | Tzai-Der Wang,
Xiaodong Li,
Shu-Heng Chen,
Xufa Wang,
Hussein A. Abbass,
Hitoshi Iba,
Guoliang Chen,
Xin Yao:
Simulated Evolution and Learning, 6th International Conference, SEAL 2006, Hefei, China, October 15-18, 2006, Proceedings
Springer 2006 |
40 | EE | Shu-Heng Chen,
Nicolas Navet:
Pretests for Genetic-Programming Evolved Trading Programs: "zero-intelligence" Strategies and Lottery Trading.
ICONIP (3) 2006: 450-460 |
39 | EE | Hongxing He,
Jie Chen,
Huidong Jin,
Shu-Heng Chen:
Stock Trend Analysis and Trading Strategy.
JCIS 2006 |
2005 |
38 | EE | Shu-Heng Chen,
Bin-Tzong Chie,
Chia-Wei Lee:
Agent-based modeling of lottery markets with the expected-utility paradigm.
Congress on Evolutionary Computation 2005: 366-373 |
37 | EE | Shu-Heng Chen,
Ya-Chi Huang:
On the Role of Risk Preference in Survivability.
ICNC (3) 2005: 612-621 |
36 | EE | Shu-Heng Chen,
Li-Cheng Sun,
Chih-Chien Wang:
Network Topologies and Consumption Externalities.
JSAI Workshops 2005: 314-329 |
35 | EE | Shu-Heng Chen,
Paul P. Wang:
Special issue on computational intelligence in economics and finance.
Inf. Sci. 170(1): 1-2 (2005) |
34 | EE | Shu-Heng Chen:
Computational intelligence in economics and finance: Carrying on the legacy of Herbert Simon.
Inf. Sci. 170(1): 121-131 (2005) |
33 | EE | Shu-Heng Chen,
Chung-Chih Liao:
Agent-based computational modeling of the stock price-volume relation.
Inf. Sci. 170(1): 75-100 (2005) |
2004 |
32 | | Koichi Kurumatani,
Shu-Heng Chen,
Azuma Ohuchi:
Multi-Agent for Mass User Support, International Workshop, MAMUS 2003 Acapulco, Mexico, August 10, 2003 Revised and Invited Papers
Springer 2004 |
31 | EE | Shu-Heng Chen:
Genetic Algorithms and Genetic Programming in Computational Finance.
J. Artificial Societies and Social Simulation 7(4): (2004) |
30 | EE | Shu-Heng Chen:
Trends in Agnet-Based Computational Modeling of Macroeconomics.
New Generation Comput. 23(1): (2004) |
2003 |
29 | EE | Shu-Heng Chen,
Tzu-Wen Kuo:
Overfitting or Poor Learning: A Critique of Current Financial Applications of GP.
EuroGP 2003: 34-46 |
28 | EE | Shu-Heng Chen,
Chung-Ching Tai:
Toward a New Principle of Agent Engineering in Multiagent Systems: Computational Equivalence.
MAMUS 2003: 18-32 |
2002 |
27 | | H. John Caulfield,
Shu-Heng Chen,
Heng-Da Cheng,
Richard J. Duro,
Vasant Honavar,
Etienne E. Kerre,
Mi Lu,
Manuel Grana Romay,
Timothy K. Shih,
Dan Ventura,
Paul P. Wang,
Yuanyuan Yang:
Proceedings of the 6th Joint Conference on Information Science, March 8-13, 2002, Research Triangle Park, North Carolina, USA
JCIS / Association for Intelligent Machinery, Inc. 2002 |
26 | | Shu-Heng Chen,
Tzu-Wen Kuo,
Yuh-Pyng Shieh:
Sensitivity Analysis of Genetic Programming: A Case of Symbolic Regression.
JCIS 2002: 1119-1122 |
25 | | Shu-Heng Chen,
Chung-Chin Tai,
Bin-Tzong Chie:
Individual Rationality as a Partial Impediment to Market Efficiency.
JCIS 2002: 1163-1166 |
24 | | Shu-Heng Chen,
Chung-Chih Liao:
Why Are There Sunspots? An Analysis Based on Agent-Based Artificial Stock Markets.
JCIS 2002: 1167-1168 |
2000 |
23 | EE | Shu-Heng Chen:
Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming.
IDEAL 2000: 517-531 |
22 | EE | Shu-Heng Chen,
Chia-Hsuan Yeh:
Modeling traders' adaptation with genetic programming.
KES 2000: 725-728 |
21 | EE | Shu-Heng Chen,
Chung-Chih Liao,
Chia-Hsuan Yeh:
On AIE-ASM: a software to simulate artificial stock markets with genetic programming.
KES 2000: 733-736 |
20 | EE | Shu-Heng Chen,
Chih-Chi Ni:
Simulating the Ecology of Oligopolistic Competition with Genetic Algorithms.
Knowl. Inf. Syst. 2(3): 285-309 (2000) |
1999 |
19 | | Shu-Heng Chen,
Wei-Yuan Lin,
Chueh-Iong Tsao:
Genetic Algorithms, Trading Strategies and Stochastic Processes: Some New Evidence from Monte Carlo Simulations.
GECCO 1999: 114-121 |
18 | | Shu-Heng Chen,
Tzu-Wen Kuo:
Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets.
GECCO 1999: 966 |
17 | | Shu-Heng Chen,
Chia-Hsuan Yeh,
Chung-Chih Liao:
Testing for Granger Causality in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock Markets.
IC-AI 1999: 374-380 |
16 | | Shu-Heng Chen,
Chia-Hsuan Yeh,
Chung-Chih Liao:
Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock Markets.
IC-AI 1999: 381-387 |
15 | | Shu-Heng Chen,
Chia-Hsuan Yeh:
On the Consequences of "Following the Herd": Evidence from the Artifical Stock Market.
IC-AI 1999: 388-394 |
14 | | Jane M. Binner,
Alicia M. Gazely,
Shu-Heng Chen:
An Application of Neural Networks to the Divisia Index Debate: The Case of Taiwan.
IC-AI 1999: 409-415 |
13 | | Shu-Heng Chen,
Ching-Wei Tan:
Brief Signals in the Real and Artificial Stock Markets: An Approach Based on the Complexity Function.
IC-AI 1999: 423-429 |
12 | | Shu-Heng Chen,
Wei-Yuan Lin,
Chueh-Yung Tsao:
Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series.
IC-AI 1999: 430-436 |
11 | | Shu-Heng Chen,
Hung-Shuo Wang,
Byoung-Tak Zhang:
Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock Index.
IC-AI 1999: 437-443 |
10 | | Shu-Heng Chen,
Tzu-Wen Kuo:
Are Efficient Markets Really Efficient?: Can Financial Econometric Tests Convince Maching Learning People?
IC-AI 1999: 444-450 |
9 | EE | Shu-Heng Chen,
Chia-Hsuan Yeh:
Modeling the expectations of inflation in the OLG model with genetic programming.
Soft Comput. 3(2): 53-62 (1999) |
1998 |
8 | | Shu-Heng Chen,
Wei-Yuan Lin:
The appeal of evolution: The case of the RGA-based portfolios.
Computers and Their Applications 1998: 125-130 |
7 | | Shu-Heng Chen,
Chia-Hsuan Yeh:
Genetic Programming in the Overlapping Generations Model: An Illustration with the Dynamics of the Inflation Rate.
Evolutionary Programming 1998: 829-838 |
6 | EE | Shu-Heng Chen,
Chih-Chi Ni:
Using Genetic Algorithms to Simulate the Evolution of an Oligopoly Game.
SEAL 1998: 293-300 |
1997 |
5 | | Shu-Heng Chen,
Chia-Hsuan Yeh:
Modeling Speculators with Genetic Programming.
Evolutionary Programming 1997: 137-147 |
4 | | Shu-Heng Chen,
Woh-Chiang Lee:
Option Pricing with Genetic Algorithms: The Case of European-Style Options.
ICGA 1997: 704-711 |
1996 |
3 | | Shu-Heng Chen,
John Duffy,
Chia-Hsuan Yeh:
Genetic Programming in the Coordination Game with a Chaotic Best-Response Function.
Evolutionary Programming 1996: 277-286 |
2 | | Shu-Heng Chen,
Chih-Chi Ni:
Genetic Algorithm Learning and the Chain-Store Game.
International Conference on Evolutionary Computation 1996: 480-484 |
1 | | Shu-Heng Chen:
Would and Should Government Lie About Economic Statistics: Simulations Based on Evolutionary Cellular Automata.
SEAL 1996: 157-166 |