2009 | ||
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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 |