Shu-Heng Chen - researchr alias

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2011

A Culture-Sensitive Agent in Kirman s Ant ModelShu-Heng Chen, Wen-Ching Liou, Ting-Yu Chen. sbp 2011: 341-348 [doi]

Is Genetic Programming Human-Competitive ? The Case of Experimental Double Auction MarketsShu-Heng Chen, Kuo-Chuan Shik. ideal 2011: 116-126 [doi]

Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary FrameworkMichael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. evoW 2011: 91-100 [doi]

2010

Microstructure Dynamics and Agent-Based Financial MarketsShu-Heng Chen, Michael Kampouridis, Edward P. K. Tsang. mabs 2011: 121-135 [doi]

Testing the Dinosaur Hypothesis under Empirical DatasetsMichael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. ppsn 2010: 199-208 [doi]

2009

2008

Computational Intelligence in Agent-Based Computational EconomicsShu-Heng Chen. In John Fulcher, Lakhmi C. Jain, editors, Computational Intelligence: A Compendium. Volume 115 of Studies in Computational Intelligence, pages 517-594, Springer, 2008. [doi]

Genetic Programming: An emerging engineering toolBob McKay, Shu-Heng Chen, Nguyen Xuan Hoai. kes, 12(1):1-2, 2008. [doi]

On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?Nicolas Navet, Shu-Heng Chen. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 197-210, Springer, 2008. [doi]

2007

Relative risk aversion and wealth dynamicsShu-Heng Chen, Ya-Chi Huang. isci, 177(5):1222-1229, 2007. [doi]

Computationally intelligent agents in economics and financeShu-Heng Chen. isci, 177(5):1153-1168, 2007. [doi]

Modularity, Product Innovation, and Consumer Satisfaction: An Agent-Based ApproachShu-Heng Chen, Bin-Tzong Chie. ideal 2007: 1053-1062 [doi]

2006

Pretests for Genetic-Programming Evolved Trading Programs: zero-intelligence Strategies and Lottery TradingShu-Heng Chen, Nicolas Navet. iconip 2006: 450-460 [doi]

Stock Trend Analysis and Trading StrategyHongxing He, Jie Chen, Huidong Jin, Shu-Heng Chen. jcis 2006: [doi]

Simulated Evolution and Learning, 6th International Conference, SEAL 2006, Hefei, China, October 15-18, 2006, ProceedingsTzai-Der Wang, Xiaodong Li, Shu-Heng Chen, Xufa Wang, Hussein A. Abbass, Hitoshi Iba, Guoliang Chen, Xin Yao, editors, Volume 4247 of Lecture Notes in Computer Science, Springer, 2006.

2005

2004

Genetic Algorithms and Genetic Programming in Computational FinanceShu-Heng Chen. jasss, 7(4), 2004. [doi]

Trends in Agnet-Based Computational Modeling of MacroeconomicsShu-Heng Chen. ngc, 23(1), 2004. [doi]

Multi-Agent for Mass User Support, International Workshop, MAMUS 2003 Acapulco, Mexico, August 10, 2003 Revised and Invited PapersKoichi Kurumatani, Shu-Heng Chen, Azuma Ohuchi, editors, Volume 3012 of Lecture Notes in Computer Science, Springer, 2004.

2003

Toward a New Principle of Agent Engineering in Multiagent Systems: Computational EquivalenceShu-Heng Chen, Chung-Ching Tai. mamus 2004: 18-32 [doi]

Overfitting or Poor Learning: A Critique of Current Financial Applications of GPShu-Heng Chen, Tzu-Wen Kuo. eurogp 2003: 34-46 [doi]

2002

2000

1999

An Application of Neural Networks to the Divisia Index Debate: The Case of TaiwanJane M. Binner, Alicia M. Gazely, Shu-Heng Chen. icai 1999: 409-415

On the Consequences of Following the Herd : Evidence from the Artifical Stock MarketShu-Heng Chen, Chia-Hsuan Yeh. icai 1999: 388-394

Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock IndexShu-Heng Chen, Hung-Shuo Wang, Byoung-Tak Zhang. icai 1999: 437-443

Genetic Algorithms, Trading Strategies and Stochastic Processes: Some New Evidence from Monte Carlo SimulationsShu-Heng Chen, Wei-Yuan Lin, Chueh-Iong Tsao. gecco 1999: 114-121

Hedging derivative securities with genetic programmingShu-Heng Chen, Wo-Chiang Lee, Chia-Hsuan Yeh. isafm, 8(4):237-251, 1999. [doi]

Are Efficient Markets Really Efficient?: Can Financial Econometric Tests Convince Maching Learning People?Shu-Heng Chen, Tzu-Wen Kuo. icai 1999: 444-450

Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock MarketsShu-Heng Chen, Chia-Hsuan Yeh, Chung-Chih Liao. icai 1999: 381-387

Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time SeriesShu-Heng Chen, Wei-Yuan Lin, Chueh-Yung Tsao. icai 1999: 430-436

Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial MarketsShu-Heng Chen, Tzu-Wen Kuo. gecco 1999: 966

Brief Signals in the Real and Artificial Stock Markets: An Approach Based on the Complexity FunctionShu-Heng Chen, Ching-Wei Tan. icai 1999: 423-429

Testing for Granger Causality in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock MarketsShu-Heng Chen, Chia-Hsuan Yeh, Chung-Chih Liao. icai 1999: 374-380

Modeling the expectations of inflation in the OLG model with genetic programmingShu-Heng Chen, Chia-Hsuan Yeh. soco, 3(2):53-62, 1999. [doi]

1998

Using Genetic Algorithms to Simulate the Evolution of an Oligopoly GameShu-Heng Chen, Chih-Chi Ni. seal 1999: 293-300 [doi]

Genetic Programming in the Overlapping Generations Model: An Illustration with the Dynamics of the Inflation RateShu-Heng Chen, Chia-Hsuan Yeh. eps 1998: 829-838

The appeal of evolution: The case of the RGA-based portfoliosShu-Heng Chen, Wei-Yuan Lin. cata 1998: 125-130

1997

Option Pricing with Genetic Algorithms: The Case of European-Style OptionsShu-Heng Chen, Woh-Chiang Lee. icga 1997: 704-711

Modeling Speculators with Genetic ProgrammingShu-Heng Chen, Chia-Hsuan Yeh. eps 1997: 137-147

1996

Genetic Algorithm Learning and the Chain-Store GameShu-Heng Chen, Chih-Chi Ni. icec 1996: 480-484

Genetic Programming in the Coordination Game with a Chaotic Best-Response FunctionShu-Heng Chen, John Duffy, Chia-Hsuan Yeh. eps 1996: 277-286

Would and Should Government Lie About Economic Statistics: Simulations Based on Evolutionary Cellular AutomataShu-Heng Chen. seal 1997: 157-166