Shu-Heng Chen

Shu-Heng Chen, Chia-Ling Chang, Ye-Rong Du: Agent-based economic models and econometrics. Knowledge Eng. Review 27(2): 187-219 (2012)

Shu-Heng Chen, Umberto Gostoli: Coordination in the El Farol Bar problem: The role of social preferences and social networks. IEEE Congress on Evolutionary Computation 2012: 1-8

Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang: Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework. EvoApplications (2) 2011: 91-100

Shu-Heng Chen, Kuo-Chuan Shik: Is Genetic Programming "Human-Competitive"? The Case of Experimental Double Auction Markets. IDEAL 2011: 116-126

Tongkui Yu, Shu-Heng Chen: Agent-Based Modeling of the Prediction Markets for Political Elections. MABS 2011: 31-43

Shu-Heng Chen, Wen-Ching Liou, Ting-Yu Chen: A Culture-Sensitive Agent in Kirman's Ant Model. SBP 2011: 341-348

Shu-Heng Chen, Michael Kampouridis, Edward P. K. Tsang: Microstructure Dynamics and Agent-Based Financial Markets. MABS 2010: 121-135

Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang: Testing the Dinosaur Hypothesis under Empirical Datasets. PPSN (2) 2010: 199-208

Jie-Jun Tseng, Sai-Ping Li, Shu-Heng Chen, Sun-Chong Wang: Emergence of Scale-Free Networks in Markets. Advances in Complex Systems 12(1): 87-97 (2009)

Shu-Heng Chen, Chung-Ching Tai: Modeling Social Heterogeneity with Genetic Programming in an Artificial Double Auction Market. EuroGP 2009: 171-182

Shu-Heng Chen, Ren-Jie Zeng, Tina Yu: Analysis of micro-behavior and bounded rationality in double auction markets using co-evolutionary GP. GEC Summit 2009: 807-810

Shu-Heng Chen, Chung-Ching Tai, Shu G. Wang: Does Cognitive Capacity Matter When Learning Using Genetic Programming in Double Auction Markets? MABS 2009: 37-48

Bob McKay, Shu-Heng Chen, Nguyen Xuan Hoai: Genetic Programming: An emerging engineering tool. KES Journal 12(1): 1-2 (2008)

Shu-Heng Chen: Financial Applications: Stock Markets. Wiley Encyclopedia of Computer Science and Engineering 2008

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

Shu-Heng Chen: Computational Intelligence in Agent-Based Computational Economics. Computational Intelligence: A Compendium 2008: 517-594

Shu-Heng Chen: Computationally intelligent agents in economics and finance. Inf. Sci. 177(5): 1153-1168 (2007)

Shu-Heng Chen, Ya-Chi Huang: Relative risk aversion and wealth dynamics. Inf. Sci. 177(5): 1222-1229 (2007)

Shu-Heng Chen, Bin-Tzong Chie: Modularity, Product Innovation, and Consumer Satisfaction: An Agent-Based Approach. IDEAL 2007: 1053-1062

Shu-Heng Chen, Nicolas Navet: Pretests for Genetic-Programming Evolved Trading Programs: "zero-intelligence" Strategies and Lottery Trading. ICONIP (3) 2006: 450-460

Hongxing He, Jie Chen, Huidong Jin, Shu-Heng Chen: Stock Trend Analysis and Trading Strategy. JCIS 2006

Tzai-Der Wang, Xiaodong Li, Shu-Heng Chen, Xufa Wang, Hussein A. Abbass, Hitoshi Iba, Guoliang Chen, Xin Yao (Eds.): Simulated Evolution and Learning, 6th International Conference, SEAL 2006, Hefei, China, October 15-18, 2006, Proceedings. Lecture Notes in Computer Science 4247, Springer 2006, isbn 3-540-47331-9

Shu-Heng Chen, Paul P. Wang: Special issue on computational intelligence in economics and finance. Inf. Sci. 170(1): 1-2 (2005)

Shu-Heng Chen, Chung-Chih Liao: Agent-based computational modeling of the stock price-volume relation. Inf. Sci. 170(1): 75-100 (2005)

Shu-Heng Chen: Computational intelligence in economics and finance: Carrying on the legacy of Herbert Simon. Inf. Sci. 170(1): 121-131 (2005)

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

Shu-Heng Chen, Ya-Chi Huang: On the Role of Risk Preference in Survivability. ICNC (3) 2005: 612-621

Shu-Heng Chen, Li-Cheng Sun, Chih-Chien Wang: Network Topologies and Consumption Externalities. JSAI Workshops 2005: 314-329

Shu-Heng Chen: Trends in Agnet-Based Computational Modeling of Macroeconomics. New Generation Comput. 23(1): 3-11 (2004)

Koichi Kurumatani, Shu-Heng Chen, Azuma Ohuchi (Eds.): Multi-Agent for Mass User Support, International Workshop, MAMUS 2003 Acapulco, Mexico, August 10, 2003 Revised and Invited Papers. Lecture Notes in Computer Science 3012, Springer 2004, isbn 3-540-21940-4

Shu-Heng Chen, Chung-Ching Tai: Trading Restrictions, Price Dynamics and allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modeling and Simulations. Advances in Complex Systems 6(3): 283-302 (2003)

Shu-Heng Chen, Tzu-Wen Kuo: Overfitting or Poor Learning: A Critique of Current Financial Applications of GP. EuroGP 2003: 34-46

Shu-Heng Chen, Chung-Ching Tai: Toward a New Principle of Agent Engineering in Multiagent Systems: Computational Equivalence. MAMUS 2003: 18-32

Shu-Heng Chen, Tzu-Wen Kuo, Yuh-Pyng Shieh: Sensitivity Analysis of Genetic Programming: A Case of Symbolic Regression. JCIS 2002: 1119-1122

Shu-Heng Chen, Chung-Ching Tai, Bin-Tzong Chie: Individual Rationality as a Partial Impediment to Market Efficiency. JCIS 2002: 1163-1166

Shu-Heng Chen, Chung-Chih Liao: Why Are There Sunspots? An Analysis Based on Agent-Based Artificial Stock Markets. JCIS 2002: 1167-1168

H. John Caulfield, Shu-Heng Chen, Heng-Da Cheng, Richard J. Duro, Vasant Honavar, Etienne E. Kerre, Mi Lu, Manuel Graña Romay, Timothy K. Shih, Dan Ventura, Paul P. Wang, Yuanyuan Yang (Eds.): 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, isbn 0-9707890-1-7

Shu-Heng Chen, Chih-Chi Ni: Simulating the Ecology of Oligopolistic Competition with Genetic Algorithms. Knowl. Inf. Syst. 2(3): 285-309 (2000)

Shu-Heng Chen: Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming. IDEAL 2000: 517-531

Shu-Heng Chen, Chia-Hsuan Yeh: Modeling traders' adaptation with genetic programming. KES 2000: 725-728

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

Shu-Heng Chen, Wo-Chiang Lee, Chia-Hsuan Yeh: Hedging derivative securities with genetic programming. Int. Syst. in Accounting, Finance and Management 8(4): 237-251 (1999)

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)

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

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

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

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

Shu-Heng Chen, Chia-Hsuan Yeh: On the Consequences of "Following the Herd": Evidence from the Artifical Stock Market. IC-AI 1999: 388-394

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

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

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

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

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

Shu-Heng Chen, Wei-Yuan Lin: The appeal of evolution: The case of the RGA-based portfolios. Computers and Their Applications 1998: 125-130

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

Shu-Heng Chen, Chih-Chi Ni: Using Genetic Algorithms to Simulate the Evolution of an Oligopoly Game. SEAL 1998: 293-300

Shu-Heng Chen, Chia-Hsuan Yeh: Modeling Speculators with Genetic Programming. Evolutionary Programming 1997: 137-147

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

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

Shu-Heng Chen, Chih-Chi Ni: Genetic Algorithm Learning and the Chain-Store Game. International Conference on Evolutionary Computation 1996: 480-484

Shu-Heng Chen: Would and Should Government Lie About Economic Statistics: Simulations Based on Evolutionary Cellular Automata. SEAL 1996: 157-166