Shu-Heng Chen
Orcid: 0000-0003-4584-7646
According to our database1,
Shu-Heng Chen
authored at least 95 papers
between 1996 and 2021.
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Bibliography
2021
Narrative economics using textual analysis of newspaper data: new insights into the U.S. Silver Purchase Act and Chinese price level in 1928-1936.
J. Comput. Soc. Sci., 2021
2019
Manipulated Information Dissemination and Risk-Adjusted Momentum Return in the Chinese Stock Market.
Proceedings of the Advances in Artificial Intelligence, Software and Systems Engineering, 2019
2017
Heterogeneity in generalized reinforcement learning and its relation to cognitive ability.
Cogn. Syst. Res., 2017
Proceedings of the IEEE/SICE International Symposium on System Integration, 2017
Proceedings of the Decision Economics. In the Tradition of Herbert A. Simon's Heritage, 2017
Looking for Regional Convergence: Evidence from the Italian Case with Multivariate Adaptive Regression Splines.
Proceedings of the Decision Economics. In the Tradition of Herbert A. Simon's Heritage, 2017
Proceedings of the Decision Economics. In the Tradition of Herbert A. Simon's Heritage, 2017
Proceedings of the Decision Economics. In the Tradition of Herbert A. Simon's Heritage, 2017
2016
Evol. Intell., 2016
Proceedings of the Decision Economics, In Commemoration of the Birth Centennial of Herbert A. Simon 1916-2016 (Nobel Prize in Economics 1978), 2016
2015
J. Inf. Sci. Eng., 2015
Proceedings of the 2015 International Conference on Behavioral, 2015
2014
Toward a spatial agent-based prediction market: would the spatial distribution of information matter?
Proceedings of the Agent-Directed Simulation Symposium, 2014
Proceedings of the Multi-Agent-Based Simulation XV - International Workshop, 2014
Proceedings of the Distributed Computing and Artificial Intelligence, 2014
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014
2013
On the Prediction Accuracy of Prediction Markets: Would the Spatial Distribution of Information Matter?
Proceedings of the Conference on Technologies and Applications of Artificial Intelligence, 2013
Proceedings of the Agent-Directed Simulation Symposium, 2013
2012
Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.
Proceedings of the Natural Computing in Computational Finance - Volume 4, 2012
An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market.
Proceedings of the Natural Computing in Computational Finance - Volume 4, 2012
Coordination in the El Farol Bar problem: The role of social preferences and social networks.
Proceedings of the IEEE Congress on Evolutionary Computation, 2012
Proceedings of the AI, 2012
2011
Proceedings of the Social Computing, Behavioral-Cultural Modeling and Prediction, 2011
Proceedings of the Multi-Agent-Based Simulation XII - International Workshop, 2011
Is Genetic Programming "Human-Competitive"? The Case of Experimental Double Auction Markets.
Proceedings of the Intelligent Data Engineering and Automated Learning - IDEAL 2011, 2011
Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework.
Proceedings of the Applications of Evolutionary Computation, 2011
Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets.
Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011
2010
Proceedings of the Parallel Problem Solving from Nature, 2010
Proceedings of the Multi-Agent-Based Simulation XI - International Workshop, 2010
2009
Does Cognitive Capacity Matter When Learning Using Genetic Programming in Double Auction Markets?
Proceedings of the Multi-Agent-Based Simulation X, International Workshop, 2009
Analysis of micro-behavior and bounded rationality in double auction markets using co-evolutionary GP.
Proceedings of the first ACM/SIGEVO Summit on Genetic and Evolutionary Computation, 2009
Modeling Social Heterogeneity with Genetic Programming in an Artificial Double Auction Market.
Proceedings of the Genetic Programming, 12th European Conference, 2009
Proceedings of the 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, 2009
2008
On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?
Proceedings of the Natural Computing in Computational Finance, 2008
Proceedings of the Computational Intelligence: A Compendium, 2008
Proceedings of the Wiley Encyclopedia of Computer Science and Engineering, 2008
Int. J. Knowl. Based Intell. Eng. Syst., 2008
IEEE Comput. Intell. Mag., 2008
Proceedings of the Simulating Interacting Agents and Social Phenomena, 2008
2007
Proceedings of the Intelligent Data Engineering and Automated Learning, 2007
2006
Proceedings of the 2006 Joint Conference on Information Sciences, 2006
Pretests for Genetic-Programming Evolved Trading Programs: "zero-intelligence" Strategies and Lottery Trading.
Proceedings of the Neural Information Processing, 13th International Conference, 2006
2005
Inf. Sci., 2005
Inf. Sci., 2005
Computational intelligence in economics and finance: Carrying on the legacy of Herbert Simon.
Inf. Sci., 2005
Proceedings of the New Frontiers in Artificial Intelligence, 2005
Proceedings of the Advances in Natural Computation, First International Conference, 2005
Proceedings of the IEEE Congress on Evolutionary Computation, 2005
2004
New Gener. Comput., 2004
2003
Trading Restrictions, Price Dynamics and allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modeling and Simulations.
Adv. Complex Syst., 2003
Toward a New Principle of Agent Engineering in Multiagent Systems: Computational Equivalence.
Proceedings of the Multi-Agent for Mass User Support, International Workshop, 2003
Proceedings of the Genetic Programming, 6th European Conference, EuroGP 2003, 2003
Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series.
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003
2002
Individual Rationality as a Partial Impediment to Market Efficiency.
Proceedings of the 6th Joint Conference on Information Science, 2002
Why Are There Sunspots? An Analysis Based on Agent-Based Artificial Stock Markets.
Proceedings of the 6th Joint Conference on Information Science, 2002
Sensitivity Analysis of Genetic Programming: A Case of Symbolic Regression.
Proceedings of the 6th Joint Conference on Information Science, 2002
2000
Knowl. Inf. Syst., 2000
Ann. Oper. Res., 2000
Proceedings of the Fourth International Conference on Knowledge-Based Intelligent Information Engineering Systems & Allied Technologies, 2000
On AIE-ASM: a software to simulate artificial stock markets with genetic programming.
Proceedings of the Fourth International Conference on Knowledge-Based Intelligent Information Engineering Systems & Allied Technologies, 2000
Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2000
1999
Soft Comput., 1999
Intell. Syst. Account. Finance Manag., 1999
Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market.
Proceedings of the International Joint Conference Neural Networks, 1999
Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock Markets.
Proceedings of the International Conference on Artificial Intelligence, 1999
Testing for Granger Causality in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock Markets.
Proceedings of the International Conference on Artificial Intelligence, 1999
On the Consequences of "Following the Herd": Evidence from the Artifical Stock Market.
Proceedings of the International Conference on Artificial Intelligence, 1999
Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock Index.
Proceedings of the International Conference on Artificial Intelligence, 1999
Brief Signals in the Real and Artificial Stock Markets: An Approach Based on the Complexity Function.
Proceedings of the International Conference on Artificial Intelligence, 1999
Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series.
Proceedings of the International Conference on Artificial Intelligence, 1999
Are Efficient Markets Really Efficient?: Can Financial Econometric Tests Convince Maching Learning People?
Proceedings of the International Conference on Artificial Intelligence, 1999
An Application of Neural Networks to the Divisia Index Debate: The Case of Taiwan.
Proceedings of the International Conference on Artificial Intelligence, 1999
Genetic Algorithms, Trading Strategies and Stochastic Processes: Some New Evidence from Monte Carlo Simulations.
Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 1999), 1999
Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets.
Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 1999), 1999
Proceedings of the 1999 Congress on Evolutionary Computation, 1999
Would evolutionary computation help in designs of ANNs in forecasting foreign exchange rates?
Proceedings of the 1999 Congress on Evolutionary Computation, 1999
Proceedings of the 1999 Congress on Evolutionary Computation, 1999
1998
Proceedings of the Simulated Evolution and Learning, 1998
Genetic Programming in the Overlapping Generations Model: An Illustration with the Dynamics of the Inflation Rate.
Proceedings of the Evolutionary Programming VII, 7th International Conference, 1998
The appeal of evolution: The case of the RGA-based portfolios.
Proceedings of the Computers and Their Applications (CATA-98), 1998
1997
Proceedings of International Conference on Neural Networks (ICNN'97), 1997
Option Pricing with Genetic Algorithms: The Case of European-Style Options.
Proceedings of the 7th International Conference on Genetic Algorithms, 1997
Evolutionary Artificial Neural Networks and Genetic Programming: A Comparative Study Based on Financial Data.
Proceedings of the International Conference on Artificial Neural Nets and Genetic Algorithms, 1997
Proceedings of the Evolutionary Programming VI, 6th International Conference, 1997
Speculative trades and financial regulations: simulations based on genetic programming.
Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997
1996
Would and Should Government Lie About Economic Statistics: Simulations Based on Evolutionary Cellular Automata.
Proceedings of the Simulated Evolution and Learning, First Asia-Pacific Conference, 1996
Proceedings of 1996 IEEE International Conference on Evolutionary Computation, 1996
Genetic Programming in the Coordination Game with a Chaotic Best-Response Function.
Proceedings of the Fifth Annual Conference on Evolutionary Programming, 1996
Bridging the gap between nonlinearity tests and the efficient market hypothesis by genetic programming.
Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996