陳樹衡教授近五年學術論著.doc

經濟系陳樹衡教授近五年學術論著l 專書1.S. -H. Chen;L. Jain;C. -C. Tai, 2005.11, Computational Economics: A Perspective from Computational Intelligence, IDEA Group INC. 2.S. -H. Chen, 2004, Applications of Artificial Intelligence in Finance and Economics, Elsevier Ltd. 3.S.-H. Chen;Kurumatani, Koichi;Ohuchi, Azuma, 2004, Multi-Agent for Mass User Support, Lecture Notes in Artificial Intelligence, Springer. 4.S.-H. Chen, 2003, Guest Editor, Information Science: An International Journal, A Special Issue on Computational Intelligence on Economics and Finance, Elsevier. 5.S.-H. Chen;P. Wang, 2003, Computational Intelligence in Economics and Finance, Series on Advanced Information Processing, Springer-Verlag. 6.S.-H. Chen, 2002, Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 7.S.-H. Chen, 2002, Evolutionary Computation in Economics and Finance, Series on Studies in Fuzziness and Soft Computing, Vol. 100, A Springer-Verlag Company. l 專書篇章1.S.-H. Chen;B.-T. Chie, 2004, A Functional Modularity Approach to Agent-based Modeling of the Evolution of Technology, Economics and Heterogeneous Interacting Agents, Springer. 2.S.-H. Chen;T. Yu;T.-W. Kuo, 2004, Discovering Financial Technical Trading Rules Using Genetic Programming with Lambda Abstraction, Genetic Programming Theory and Practice II, Springer. 3.S.-H. Chen;C.-C. Tai, 2004, Toward a New Principle of Agent Engineering in Multiagent Systems: Computational Equivalence, Multi-Agent for Mass User Support, Lecture Notes in Artificial Intelligence 3012. 4.S.-H. Chen;C.-H. Yeh, 2004, Equilibrium Selection via Adaptation, Advances in Dynamic Games:Applications to Economics, Finance, Optimization, and Stochastic Control, Annals of the International Society of Dynamic Games, Vol. 7, Birkhauser. 5.S.-H. Chen;T.-W. Kuo, 2003, Discovering Hidden Patterns with Genetic Programming, Computational Intelligence in Economics and Finance, Springer-Verlag. 6.S.-H. Chen, 2003, Agent-Based Computational Macro-economics: A Survey, Meeting the Challenge of Social Problems via Agent-Based Simulation, Springer. 7.S.-H. Chen;T.-W. Kuo, 2003, Are Efficient Market Really Efficient?: Can Financial Econometric Tools Convince Machine Learning People?, Computational Intelligence in Economics and Finance, Springer-Verlag. 8.S.-H. Chen;H. He, 2003, Searching Financial Patterns with Self-Organizing Maps, Computational Intelligence in Economics and Finance, Springer-Verlag. 9.S.-H. Chen;P.P.Wang, 2003, Computational Intelligence in Economics and Finance, Computational Intelligence in Economics and Finance, Springer-Verlag. 10.S.-H. Chen, 2002, Evolutionary Computation in Economics and Finance: An Overview of the Book, Evolutionary Computation in Economics and Finance, Physica-Verlag. 11.S.-H. Chen;C.-C. Tai;B.-T. Chie, 2002, Individual Rationality as a Partial Impediment to Market Efficiency: Allocative Efficiency of Markets with Smart Traders, Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 12.S.-H. Chen;T.-W. Kuo, 2002, Evolutionary Computation in Economics and Finance: A Bibliography, Evolutionary Computation in Economics and Finance, Physica-Verlag. 13.S.-H. Chen;C.-C. Liao, 2002, Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market, Genetic Algorihtms and Genetic Programming in Computational Finance, Kluwer. 14.S.-H. Chen;T.-W. Kuo, 2002, Overfitting or Poor Learning : A Critique of Current Financial Applications of GP, Genetic Programming, Lecture Notes in Computer Science 2610, Springer. 15.S.-H. Chen;T.-W. Kuo;Y.-P. Shieh, 2002, Genetic Programming: A Tutorial with the Software Simple GP, Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 16.S.-H. Chen, 2002, Genetic Algorithms and Genetic Programming in Computational Finance: An Overview of the Book, Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 17.S.-H. Chen;C.-H. Yeh;C.-C. Liao, 2002, On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming, Evolutionary Computation in Economics and Finance, Physica-Verlag. 18.S.-H. Chen, 2002, Taiwans Macroeconomic Performance in the 1990s: An Overview, Assessing the Lee Teng-hui Legacy in Taiwans Politics, M. E. Sharpe. 19.S.-H. Chen, 2001, Fundamental Issues in the Use of Genetic Programming in Agent-Based Computational Economics, Agent-based Approaches in Economic and Social Complex Systems, IOS Press. 20.S.-H. Chen, 2001, On the Relevance of Genetic Programming in Evolutionary Economics, Evolutionary Controversy in Economics towards a New Method in Preference of Trans Discipline, Springer-Verlag. 21.S.-H. Chen, 2000, Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming, Intelligent Data Engineering and Automated Learning - IDEAL 2000: Data Mining, Financial Engineering, and Intelligent Agents, Lecture Notes in Computer Sciences 1983, Springer. l 期刊論文1.S.-H. Chen;T. Yu;T.-W. Kuo, 2004, A Genetic Programming Approach to Model International Short-Term Capital Flow, Advancees in Econometrics, Vol.17, pp.45-70. (SSCI) 2.S.-H. Chen;C.-Y. Tsao, 2004, Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies, Advances in Econometrics, Vol.17, pp.1-43. (SSCI) 3.S.-H. Chen, 2004, Trends in Agent-Based Computational Modeling of Macroeconomics, New Generation Computation, Vol.23, No.1, pp.1-11. 4.S.-H. Chen;B.-T. Chie, 2004, Agent-Based Economic Modeling of the Evolution of Technology: The Relevance of Functional Modularity and Genetic Programming, International Journal of Modern Physics B, Vol.18, No.17-19, pp.2376-2386. 5.S.-H. Chen;J. Binner;A. Gazely;B.-T. Chie, 2004, Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error Correction Forecasting Models, Journal of Contemporary Economic Policy, Vol.22, No.2, pp.213-224. (SSCI) 6.S.-H. Chen;C.-C. Liao, 2004, Agent-Based Computational Modeling of the Stock Price-Volume Relation, Information Sciences, Vol.170, pp.75-100. (SCI) 7.S.-H. Chen;C.-C. Tai, 2003, Trading Restrictions, Price Dynamics and Allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modeling and Simulations, Advances in Complex Systems, Vol.6, No.3, pp.283-302. 8.S.-H. Chen, 2003, Computational Intelligence in Economics and Finance:Carrying on the Legacy of Herbert Simon, Information Sciences, Vol.170, pp.121-131. (SCI) 9.S.-H. Chen, 2002, Agent-Based Artificial Markets in the AI-ECON Research Center: A Retrospect from 1995 to the Present, Systems, Control and Information, Vol.46, No.9, pp.23-30. 10.S.-H. Chen;J. Binner;A. Gazely, 2002, Financial Innovation and Divisia Monetary Indices in Taiwan: A Neural Network Approach, European Journal of Finance, Vol.8, pp.238-247. (FLI) 11.S.-H. Chen;C.-H. Yeh, 2002, On the Emergent Properties of Artificial Stock Markets, Journal of Economic Behavior and Organization, Vol.49, pp.217-129. (SSCI) 12.S.-H. Chen;J. Duffy;C.-H. Yeh, 2002, Equilibrium Selection via Adaptation Using Genetic Programming to Model Learning in a Coordination Game, Electronic Journal of Evolutionary Modeling and Economic Dynamics, Vol.1, No.1. 13.S.-H. Chen;C.-H. Yeh, 2001, Toward an Integration of Social Learning and Individual Learning in Agent-Based Computational Stock Markets: The Approach Based on Population Genetic Programming, Journal of Management and Economics, Vol.5, No.5. 14.S.-H. Chen;T. Lux;M. Marchesi, 2001, Testing for Non-Linear Structure in an Artificial Finanacial Market, Journal of Economic Behavior and Organization, Vol.46, No.3, pp.327-342. (SSCI) 15.S.-H. Chen;C.-H. Yeh, 2001, Evolving Traders and the Business School with Genetic Programming: A New Architecture of the Agent-Based Artificial Stock Market, Journal of Economic Dynamics and Control, Vol.25, pp.363-393. (SSCI) 16.S.-H. Chen;C.-H. Yeh, 2001, Market Diversity and Market Efficiency: The Approach Based on Genetic Programming, Journal of Artificial Simulation of Adaptive Behavior, Vol.1, No.1. (AISB Journal) 17.S.-H. Chen;C.-C. Ni, 2000, Simulating the Ecology of Oligopoly Games with Genetic Algorithms, Knowledge and Information Systems: An International Journal,2000(2), pp.310-339. 18.S.-H. Chen;C.-H. Yeh, 2000, Simulating Economic Transition Processes by Genetic Programming, Annals of Operation Research, Vol.97, pp.265-286. (SCI) l 會議論文1.陳樹衡;池秉聰;陳俊元, 2005.01, 經濟學中的創(chuàng)新行為建模: 遺傳規(guī)劃的觀點, 第三屆創(chuàng)新與創(chuàng)造力研討會, 國立政治大學創(chuàng)新與創(chuàng)造力研究中心, 臺北, 臺灣. 2.S.-H Chen;T.Yu;T.-W.Kuo, 2004.11, Discovering Hidden Financial Patterns with Genetic Programming, The 2nd IASTED International Conference on Financial Engineering and Applications (FEA 2004), MIT, Cambridge, United Kingdom. 3.S.-H. Chen;Y.-C. Huang, 2004.11, Relative Risk Aversion and Wealth Dynamics, IASTED International Conference on Financial Engineering and Applications (FEA 2004), Cambridge,USA. 4.S.-H.Chen;Y.-C.Huang, 2004.10, Risk Preference and Survial Dynamics, The 5th International Conference on Simulated Evolution And Learning (SEAL04), Busan,Korea. 5.S.-H Chen;C.-C Tai, 2004.07, Experiments in a Software Aided Multiagent System, The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam, Amsterdam, The Netherlands. 6.S.-H.Chen;C.-Y. Tsao, 2004.07, Discovering Financial Patterns in the Foreign Exchange Markets, The 10th International Conference on Challenges in Economics and Finance (SCE2004), University of Amsterdam,Amsterdam,The Netherlands. 7.S.-H. Chen;C.-C.Tai, 2004.07, Discussing the Survivability Issue in Agent-Based Artificial Stock Market, The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam,Amsterdam,The Netherlands. 8.S.-H. Chen;T.Yu;T.-W. Kuo, 2004.07, Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rule, The 10th International Conference on Computing in Economics and Finance (SCE 2004), University of Amsterdam,Amsterdam,The Netherlands. 9.S.-H. Chen;B.-T. Chie, 2004.06, Functional Modularity in the Test Bed of Economic Theory-Using Genetic Programming, Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2004), Seattle, Washington, USA. 10.S.-H. Chen;Y.-C. Hwang, 2004.05, Risk Preference and Survival Dynamics, Proceedings of the 3rd International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS04), Kyoto University, Kyoto, Japan, pp.9-16. 11.S.-H. Chen;B.-T.Chie, 2003.10, Agent-Based Modeling of Lottery Markets, The Agent 2003 Conference on Challenges in Social Simulation, University of Chicago, USA. 12.S.-H. Chen, 2003.09, Behavioral Finance and Agent-Based Computational Finance:Toward an Integrating Framework, Proceedings of 7th Information Sciences (JCIS 2003), Cary, North Carolina, USA., pp.1235-1238. 13.S.-H. Chen;B.-T. Chie, 2003.09, Agent-Based Modeling of Lottery Markets, Proceedings of 7th Information Sciences (JCIS 2003), Cary, North Carolina, USA, pp.1227-1230. 14.S.-H. Chen;T.-W. Kuo, 2003.09, Modeling International Short-Term Capital Flow with Genetic Programming, Proceedings of 7th Information Sciences (JCIS 2003), Cary, North Carolina, USA, pp.1140-1144. 15.S.-H. Chen;C.-C.Tai;X. Yao, 2003.09, A Preview of the Third International Workshop on Computational Intelligence in Economics and Finance, Proceedings of 7th Information Sciences (JCIS 2003), Cary, North Carolina, USA, pp.985-987. 16.S.-H. Chen;B.-T. Chie, 2003.03, Agent-Based Modeling of Lottery Markets, The 2nd Lake Arrowhead Conference on Human Complex Systems, Lake Arrowhead, California, USA. 17.S.-H. Chen, 2002.12, Teaching Econ I with Agent-Based Modeling, The Fourth Workshop on Nonlinear Physics, National Chung Hsing University,Taichung, Taiwan. 18.陳樹衡;廖崇智, 2002.12, Linear and nonlinear Granger causality in the stock price-volume relation : A perspective on the agent-based model of stock markets, 第一屆全國行為財務學理論與實證研討會, 世新大學, 臺北, 臺灣. 19.陳樹衡;張嘉玲, 2002.12, 廠商創(chuàng)新與仿冒行為的演化-代理人基模型模擬與分析, 中華民國科技管理研討會2002年年會, 義守大學, 高雄, 臺灣. 20.S.-H. Chen;C.-C. Tai;B.-T. Chie, 2002.09, Trading Restrictions, Price Dynamics and Allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modelling and Simulations, Proceedings of the 6th International Conference on Complex Systems 2002: Complexity with Agent-Based Modeling, Chuo University, Tokyo, Japan, pp.169-176. 21.S.-H. Chen, 2002.08, Agent-Based Computational Macroeconomics: A Survey, Proceedings of the Second International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS02), Institute of Social-Information and Communication Studies, University of Tokyo, Japan, pp.15-30. 22.S.-H. Chen;C.-C. Tai;B.-T. Chie, 2002.03, Individual Rationality as a Partial Impediment to Market Efficiency, Proceedings of 6th Information Sciences (JCIS02), Research Triangle Park, North Carolina, USA, pp.1163-1166. 23.S.-H. Chen;T.-W. K.;Y.-P. Shieh, 2002.03, Sensitivity Analysis of Genetic Programming:A Case of Symbolic Regression, Proceedings of 6th Information Sciences (JCIS02), Research Traingle Park, North Carolina, USA, pp.1119-1122. 24.S.-H. Chen;C.-C. Liao, 2002.03, Why Are There Sunspots? An Analysis Based on Agent-Based Artificial Stock Markets, Proceedings of 6th Information Sciences (JCIS02), Research Triangle Park, North Carolina, USA, pp.1167. 25.S.-H. Chen;B.-T.Chie, 2002, Economic Models of Innovations:Why GP Can Be a Possible Way Out?, Technical Report SS-03-02, Computational Synthesis:From Basic Building Block to High Level Functionality, pp.42-51. 26.S.-H. Chen;T.-W. Kuo, 2001.10, Trading Strategies on Trial:A Comprehensive Review of 21 Practical Trading Strategies Over 56 Listed Stocks., Proceedings of Fourth international Conference on Computational Intelligence and Multimedia Applications (ICCIMA 2001), Yokusika City, Japan, pp.66-71. 27.S.-H. Chen, 2001.10, Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA Ver.2, Part1, Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA 2001), Yokusika City, Japan, pp.48-54. 28.S.-H. Chen, 2001.10, Testing for Granger Casualtiy in the Stock Price-Volume Relation: A Perspective from the Agent-Based Model of Stock Markets, Proceedings of the IFAC Workshop on Computational in Economic, Financial and Engineering-Economic Systems (IFAC), Tianjin, P.R.China, pp.464-469. 29.S.-H. Chen;T.-W. Kuo, 2001.10, Trading Strategies on Trial: A Comprehensive Review of 21 Practical Trading Strategies Over 56 Listed Stocks, Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA 2001), Yokusika City, Japan, pp.66-71. 30.S.-H. Chen;B.-T. Chie, 2001.10, The Schema Analysis of Emergent Bargaining Strategies in Agent-Based Double Auction Markets, Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA 2001), Yokusika City, Japan, pp.61-65. 31.S.-H. Chen;B.-T. Chie;C.-C. Tai, 2001.10, Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA Ver.2, Part 2, Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA 2001), Yokusika City, Japan, pp.55-60. 32.S.-H. Chen;C.-C. Liao, 2001.10, Price Discovery in Agent-Based Computational Modeling of Artificial Stock Markets, Proceedings of the IFAC Workshop on Computational in Economic, Financial and Engineering-Economic Systems (IFAC), Tianjin, P.R. China, pp.456-463. 33.S.-H. Chen;C.-H Yeh, 2001.05, Genetic Programming in Economics and Finance, Congress on Evolutionary Computation (CEC2001), Seoul, Korea. 34.S.-H. Chen, 2001.05, Fundamental Issues in the Use of Genetic Programming in Agent-Based Computational Economics, Proceedings of the First International Workshop on Agent-based Appraches in Economic and Social Complex Systems (AESCS2001), Matsue City, Shimane, Japan, pp.175-185. 35.S-H Chen;C.-H. Yeh, 2001.03, Market Diversity and Market Efficiency: The Approach Based on Genetic Programming, Convention on the Study of Artificial Intelligence and the Simulation of Behaviour (AISB01), University of York, UK. 36.S.-H. Chen;C.-H. Yeh, 2000.10, The Comparison between Social Learning and Individual Learning: The Approach Based on Genetic Programming, 2nd Workshop on the Simulation of Social Agents: Architectures and Institutions (Agent2000), The University of Chicago, Chicago, USA. 37.S.-H. Chen, 2000.07, Genetic Programming in Economics and Finance, Congress o Evolutionary Computation (CEC2000), La Jolla, California, USA. 38.S.-H. Chen;C.-C. Liao;T.-W. Kuo, 2000.06, Price Discovery in Agent-Based Computational Modeling of Artificial Stock Markets: What Make it Work and What Dont?, The 20th International Symposium on Forecasting (ISF2000), Lispon, Portugal. 39.S.-H. Chen, 2000.06, On Bargaining Strategies in the SFI Double Auction Tournaments: Is Genetic Programming the Answer?, The 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE2000), Universitat Pompeu Fabra, Barcelona, Catalonia, Spain. 40.S.-H. Chen;C.-H. Yeh, 2000.06, Toward an Integration of Social Learning and Individual Learning in Agent-Based Computational Stock Markets: The Approach Based on Population Genetic Programming, The 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE2000), Universitat Pompe