Publications
by members of
National Chengchi University → Artificial Intelligence Economic Research Center
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters |
Working papers
2015
- Weihong HUANG & Yu ZHANG, 2015, "Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1502, Jul.
2014
- Bin-Tzong Chie & Shu-Heng Chen, 2014, "Non-Price Competition in a Modular Economy," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1401.
- Stefano Zambelli & Thomas Fredholm & Ragupathy Venkatachalam, 2014, "Robust Measurement of National Technological Progress," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1404.
- Zambelli, Stefano & Fredholm, Thomas & Venkatachalam, Ragupathy, 2017, "Robust measurement of national technological progress," Structural Change and Economic Dynamics, Elsevier, volume 42, issue C, pages 38-55, DOI: 10.1016/j.strueco.2017.05.001.
- K.Vela Velupillai & Ragupathy Venkatachalam & Stefano Zambelli, 2014, "Albert Aftalion and Business Cycle Theory: A Note," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1409.
- K. Vela Velupillai & Ragupathy Venkatachalam & Stefano Zambelli, 2014, "Albert Aftalion and Business Cycle Theory: A Note," Economia politica, Società editrice il Mulino, issue 3, pages 487-490.
2013
- Chen, Shu-Heng & Gostoli, Umberto, 2013, "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-20.
- Shu-Heng Chen & Umberto Gostoli, 2017, "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 1, pages 59-93, April, DOI: 10.1007/s11403-015-0150-z.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2013, "Social networks and macroeconomic stability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-4.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2014, "Social networks and macroeconomic stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-40, DOI: 10.5018/economics-ejournal.ja.2014-.
2012
- Ying-Fang Kao & K. Vela Velupillai, 2012, "Reconstructing a Computable and Computationally Complex Theoretic Path Towards Simon's Behavioural Economics," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1222.
- V. Ragupathy & K. Vela Velupillai, 2012, "Existence Proofs in Nonlinear Endogenous Theories of the Business Cycle on the Plane -- The Origins," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1210.
- V. Ragupathy & K.Vela Velupillai & Stefano Zambelli, 2012, "A Non-mathematical Non-linear Model of the Trade Cycle: Mathematical Reflections on Hugh Hudson's Classic," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1215.
2011
- Shu-Heng Chen & Sai-Ping Li, 2011, "Econophysics: Bridges over a Turbulent Current," Papers, arXiv.org, number 1107.5373, Jul.
- Tongkui, Yu & Shu-Heng, Chen & Honggang, Li, 2011, "Social Norm, Costly Punishment and the Evolution to Cooperation," MPRA Paper, University Library of Munich, Germany, number 28741, Feb.
- Yu, Tongkui & Chen, Shu-Heng & Li, Honggang, 2011, "Social Norm, Costly Punishment and the Evolution to Cooperation," MPRA Paper, University Library of Munich, Germany, number 28814, Feb.
- Shu-Heng Chen & Tina Yu, 2011, "Toward an Autonomous-Agents Inspired Economic Analysis," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1118.
- Tongkui Yu & Shu-Heng Chen, 2011, "Agent-Based Modeling of the Prediction Markets," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1119.
- Shu-Heng Chen & Umberto Gostoli, 2011, "Agent-Based Modeling of the El Farol Bar Problem," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1120.
- Chang, Chia-ling & Chen, Shu-heng, 2011, "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-25.
- Selda (Ying Fang) Kao & K. Vela Velupillai, 2011, "Behavioural Economics: Classical and Modern," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1126.
- K. Vela Velupillai & Ying Fang Kao, 2011, "Herbert A. Simon," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1115.
- K. Vela Velupillai & Ragupathy Venkatachalam, 2011, "Frank Plumpton Ramsey," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1117.
- V. Ragupathy & K. Vela Velupillai, 2011, "Origins and Early Development of the Nonlinear Endogenous Mathematical Theory of the Business Cycle: Part I - The Setting," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1127.
2007
- S. C. Wang & J. J. Tseng & C. C. Tai & K. H. Lai & W. S. Wu & S. H. Chen & S. P. Li, 2007, "Network Topology of an Experimental Futures Exchange," Papers, arXiv.org, number 0705.2551, May.
- S. C. Wang & J. J. Tseng & C. C. Tai & K. H. Lai & W. S. Wu & S. H. Chen & S. P. Li, 2008, "Network topology of an experimental futures exchange," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 62, issue 1, pages 105-111, March, DOI: 10.1140/epjb/e2008-00119-8.
2005
- Ke-Hung Lai & Shu-Heng Chen & Ya-Chi Huang, 2005, "Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model?," Computing in Economics and Finance 2005, Society for Computational Economics, number 207, Nov.
2004
- Tina Yu & Shu-Heng Chen, 2004, "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules," Computing in Economics and Finance 2004, Society for Computational Economics, number 200, Aug.
- Chueh-Yung Tsao & Shu-Heng Chen, 2004, "Discovering Financial Patterns in the Foreign Exchange Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 203, Aug.
- Ya-Chi Huang & Shu-Heng Chen, 2004, "Discussing the Survivability Issue in Agent-Based Artificial Stock Market," Computing in Economics and Finance 2004, Society for Computational Economics, number 300, Aug.
- Chung-Ching Tai & Shu-Heng Chen, 2004, "Experiments in a Software Aided Multiagent System," Computing in Economics and Finance 2004, Society for Computational Economics, number 326, Aug.
2003
- Bin-Tzong Chie & Shu-Heng Chen, 2003, "A Functional-Modularity Approach to Preferences," Computing in Economics and Finance 2003, Society for Computational Economics, number 107, Aug.
- Bin-Tzong Chie & Shu-Heng Chen, 2003, "Agent-Based Modeling of Lottery Markets," Computing in Economics and Finance 2003, Society for Computational Economics, number 155, Aug.
- Chueh-Yung Tsao & Shu-Heng Chen, 2003, "Financial Modeling based on the Trajectory Domain," Computing in Economics and Finance 2003, Society for Computational Economics, number 36, Aug.
- Ya-Chi Huang & Shu-Heng Chen, 2003, "Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market," Computing in Economics and Finance 2003, Society for Computational Economics, number 62, Aug.
- Tzu-Wen Kuo & Shu-Heng Chen,, 2003, "Genetic Programming and International Short-Term Capital Flow," Computing in Economics and Finance 2003, Society for Computational Economics, number 74, Aug.
2001
- Alicia M. Gazely & Jane Binner & Shu-Heng Chen, 2001, "Neural Networks, VECM's and Divisia Money: Evidence from Taiwan," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5B.3, Jan.
- Shu-Heng Chen, 2001, "John Holland's legacy in economics: Artificial adaptive economic agents in retrospect - from 1986 to the present," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number P1, Jan.
- Shu-Heng Chen, 2001, "John Holland's Legacy in Economics: Artificial Adaptive Economic Agents --From 1986 to the Present in Retrospect," Computing in Economics and Finance 2001, Society for Computational Economics, number 158, Apr.
- Shu-Heng Chen and Chung-Chih Liao, 2001, "Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 165, Apr.
- Chia-Hsuan Yeh, Shu-Heng Chen, 2001, "The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming," Computing in Economics and Finance 2001, Society for Computational Economics, number 74, Apr.
2000
- Shu-Heng Chen & Chung-Chi Liao & Chi-Hsuan Yeh, 2000, "On The Emergent Properties Of Artificial Stock Markets: Some Initial Evidences," Computing in Economics and Finance 2000, Society for Computational Economics, number 328, Jul.
- Shu-Heng Chen, 2000, "On Bargaining Strategies In The Sfi Double Auction Tournaments: Is Genetic Programming The Answer?," Computing in Economics and Finance 2000, Society for Computational Economics, number 329, Jul.
- Chia-Hsuan Yeh & Shu-Heng Chen, 2000, "Toward An Integration Of Social Learning And Individual Learning In Agent-Based Computational Stock Markets:The Approach Based On Population Genetic Programming," Computing in Economics and Finance 2000, Society for Computational Economics, number 338, Jul.
1999
- Chih-Chi Ni & Shu-Heng Chen, 1999, "Simulating the Ecology of Oligopoly Games with Genetic Algorithms," Computing in Economics and Finance 1999, Society for Computational Economics, number 1012, Mar.
- Shu-Heng Chen & Chia-Hsuan Yeh, 1999, "Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market," Computing in Economics and Finance 1999, Society for Computational Economics, number 613, Mar.
Undated
- Shu-Heng Chen & Chih-Chi Ni, undated, "Simulating and Analyzing Coevolutionary Instability of Multi-Agent Games with Genetic Algorithms," Computing in Economics and Finance 1997, Society for Computational Economics, number 18.
- Shu-Heng Chen & Chia-Hsuan Yeh, undated, "Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming," Working Papers, University of California at Los Angeles, Center for Computable Economics, number _011.
- Chen, Shu-Heng & Yeh, Chia-Hsuan, 1997, "Toward a computable approach to the efficient market hypothesis: An application of genetic programming," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 6, pages 1043-1063, June.
Journal articles
2022
- Shu-Heng Chen & Xia-Ping Cao & Kun-Ben Lin & Jing-Bo Huang & Yubing Zhang & Hung-Wen Lin, 2022, "Financial Transparency, Media Coverage, and Momentum in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 3, pages 625-637, February, DOI: 10.1080/1540496X.2020.1825936.
- Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022, "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 577-612, April, DOI: 10.1007/s11403-021-00337-2.
2021
- Hung-Wen Lin & Kun-Ben Lin & Jing-Bo Huang & Shu-Heng Chen, 2021, "Timely Loss Recognition Helps Nothing," Sustainability, MDPI, volume 13, issue 14, pages 1-24, July.
- Andrea Nanetti & Shu-Heng Chen, 2021, "Defining Heritage Science: A Consilience Pathway to Treasuring the Complexity of Inheritable Human Experiences through Historical Method, AI, and ML," Complexity, Hindawi, volume 2021, pages 1-13, February, DOI: 10.1155/2021/4703820.
- Tongkui Yu & Shu-Heng Chen, 2021, "Big Data, Scarce Attention and Decision-Making Quality," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 3, pages 827-856, March, DOI: 10.1007/s10614-018-9798-5.
- Tongkui Yu & Shu-Heng Chen, 2021, "Realizable Utility Maximization as a Mechanism for the Stability of Competitive General Equilibrium in a Scarf Economy," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 1, pages 133-167, June, DOI: 10.1007/s10614-020-09989-x.
- Ching Hsu & Tina Yu & Shu-Heng Chen, 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," Journal of Computational Social Science, Springer, volume 4, issue 2, pages 761-785, November, DOI: 10.1007/s42001-021-00104-0.
2020
- Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020, "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101347.
2019
- Shu-Heng Chen & Bin-Tzong Chie & Ying-Fang Kao & Ragupathy Venkatachalam, 2019, "Agent-Based Modeling of a Non-tâtonnement Process for the Scarf Economy: The Role of Learning," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 305-341, June, DOI: 10.1007/s10614-017-9721-5.
2018
- Tai, Chung-Ching & Chen, Shu-Heng & Yang, Lee-Xieng, 2018, "Cognitive ability and earnings performance: Evidence from double auction market experiments," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 409-440, DOI: 10.1016/j.jedc.2017.12.008.
2017
- Shu-Heng Chen & Connie Houning Wang & Weikai Chen, 2017, "Matching Impacts of School Admission Mechanisms: An Agent-Based Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 43, issue 2, pages 217-241, March, DOI: 10.1057/s41302-016-0073-y.
- Shu-Heng Chen & Ragupathy Venkatachalam, 2017, "Information aggregation and computational intelligence," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 1, pages 231-252, June, DOI: 10.1007/s40844-016-0048-z.
- Connie H. Wang & Bin-Tzong Chie & Shu-Heng Chen, 2017, "Transitional student admission mechanism from tracking to mixing: an agent-based policy analysis," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 1, pages 253-293, June, DOI: 10.1007/s40844-016-0058-x.
- Shu-Heng Chen, 2017, "Special feature: Computational and simulation paradigms for evolutionary and institutional economics," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 1, pages 225-229, June, DOI: 10.1007/s40844-017-0073-6.
- Shu-Heng Chen & Umberto Gostoli, 2017, "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 1, pages 59-93, April, DOI: 10.1007/s11403-015-0150-z.
- Chen, Shu-Heng & Gostoli, Umberto, 2013, "Coordination in the El Farol Bar problem: The role of social preferences and social networks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-20.
- Shu-Heng Chen & Ragupathy Venkatachalam, 2017, "Agent-based modelling as a foundation for big data," Journal of Economic Methodology, Taylor & Francis Journals, volume 24, issue 4, pages 362-383, October, DOI: 10.1080/1350178X.2017.1388964.
2015
- Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015, "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, volume 14, issue C, pages 178-187, DOI: 10.1016/j.frl.2015.04.001.
- Tseng, Yi-Heng & Chen, Shu-Heng, 2015, "Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 241-272, DOI: 10.1016/j.pacfin.2015.01.003.
- Shu-Heng Chen & Bin-Tzong Chie & Tong Zhang, 2015, "Network-Based Trust Games: An Agent-Based Model," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 18, issue 3, pages 1-5.
2014
- Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014, "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 312-335, DOI: 10.1016/j.ribaf.2012.08.004.
- Bin-Tzong Chie & Shu-Heng Chen, 2014, "Competition in a New Industrial Economy: Toward an Agent-Based Economic Model of Modularity," Administrative Sciences, MDPI, volume 4, issue 3, pages 1-27, July.
- Shu-Heng Chen, 2014, "Neuroeconomics and Agent-Based Computational Economics," International Journal of Applied Behavioral Economics (IJABE), IGI Global Scientific Publishing, volume 3, issue 2, pages 15-34, April.
- Shu-Heng Chen & Ye-Rong Du & Lee-Xieng Yang, 2014, "Cognitive capacity and cognitive hierarchy: a study based on beauty contest experiments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 1, pages 69-105, April, DOI: 10.1007/s11403-013-0113-1.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2014, "Social networks and macroeconomic stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-40, DOI: 10.5018/economics-ejournal.ja.2014-.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2013, "Social networks and macroeconomic stability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-4.
- K. Vela Velupillai & Ragupathy Venkatachalam & Stefano Zambelli, 2014, "Albert Aftalion and Business Cycle Theory: A Note," Economia politica, Società editrice il Mulino, issue 3, pages 487-490.
- K.Vela Velupillai & Ragupathy Venkatachalam & Stefano Zambelli, 2014, "Albert Aftalion and Business Cycle Theory: A Note," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1409.
- Ivana Catturani & Ragupathy Venkatachalam, 2014, "Optimal Interest Rates in Cooperative Banks with Non-member Customers," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, volume 3, issue 1, pages 181-199, June.
2013
- Bin-Tzong Chie & Shu-Heng Chen, 2013, "Non-Price Competition in a Modular Economy. An Agent-Based Computational Model," Economia politica, Società editrice il Mulino, issue 3, pages 273-300.
- V. Ragupathy & Stefano Zambelli & K. Vela Velupillai, 2013, "A Non-linear Model of the Trade Cycle: Mathematical Reflections on Hugh Hudson's Classic," Australian Economic Papers, Wiley Blackwell, volume 52, issue 2, pages 115-125, June.
2012
- Chen, Shu-Heng, 2012, "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 1-25, DOI: 10.1016/j.jedc.2011.09.003.
- Kampouridis, Michael & Chen, Shu-Heng & Tsang, Edward, 2012, "Market fraction hypothesis: A proposed test," International Review of Financial Analysis, Elsevier, volume 23, issue C, pages 41-54, DOI: 10.1016/j.irfa.2011.06.009.
- Huang, Yi-Ping & Chen, Shu-Heng & Hung, Ming-Chin & Yu, Tina, 2012, "Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market," International Review of Financial Analysis, Elsevier, volume 23, issue C, pages 72-80, DOI: 10.1016/j.irfa.2011.06.013.
- Michael Kampouridis & Shu-Heng Chen & Edward Tsang, 2012, "Microstructure Dynamics And Agent-Based Financial Markets: Can Dinosaurs Return?," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-27, DOI: 10.1142/S0219525912500609.
- Shu-Heng Chen, 2012, "Editor'S Introduction," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-3, DOI: 10.1142/S1793005712030019.
- Chen, Shu-heng & Chang, Chia-ling, 2012, "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2012-.
- Venkatachalam Ragupathy & Kumaraswamy Vela Velupillai, 2012, "Origins and Early Development of the Nonlinear Endogenous Mathematical Theory of the Business Cycle," Economia politica, Società editrice il Mulino, issue 1, pages 45-80.
2011
- Shu‐Heng Chen & Shu G. Wang, 2011, "Emergent Complexity In Agent‐Based Computational Economics," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 3, pages 527-546, July.
- Binner, Jane & Chen, Shu-Heng & Lai, Ke-Hung & Mullineux, Andrew & Swofford, James L., 2011, "Do the ASEAN countries and Taiwan form a common currency area?," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1429-1435, DOI: 10.1016/j.jimonfin.2011.06.012.
- Shu-Heng Chen & Yi-Lin Hsieh, 2011, "Reinforcement Learning in Experimental Asset Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 37, issue 1, pages 109-133.
- Zhang, Yu & Li, Honggang, 2011, "Investors’ risk attitudes and stock price fluctuation asymmetry," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 9, pages 1655-1661, DOI: 10.1016/j.physa.2011.01.002.
2009
- Jie-Jun Tseng & Sai-Ping Li & Shu-Heng Chen & Sun-Chong Wang, 2009, "Emergence Of Scale-Free Networks In Markets," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 87-97, DOI: 10.1142/S021952590900209X.
2008
- Chen, Shu-Heng & Chie, Bin-Tzong, 2008, "Lottery markets design, micro-structure, and macro-behavior: An ACE approach," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 2, pages 463-480, August.
- Chen, Shu-Heng & Huang, Ya-Chi, 2008, "Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 3-4, pages 702-717, September.
- Jason M Barr & Troy Tassier & Leanne J Ussher & Blake LeBaron & Shu-Heng Chen & Shyam Sunder, 2008, "The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 34, issue 4, pages 550-565.
- S. C. Wang & J. J. Tseng & C. C. Tai & K. H. Lai & W. S. Wu & S. H. Chen & S. P. Li, 2008, "Network topology of an experimental futures exchange," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 62, issue 1, pages 105-111, March, DOI: 10.1140/epjb/e2008-00119-8.
- S. C. Wang & J. J. Tseng & C. C. Tai & K. H. Lai & W. S. Wu & S. H. Chen & S. P. Li, 2007, "Network Topology of an Experimental Futures Exchange," Papers, arXiv.org, number 0705.2551, May.
- Shu-Heng Chen & Chung-Chih Liao & Pei-Jung Chou, 2008, "On the plausibility of sunspot equilibria," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 25-41, June, DOI: 10.1007/s11403-008-0037-3.
2006
- Shu-Heng Chen & Chung-Ching Tai, 2006, "On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 1, pages 51-69, August, DOI: 10.1007/s10614-006-9039-1.
- Shu-Heng Chen & Chung-Ching Tai, 2006, "Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 4, pages 313-331, November, DOI: 10.1007/s10614-006-9075-x.
- Shu-Heng Chen, 2006, "Graphs, Networks And Ace," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 299-314, DOI: 10.1142/S1793005706000531.
- Sun-Chong Wang & Jie-Jun Tseng & Sai-Ping Li & Shu-Heng Chen, 2006, "Prediction Of Bird Flu A(H5n1) Outbreaks In Taiwan By Online Auction: Experimental Results," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 271-279, DOI: 10.1142/S1793005706000567.
- Shu-Heng Chen, 2006, "Preface," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 255-260, DOI: 10.1142/S1793005706000579.
2005
- Shu-Heng Chen & Chia-Ling Chang, 2005, "Innovate or Imitate? Who Survives? Who Benefits? Agent-Based Modeling of a Technology-Driven Competitive Industry," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 1, issue 2, pages 143-162, July.
2004
- Jane M. Binner & Alicia M. Gazely & Shu‐Heng Chen & Bin‐Tzong Chie, 2004, "Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error‐Correction Forecasting Models," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 2, pages 213-224, April, DOI: 10.1093/cep/byh015.
2003
- Shu-Heng Chen & Chung-Ching 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 (ACS), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 283-302, DOI: 10.1142/S021952590300089X.
2002
- Chen, Shu-Heng & Yeh, Chia-Hsuan, 2002, "On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis," Journal of Economic Behavior & Organization, Elsevier, volume 49, issue 2, pages 217-239, October.
- Jane M. Binner & Alicia M. Gazely & Shu-Heng Chen, 2002, "Financial innovation and Divisia monetary indices in Taiwan: a neural network approach," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 2, pages 238-247, June, DOI: 10.1080/13518470110071173.
2001
- Chen, Shu-Heng & Yeh, Chia-Hsuan, 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, Elsevier, volume 25, issue 3-4, pages 363-393, March.
- Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001, "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 3, pages 327-342, November.
2000
- Shu-Heng Chen & Chia-Hsuan Yeh, 2000, "Simulating economic transition processes by genetic programming," Annals of Operations Research, Springer, volume 97, issue 1, pages 265-286, December, DOI: 10.1023/A:1018972006990.
1997
- Chen, Shu-Heng & Yeh, Chia-Hsuan, 1997, "Toward a computable approach to the efficient market hypothesis: An application of genetic programming," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 6, pages 1043-1063, June.
- Shu-Heng Chen & Chia-Hsuan Yeh, undated, "Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming," Working Papers, University of California at Los Angeles, Center for Computable Economics, number _011.
1996
- Shu-Heng Chen, 1996, "Elements of information theory : Tomas M. Cover and Joy A. Thomas, (John Wiley & Sons, New York, NY, 1991)," Journal of Economic Dynamics and Control, Elsevier, volume 20, issue 5, pages 819-824, May.
Undated
- Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh, undated, "Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
Chapters
2021
- Shu-Heng Chen, 2021, "On the Meaning Maximization Doctrine: An Alternative to the Utilitarian Doctrine," Springer Books, Springer, chapter 5, in: Kumaraswamy Velupillai, "Keynesian, Sraffian, Computable and Dynamic Economics", DOI: 10.1007/978-3-030-58131-2_5.
2012
- Shu-Heng Chen & Kuo-Chuan Shih & Chung-Ching Tai, 2012, "Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance," Springer Optimization and Its Applications, Springer, chapter 0, in: Michael Doumpos & Constantin Zopounidis & Panos M. Pardalos, "Financial Decision Making Using Computational Intelligence", DOI: 10.1007/978-1-4614-3773-4_2.
2010
- Bin-Tzong Chie & Shu-Heng Chen, 2010, "Social Interactions and Innovation: Simulation Based on an Agent-Based Modular Economy," Lecture Notes in Economics and Mathematical Systems, Springer, in: Marco Li Calzi & Lucia Milone & Paolo Pellizzari, "Progress in Artificial Economics", DOI: 10.1007/978-3-642-13947-5_11.
2009
- Shu-Heng Chen & Wei-Shao Wu, 2009, "Price errors from thin markets and their corrections: Studies based on Taiwan's political futures markets," Advances in Econometrics, Emerald Group Publishing Limited, "Measurement Error: Consequences, Applications and Solutions", DOI: 10.1108/S0731-9053(2009)0000024004.
2008
- Shu-Heng Chen & Tzu-Wen Kuo & Kong-Mui Hoi, 2008, "Genetic Programming and Financial Trading: How Much About "What We Know"," Springer Optimization and Its Applications, Springer, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos, "Handbook of Financial Engineering", DOI: 10.1007/978-0-387-76682-9_5.
2006
- Shu-Heng Chen & Bin-Tzong Chie, 2006, "A Functional Modularity Approach to Agent-based Modeling of the Evolution of Technology," Lecture Notes in Economics and Mathematical Systems, Springer, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka, "The Complex Networks of Economic Interactions", DOI: 10.1007/3-540-28727-2_11.
2004
- Chueh-Yung Tsao & Shu-Heng Chen, 2004, "Statistical Analysis Of Genetic Algorithms In Discovering Technical Trading Strategies," Advances in Econometrics, Emerald Group Publishing Limited, "Applications of Artificial Intelligence in Finance and Economics", DOI: 10.1016/S0731-9053(04)19001-4.
- Tina Yu & Shu-Heng Chen & Tzu-Wen Kuo, 2004, "A Genetic Programming Approach To Model International Short-Term Capital Flow," Advances in Econometrics, Emerald Group Publishing Limited, "Applications of Artificial Intelligence in Finance and Economics", DOI: 10.1016/S0731-9053(04)19002-6.
1996
- Shu-Heng Chen & Jenn-Shyong Kuo & Chu-Chia Lin, 1996, "From the Hayek Hypothesis to Animal Spirits: The Phase Transition Based on Competitive Experimental Market," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Daniel Vaz & Kumaraswamy Velupillai, "Inflation, Institutions and Information", DOI: 10.1007/978-1-349-13521-9_12.
1992
- Curt Wells & Stefano Zambelli & Shu-Heng Chen, 1992, "A Test of Rational Expectations and the Permanent Income Hypothesis Using Swedish Data 1963–87," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Kumaraswamy Velupillai, "Nonlinearities, Disequilibria and Simulation", DOI: 10.1007/978-1-349-12227-1_10.
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