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Details about Shu-Heng Chen

E-mail:
Homepage:http://www.aiecon.org/
Workplace:Department of Economics, National Chengchi University, (more information at EDIRC)
Artificial Intelligence Economic Research Center, National Chengchi University, (more information at EDIRC)

Access statistics for papers by Shu-Heng Chen.

Last updated 2019-05-20. Update your information in the RePEc Author Service.

Short-id: pch1177


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Working Papers

2014

  1. Non-Price Competition in a Modular Economy
    ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit Downloads

2013

  1. Coordination in the El Farol Bar problem: The role of social preferences and social networks
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
    See also Journal Article in Journal of Economic Interaction and Coordination (2017)
  2. Social networks and macroeconomic stability
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2014)

2011

  1. Agent-Based Modeling of the El Farol Bar Problem
    ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit Downloads
  2. Agent-Based Modeling of the Prediction Markets
    ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit Downloads
  3. Econophysics: Bridges over a Turbulent Current
    Papers, arXiv.org Downloads View citations (5)
  4. Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
  5. Social Norm, Costly Punishment and the Evolution to Cooperation
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads
  6. Toward an Autonomous-Agents Inspired Economic Analysis
    ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit Downloads

2007

  1. Network Topology of an Experimental Futures Exchange
    Papers, arXiv.org Downloads
    See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2008)

2005

  1. 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

2004

  1. Discovering Financial Patterns in the Foreign Exchange Markets
    Computing in Economics and Finance 2004, Society for Computational Economics
  2. Discussing the Survivability Issue in Agent-Based Artificial Stock Market
    Computing in Economics and Finance 2004, Society for Computational Economics
  3. Experiments in a Software Aided Multiagent System
    Computing in Economics and Finance 2004, Society for Computational Economics
  4. Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

  1. A Functional-Modularity Approach to Preferences
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
  2. Agent-Based Modeling of Lottery Markets
    Computing in Economics and Finance 2003, Society for Computational Economics
  3. Financial Modeling based on the Trajectory Domain
    Computing in Economics and Finance 2003, Society for Computational Economics
  4. Genetic Programming and International Short-Term Capital Flow
    Computing in Economics and Finance 2003, Society for Computational Economics
  5. 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 View citations (2)

2001

  1. Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. 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
  3. 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
  4. 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
  5. 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 View citations (3)

2000

  1. ON BARGAINING STRATEGIES IN THE SFI DOUBLE AUCTION TOURNAMENTS: IS GENETIC PROGRAMMING THE ANSWER?
    Computing in Economics and Finance 2000, Society for Computational Economics
  2. ON THE EMERGENT PROPERTIES OF ARTIFICIAL STOCK MARKETS: SOME INITIAL EVIDENCES
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
  3. 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 Downloads View citations (1)

1999

  1. 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 Downloads
  2. Simulating the Ecology of Oligopoly Games with Genetic Algorithms
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads View citations (2)

Undated

  1. Simulating and Analyzing Coevolutionary Instability of Multi-Agent Games with Genetic Algorithms
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads
  2. 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 Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (1997)

Journal Articles

2019

  1. Agent-Based Modeling of a Non-tâtonnement Process for the Scarf Economy: The Role of Learning
    Computational Economics, 2019, 54, (1), 305-341 Downloads

2018

  1. Cognitive ability and earnings performance: Evidence from double auction market experiments
    Journal of Economic Dynamics and Control, 2018, 91, (C), 409-440 Downloads

2017

  1. Agent-based modelling as a foundation for big data
    Journal of Economic Methodology, 2017, 24, (4), 362-383 Downloads View citations (1)
  2. Coordination in the El Farol Bar problem: The role of social preferences and social networks
    Journal of Economic Interaction and Coordination, 2017, 12, (1), 59-93 Downloads
    See also Working Paper (2013)
  3. Matching Impacts of School Admission Mechanisms: An Agent-Based Approach
    Eastern Economic Journal, 2017, 43, (2), 217-241 Downloads

2015

  1. Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism
    Pacific-Basin Finance Journal, 2015, 35, (PA), 241-272 Downloads View citations (2)
  2. Network-Based Trust Games: An Agent-Based Model
    Journal of Artificial Societies and Social Simulation, 2015, 18, (3), 5 Downloads View citations (2)
  3. The optimal pricing of a market maker in a heterogeneous agent economy
    Finance Research Letters, 2015, 14, (C), 178-187 Downloads View citations (1)

2014

  1. Cognitive capacity and cognitive hierarchy: a study based on beauty contest experiments
    Journal of Economic Interaction and Coordination, 2014, 9, (1), 69-105 Downloads View citations (4)
  2. Competition in a New Industrial Economy: Toward an Agent-Based Economic Model of Modularity
    Administrative Sciences, 2014, 4, (3), 1-27 Downloads
  3. Neuroeconomics and Agent-Based Computational Economics
    International Journal of Applied Behavioral Economics (IJABE), 2014, 3, (2), 15-34 Downloads
  4. Social networks and macroeconomic stability
    Economics - The Open-Access, Open-Assessment E-Journal, 2014, 8, 1-40 Downloads View citations (9)
    See also Working Paper (2013)
  5. Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?
    Research in International Business and Finance, 2014, 30, (C), 312-335 Downloads View citations (1)

2013

  1. Non-Price Competition in a Modular Economy. An Agent-Based Computational Model
    Economia politica, 2013, (3), 273-300 Downloads View citations (2)

2012

  1. EDITOR'S INTRODUCTION
    New Mathematics and Natural Computation (NMNC), 2012, 08, (01), 1-3 Downloads
  2. Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach
    Economics - The Open-Access, Open-Assessment E-Journal, 2012, 6, 1-32 Downloads
  3. 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, 2012, 23, (C), 72-80 Downloads
  4. MICROSTRUCTURE DYNAMICS AND AGENT-BASED FINANCIAL MARKETS: CAN DINOSAURS RETURN?
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-27 Downloads View citations (1)
  5. Market fraction hypothesis: A proposed test
    International Review of Financial Analysis, 2012, 23, (C), 41-54 Downloads View citations (2)
  6. Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective
    Journal of Economic Dynamics and Control, 2012, 36, (1), 1-25 Downloads View citations (19)

2011

  1. Do the ASEAN countries and Taiwan form a common currency area?
    Journal of International Money and Finance, 2011, 30, (7), 1429-1435 Downloads View citations (1)
  2. EMERGENT COMPLEXITY IN AGENT‐BASED COMPUTATIONAL ECONOMICS
    Journal of Economic Surveys, 2011, 25, (3), 527-546 View citations (3)
  3. Reinforcement Learning in Experimental Asset Markets
    Eastern Economic Journal, 2011, 37, (1), 109-133 Downloads View citations (1)

2009

  1. EMERGENCE OF SCALE-FREE NETWORKS IN MARKETS
    Advances in Complex Systems (ACS), 2009, 12, (01), 87-97 Downloads View citations (1)

2008

  1. Lottery markets design, micro-structure, and macro-behavior: An ACE approach
    Journal of Economic Behavior & Organization, 2008, 67, (2), 463-480 Downloads View citations (7)
  2. Network topology of an experimental futures exchange
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 62, (1), 105-111 Downloads View citations (7)
    See also Working Paper (2007)
  3. On the plausibility of sunspot equilibria
    Journal of Economic Interaction and Coordination, 2008, 3, (1), 25-41 Downloads View citations (1)
  4. Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market
    Journal of Economic Behavior & Organization, 2008, 67, (3-4), 702-717 Downloads View citations (16)
  5. The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081
    Eastern Economic Journal, 2008, 34, (4), 550-565 Downloads View citations (2)

2006

  1. GRAPHS, NETWORKS AND ACE
    New Mathematics and Natural Computation (NMNC), 2006, 02, (03), 299-314 Downloads View citations (1)
  2. On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
    Computational Economics, 2006, 28, (1), 51-69 Downloads View citations (1)
  3. PREDICTION OF BIRD FLU A(H5N1) OUTBREAKS IN TAIWAN BY ONLINE AUCTION: EXPERIMENTAL RESULTS
    New Mathematics and Natural Computation (NMNC), 2006, 02, (03), 271-279 Downloads
  4. PREFACE
    New Mathematics and Natural Computation (NMNC), 2006, 02, (03), 255-260 Downloads
  5. Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
    Computational Economics, 2006, 28, (4), 313-331 Downloads View citations (1)

2005

  1. Innovate or Imitate? Who Survives? Who Benefits? Agent-Based Modeling of a Technology-Driven Competitive Industry
    Journal of Economics and Management, 2005, 1, (2), 143-162 Downloads

2004

  1. Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error-Correction Forecasting Models
    Contemporary Economic Policy, 2004, 22, (2), 213-224 Downloads View citations (7)

2003

  1. TRADING RESTRICTIONS, PRICE DYNAMICS AND ALLOCATIVE EFFICIENCY IN DOUBLE AUCTION MARKETS: ANALYSIS BASED ON AGENT-BASED MODELING AND SIMULATIONS
    Advances in Complex Systems (ACS), 2003, 06, (03), 283-302 Downloads View citations (4)

2002

  1. Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game
    The Electronic Journal of Evolutionary Modeling and Economic Dynamics Downloads View citations (4)
  2. Financial innovation and Divisia monetary indices in Taiwan: a neural network approach
    The European Journal of Finance, 2002, 8, (2), 238-247 Downloads View citations (1)
  3. On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis
    Journal of Economic Behavior & Organization, 2002, 49, (2), 217-239 Downloads View citations (42)

2001

  1. 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, 2001, 25, (3-4), 363-393 Downloads View citations (50)
  2. Testing for non-linear structure in an artificial financial market
    Journal of Economic Behavior & Organization, 2001, 46, (3), 327-342 Downloads View citations (67)

2000

  1. Simulating economic transition processes by genetic programming
    Annals of Operations Research, 2000, 97, (1), 265-286 Downloads View citations (1)

1997

  1. Toward a computable approach to the efficient market hypothesis: An application of genetic programming
    Journal of Economic Dynamics and Control, 1997, 21, (6), 1043-1063 Downloads View citations (6)
    See also Working Paper

1996

  1. Elements of information theory: Tomas M. Cover and Joy A. Thomas, (John Wiley & Sons, New York, NY, 1991)
    Journal of Economic Dynamics and Control, 1996, 20, (5), 819-824 Downloads

Editor

  1. Journal of Economic Interaction and Coordination
    Springer
 
Page updated 2019-07-21