Details about Shu-Heng Chen

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 2024-04-14. 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

2013

2. 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 Kiel) View citations (3)
   See also Journal Article Coordination in the El Farol Bar problem: The role of social preferences and social networks, Journal of Economic Interaction and Coordination, Springer (2017) View citations (1) (2017)
3. Social networks and macroeconomic stability
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
   See also Journal Article Social networks and macroeconomic stability, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (9) (2014)

2011

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

2007

10. Network Topology of an Experimental Futures Exchange
    Papers, arXiv.org
    See also Journal Article Network topology of an experimental futures exchange, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2008) View citations (8) (2008)

2005

11. 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

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

2003

16. A Functional-Modularity Approach to Preferences
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
17. Agent-Based Modeling of Lottery Markets
    Computing in Economics and Finance 2003, Society for Computational Economics
18. Financial Modeling based on the Trajectory Domain
    Computing in Economics and Finance 2003, Society for Computational Economics
19. Genetic Programming and International Short-Term Capital Flow
    Computing in Economics and Finance 2003, Society for Computational Economics
20. 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

21. Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets
    Computing in Economics and Finance 2001, Society for Computational Economics
22. 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
23. 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
24. 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
25. 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

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

1999

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

Undated

31. Simulating and Analyzing Coevolutionary Instability of Multi-Agent Games with Genetic Algorithms
    Computing in Economics and Finance 1997, Society for Computational Economics
32. 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 View citations (2)
    See also Journal Article Toward a computable approach to the efficient market hypothesis: An application of genetic programming, Journal of Economic Dynamics and Control, Elsevier (1997) View citations (8) (1997)

Journal Articles

2022

1. Financial Transparency, Media Coverage, and Momentum in China
   Emerging Markets Finance and Trade, 2022, 58, (3), 625-637
2. The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations
   Journal of Economic Interaction and Coordination, 2022, 17, (2), 577-612

2021

3. Big Data, Scarce Attention and Decision-Making Quality
   Computational Economics, 2021, 57, (3), 827-856
4. Defining Heritage Science: A Consilience Pathway to Treasuring the Complexity of Inheritable Human Experiences through Historical Method, AI, and ML
   Complexity, 2021, 2021, 1-13
5. 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, 2021, 4, (2), 761-785 View citations (1)
6. Realizable Utility Maximization as a Mechanism for the Stability of Competitive General Equilibrium in a Scarf Economy
   Computational Economics, 2021, 58, (1), 133-167
7. Timely Loss Recognition Helps Nothing
   Sustainability, 2021, 13, (14), 1-24

2020

8. Which is the better fourth factor in China? Reversal or turnover?
   Pacific-Basin Finance Journal, 2020, 62, (C) View citations (3)

2019

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

2018

10. Cognitive ability and earnings performance: Evidence from double auction market experiments
    Journal of Economic Dynamics and Control, 2018, 91, (C), 409-440 View citations (8)

2017

11. Agent-based modelling as a foundation for big data
    Journal of Economic Methodology, 2017, 24, (4), 362-383 View citations (5)
12. 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 View citations (1)
    See also Working Paper Coordination in the El Farol Bar problem: The role of social preferences and social networks, Economics Discussion Papers (2013) View citations (3) (2013)
13. Information aggregation and computational intelligence
    Evolutionary and Institutional Economics Review, 2017, 14, (1), 231-252 View citations (2)
14. Matching Impacts of School Admission Mechanisms: An Agent-Based Approach
    Eastern Economic Journal, 2017, 43, (2), 217-241
15. Special feature: Computational and simulation paradigms for evolutionary and institutional economics
    Evolutionary and Institutional Economics Review, 2017, 14, (1), 225-229
16. Transitional student admission mechanism from tracking to mixing: an agent-based policy analysis
    Evolutionary and Institutional Economics Review, 2017, 14, (1), 253-293

2015

17. 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 View citations (3)
18. Network-Based Trust Games: An Agent-Based Model
    Journal of Artificial Societies and Social Simulation, 2015, 18, (3), 5 View citations (3)
19. The optimal pricing of a market maker in a heterogeneous agent economy
    Finance Research Letters, 2015, 14, (C), 178-187 View citations (1)

2014

20. Cognitive capacity and cognitive hierarchy: a study based on beauty contest experiments
    Journal of Economic Interaction and Coordination, 2014, 9, (1), 69-105 View citations (9)
21. Competition in a New Industrial Economy: Toward an Agent-Based Economic Model of Modularity
    Administrative Sciences, 2014, 4, (3), 1-27 View citations (1)
22. Neuroeconomics and Agent-Based Computational Economics
    International Journal of Applied Behavioral Economics (IJABE), 2014, 3, (2), 15-34
23. Social networks and macroeconomic stability
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-40 View citations (9)
    See also Working Paper Social networks and macroeconomic stability, Economics Discussion Papers (2013) (2013)
24. 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 View citations (2)

2013

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

2012

26. EDITOR'S INTRODUCTION
    New Mathematics and Natural Computation (NMNC), 2012, 08, (01), 1-3
27. 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), 2012, 6, 1-32
28. 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
29. MICROSTRUCTURE DYNAMICS AND AGENT-BASED FINANCIAL MARKETS: CAN DINOSAURS RETURN?
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-27 View citations (1)
30. Market fraction hypothesis: A proposed test
    International Review of Financial Analysis, 2012, 23, (C), 41-54 View citations (2)
31. 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 View citations (39)

2011

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

2009

35. EMERGENCE OF SCALE-FREE NETWORKS IN MARKETS
    Advances in Complex Systems (ACS), 2009, 12, (01), 87-97 View citations (3)

2008

36. Lottery markets design, micro-structure, and macro-behavior: An ACE approach
    Journal of Economic Behavior & Organization, 2008, 67, (2), 463-480 View citations (7)
37. Network topology of an experimental futures exchange
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 62, (1), 105-111 View citations (8)
    See also Working Paper Network Topology of an Experimental Futures Exchange, Papers (2007) (2007)
38. On the plausibility of sunspot equilibria
    Journal of Economic Interaction and Coordination, 2008, 3, (1), 25-41 View citations (1)
39. 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 View citations (21)
40. 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 View citations (4)

2006

41. GRAPHS, NETWORKS AND ACE
    New Mathematics and Natural Computation (NMNC), 2006, 02, (03), 299-314 View citations (2)
42. On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
    Computational Economics, 2006, 28, (1), 51-69 View citations (1)
43. 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
44. PREFACE
    New Mathematics and Natural Computation (NMNC), 2006, 02, (03), 255-260
45. Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach
    Computational Economics, 2006, 28, (4), 313-331 View citations (1)

2005

46. 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

2004

47. 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 View citations (12)

2003

48. 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 View citations (6)

2002

49. Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game
    The Electronic Journal of Evolutionary Modeling and Economic Dynamics
50. Financial innovation and Divisia monetary indices in Taiwan: a neural network approach
    The European Journal of Finance, 2002, 8, (2), 238-247 View citations (4)
51. 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 View citations (52)

2001

52. 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 View citations (78)
53. Testing for non-linear structure in an artificial financial market
    Journal of Economic Behavior & Organization, 2001, 46, (3), 327-342 View citations (72)

2000

54. Simulating economic transition processes by genetic programming
    Annals of Operations Research, 2000, 97, (1), 265-286 View citations (2)

1997

55. 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 View citations (8)
    See also Working Paper Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming, Working Papers View citations (2)

1996

56. 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

Chapters

2021

1. On the Meaning Maximization Doctrine: An Alternative to the Utilitarian Doctrine
   Springer

2012

2. Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance
   Springer View citations (1)

2010

3. Social Interactions and Innovation: Simulation Based on an Agent-Based Modular Economy
   Springer View citations (1)

2009

4. Price errors from thin markets and their corrections: Studies based on Taiwan's political futures markets
   A chapter in Measurement Error: Consequences, Applications and Solutions, 2009, pp 1-25

2008

5. Genetic Programming and Financial Trading: How Much About "What We Know"
   Springer View citations (3)

2006

6. A Functional Modularity Approach to Agent-based Modeling of the Evolution of Technology
   Springer View citations (3)

2004

7. A GENETIC PROGRAMMING APPROACH TO MODEL INTERNATIONAL SHORT-TERM CAPITAL FLOW
   A chapter in Applications of Artificial Intelligence in Finance and Economics, 2004, pp 45-70
8. STATISTICAL ANALYSIS OF GENETIC ALGORITHMS IN DISCOVERING TECHNICAL TRADING STRATEGIES
   A chapter in Applications of Artificial Intelligence in Finance and Economics, 2004, pp 1-43

1996

9. From the Hayek Hypothesis to Animal Spirits: The Phase Transition Based on Competitive Experimental Market
   Palgrave Macmillan View citations (1)

1992

10. A Test of Rational Expectations and the Permanent Income Hypothesis Using Swedish Data 1963–87
    Palgrave Macmillan

Editor

1. Journal of Economic Interaction and Coordination
   Springer