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Vitae

Curriculum Vitae

Shu-Heng Chen

[Address] [Education] [Employment] [Edited Books and Volumes] [Referred Journal Articles][Journal Articles under Review] [Referred Chapters in Books] [Referred Papers in Proceedings] [Invited Lectures and Plenary Speech] [Tutorial] [Conference Papers] [Others] [Academic Servies]

AddressTop

Office: AI-ECON Research Group, Department of Economics, Natioanl Chengchi University, Taipei, Taiwan, 11623, R.O.C.TEL: 886--2--29387308, FAX: 886--2--29370290

Home: 9F-3, 327 Fu Hsing South Road Sec. 2, Taipei, Taiwan 106, R.O.C. TEL: 886--2--7386874, FAX: 886--2--27386874

EducationTop

Ph.D. Department of Economics, University of California, Los Angeles, 1992

M.A., Department of Mathematics, University of California, Los Angeles, 1991

M.A., Department of Economics, National Taiwan University, 1985

B.A., Department of Economics, National Chengchi University, 1981

EmploymentTop

2008-present: Dean, Office of International Cooperation, National Chengchi University

2008-present: Vice Chair of the IEEE Computational Finance & Economics Technical Committee

2006-2008: Director, Center of International Education and Exchange, National Chengchi University

2000-present: Full Professor, Department of Economics, National Chengchi University

2005-2006: Adjunct Professor, Department of Finance, National Taiwan University

2004-present: Full Professor, Center for the Study of Banking and Finance, National Taiwan University

2004-present: Editor-in-Chief, New Mathematics and Natural Computing ( World Scientific)

2004-present: Associate Editor, Journal of Economic Behavior and Organization

2004-present: Editor, International Journal of Innovational Computing & Information Control

2003-2004: Associate Editor, IEEE Transactions on Evolutionary Computation

2002-present: Co-Editor, Compumetrica Journal

2000-2003: Part-time Professor, Department of Economics, National Central University

1992-1999: Associate Professor, Department of Economics, National Chengchi University

1995-2000: Adjunct Professor, Department of Economics, Natioanl Central University

1996-1997: Visiting Professor, Department of Automatic Control Engineering, Huazhong University of Science & Technology, Wuhan, Hubei, P.R. China

July 19-29, 1997: Consultant of the Department of Finance and Decision Sciences (FDS), School of Business, Hong Kong Baptist University

1995-1999: The Editor of Taiwan Journal of Political Economy

1991-1992 :Research Assistant of Professor John J. McCall and Professor Kumaraswamy Velupillai, Department of Economics, University of California, Los Angeles

1987-1990: Reader, Department of Economics, University of California, Los Angeles

1986-1987: Teaching Assistant, Department of Economics, University of California, Los Angeles

1986-1987: Research Assistant of Professor Edward Leamer, Department of Economics, University of California, Los Angeles

1984-1985: Research Assistant of Professor Gi-Li, Yen, Academia Sinica

PUBLICATIONS: Edited Books and VolumesTop

1. Guest editor (with Bob McKay and Xuan Hoai Nguyen), International Journal on Knowledge Based Intelligent Engineering Systems, A special

issue on Genetic Programming, forthcoming.

2. Computational Intelligence in Economics and Finance: Volume II, (with P. P. Wang and Tzu-Wen Kuo), Springer-Verlag, 2007.

3. Simulated Evolution and Learning, (with Tzai-Der Wang, Xiaodong Li, Xufa Wang, Hussein Abbass, Hitoshi Iba, Guoliang Chen, Xin Yao), Lecture Notes in Computer Science, ( LNCS 4247), Springer. 2006. [SCIE]

4. Computational Economics: A Perspective from Computational Intelligence, (with Lakhmi Jain and Chung-Ching Tai), Computational Intelligence and its Application Series, (series editors: Lakhmi Jain and Colin Fyfe), Idea Group Publishing, 2005.

5. Multi-Agent for Mass User Support, (with Koichi Kurumatani and Azuma Ohuchi), Lecture Notes in Artificial Intelligence, Springer, 2004.

6. Computational Intelligence in Economics and Finance, (with P. Wang), Series on Advanced Information Processing (series editor: L. Jain), Springer-Verlag, 2002. [SCIE]

7. Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer. 2002.

8. Evolutionary Computation in Economics and Finance, Series on Studies in Fuzziness and Soft Computing, Vol. 100 (series editor: J. Kacprzyk), Physica-Verlag, A Springer-Verlag Company, 2002.

PUBLICATIONS: Referred Journal ArticlesTop

1. ``Network Topology of an Experimental Futures Exchange,'' (with S.-C. Wang, J.-J. Tseng, C.-C. Tai, K.-H. Lai, W.-S. Wu and S.-P. Li), European Physics Journal B, forthcoming. [SCI]

2. ``Genetic Programming: An Emerging Engineering Tool,'' (with Bob McKay and Xuan Hoai Nguyen), International Journal of Knowledge-based Intelligent Engineering System, forthcoming.

3. `` - ,'' (,),, forthcoming. [TSSCI]

4. ``On the Plausibility of Sunspot Equilibria: Simulations Based on Agent-Based Artificial Stock Markets, (with C.-C. Liao and P.-J. Chou), forthcoming in Journal of Economic Interaction and Coordination. [EconLit]

5. Risk Preference, Forecasting Accuracy and Survival Dynamics: Simulations Based on a Multi-Asset Agent-Based Artificial Stock Market, (with Y.-C. Huang), forthcoming in Journal of Economic Behavior and Organization. [SSCI]

6. Statistical Properties of an Experimental Political Futures Markets, (with S.-C. Wang, S.-P. Li, and C.-C Tai), forthcoming in Quantitative Finance. [SSCI]

7. ``Lottery Markets Design, Micro-Structure, and Macro-Behavior: An ACE Approach,'' (with B.-C. Chie), forthcoming in Journal of Economic Behavior and Organization. [SSCI]

8. ``Relative Risk Aversion and Wealth Dynamics,'' (with Y.-C. Huang), Information Sciences, Vol. 177, Issue 5, pp. 1222-1229, 2007. [SCI]

9. ``Computationally Intelligent Agents in Economics and Finance,'' Information Sciences, Vol. 177, Issue 5, pp. 1153-1168, 2007. [SCI]

10. ``Graphs, Networks and ACE,'' New Mathematics and Natural Computation, Vol. 2, No. 3, pp. 299-314, 2006.

11. ``Prediction of Bird Flu A(H5N1) Outbreaks in Taiwan by Online Auction: Experimental Results,'' (with S.-C. Wang, J.-J. Tseng, S.-P. Li), New Mathematics and Natural Computation, Vol. 2, No. 3, pp. 271-280, 2006.

12. "On the Selection of Adaptive Algorithms in ABM: A Computational Equivalence Approach,'' (with C.-C. Tai), Computational Economics.

13. "Computational Intelligence in Economics and Finance: Carrying on the Legacy of Herbert Simon,'' Information Sciences, Vol. 170, 2005, pp. 121-131. [SCI]

14. "Agent-Based Computational Modeling of the Stock Price-Volume Relation,'' (with C.-C. Liao), Information Sciences, Vol. 170, 2005, pp. 75-100. [SCI]

15. "Trends in Agent-Based Computational Modeling of Macroeconomics,'' New Generation Computation, Vol. 23, No. 1, 2005, pp. 1-11.

16. "Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework,'' (with C.-C. Liao), Journal of Management and Economics, Vol. 8, No. 8. 2004.

17. "A Genetic Programming Approach to Model International Short-Term Capital Flow,'' (with T. Yu and T.-W. Kuo), Advances in Econometrics, Vol. 17, 2004, pp. 45-70. [SSCI]

18. "Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies,'' (with C.-Y. Tsao), Advances in Econometrics, Vol. 17. 2004, pp. 1-43. [SSCI]

19. "Functional Modularity in the Fundamentals of Economic TheoryToward an Agent-Based Economic Modeling of the Evolution of Technologynal,'' (with B.-T. Chie), International Journal of Modern Physics, Vol. 18, No. 17-19, 2004, pp. 2376-2386.

20. "Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error Correction Forecasting Models,''(with J. Binner, A. Gazely and B.-T. Chie), Journal of Contemporary Economic Policy, Vol. 22, No. 2, 2004, pp. 213-224. [SSCI]

21. "Trading Restrictions, Price Dynamics and Allocative Efficiency in Double Auction Markets: Analysis Based on Agent-Based Modeling and Simulations,'' (with C.-C. Tai), Advances in Complex Systems, Vol. 6, No. 3, 2003. pp. 283-302. [SCIE]

22. "Agent-Based Artificial Markets in the AI-ECON Research Center: A Retrospect from 1995 to the Present," in Systems, Control and Information, Vol. 46, No. 9, 2002. pp. 23-30.

23. "Financial Innovation and Divisia Monetary Indices in Taiwan: A Neural Network Approach," (with J. Binner and A. Gazely), European Journal of Finance, Vol. 8, pp. 238-247, 2002.

24. "On the Emergent Properties of Artificial Stock Markets," (with C.-H. Yeh), Journal of Economic Behavior and Organization, Vol. 49, pp. 217-229, 2002.

25. "Equilibrium Selection via Adaptation Using Genetic Programming to Model Learning in a Coordination Game," (with J.Duffy and C.-H.Yeh), Electronic Journal of Evolutionary Modeling and Economic Dynamics, Vol. 1, No. 1. 2002.

26. Market Diversity and Market Efficiency: The Approach Based on Genetic Programming," (with C.-H. Yeh), Journal of Artificial Simulation of Adaptive Behavior(AISB Journal) , Vol. 1, No. 1. 2002.

27. Toward an Integration of Social Learning and Individual Learning in Agent-Based Computational Stock Markets: The Approach Based on Population Genetic Programming," (with C.-H. Yeh), Journal of Management and Economics, Vol. 5, No. 5. 2001.

28. "Testing for Non-Linear Structure in an Artificial Financial Market,"(with T.Lux and M.Marchesi), Journal of Economic Behavior and Organization, Vol. 46, No. 3, pp. 327--342. 2001.

29. "Evolving Traders and the Business School with Genetic Programming: A New Architecture of the Agent-Based Artificial Stock Market,"(with C.-H.Yeh), Journal of Economic Dynamics and Control, Vol. 25, pp.363-393. 2001.

30. "Simulating Economic Transition Processes by Genetic Programming,"(with C.-H.Yeh), Annals of Operation Research, Vol.97, pp.265-286.2000.

31. "Simulating the Ecology of Oligopoly Games with Genetic Algorithms,"(with C.-C.Ni), Knowledge and Information Systems: An International Journal, 2000 (2),pp.310-339.2000. [SCIE]

32. "Hedging Derivative Securities with Genetic Programming,"(with W.-C.Lee and C.-H.Yeh), International Journal of Intelligent Systems in Accounting, Finance and Management, Vol.4,No.8, pp.237-251.1999.

33. "Modeling the Expectations of Inflation in the OLG Model with Genetic Programming,"(with C.-H.Yeh) Soft Computing, Vol.3, No.2 pp.53-62.1999. [SCIE]

34. "Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity." (with C.-W.Tan), Journal of Management and Economics, Vol.3 1999.

35. "Rethinking the Appeal of Evolution: Empirical Evidences from the Financial Applications of Genetic Algorithms." (with W.-Y. Lin), Beijing Mathematics 1998,Vol.4,N0.2,pp.161-175.

36. "Modeling Volatility with Genetic Programming: A First Report," Neural Network World, Vol.8 No.2, 1998,pp.181-190.

37. "Understanding the Nature of Predatory Pricing in Large-Scale Market Economy with Genetic Algorithms," (With C.-C. Ni and S. Feng), Journal of Systems Engineering and Electronics, Vol. 8, No. 2, 1997, pp. 33-44.

38. "Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming," Journal of Economic Dynamics and Control, (with C.-H. Yeh ),21,1997.pp.1043-1063.

39. "Information Transmission, Market Efficiency and the Evolution of Information-Processing Technology,"(with C.-H. Yeh), Journal of Technology Management, Vol.1 No.1,1996.pp.23-41.

40. "Elements of Information Theory: A Book Review", Journal of Economic Dynamics and Control, 1996, Vol.20, No.5.pp.819-824.

Journal Articles under ReviewTop

PUBLICATIONS: Referred Chapters in BooksTop

1. ``Computational Intelligence in Agent-Based Computational Economics,'' in J. Fulcher and L. C. Jain (eds.), Computational Intelligence: A Compendium, Springer, forthcoming.

2. `` On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?'' (with Nicolas Navet), forthcoming in A. Brabazon and M. O'Neill (eds.). Natural Computing in Computational Economics and Finance, Springer.

3. "Genetic Programming and Financial Trading: How Much about What we Know? '' (with T.-W. Kuo and K. M. Hsu), forthcoming in C. Zopounidis, M. Doumpos, and P. M. Pardalos (eds.), Handbook of Financial Engineering, Springer.

4. Agent-Based Modeling of Lottery Markets: Policy-making from Bottom Up, (with Bin-Tzong Chie), forthcoming in K. A. Richardson, L. Dennard, and G. Morcol (eds), Managing the Complex Volume 3: Complexity and Policy Analysis Decision Making in an Interconnected World, ISCE Publishing, Chapter 13.

5. ``Modularity, Product Innovation, and Consumer Satisfaction: An Agent-Based Approach,'' (with Bin-Tzong Chie), forthcoming in H. Yin, P. Tino, E. Corchado, W. Byrne and X. Yao (eds.), Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science . (LNCS 4881), Springer, 2007, pp. 1053-1062.

6. Trading Strategies Based on K-Means Clustering and Regression Model, (with Hongxing He, Jin Chen and Huidong Jin), in Chen, S.-H., P. Wang and T.-W Kuo (eds.), Computational Intelligence in Economics and Finance, Vol. 2, Springer, 2007, pp. 123--134.

7. Failure of Genetic Programming Induced Trading Strategies: Distinguishing between Efficient Markets and Inefficient Algorithms, (with Nicolas Navet), in Chen, S.-H., P. Wang and T.-W. Kuo (eds.), Computational Intelligence in Economics and Finance, Vol. 2, Springer, 2007, pp. 169182.

8. ``Computational Intelligence in Economics and Finance: Shifting the Research Frontier,'' (with P. P. Wang and T.-W. Kuo), in Chen, S.-H., P. Wang and T.-W. Kuo (eds.), Computational Intelligence in Economics and Finance, Vol. 2, Springer, 2007, pp. 1--23.

9. The Relationship between Relative Risk Aversion and Survivability, (with Y. C. Huang), in T. Terano, H. Kita, H. Deguchi, and K. Kijima. (eds), Agent-Based Approaches in Economic and Social Complex Systems IV, Agent-Based Social Systems, Volume 3, Springer, 2007, pp. 41-48.

10. Pretests for Genetic-Programming Evolved Trading Programs: ``Zero-Intelligence'' Strategies and Lottery Trading,'' (with Nicolas Navet), in King et al. (eds.), Neural Information Processing, Part III, Lecture Notes in Computer Science, Volume 4234, Springer, 2006, pp. 450-460. [SCIE]

11. ``Network Topologies and Consumption Externalities,'' (with Li-Cheng Sun and Chih-Chien Wang), in T. Washio et al. (eds.): New Frontiers in Artificial Intelligence, Lecture Notes in Artificial Intelligence 4012, 2006, Springer, pp. 314329 [SCIE]

12. "A Functional Modularity Approach to Agent-based Modeling of the Evolution of Technology,'' (with B.-T. Chie),The...