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Chia-Hsuan Yeh

Job Title Associate Professor
Research Expertise Genetic Programming, Agent-based computational economics and finance
E-mail imcyeh@saturn.yzu.edu.tw

Telephone (03) 4638800 ext. 2616
Laboratory
Publications

Journal Articles

  1. "Information transmission, market efficiency and the evolution of information-processing technology", (with S.-H. Chen), Journal of Technology Management, Vol. 1, No. 1, pp. 23-41, 1996.
  2. "Toward a computable approach to the efficient market hypothesis: an application of genetic programming", (with S.-H. Chen), Journal of Economic Dynamics and Control, Vol. 21, No. 6, pp. 1043-1063, 1997.
  3. "Modeling the expectations of inflation in the OLG model with genetic programming", (with S.-H. Chen), Soft Computing 3, pp. 53-62, 1999.
  4. "Hedging derivative securities with genetic programming", (with S.-H. Chen and W.-C. Lee), International Journal of Intelligent Systems in Accounting, Finance and Management, Vol. 8, pp. 231-257, 1999.
  5. "Simulating economic transition processes by genetic programming", (with S.-H. Chen), Annals of Operations Research, Vol. 97, pp. 265-286, 2000.
  6. "Evolving traders and the business school with genetic programming: a new architecture of the agent-based artificial stock market", (with S.-H. Chen), Journal of Economic Dynamics and Control, Vol. 25, Issue 3-4, pp. 363-393, 2001.
  7. "Toward an integration of social learning and individual learning in agent-based computational stock markets: the approach based on population genetic programming", (with S.-H. Chen), The Journal of Management and Economics, Vol. 5, No. 5, 2001.
  8. "Market diversity and market efficiency: the approach based on genetic programming", (with S.-H. Chen), Artificial Intelligence and Simulation of Behaviour Journal, Vol. 1, No. 1, pp. 147-167, 2001.
  9. "Equilibrium selection via adaptation using genetic programming to model learning in a coordination game", (with S.-H. Chen and J. Duffy), Electronic Journal of Evolutionary Modeling and Economic Dynamics, Issue 1, 2002.
  10. "On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis", (with S.-H. Chen), Journal of Economic Behavior and Organization, Vol. 49, Issue 2, pp. 217-239, 2002.
  11. "The role of intelligence in time series properties", Computational Economics, Vol. 30, No. 2, pp. 95-123, 2007.
  12. "The effects of intelligence on price discovery and market efficiency", Journal of Economic Behavior and Organization, Vol. 68, Issues 3-4, pp. 613-625, 2008.
  13. "Examining the effectiveness of price limits in an artificial stock market", (with C.-Y. Yang), Journal of Economic Dynamics and Control, Vol. 34, Issue 10, pp. 2089-2108, 2010.
  14. "Do price limits hurt the market?", (with C.-Y. Yang), Journal of Economic Interaction and Coordination, Vol. 8, No. 1, pp. 125-153, 2013.
  15. "Social networks and asset price dynamics", (with C.-Y. Yang), IEEE Transactions on Evolutionary Computation, Vol. 19, No. 3, pp. 387-399, 2015.

Chapters in Books

  1. "Genetic programming, predictability, and stock market efficiency", (with S.-H. Chen). In: L. Vlacic, T. Nguyen, and D. Cecez-Kecmanovic (eds.), Modeling and Control of National and Regional Economies 1995 (ISBN: 0-08-042376-0), Pergamon, Oxford, Great Britain, 1996. pp. 283-288.
  2. "Genetic programming learning and the cobweb model", (with S.-H. Chen). In: P. Angeline (Ed.), Advances in Genetic Programming, Vol.2, Chap.22, MIT Press, Cambridge, MA. 1996. pp. 443-466.
  3. "Equilibrium selection using genetic programming", (with S.-H. Chen and J. Duffy). In: S. Amari, L. Xu, L. Chan, I. King and K. Leung (eds.), Progress in Neural Information Processing, Vol. 2, Springer-Verlag, Singapore, 1996. pp. 1341-1346.
  4. "Genetic programming learning in the cobweb model with inventory", (with S.-H. Chen). In: M. Chen (Ed.), General Systems Studies and Applications, Hust Press. 1997. (ISBN: 7-5609-1536-1), pp. 78-90.
  5. "Genetic programming in the coordination game with a chaotic best-response function", (with S.-H. Chen and J. Duffy). In: P. Angeline, T. Back, and D. Fogel (eds.), Evolutionary Programming V: Proceedings of the Fifth Annual Conference on Evolutionary Programming, MIT Press, Cambridge, MA, 1996. pp. 277-286.
  6. "Modeling speculators with genetic programming", (with S.-H. Chen). In: P. Angeline, R. G. Reynolds, J. R. McDonnell, and R. Eberhart (eds.), Evolutionary Programming VI, Lecture Notes in Computer Science, Vol. 1213, Berlin: Springer-Verlag, 1997. pp. 137-147.
  7. "Pricing financial derivatives with genetic programming", (with S.-H Chen and W.-C. Lee). In: G. Li, W. Tang, M. Chen and D. Cui (eds.), Systems Science and Its Applciations, Tianjin People's Publishing House, 1998. pp. 144-156.
  8. "Genetic programming in the overlapping generations model: an illustration with dynamics of the inflation rate", (with S.-H. Chen). In: V. W. Porto, N. Saravanan, D. Waagen and A. E. Eiben (eds.), Evolutionary Programming VII, Lecture Notes in Computer Science, Vol. 1447, Berlin:Springer-Verlag, 1998. pp. 829-838.
  9. "Genetic programming in the agent-based artificial stock market", (with S.-H. Chen). Congress on Evolutionary Computation, Vol. 2, 1999. pp. 834-841.
  10. "On AIE-ASM: software to simulate artificial stock markets with genetic programming", (with S.-H. Chen and C.-C. Liao). Evolutionary Computation in Economics and Finance, Physica-Verlag Heidelberg, 2002. pp. 107-122.
  11. "Equilibrium selection via adaptation: using genetic programming to model learning in a coordination game", (with S.-H. Chen and J. Duffy). In: A. Nowak and K. Sazjowski (Ed.), Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control, Annals of the International Society of Dynamic Games, Vol. 7. Birkhauser, 2005, Chapter 30. pp. 571-598.
  12. "Examining the effects of traders' overconfidence on market behavior", (with C.-Y. Yang). In: S.-H Chen, T. Terano, and R. Yamamoto (Eds.), Proceedings of AESCS 2009: ABSS Vol. 8, 2011. pp. 19-31.
  13. "How does overcon?dence affect asset pricing, volatility, and volume?", (with C.-Y. Yang). In: S.-H Chen, T. Terano, R. Yamamoto, Agent-Based Social Systems, Vol. 11, 2014. pp. 107-122.

Referred Papers in Proceedings

  1. "Genetic programming in computable financial economics", (with S.-H. Chen). Proceedings of the ISCA 11th Conference: Computers and Their Applications, ISCA Press (ISBN: 1-880843-15-3), San Francisco, California, U.S.A., March 7-9, 1996. pp.135-138.
  2. "Bridging the gap between nonlinearity tests and the efficient market hypothesis by genetic programming", (with S.-H. Chen). In: Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, IEEE Press (ISBN: 0-7803-3236-9), Crowne Plaza Manhattan, New York City. March 24-26, 1996. pp.34-39.
  3. "A comparison of forecast accuracy between genetic programming and other forecastors: a loss differential approach", (with S.-H. Chen). In: D. Borrajo and P. Isasi (eds.), Proceedings of the First International Workshop on Machine Learning, Forecasting, and Optimization (MALFO'96), Madrid, Spain. July 10-12, 1996, Universidad Carlos III de Madrid Press (ISBN: 84-89315-04-3). pp. 39-52.
  4. "Genetic programming and the efficient market hypothesis", (with S.-H. Chen). In: J. Koza, D. Goldberg, D. Fogel and R. Riolo (eds.), Genetic Programming 1996: Proceedings of the First Annual Conference, MIT Press, Cambridge, MA, 1996. (ISBN: 0-262-61127-9). pp. 45-53.
  5. "Genetic programming learning in the cobweb model with speculators", (with S.-H. Chen). International Computer Symposium (ICS'96) Proceedings: Proceedings of International Conference on Artificial Intelligence, National Sun Yat-Sen University, Kaohsiung, Taiwan, R.O.C., Dec. 19-21, 1996. pp. 39-46.
  6. "Speculative trades and financial regulations: simulations based on genetic programming", (with S.-H. Chen). Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineerin (CIFEr'97), New York City, U.S.A., March 24-25, 1997. IEEE Press. pp. 123-129.
  7. "Simulating economic transition processes by genetic programming", (with S.-H. Chen). In: R. Kulikowski, Z. Nahorski, and J. W. Owsinski (eds.), Proceedings of the International Conference on Transition to Advanced Market Institutions and Economies: Systems and Operations Research Challenges(Transition'97), Warsaw. June 18-21, 1997. System Research Institute and Polish Academy of Sciences. (ISBN: 83-85847-81-2). pp.87-93.
  8. "Trading restrictions, speculative trades and price volatility: an application of genetic programming", (with S.-H. Chen). Proceedings of the 3rd International Mendel Conference on Genetic Algorithms, Optimization Problems, Fuzzy Logic, Neural Networks, Rough Sets (Mendel'97), Brno, Czech Republic. June 25-27, 1997. PC-DIR, Brno (ISBN: 80-214-0884-7). pp. 31-37.
  9. "Using genetic programming to model volatility in financial time series", (with S.-H. Chen). In: J. Koza, K. Deb, M. Dorigo, D. Fogel, M. Garzon, H. Iba, and R. Riolo (eds.), Genetic Programming 1997: Proceedings of the Second Annual Conference, Stanford University. July 13-16, 1997. San Francisco, CA:Morgan Kaufmann Publishers, San Francisco (ISBN: 1-55860-483-9). pp. 58-63.
  10. "Using genetic programming to model volatility in financial time series: the case of Nikkei 225 and S&P 500", (with S.-H. Chen). Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (JIC'97), Aoyoma Gakuin University, Tokyo, Japan. July 29-31, 1997. pp. 288-306.
  11. "Modeling structural changes with genetic programming: an outline", (with S.-H. Chen). In: A. Sydow (Ed.), Proceedings of 15th IMACS World Congress on Scientific Computation, Modeling and Applied Mathematics, Vol. 2: Numerical Mathematics, Berlin. August 24-29, 1997. Wissenschaft & Technik Verlag (ISBN: 3-89685-552-2). pp. 621-626.
  12. "Option pricing with genetic programming", (with S.-H. Chen and W.-C. Lee). In: J. Koza, W. Banzhaf, K. Chellapilla, K. Deb, M. Dorigo, D. Fogel, M. Garzon, D. Goldberg, H. Iba and R. Riolo (eds.), Genetic Programming 1998: Proceedings of the Third Annual Conference. July 22-25, 1998, University of Wisconsin, Madison, Wisconsin. San Francisco, CA: Morgan Kaufmann. (ISBN: 1-55860-548-7). pp. 32-37.
  13. "Testing for Granger causality in the stock price-volume relation: a perspective from the agent-based model of stock markets", (with S.-H. Chen and C.-C. Liao). In: B. McKay, R. Sarker, X. Yao, Y. Tsujimura, A. Namatame and M. Gen (eds.), Proceedings of the Third Australia-Japan Joint Workshop on Intelligent and Evolutionary Systems. November 23-25, 1999, Canberra, Australia. University of New South Wales and Ashikaga Institute of Technology. (ISBN: 0-7317-0503-3). pp. 8-15.
  14. "Genetic programming in the agent-based artificial stock market", (with S.-H. Chen). Proceedings of the 1999 National Computer Symposium, Vol. 2, 1999. Tamkang University, Taipei. Dec. 20-21. pp. 251-258.
  15. "Testing for Granger causality in the stock price-volume relation: a perspective from the agent-based model of stock markets", (with S.-H. Chen and C.-C. Liao). In: P. Wang (Ed.), Proceedings of the Fifth Joint Conference on Information Sciences, Vol. 2, 2000. (ISBN: 0-9643456-9-2). pp. 950-956.
  16. "The influence of GP's representations in financial data mining", In: P. Wang, et al. (Ed.), Proceedings of the Seventh Joint Conference on Information Sciences, 2003. (ISBN: 0-9707890-2-5). pp. 1092-1095.
  17. "Is sophisticated hierarchical thinking useful?". Proceedings of the 2003 Congress on Evolutionary Computation (CEC'2003), Vol. 4, 2003. IEEE Press. (ISBN: 0-7803-7804-0). pp. 2330-2337
  18. "Can learning affect the effectiveness of price limits?". Proceedings of the 2012 IEEE Congress on Evolutionary Computation (CEC'2012), IEEE Press, pp. 1094-1101. (ISBN: 0-7803-8515-2).

Conference Papers

  1. "On the competitiveness of the quantity theory of money: a natural-selection test based on genetic programming", (with S.-H. Chen). Paper presented at The Conference on Forecasting, Prediction and Modeling in Statistics and Economics (CFPMSE'94) and Regional Meeting of International Society for Bayesian Analysis, National Chiao Tung University, Hsinchu, Taiwan, R.O.C. Dec. 12-14.
  2. "Predicting stock returns with genetic programming: do the short-term nonlinear regularities exist?", (with S.-H. Chen). In: D. Fisher (Ed.), Proceedings of the Fifth International Workshop on Artificial Intelligence and Statistics, Society for Artificial Intelligence and Statistics, Ft. Lauderdale, Florida, U.S.A.. January 4-7, 1995. pp.95-101.
  3. "On the competitiveness of the quantity theory of money: a natural-selection test based on genetic programming", (with S.-H. Chen). Paper presented at The 11th International Conference on Advanced Science and Technology. pp. 242-251, Chicago, Illinois, U.S.A.. Mar.25-27. 1995.
  4. "Genetic Programming, Predictability and Stock Market Efficiency", (with S.-H. Chen), paper presented at The Eastern Finance Association 31st Annual Meeting, Hilton Head Island, South Carolina, U.S.A.. Apr.27-29, 1995.
  5. "Toward a computable approach to the efficient market hypothesis: an application of genetic programming paradigm", (with S.-H. Chen). Paper presented at The 1st International Conference on Computational Economics, Austin, Texas, U.S.A.. May 21-24, 1995.
  6. "On the coordination and adaptability of the large economy: an application of genetic programming to the cobweb model", (with S.-H. Chen). Proceedings of the First International Conference on Applications of Dynamic Models to Economics, the School of Management National Central University's International Conference Series: 3 (1995-3), Chungli, Taiwan, R.O.C.. June 17-18, 1995. pp.121-159.
  7. "Bridging the gap between nonlinearity tests and the efficient market hypothesis by genetic programming", (with S.-H. Chen). Paper presented at The 1995 International Conference on Finance, National Taiwan University, Taipei, Taiwan, R.O.C.. Nov. 6-7.
  8. "Information transmission, market efficiency and the evolution of information-processing technology", (with S.-H. Chen). In: C. Houng (Ed.), Proceedings of the 1995 National Conference on Management of Technology, pp.339-348. Chinese Society of Management of Technology.
  9. "Modeling coordination game as a multi-agent adaptive system by genetic programming", (with S.-H. Chen and J. Duffy). In: W. Van de Velde and J. W. Perram (eds.). Position Papers of the 7th European Workshop on Modeling Autonomous Agents in a Multi-Agent World (MAAMAW'96), Technical Report 96-1, Institute for Perception Research, Eindhoven, The Netherlands. Jan 22-25, 1996.
  10. "Modeling the coordination game as an adaptive multi-agent system by genetic programming", (with S.-H. Chen and J. Duffy). Paper presented at The Second International Conference on Applications of Dynamic Models to Economics, Department of Economics, National Central University, Chungli, Taiwan, R.O.C.. June 8-9, 1996.
  11. "Equilibrium selection through adaptation: using genetic programming to model learning in a coordination game", (with S.-H. Chen and J. Duffy). Paper presented at The Second International Conference on Computing in Economics and Finance, Geneva, Switzerland. June 26-28, 1996.
  12. "On the coordination and adaptability of the large economy: an application of genetic programming to the cobweb model", (with S.-H. Chen). Preprints of 13th World Congress International Federation of Automatic Control, San Francisco, CA, U.S.A.. June 30-July 5, 1996, Vol. L, pp.279-284.
  13. "Genetic programming learning in the cobweb model with speculators", (with S.-H. Chen). Proceedings of 3rd Conference on Business Education, Department of Business Education, National Changhua University of Education, Chunghua, Taiwan. Dec. 5, 1996. pp.155-176.
  14. "Equilibrium selection via adaptation: using genetic programming to model learning in a coordination game", (with S.-H. Chen and J. Duffy). The UCLA Center for Computable Economics and The Bionomics Institute Second Annual Conference, Anderson Graduate School of Management, UCLA, Los Angeles, U.S.A.. Feb. 7-8, 1997.
  15. "Detecting structural changes with recursive genetic programming", (with S.-H. Chen). Paper presented at The Far Eastern Meeting of the Econometric Society (FEMES'97), Hong Kong, July 24-26, 1997.
  16. "Speculative trades and financial regulations: simulation based on genetic programming", (with S.-H. Chen). In: A. Ghose (Ed.), Working Notes of The IJCAI-97: Workshop on Business Applications of AI, Fifteenth International Joint Conference on Artificial Intelligence (IJCAI'97), Nagoya, Japan. August 23-29, 1997. pp.1-8.
  17. "Hedging derivative securities with genetic programming", (with S.-H. Chen and W.-C. Lee). In: G. Nakhaeizadeh and E. Steurer (eds.). ECML'98 Workshop Notes: Application of Machine Learning and Data Mining in Finance, 10th European Conference on Machine Learning(ECML'98), Technische Universitat Chemnitz, Germany. April 24, 1998. ISSN:0947-5125. pp. 140-151.
  18. "Modeling the expectations of inflation in the OLG model with genetic programming", (with S.-H. Chen). Paper presented at The Computation in Economics, Finance and Engineering: Economics Systems (CEFES'98), University of Cambridge, England. June 29-July 1, 1998.
  19. "Hedging derivative securities with genetic programming", (with S.-H. Chen and W.-C. Lee). In: J.A.K. Suykens and J. Vandewalle (eds.), Proceedings of the International Workshop on Advanced Black-Box Techniques for Nonlinear Modelling, Katholieke Universiteit Leuven, Beligum. July 8-10, 1998. pp.157-163.
  20. "Option pricing with genetic programming", (with S.-H. Chen and W.-C. Lee). Paper presented at The Society for Industrial and Applied Mathematics Annual Meeting (SIAM'98), University of Toronto, Toronto, Canada. July 13-17, 1998.
  21. "Pricing financial derivatives with genetic programming", (with S.-H. Chen and W.-C. Lee). Paper presented at The Third Workshop on the International Institute of General Systems Studies (IIGSS'98), Tianjin, China. July 26-28, 1998.
  22. "Genetic programming in agent-based artificial markets: simulations and analysis", (with S.-H. Chen). Paper presented at the special session on Expectational Heterogeneity and Financial Dynamics, The Seventh Annual Symposium of the Society of Nonlinear Dynamics and Econometric (SNDE'99), New York University, New York, U.S.A.. March 18-19, 1999.
  23. "Genetic programming in the agent-based modelling of stock markets", (with S.-H. Chen). Presented at The Fourth Workshop on Economics with Heterogeneous Interacting Agents (WEHIA'99), Genoa, Itlay. June 4-5, 1999.
  24. "Genetic programming in the agent-based modeling of stock markets", (with S.-H. Chen). Presented at the special session on Evolutionary Computation in Economics and Finance, The Fifth International Conference of the Society for Computational Economics (CEF'99), Boston College campus, Chestnut Hill, Massachusetts, U.S.A.. June 24-26, 1999.
  25. "On the consequences of "following the herd": evidence from the artificial stock market", (with S.-H. Chen). Presented at the special sessions on Artificial Intelligence in Economics and Finance, The 1999 International Conference on Artificial Intelligence (IC-AI'99). Monte Carlo Resort, Las Vegas, Nevada, U.S.A.. July 1, 1999.
  26. "Testing rational expectations hypothesis with agent-based model of stock markets", (with S.-H. Chen and C.-C. Liao). Paper presented at the special sessions on Artificial Intelligence in Economics and Finance, The 1999 International Conference on Artificial Intelligence (IC-AI'99). Monte Carlo Resort, Las Vegas, Nevada, U.S.A.. July 1, 1999.
  27. "Testing for Granger causality in the stock price-volume relation: a perspective from the agent-based model of stock markets", (with S.-H. Chen and C.-C. Liao). Paper presented at the special sessions on Artificial Intelligence in Economics and Finance, The 1999 International Conference on Artificial Intelligence (IC-AI'99). Monte Carlo Resort, Las Vegas, Nevada, U.S.A.. July 1, 1999.
  28. "Evolving traders and the business school with genetic programming: a new architecture of the agent-based artificial stock market", (with S.-H. Chen). Taipei International Conference on Economic Growth, The Institute of Economics, Academia Sinica. Dec. 17-18, 1999.
  29. "On the role of intensive search in stock markets: simulations based on agent-based computational modeling of artificial stock markets", (with S.-H. Chen). Paper presented at The Fourth Annual Conference of the Japan Association for Evolutionary Economics, Chou University, Tokyo. March 25-26, 2000.
  30. "Testing rational expectations hypothesis with agent-based model of stock markets", (with S.-H. Chen and C.-C. Liao). Paper presented at The Fourth Annual Conference of the Japan Association for Evolutionary Economics, Chou University, Tokyo. March 25-26, 2000.
  31. "Toward an integration of social learning and individual learning in agent-based computational stock markets: the approach based on population genetic programming", (with S.-H. Chen). Paper presented at The Sixth International Conference on Computing in Economics (CEF'2000). Barcelona, Catalonia, Spain. July 6-8, 2000.
  32. "The comparison between social learning and individual learning: the approach based on genetic programming", (with S.-H. Chen). Paper presented at The Workshop on The Simulation of Social Agents: Architectures and Institutions (Agent'2000). Gleacher Center, University of Chicago. October 5-7, 2000.
  33. "The influence of market size in an artificial stock market: the approach based on genetic programming", (with S.-H. Chen). Paper presented at The Seventh International Conference on Computing in Economics (CEF'2001), Yale University, New Haven, Connecticu, U.S.A. June 28-30, 2001.
  34. "The influence of representation in the gp-based artificial double auction market: the cases of GP with and without automatically defined functions". Paper presented at The Eighth International Conference on Computing in Economics (CEF'2002), Aix-en Provence, France. June 27-29, 2002.
  35. "Tick size and market performance". Paper presented at The Ninth International Conference on Computing in Economics (CEF'2003), University of Washington, Seattle, Washington, U.S.A. July 11-13, 2003.
  36. "Can Intelligence Help Improve Market Performance?" Paper presented at The 10th International Conference on Computing in Economics (CEF'2004), University of Amsterdam, Amsterdam, The Netherlands. July 8-10, 2004.
  37. "Statistical evidences for the influence of GP's representation on forecasting". Paper presented at The 10th International Conference on Computing in Economics (CEF'2004), University of Amsterdam, Amsterdam, The Netherlands. July 8-10, 2004.
  38. "The effectiveness of margin requirements: agent-based modeling approach", (with C.-Y. Yang and Y.-F. Tzeng). Paper presented at The 11th International Conference on Computing in Economics (CEF'2005), George Washington University, Washington, D.C., U.S.A. June 23-25, 2005.
  39. "Time series properties under price limits". Paper presented at The 11th International Conference on Computing in Economics (CEF'2005), George Washington University, Washington, D.C., U.S.A. June 23-25, 2005.
  40. "Examining the impacts of price limits on market performance". Paper presented at The 13th International Conference on Computing in Economics (CEF'2007), Montreal, Quebec, Canada. June 14-16, 2007.
  41. "Examining the relationship between the traders' intelligence and the effectiveness of price limits", (with C.-Y Yang). Paper presented at The 14h International Conference on Computing in Economics (CEF'2008). University of Sorbonne, Paris, France. June 26-28, 2008.
  42. "Overreaction hypothesis or volatility spillover hypothesis?", (with C.-Y Yang). Paper presented at The 7th International Conference on Computational Intelligence in Economics and Finance (CIEF'2008). Kainan University, Taiwan, December 5-7, 2008.
  43. "Examining the effects of traders' overconfidence on market behavior", (with C.-Y Yang). Paper presented at The 6th International Workshop on Agent-based Approaches in Economic and Social Complex Systems (AESCS'2009). National Chengchi University, Taipei, Taiwan. November 13-14, 2009.
  44. "How does overconfidence affect asset pricing, volatility, and volume?", (with C.-Y Yang). Paper presented at The 16h International Conference on Computing in Economics (CEF'2010). City University London, United Kingdom. July 15-17, 2010.
  45. "Do price limits hurt the market?", (with C.-Y Yang). Paper presented at Econophysics Colloquium 2010. Academia Sinica, Taipei, Taiwan. November 4-6, 2010.
  46. "Social networks and asset price dynamics", (with C.-Y Yang). Paper presented at The 18th International Conference on Computing in Economics (CEF'2012). Prague, Czech Republic. June 27-29, 2012.
  47. "How does overconfidence affect asset pricing, volatility, and volume?", (with C.-Y Yang). Paper presented at The 4th World Congress on Social Simulation (WCSS'2012). National Chengchi University, Taiwan. September 4-7, 2012.
  48. "Network, imitation, and market size", (with C.-Y Yang). Paper presented at The 19th International Conference on Computing in Economics (CEF'2013). Vancouver, BC Canada. July 10-12, 2013.
  49. "Traders' intelligence and trading protocols", (with R. Yamamoto and C.-Y Yang). Paper presented at The 20th International Conference on Computing in Economics (CEF'2014). Oslo, Norway. June 22-24, 2014.
  50. "Does high-frequency trading matter?", (with C.-Y Yang). Paper presented at The 21th International Conference on Computing in Economics (CEF'2015). Taipei, Taiwan. June 20-22, 2015.
  51. "Time series properties of high-frequency trading: an agent-based approach", (with C.-Y Yang). Paper presented at Western Economic Association International 90th Annual Conference. Hilton Hawaiian Village, Waikiki, Honolulu, Hawaii. June 28-July 2, 2015.

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