Edited Books and Volumes
[1] Guest editor (with Sai-Ping Lee), International Review of Financial Analysis, a special issue on Complexity and Non-Linearities in Financial
Markets: Perspectives from Econophysics, forthcoming. [EconLit, FLI]
[2] Guest editor (with Dash Wu and David Olson), Information Sciences, a special issue on Business Intelligence in Risk Management, forthcoming.
[SCI]
[3] Agent-Based Approaches in Economic and Social Complex Systems VIII, Agent-Based Social Systems, Volume 8, (with Takao Terano, Ryuichi Yamamoto), Springer, 2011.
[4] Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and
Optimization (with Yasushi Kambayashi and Hiroshi Sato), IGI Global, Hershey PA, USA, 2011
Referred Journal Articles
[5] “Social Networks, Social Interaction and Macroeconomic Dynamics: How Much Could Ernst Ising Help DSGE?” (with Chia-Ling Chang and Yi-Heng
Tseng), Research in International Business and Finance, [FLI], forthcoming.
[6] “Interactions in DSGE Models: The Boltzmann–Gibbs Machine and Social Networks Approach” (with Chia-Ling Chang), Economics E-Journal , 6:
2012-26, 2012. [SSCI]
[7] “To Whom and Where the Hill Becomes Difficult to Climb: Effects of Cognitive Capacity and Personality in Experimental DA Markets” (with Umberto Gostoli, Chung-Ching Tai, Kuo-Chuan Shih), Advances in Behavioral Finance and Economics, forthcoming.
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[8] “Econophysics: Bridges over a Turbulent Current” (with Sai-Ping Li), International Review of Financial Analysis. 23:1-10, 2012. [EconLit, FLI]
[9] “Market Fraction Hypothesis: A Proposed Test” (with Michael Kampouridis and Edward Tsang), International Review of Financial Analysis . 23: 41-54, 2012. [EconLit, FLI]
[10] “Liquidity Cost of Market Orders in the Taiwan Stock Market: A Study based on an Order-Driven Agent-Based Artificial Stock Market” (with
Yi-Ping Huang, Min-Chin Hung, and Tina Yu), International Review of Financial Analysis, 23:72-80, 2012. [EconLit, FLI]
[11] ”不同公司治理情境之股權評價：類神經模糊專家系統之應用”， (與高 惠松, 李建然聯合發表) ，管理與系統, 19(3):373-408, 2012.
【TSSCI】
[12] “Agent-Based Economic Models and Econometrics'' (with C.-L Chang, and Y.-R. Du), Knowledge Engineering Review, 27(2): 187-219, 2012. [SCI]
[13] “Varieties of Agents in Agent-Based Computational Economics: A Historical and an Interdisciplinary Perspective,” Journal of Economic Dynamics and Control, 36(1):1-25, 2012 [SSCI].
[14] “Do the ASEAN Countries and Taiwan Form a Common Currency Area?”
(with Jane Binner, Ke-Hung Lai, James L. Swofford, and Andrew
Mullineux), Journal of International Money and Finance, 30(7): 1429-1435, 2011. [SSCI, FLI]
[15] “Emergent Complexity in Agent-Based Computational Economics” (with Shu G Wang), Journal of Economic Surveys, 25(3): 527-546. 2011. [SSCI]
[16] “Agents Learned, but Do We? Knowledge Discovery Using the Agent-Based Double Auction Markets” (with Tina Yu), Frontiers of Electrical and Electronic Engineering (FEE) in China, 6(1): 159-170. 2011 [17] “Reinforcement Learning in Experimental Asset Markets,” (with Yi-Lin
Hsieh), Eastern Economic Journal, 37(1):109 – 133. 2011 [EconLit]
[18] “On the Elasticity Puzzle: Would the Agent-Based Modeling Help?” (with Shu G Wang) Advances and Applications in Statistical Sciences, 2(2):
375-391, 2010.
[19] “Corporate Governance and Equity Evaluation: Nonlinear Modeling via
Neural Networks,” (with H.-S Kao and J.-Z Lee), International Research Journal of Finance and Economics, 41: 68-92. 2010. [EconLit]
Referred Chapters in Books
[20] “Agent-Based Modeling of the El Farol Bar Problem” (with Umberto Gostoli), in Alma Lilia García Almanza, Serafin Martinez-Jaramillo, Biliana Alexandrova-Kabadjova, and Edward Tsang (eds.) Simulation in
26
Computational Finance and Economics: Tools and Emerging Applications, IGI Global, forthcoming.
[21] “Reasoning-Based Artificial Agents in Agent-Based Computational Economics” in Kazumi Nakamatsu and Lakhmi Jain (eds.), Handbook on Reasoning-based Intelligent Systems, World Scientific, forthcoming.
[22] “Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance,” (with Kuo-Chuan Shih and Chung-Ching Tai), in Michael Doumpos, Constantin Zopounidis, and Panos M. Pardalos (eds.), Financial Decision Making Using Computational Intelligence, Springer Series on Optimization and Its Applications, Volume70, pp.31-65, Springer, 2012.
[23] “Emergent Complexity in Agent-Based Computational Economics” (with Shu G. Wang), in Stefano Zambelli and Donald George (eds.),
Nonlinearity, Complexity and Randomness in Economics: Toward
Algorithmic Foundations for Economics, pp.131-150, Wiley-Blackwell, 2012.
[24] “The Market Fraction Hypothesis under Different GP Algorithms” (with Michael Kampouridis and Edward Tsang), in Alexander Yap (ed.), Information Systems for Global Financial Markets: Emerging Developments and Effects, pp.37-54, IGI Global, 2012.
[25] “Agent-Based Modeling of the Prediction Markets for Political Elections”
(with Tongkui Yu), in D. Villatoro, J. Sabater-Mir, and J.S. Sichman (Eds.):
Multi-Agent-Based Simulation XII, Lecture Notes in Artificial Intelligence (LNAI), Volume7124, pp.31-43, Springer, 2012.
[26] “Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment” (with Michael Kampouridis and Edward Tsang), in A. Brabazon and M. O'Neill (eds.), Natural Computing in Computational Finance, Volume 4, Studies in Computational Intelligence, Volume380, pp.181-197, Springer, 2011.
[27] “An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market” (with Yi-Ping Huang, Min-Chin Hung, and Tina Yu), in A. Brabazon and M.
O'Neill (eds.), Natural Computing in Computational Finance, Volume 4, Studies in Computational Intelligence, Volume380, pp.163-179, Springer, 2011.
[28] “Is Genetic Programming ``Human-Competitive''? The Case of
Experimental Double Auction Markets” (with Kuo-Chuan Shih), In: H. Yin, W. Wang, V. Rayward-Smith (eds.), Intelligent Data Engineering and
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Automated Learning-IDEAL 2011, Lecture Notes in Computer Science, Volume6936, pp.116-126, Springer, 2011.
[29] “Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework” (with Michael Kampouridis and Edward Tsang), in Di Chio C, Brabazon A, Di Caro G, Drechsler R, Farooq M, Grahl J, Greenfield G, Prins C, Romero J, Squillero G, Tarantino E, Tettamanzi A, Urquhart N, Sima Uyar A (eds.), Applications of
Evolutionary Computation, Lecture Note in Computer Science Volume6625, pp.91-100,Springer, 2011,.
[30] “Prediction Markets: A Study on the Taiwan Experience” (with C.-Y. Tung, C.-C. Tai, B.-T. Chie, T.-C. Chou, and S. G. Wang), in Leighton Vaughan Williams (ed.), Prediction Markets: Theory and Applications, Routledge, 2011., pp.137-156.
[31] “A Culture-Sensitive Agent in Kirman’s Ant Model” (with Wen-Ching Liou and Ting-Yu Chen), in John Salerno, Shanchieh Jay Yang, Dana Nau, and Sun-Ki Chai (eds), Social Computing, Behavioral-Cultural Modeling and Prediction, Lecture Notes in Computer Science (LNCS), Volume.6589, pp.341-348, Springer, 2011,.
[32] “Microstructure Dynamics and Agent-Based Financial Markets” (with Michael Kampouridis and Edward Tsang), in T. Bosse, A. Geller, and C.M.
Jonker (Eds.): Multi-Agent-Based Simulation XI, Lecture Notes in Artificial Intelligence (LNAI), Vol.6532, pp.121-135,Springer, 2011,.
[33] “Neuroeconomics: A Viewpoint from Agent-Based Computational Economics” (with S G Wang), in Shu-Heng Chen, Yasushi Kambayashi and Hiroshi Sato (eds.) Multi-Agent Applications with Evolutionary
Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2011. ,pp.35-49.
[34] “Bounded Rationality and Market Micro-Behaviors: Case Studies Based on Agent-Based Double Auction Markets” (with R.-J. Zeng, T. Yu and S G Wang), in Shu-Heng Chen, Yasushi Kambayashi and Hiroshi Sato (eds.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies: Intelligent Techniques for Ubiquity and
Optimization, IGI Global, 2011. ,pp.78-94.
[35] “Social Simulation with Both Human Agents and Software Agents: An Investigation into the Impact of Cognitive Capacity to Their Learning Behavior” (with C.-C. Tai, T.-D. Wang and S G Wang), in Shu-Heng Chen, Yasushi Kambayashi and Hiroshi Sato (eds.) Multi-Agent Applications with Evolutionary Computation and Biologically Inspired Technologies:
28
Intelligent Techniques for Ubiquity and Optimization, IGI Global, 2011.
, pp.95-117.
[36] “A Bibliometric Study of Agent Based Modeling Literature on SSCI Database” (with Yu-Hsiang Yang and Wen-Jen Yu), in Shu-Heng Chen, Takao Terano and Ryuichi Yamamoto (eds.), Agent-Based Approaches in Economic and Social Complex Systems VIII, Agent-Based Social Systems, Volume8(4), Springer, 2011,pp.189-198.
[37] “Social Interactions and Innovation: Simulation Based on an Agent-Based Modular Economy” (with Bin-Tzong Chie), in Marco LiCalzi, Lucia Milone and Paolo Pellizzari (eds.), Progress in Artificial Economics:
Computational and Agent-Based Models, Lecture Notes in Economics and Mathematical Systems, Volume645, pp.127-138,Springer, 2010,.
[38] “Testing the Dinosaur Hypothesis under Empirical Datasets" (with Michael Kampouridis and Edward Tsang), in Robert Schaefer, Carlos Cotta, Joanna Kolodziej, and Günter Rudolph (eds.): Parallel Problem Solving from Nature, PPSN XI, Part II, Lecture Notes in Computer Science (LNCS), Volume6239, pp.199-208,Springer, 2010,.
[39] “Does Cognitive Capacity Matter when Learning Using Genetic Programming in Double Auction Markets?” (with C.-C. Tai and Shu G Wang), in G Di Tosto and H Van Dyke Parunak (eds), Multi-Agent-Based Simulation X, Lecture Notes in Artificial Intelligence (LNAI), Vol.5683,
pp.37-48,Springer, 2010,.
[40] “Elasticity puzzle: An inquiry into micro-macro relations” (with Ya-Chi Huang and Jen-Fu Wang), in Stefano Zambelli (ed.), Computable, Constructive and Behavioural Economic Dynamics: Essays in Honour of Kumaraswamy (Vela) Velupillai , pp.377-415, Routledge, 2010.
[41] “The Agent-Based Double Auction Markets: 15 Years On.’’ (with C.-C. Tai), In K. Takadama, C. Cioffi-Revilla, and Guillaume Deffuant (eds),
Simulating Interacting Agents and Social Phenomena: The Second World Congress, pp.119-136,Springer, 2010,.
Referred Papers in Proceedings
[42] “Agent-based Model of the Political Election Prediction Market” (with Tongkui Yu), in Jordi Sabater, Daniel Villatoror and Jaime Sichman (eds.), Proceedings on Twelfth International Workshop on Multi-Agent-Based Simulation (MABS’2011), Taipei, Taiwan, May 2, 2011.
[43] “Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets” (with Michael Kampouridis and Edward Tsang), in 2011 IEEE Proceedings on Computational Intelligence for
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Financial Engineering (CIFEr’2011), Paris, France, April 11-15, 2011.
[44] "Testing the Dinosaur Hypothesis Under Different GP Algorithms", in Proceedings of the 10th Annual Workshop on UK Computational Intelligence (UKCI’2010) Workshop, IEEE Xplore, University of Essex,, UK, September 8-10, 2010.
[45] “Microstructure Dynamics and Agent-Based Financial Markets” in Tibor Bosse, Armando Geller, Catholijn M. Jonker (eds.), Proceedings on
Eleventh International Workshop on Multi-Agent-Based Simulation (MABS’2010), Toronto, Canada, May 11, 2010.
[46] “The Decision-Making Process in a Double Auction Experiment: the Effect of Personality Traits and Working Memory,” (with Umberto Gostoli, Chung-Ching Tai and Kuo-Chuan Shih), 2011 ICABEEP/IAREP/SABE conference, Exeter, UK, July 12-16, 2011.
[47] “Intelligence and Level-k Reasoning in Beauty-Contest Experiments: An Integrated Analysis,” (with Lei-Xing Yang and Yeh-Rong Du), 2011
30
[60] “Testing the Dinosaur Hypothesis Under Different GP Algorithms,” (with Michael Kampouridis and Edward Tsang), 10th Annual Workshop on Computational Intelligence (UKCI 2010), University of Essex, Colchester, UK, September 8-10,2010.
[61] “Agent-Based Social Simulation: A Bibliometric Review,” (with Yu-Hsiang
Yang), 3rd World Congress on Social Simulation (WCSS2010), University
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[69] “Artificial Economic Agents with Heterogeneous Cognitive Capacity and Their Economic Consequences: Study Based on Agent-Based
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Appendix 1
一. 受試者資料庫(ESD)及應用程式