The results of the 2-year research project were presented in international conferences, journals and books. The details are listed as follows.
Edited Books and Volumes
1. Advances in Computational Social Science: The Fourth World Congress, Agent-Based Social Systems, Volume 11, (Shu-Heng Chen, Takao Terano, Ryuichi Yamamoto, and Chung-Ching Tai), Springer, 2014.
2. Guest editor (Shu-Heng Chen, Dash Wu, and David Olson), Information Sciences, a special issue on Business Intelligence in Risk Management, 256. 2014. [SCI]
3. Guest editor (Shu-Heng Chen and Sai-Ping Lee), International Review of Financial Analysis, a special issue on Complexity and Non-Linearities in
Financial Markets: Perspectives from Econophysics, Vol 23, 2012. [EconLit, FLI]
Referred Journal Articles
1. “Neuroeconomics and Agent-Based Computational Economics,” (Shu-Heng Chen), International Journal of Applied Behavioral Economics 3(2): 15-34.
2014.
2. “Competition in a New Industrial Economy: Toward an Agent-Based Economic
Model of Modularity,” (Shu-Heng Chen and Bin-Tzong Chie), Administrative Sciences 4(3):192-218. 2014.
3. “Social Networks and Macroeconomic Stability,” (Shu-Heng Chen, Chia-Ling Chang, and Ming-Chang Wen), Economics: The Open-Access, Open-Assessment E-Journal, Vol. 8, 2014-16.
http://dx.doi.or/10.5018/economics-ejournal.ja.2014-16 [SSCI]
4. “Business Intelligence in Risk Management: Some Recent Progresses,”
(Shu-Heng Chen, Dash Wu and D Olson), Information Sciences, 256:1-7. 2014.
[SCI]
5. “Social Networks, Social Interaction and Macroeconomic Dynamics: How Much Could Ernst Ising Help DSGE? ( Shu-Heng Chen, Chia-Ling Chang and Yi-Heng Tseng), Research in International Business and Finance 30: 312-335.
2014. http://dx.doi.org/10.1016/j.ribaf.2012.08.004 [FLI]
6. “Cognitive Capacity and Cognitive Hierarchy: A Study Based on Beauty Contest Experiments,” (Shu-Heng Chen, Ye-Rong Du and Lee-Xieng Yang), Journal of Economic Interaction and Coordination, 9(1):69-105. 2013 [SSCI]
7. “Non-Price Competition in a Modular Economy: An Agent-Based
Computational Model,” (Shu-Heng Chen and Bin-Tzong Chie), Economia Politica: Journal of Analytical and Institutional Economics, XXX(3): 149-175.
2013. [SSCI]
8. “Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach,” (Shu-Heng Chen and Chia-Ling
Chang), Economics: The Open-Access, Open-Assessment E-Journal, 6(2012-26).
2012. Retrieved from http://dx.doi.org/10.5018/economics-ejournal.ja.2012-26 [SSCI]
9. “To Whom and Where the Hill Becomes Difficult to Climb: Effects of
Cognitive Capacity and Personality in Experimental DA Markets,” (Shu-Heng Chen, Umberto Gostoli, Chung-Ching Tai and Kuo-Chuan Shih), Advances in Behavioral Finance & Economics, Vol 2, No. 2, 41-75. 2012
10. “Microstructure Dynamics and Agent-based Financial Markets: Can Dinosaurs Return?” (Shu-Heng Chen, Michael Kampouridis, and Edward Tsang),
Advances in Complex Systems, Vol 15, supp No 2. 2012 [SSCI, SCI].
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”， (陳樹衡、
高惠松與李建然) ，管理與系統, Vol. 19, No. 3, 2012.【TSSCI】
12. “Interactions in DSGE Models: The Boltzmann-Gibbs Machine and Social Networks Approach,” (Shu-Heng Chen and Chia-Ling Chang), Economics, 2012-26 [SSCI].
13. “Econophysics: Bridges over a Turbulent Current,” (Shu-Heng Chen and
Sai-Ping Li), International Review of Financial Analysis, 23:1-10, 2012.
[EconLit, FLI]
14. “Market Fraction Hypothesis: A Proposed Test,” (Shu-Heng Chen, Michael Kampouridis, and Edward Tsang), International Review of Financial Analysis.
23: 41-54, 2012. [EconLit, FLI]
15. “Liquidity Cost of Market Orders in the Taiwan Stock Market: A Study based on an Order-Driven Agent-Based Artificial Stock Market,” (Shu-Heng Chen, Yi-Ping Huang, Min-Chin Hung, and Tina Yu), International Review of
Financial Analysis, 23:72-80, 2012. [EconLit, FLI].
16. “Agent-Based Economic Models and Econometrics,'' (Shu-Heng Chen, C.-L Chang, and Y.-R. Du), Knowledge Engineering Review, 27(2): 187-219, 2012.
[SCI]
17. “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].
Referred Chapters in Books
1. “Trust, Growth, and Inequality: An Agent-Based Model,” (Shu-Heng Chen and Bin-Tzong Chie), in: Yutaka Nakai, Yuhsuke Koyama, and Takao Terano (eds.), Agent-Based Approaches in Economic and Social Complex Systems VIII:
Post-Proceedings of The AESCS International Workshop 2013, Springer.
2. “Behavioral Macroeconomics and Agent-Based Macroeconomics,” (Shu-Heng Chen and Umberto Gostoli), in Sigeru Omatu, Hugues Bersini, Juan Corchado, Sara Rodriguez, Pawel Pawlewski, and Edgardo Bucciarelli (eds.) Distributed Computing and Artificial Intelligence, 11th Conference. Advances in Intelligent Systems and Computing, Vol 290, 2014, pp. 47-54.
3. Reasoning-Based Artificial Agents in Agent-Based Computational Economics,”
(Shu-Heng Chen) in Kazumi Nakamatsu and Lakhmi Jain (eds.), Handbook on Reasoning-based Intelligent Systems, World Scientific, 2013, pp. 575-602.
4. “Agent-Based Modeling of the El Farol Bar Problem,” (Shu-Heng Chen and Umberto Gostoli), in Alma Lilia García Almanza, Serafin Martinez-Jaramillo, Biliana Alexandrova-Kabadjova, and Edward Tsang (eds.) Simulation in Computational Finance and Economics: Tools and Emerging Applications, IGI Global, 2012, pp. 359-377.
5. “Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance,” (Shu-Heng Chen, 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 oon Optimization and Its
Applications, Vol. 70, Springer, 2012, pp. 31-65.
6. “Emergent Complexity in Agent-Based Computational Economics,” (Shu-Heng Chen and Shu G. Wang), in Stefano Zambelli and Donald George (eds.),
Nonlinearity, Complexity and Randomness in Economics: Toward Algorithmic Foundations for Economics, Wiley-Blackwell, 2012, pp. 131--150.
7. “The Market Fraction Hypothesis under Different GP Algorithms,” (Shu-Heng Chen and Michael Kampouridis and Edward Tsang), in Alexander Yap (ed.), Information Systems for Global Financial Markets: Emerging Developments and Effects, IGI Global, 2012, Chapter 3, pp. 37—54.
8. “Agent-Based Modeling of the Prediction Markets for Political Elections,”
(Shu-Heng Chen and Tongkui Yu), in D. Villatoro, J. Sabater-Mir, and J.S.
Sichman (Eds.): Multi-Agent-Based Simulation XII, Lecture Notes in Artificial Intelligence (LNAI), Volume 7124, Springer, 2012, pp. 31--43.
Referred Papers in Proceedings
1. “Toward a Spatial Agent-Based Prediction Market: Would the Spatial Distribution of Information Matter?” (Shu-Heng Chen and Bin-Tzong Chie), Proceedings of the 2014 Spring Simulation Multi-Conference (SpringSin’14), Tampa, April 13-16, 2014. pp. 62-67.
2. “Role of Price in Industrial Dynamics,” (Shu-Heng Chen and Bin-Tzong Chie), in 2014 IEEE Proceedings on Computational Intelligence for Financial
Engineering (CIFEr’2014), London, UK, March 27-28, 2014, pp. 298-302.
3. “Network-Based Trust Games: An Agent-Based Model,” (Shu-Heng Chen and Tong Zhang), The 5th International Workshop on Emergent Intelligence on Networked Agents (WEIN’13), Saint Paul, Minnesota, USA, May 6, 2013, pp.
60-73.
4. “An Agent-Based Skelton of the Network-Based Trust Games,” (Shu-Heng Chen and Tong Zhang), Society for Modeling and Simulation (SCS) Simulation Series 2013 Proceedings, Book 1, Agent-Directed Simulation Symposium (ADS 2013), San Diego, April 7-10, 2013, pp. 1-6.
5. “Coordination in the El Farol Bar Problem The Role of Social Preferences and Social Networks,” (Shu-Heng Chen and Umberto Gostoli), WCCI 2012 IEEE World Congress on Computational Intelligence, Brisbane, June 11-15, 2012.
Conference Papers
1. “Mechanisms of Trust Formation under Different Conditions of Political Identity,”
(Shu-Heng Chen, Tien-Tun Yang, Ray-May Hsung, Ye-Rong Du, Yi-Jr Lin), XVIII ISA World Congress of Sociology, Yokohama, Japan, July 13-19, 2014.
2. “Economics as an Experimental Science: A Review of Some Recent Progresses,”
(Shu-Heng Chen), The 12th Taiwan International Symposium on Statistical Physics and Complex Systems (StatPhys-Taiwan-2014), Institute of Physics, Academia Sinica, Taipei, Taiwan, June 28-30, 2014.
3. “The Formation of Risk-Sharing Social Networks,” (Shu-Heng Chen, Tong Zhang and Yu Wu), 20th International Conference on Computing in Economics and Finance (CEF 2014), BI Norwegian Business School and Norges Bank, Oslo, Norway, June 22-24, 2014.
4. “The Donor-Recipient Games: Agent-based vs. Equation-based Modeling,”
(Shu-Heng Chen, Wen-Jong Ma and Chia-Yao Tseng), 20th International
Conference on Computing in Economics and Finance (CEF 2014), BI Norwegian Business School and Norges Bank, Oslo, Norway, June 22-24, 2014.
5. “Agent-based Modeling of the Donor-Recipient Games," (Shu-Heng Chen, Wen-Jong Ma and Chia-Yao Tseng), the 19th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2014), Tianjin
University, Tianjin, China, June 14-19, 2014.
6. “Aggregation Problem in the New Keynesian DSGE model," (Shu-Heng Chen, Chia-Ling Chang and Yi-Heng Tseng), the 19th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2014), Tianjin University, Tianjin, China, June 14-19, 2014.
7. “The Formation of Risk-Sharing Social Networks,” (Shu-Heng Chen, Tong Zhang and Yu Wu), 2014 Chinese Economists Society Annual Conference (CES 2014), Jinan University, Guangzhou, China, June 14-15, 2014.
8. “Spatial Modeling of Agent-Based Prediction Markets,” (Shu-Heng Chen, Bin-Tzong Chie), 2014 Chinese Economists Society Annual Conference (CES 2014), Jinan University, Guangzhou, China, June 14-15, 2014.
9. “Network-Based Trust Games: An Agent-Based Model,” (Shu-Heng Chen, Bin-Tzong Chie and Tong Zhang), 2014 Chinese Economists Society Annual Conference (CES 2014), Jinan University, Guangzhou, China, June 14-15, 2014.
10. “Agent-Based Modeling of School Admission Systems,” (Shu-Heng Chen, Weikai Chen and Connie Wang), 2014 Chinese Economists Society Annual Conference (CES 2014), Jinan University, Guangzhou, China, June 14-15, 2014.
11. “Don't Get Mad, Get Even: Emotions in Ultimatum Games,” (Shu-Heng Chen, Chia-Yang Lin), 2014 NeuroPsychoEconomics Conference, Ludwig Maximilian University, Munich, Germany, May 29-30, 2014.
12. “Heterogeneity in Experienced-Weighted Attraction Learning and Its Relation to
Cognitive Ability,” (Shu-Heng Chen, Ye-Rong Du), 2014
NeuroPsychoEconomics Conference, Ludwig Maximilian University, Munich, Germany, May 29-30, 2014.
13. “Order Aggressiveness in Call Auction: Lessons from Closing Call's Information Disclosure New Mechanism in Taiwan,” (Shu-Heng Chen, Yi-Heng Tseng and Chia-Ling Chang), The 5th FMCGC Financial Markets and Corporate
Governance Conference, Queensland University of Technology, Brisbane, Australia, April 22-24, 2014.
14. “Predicting Prediction Markets with Combined Forecasts,” (Shu-Heng Chen, Chen-Yuan Tung, Chung-Ching Tai, Brian Chie, and Hung-Wen Lin),
Southwestern Society of Economists 2014 Annual Meeting, Dallas, Texas, March 11-15, 2014.
15. “Enhancing Interdisciplinary Teaching with Agent-Based Models,” (Shu-Heng Chen), 40th Eastern Economic Association Annual Conference, Boston Park Plaza Hotel, Boston, March 6-9, 2014.
16. “Predicting Prediction Markets with Combined Forecasts,” (Shu-Heng Chen, Chen-Yuan Tung, Chung-Ching Tai, Brian Chie, and Hung-Wen Lin), 40th Eastern Economic Association Annual Conference, Boston Park Plaza Hotel, Boston, March 6-9, 2014.
17. “Don’t Get mad, Get even: Emotion in Ultimatum Games,” (Shu-Heng Chen, Chia-Yang Lin), 2014 Asia-Pacific Meeting of the Economic Science
Association, University of Auckland Business School, Auckland, New Zealand, February 19-21, 2014.
18. “On the Prediction Accuracy of Prediction Markets: Would the Spatial Distribution of Information Matter?” (Shu-Heng Chen and Bin-Tzong Chie), International Workshop on Computational, Cognitive and Behavioral Social Science (CCB'2013), National Chengchi University, Taipei, Taiwan, Dec 6-8, 2013.
19. “Agent-Based Modeling of Donor-Receipts Games,” (Shu-Heng Chen, Wen-Jong Ma and Chia-Yao Tseng), International Workshop on Computational, Cognitive and Behavioral Social Science (CCB'2013), National Chengchi University, Taipei, Taiwan, Dec 6-8, 2013.
20. “On the Prediction Accuracy of Prediction Markets: Would the Spatial
Distribution of Information Matter?” (Shu-Heng Chen and Bin-Tzong Chie), The 2013 Winter Workshop on the Economic Science with Heterogeneous Interacting Agents (Winter ESHIA 2013), Nanyang Technology University, Singapore, Nov 18-19, 2013.
21. “Agent-Based Modeling of Donor-Receipts Games,” (Shu-Heng Chen, Wen-Jong
and Ma and Chia-Yao Tseng), The 2013 Winter Workshop on the Economic Science with Heterogeneous Interacting Agents (Winter ESHIA 2013), Nanyang Technology University, Singapore, Nov 18-19, 2013.
22. “Role of Price in Industry Dynamics: A Modular Perspective,” (Shu-Heng Chen and Bin-Tzong Chie), 25th Annual European Association of Evolutionary Political Economy (EAEPE’2013), Paris, France, November 7-9, 2013. “Heterogeneity in Experienced-Weighted Attraction and Its Relation to Cognitive Ability,”
(Shu-Heng Chen, Ye-Rong Du and Lei Xieng Yang), 2013 Regional Economic Science Association (ESA) Conference, Hotel Paradox, Santa Cruz, California, October 24-26, 2013.
23. “Trust, Growth, and Inequality: An Agent-Based Model,” (Shu-Heng Chen and Bin-Tzong Chie), the 8th International Workshop on Agent-Based Approach in Economics and Social Complex Systems (AESCS 2013), Shibaura Institute of Technology, Tokyo, Japan, September 11-13, 2013.
24. “Networks of Wealth and Wealth of Networks,” (Shu-Heng Chen and Bin-Tzong Chie), the 18th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2013), Reykjavik University, Reykjavik, Iceland, June 20-22, 2013.
25. ”Trust, Culture and Development: What We May Learn” (Shu-Heng Chen and Tong Zhang), 2013 Chinese Economists Society Annual Conference (CES 2013), Chengdu, China, June 8-10, 2013.
26. “An Agent-Based Skelton of the Network-Based Trust Games,” (Shu-Heng Chen and Tong Zhang), Society for Modeling and Simulation (SCS) Simulation Series 2013 Proceedings, Book 1, Agent-Directed Simulation Symposium (ADS 2013), San Diego, April 7-10, 2013, pp. 1-6.
27. “Network-Based Trust Games: An Agent-Based Model,” (Shu-Heng Chen and Tong Zhang), The 5th International Workshop on Emergent Intelligence on Networked Agents (WEIN’13), Saint Paul, Minnesota, USA, May 6, 2013, pp.
60-73.
28. “Cognitive Capacity and Cognitive Hierarchy: A Study Based on Beauty Contest Experiments,” (with Ye-Rong Du and Lei Xieng Yang), Symposium on Decision Science and Brain, Research Center for Mind, Brain and Learning, National Chengchi University, Taipei, Taiwan. Feb 18, 2013.
29. “Cognitive Capacity and Cognitive Hierarchy: A Study Based on Beauty Contest Experiments,” (with Ye-Rong Du and Lei Xieng Yang), 2012 Regional Economic Science Association (ESA) Conference, Westward Look Resort, Tucson, Arizona, November 16-17, 2012.