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Emergent complexity in agent-based computational economics

Chen, Shu-Heng; Wang, Shu G. - In: Nonlinearity, complexity and randomness in economics : …, (pp. 131-150). 2012

Persistent link: https://www.econbiz.de/10009505620

Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 4, (pp. 181-197). 2011

Persistent link: https://www.econbiz.de/10009423545

An order-driven agent-based artificial stock market to analyze liquidity costs of market orders in the Taiwan stock market

Huang, Yi-ping; Chen, Shu-Heng; Hung, Min-chin; Yu, Tina - In: Natural computing in computational finance : volume 4, (pp. 163-179). 2011

Persistent link: https://www.econbiz.de/10009423546

Econophysics : bridges over a turbulent current

Chen, Shu-Heng; Li, Sai-ping - In: International review of financial analysis 23 (2012), pp. 1-10

Persistent link: https://www.econbiz.de/10009690108

Liquidity cost of market orders in the Taiwan Stock Market : a study based on an order-driven agent-based artificial stock market

Huang, Yi-ping; Chen, Shu-Heng; Hung, Ming-chin; Yu, Tina - In: International review of financial analysis 23 (2012), pp. 72-80

Persistent link: https://www.econbiz.de/10009690114

Market fraction hypothesis : a proposed test

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: International review of financial analysis 23 (2012), pp. 41-54

Persistent link: https://www.econbiz.de/10009690126

Coordination in the El Farol Bar problem : the role of social preferences and social networks

Chen, Shu-Heng; Gostoli, Umberto - 2013

In this paper, the authors continue the pursuit of the self-coordination mechanism as studied in the El Farol Bar problem. However, in addition to efficiency (the optimal use of the public facility), they are also interested in the distribution of the public resources among all agents. Hence,...

Persistent link: https://www.econbiz.de/10009713788

Do the ASEAN countries and Taiwan form a common currency area?

Binner, Jane M.; Chen, Shu-Heng; Lai, Ke-Hung; … - In: Journal of international money and finance 30 (2011) 7, pp. 1429-1435

Persistent link: https://www.econbiz.de/10009407658

Non-price competition in a modular economy : an agent-based computational model

Chie, Bin-Tzong; Chen, Shu-Heng - In: Economia politica : journal of analytical and … 30 (2013) 3, pp. 273-299

Persistent link: https://www.econbiz.de/10010259769

Cognitive capacity and cognitive hierarchy : a study based on beauty contest experiments

Chen, Shu-Heng; Du, Ye-Rong; Yang, Lee-xieng - In: Journal of economic interaction and coordination : JEIC 9 (2014) 1, pp. 69-105

Persistent link: https://www.econbiz.de/10010345597