Narrow search
Showing 1 - 10 of 24
Cover Image
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - 1999
Persistent link: https://www.econbiz.de/10001372680
Cover Image
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
Cover Image
On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?
Navet, Nicolas; Chen, Shu-Heng - In: Natural computing in computational finance ; [the …, (pp. 197-210). 2008
Persistent link: https://www.econbiz.de/10009515168
Cover Image
On the plausibility of sunspot equilibria : simulations based on agent-based artificial stock markets
Chen, Shu-Heng; Liao, Chung-Chih; Chou, Pei-Jung - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10003715662
Cover Image
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Cover Image
Information aggregation and computational intelligence : limits to price discovery
Chen, Shu-Heng; Venkatachalam, Ragupathy - In: Evolutionary and institutional economics review 14 (2017) 1, pp. 231-252
Persistent link: https://www.econbiz.de/10011685836
Cover Image
The optimal pricing of a market maker in a heterogeneous agent economy
Guo, Bin; Zhang, Wei; Chen, Shu-Heng; Zhang, Yongjie - In: Finance research letters 14 (2015), pp. 178-187
Persistent link: https://www.econbiz.de/10011552732
Cover Image
Which is the better fourth factor in China? : reversal or turnover?
Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Zhang, Joyce; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012491148
Cover Image
The competitions of time-varying and constant loadings in asset pricing models : empirical evidence and agent-based simulations
Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Chen, Shu-Heng - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 577-612
Persistent link: https://www.econbiz.de/10013271952
Cover Image
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - In: Journal of economic behavior & organization : JEBO 46 (2001) 3, pp. 327-342
Persistent link: https://www.econbiz.de/10001649219