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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

Emergent complexity in agent-based computational economics

Chen, Shu-Heng; Wang, Shu G. - In: Journal of economic surveys 25 (2011) 3, pp. 527-546

Persistent link: https://www.econbiz.de/10009157984

Interactions in DSGE models : the Boltzmann-Gibbs machine and social networks approach

Chang, Chia-Lin; Chen, Shu-Heng - 2011

While DSGE models have been widely used by central banks for policy analysis, they seem to have been ineffective in calibrating the models for anticipating financial crises. To bring DSGE models closer to real situations, some of researchers have revised the traditional DSGE models. One of the...

Persistent link: https://www.econbiz.de/10009231268

Risk preference, forecasting accuracy and survival dynamics : simulations based on a multi-asset agent-based artificial stock market

Chen, Shu-Heng; Huang, Ya-chi - In: Journal of economic behavior & organization : JEBO 67 (2008) 3/4, pp. 702-717

Persistent link: https://www.econbiz.de/10003763555

The future of agent-based research in economics : a panel discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 2008

Barr, Jason M.; Tassier, Troy; Ussher, Leanne J.; … - In: Eastern economic journal 34 (2008) 4, pp. 550-565

Persistent link: https://www.econbiz.de/10003791464

Genetic programming and financial trading : how much about "what we know"

Chen, Shu-Heng; Kuo, Tzu-wen; Hoi, Kong-mui - In: Handbook of financial engineering, (pp. 99-154). 2008

Persistent link: https://www.econbiz.de/10003753645

A functional modularity approach to agent-based modeling of the evolution of technology

Chen, Shu-Heng; Chie, Bin-Tzong - In: The complex networks of economic interactions : essays …, (pp. 165-178). 2005

Persistent link: https://www.econbiz.de/10003254091

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

Lottery markets design, micro-structure, and macro-behavior : an ACE approach

Chen, Shu-Heng; Chie, Bin-Tzong - In: Journal of economic behavior & organization : JEBO 67 (2008) 2, pp. 463-480

Persistent link: https://www.econbiz.de/10003746635

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

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