Genetic Programming Bibliography entries for Chia Hsuan Yeh

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GP coauthors/coeditors: Shu-Heng Chen, John Duffy, Woh-Chiang Lee, Chung-Chih Liao, Chun-Yi Yang,

Genetic Programming Articles by Chia Hsuan Yeh

  1. Chia-Hsuan Yeh and Chun-Yi Yang. Social Networks and Asset Price Dynamics. IEEE Transactions on Evolutionary Computation, 19(3):387-399, 2015. details

  2. Chia-Hsuan Yeh and Chun-Yi Yang. Examining the effectiveness of price limits in an artificial stock market. Journal of Economic Dynamics and Control, 34(10):2089-2108, 2010. details

  3. Chia-Hsuan Yeh. The effects of intelligence on price discovery and market efficiency. Journal of Economic Behavior \& Organization, 68(3-4):613-625, 2008. details

  4. Shu-Heng Chen and Chia-Hsuan Yeh. On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis. Journal of Economic Behavior \& Organization, 49(2):217-239, 2002. details

  5. Shu-Heng Chen and John Duffy and Chia-Hsuan Yeh. Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game. The Electronic Journal of Evolutionary Modeling and Economic Dynamics, 2002. details

  6. Chia-Hsuan Yeh and Shu-Heng Chen. Market Diversity and Market Efficiency: The Approach Based on Genetic Programming. AISB Journal, 1(1):147-167, 2001. details

  7. Shu-Heng Chen and Chia-Hsuan Yeh. Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market. Journal of Economic Dynamics and Control, 25(3-4):363-393, 2001. details

  8. Shu-Heng Chen and Chia-Hsuan Yeh. Simulating economic transition processes by genetic programming. Annals of Operations Research, 97(1-4):265-286, 2000. details

  9. Shu-Heng Chen and Chia-Hsuan Yeh. Modeling the expectations of inflation in the OLG model with genetic programming. Soft Computing - A Fusion of Foundations, Methodologies and Applications, 3(3):53-62, 1999. details

  10. Shu-Heng Chen and Wo-Chiang Lee and Chia-Hsuan Yeh. Hedging derivative securities with genetic programming. Intelligent Systems in Accounting, Finance and Management, 8(4):237-251, 1999. Special Issue: Machine Learning and Data Mining in Finance. details

  11. Shu-Heng Chen and Chia-Hsuan Yeh. Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming. Journal of Economic Dynamics and Control, 21(6):1043-1063, 1997. details

  12. Shu-Heng Chen and Chia-Hsuan Yeh. Information Transmission, Market Efficiency and the Evolution of Information-Processing Technology. Journal of Technology Management, 1(1):23-41, 1996. details

Genetic Programming conference papers by Chia Hsuan Yeh

  1. Chia-Hsuan Yeh and Chun-Yi Yang. Can learning affect the effectiveness of price limits?. In Xiaodong Li editor, Proceedings of the 2012 IEEE Congress on Evolutionary Computation, pages 1094-1101, Brisbane, Australia, 2012. details

  2. Chia-Hsuan Yeh. The Influence of GP's Representations in Financial Data Mining. In Procceedings of the Sixth International Conference on Computational Intelligence and Natural Computing, Embassy Suites Hotel and Conference Center, Cary, North Carolina USA, 2003. details

  3. Chia-Hsuan Yeh and Shu-Heng Chen. The Differences between Social and Individual Learning on the Time Series Properties: The Approach Based on Genetic Programming. In Lee Spector and Erik D. Goodman and Annie Wu and W. B. Langdon and Hans-Michael Voigt and Mitsuo Gen and Sandip Sen and Marco Dorigo and Shahram Pezeshk and Max H. Garzon and Edmund Burke editors, Proceedings of the Genetic and Evolutionary Computation Conference (GECCO-2001), page 191, San Francisco, California, USA, 2001. Morgan Kaufmann. details

  4. Chia-Hsuan Yeh. The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming. In 7th International Conference of Society of Computational Economics, Yale, 2001. details

  5. Chia-Hsuan Yeh and Shu-Heng Chen. Toward an integration of social learning and individual learning in agent-based computational stock markets:the approach based on population genetic programming. In Computing in Economics and Finance, Universitat Pompeu Fabra, Barcelona, Spain, 2000. details

  6. Shu-Heng Chen and Chung-Chi Liao and Chi-Hsuan Yeh. On The Emergent Properties Of Artificial Stock Markets: Some Initial Evidences. In Computing in Economics and Finance, Universitat Pompeu Fabra, Barcelona, Spain, 2000. details

  7. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming in the Agent-Based Artificial Stock Market. In Peter J. Angeline and Zbyszek Michalewicz and Marc Schoenauer and Xin Yao and Ali Zalzala editors, Proceedings of the Congress on Evolutionary Computation, volume 2, pages 834-841, Mayflower Hotel, Washington D.C., USA, 1999. IEEE Press. details

  8. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming in the Agent-Based Modeling of Stock Markets. In David A. Belsley and Christopher F. Baum editors, Fifth International Conference: Computing in Economics and Finance, page 77, Boston College, MA, USA, 1999. Book of Abstracts. details

  9. Shu-Heng Chen and Chia-Hsuan Yeh and Woh-Chiang Lee. Option Pricing with Genetic Programming. In John R. Koza and Wolfgang Banzhaf and Kumar Chellapilla and Kalyanmoy Deb and Marco Dorigo and David B. Fogel and Max H. Garzon and David E. Goldberg and Hitoshi Iba and Rick Riolo editors, Genetic Programming 1998: Proceedings of the Third Annual Conference, pages 32-37, University of Wisconsin, Madison, Wisconsin, USA, 1998. Morgan Kaufmann. details

  10. Shu-Heng Chen and W.-C. Lee and C.-H. Yeh. Hedging Derivative Securities with Genetic Programming. In G. Nakhaeizadeh and E. Steurer editors, Application of Machine Learning and Data Mining in Finance: Workshop at ECML-98, pages 140-151, Dorint-Parkhotel, Chemnitz, Germany, 1998. details

  11. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic programming in the overlapping generations model: An illustration with the dynamics of the inflation rate. In V. William Porto and N. Saravanan and D. Waagen and A. E. Eiben editors, Evolutionary Programming VII: Proceedings of the Seventh Annual Conference on Evolutionary Programming, volume 1447, pages 829-837, Mission Valley Marriott, San Diego, California, USA, 1998. Springer-Verlag. details

  12. Chia-Hsuan Yeh. Genetic Programming Learning and the Overlapping Generations Models. In John R. Koza editor, Late Breaking Papers at the Genetic Programming 1998 Conference, page 241 and 270, University of Wisconsin, Madison, Wisconsin, USA, 1998. Stanford University Bookstore. details

  13. Shu-Heng Chen and Chia-Hsuan Yeh. Trading Restrictions, Speculative Trades and Price Volatility: An Application of Genetic Programming. In Proceedings of the 3rd International Mendel Conference on Genetic Algorithms, Optimization Problems, Fuzzy Logic, Neural Networks, Rough Sets (Mendel'97), pages 31-37., Brno, Czech Republic, 1997. PC-DIR. details

  14. Shu-Heng Chen and Chia-Hsuan Yeh. Speculative Trades and Financial Regulations: Simulation Bassed on Genetic Programming. In A. Ghose editor, Working Notes of The IJCAI-97: Workshop on Business Applications of AI. Fifteenth International Joint Conference on Artificial Intelligence (IJCAI'97), pages 1-8, Nagoya, Japan, 1997. details

  15. Shu-Heng Chen and Chia-Hsuan Yeh. Speculative Trades and Financial Regulations: Simulations Based on Genetic Programming. In Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr'97), pages 123-129, New York City, U.S.A., 1997. IEEE Press. details

  16. Shu-Heng Chen and Chia-Hsuan Yeh. Simulating Economic Transition Processes by Genetic Programming. In R. Kulikowski and Z. Nahorski and J. W. Owsinski editors, Proceedings of the International Conference on Transition to Advanced Market Institutions and Economies: Systems and Operations Research Challenges (Transition'97), pages 87-93, Warsaw, Poland, 1997. details

  17. Shu-Heng Chen and Chia-Hsuan Yeh. Modelling Structural Changes with Genetic Programming: An Outline. In A. Sydow editor, Proceedings of 15th IMACS World Congress on Scientific Computation, Moldelling and Applied Mathematics, volume 2, pages 621-626, Berlin, 1997. Numerical Mathematics, Wissenschaft \& Technik Verlag. details

  18. Shu-Heng Chen and Chia-Hsuan Yeh. Modeling Speculators with Genetic Programming. In Peter J. Angeline and Robert G. Reynolds and John R. McDonnell and Russ Eberhart editors, Proceedings of the Sixth Conference on Evolutionary Programming, volume 1213, pages 137-147, Indianapolis, Indiana, USA, 1997. Springer-Verlag. details

  19. Shu-Heng Chen and Chia-Hsuan Yeh. Using Genetic Programming to Model Volatility in Financial Time Series: The Case of Nikkei 225 and S\&P 500. In Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (JIC'97), pages 288-306, Aoyoma Gakuin University, Tokyo, Japan, 1997. details

  20. Shu-Heng Chen and Chia-Hsuan Yeh. Using Genetic Programming to Model Volatility in Financial Time Series. In John R. Koza and Kalyanmoy Deb and Marco Dorigo and David B. Fogel and Max Garzon and Hitoshi Iba and Rick L. Riolo editors, Genetic Programming 1997: Proceedings of the Second Annual Conference, pages 58-63, Stanford University, CA, USA, 1997. Morgan Kaufmann. details

  21. Chia-Hsuan Yeh. From Multi-Agent System to Macroeconomics: Applications of Genetic Programming. In John R. Koza editor, Late Breaking Papers at the 1997 Genetic Programming Conference, page 303, Stanford University, CA, USA, 1997. Stanford Bookstore. details

  22. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming and the Efficient Market Hypothesis. In John R. Koza and David E. Goldberg and David B. Fogel and Rick L. Riolo editors, Genetic Programming 1996: Proceedings of the First Annual Conference, pages 45-53, Stanford University, CA, USA, 1996. MIT Press. details

  23. Shu-Heng Chen and John Duffy and Chia-Hsuan Yeh. Equilibrium Selection Using Genetic Programming. In S. Amari and L. Xu and L. Chan and I. King and K. Leung editors, Progress in Neural Information Precessing: Proceedings of the International Conference on Neural Information Processing (ICONIP'96), volume 2, pages 1341-1346, Hong Kong Convention and Exhibition Center, Hong Kong, 1996. Springer-Verlag. details

  24. Shu-Heng Chen and Chia-Hsuan Yeh. A Comparison of Forcast Accuracy between Genetic Programming and Other Forcasters: A loss-Differential Approach. In Daniel Borrajo and Pedro Isasi editors, The First International Workshop on Machine Learning, Forecasting, and Optimization (MALFO96), pages 39-51, Gatafe, Spain, 1996. details

  25. Shu-Heng Chen and Chia-Hsuan Yeh. On the Coordination and Adaptability of the Large Economy: An Application of Genetic Programming to the Cobweb Model. In Preprints of 13th World Congress International Federation of Automatic Control, volume L, pages 279-284, San Francisco, CA, USA, 1996. details

  26. Shu-Heng Chen and Chia-Hsuan Yeh. Bridging the Gap between Nonlinearity Tests and the Efficient Market Hypothesis by Genetic Programming. In Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, pages 34-39, Crowne Plaza Manhattan, New York City, 1996. IEEE Press. details

  27. Shu-Heng Chen and John Duffy and Chia-Hsuan Yeh. Modelling Coordination Game as a Multi-Agent Adaptive System by Genetic Programming. In W. Van de Velde and J. W. Perram editors, Position Papers of the 7th European Workshop on Modelling Autonomous Agents in a Multi-Agent World (MAAMAW'96), 1996. Technical Report 96-1. details

  28. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming Learning in the Cobweb Model with Speculators. In International Computer Symposium (ICS'96). Proceedings of International Conference on Artificial Intelligence, pages 39-46, National Sun Yat-Sen University, Kaohsiung, Taiwan, R.O.C., 1996. details

  29. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming Learning in the Cobweb Model with Speculators. In Proceedings of 3rd Conference on Business Education, pages 155-176, Department of Business Education, National Changhua University of Education, Chunghua, Taiwan, 1996. details

  30. Shu-Heng Chen and John Duffy and Chia-Hsuan Yeh. Genetic Programming in the Coordination Game with a Chaotic Best-Response Function. In Lawrence J. Fogel and Peter J. Angeline and Thomas Baeck editors, Evolutionary Programming V: Proceedings of the Fifth Annual Conference on Evolutionary Programming, pages 277-286, San Diego, 1996. MIT Press. details

  31. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming in Computable Financial Economics. In Proceedings of the ISCA 11th Conference: Computers and Their Applications, pages 135-138, San Francisco, California, U.S.A., 1996. ISCA Press. details

  32. Shu-Heng Chen and Chia-Hsuan Yeh. Predicting Stock Returns with Genetic Programming: Do the Short-Term Nonlinear Regularities Exist?. In Doug Fisher editor, Proceedings of the Fifth International Workshop on Artificial Intelligence and Statistics, pages 95-101, Ft. Lauderdale, Florida, U.S.A., 1995. details

  33. Shu-Heng Chen and Chia-Hsuan Yeh. Predicting Chaotic Dynamic Systems with Genetic Programming. In Proceedings of the 50th International Statistical Institute Session, Beijing, 1995. details

  34. Shu-Heng Chen and Chia-Hsuan Yeh. Information Transmission, Market Efficiency and the Evolution of Information-Processing Technology. In C. Houng editor, Proceedings of the 1995 National Conference on Management of Technology, pages 339-348, 1995. details

  35. Shu-Heng Chen and Chia-Hsuan Yeh. On the Competitiveness of the Quantity Theory of Money: A Natural-Selection Test Based on Genetic Programming. In 11th International Conference on Advanced Science and Technology, Chicago, Illinois, U.S.A, 1995. details

  36. Shu-Heng Chen and Chia-Hsuan Yeh. On the Coordination and Adaptability of the Large Economy: An Application of Genetic Programming to the Cobweb Model. In Proceedings of the First International Conference on Applications of Dynamic Models to Economics, pages 121-159, ChungLi, Taiwan, R.O.C., 1995. details

  37. Shu-Heng Chen and Chia-Hsuan Yeh. Genetic Programming, Predictability and Stock Market Efficiency. In Proceedings of 1995 IFAC/IFIP/IFORS/SEDC Symposium on Modelling and Control of National and Regional Economies, volume II, Gold Coast, Australia, 1995. details

Genetic Programming book chapters by Chia Hsuan Yeh