Research Projects

  1. "Toward a synthesis of social and individual learning for traders: a multi-population genetic programming approach to the agent-based modeling of financial markets", NSC 89-2415-H-214-002, 1999/12/01 -- 2000/07/31.
  2. "Modeling intelligent agents in an artificial double auction stock market: the approach based on genetic programming with automatically defined functions", NSC 90-2213-E-214-048, 2001/08/01 -- 2002/07/31.
  3. "Building intelligent agent based dynamical portfolio management system", NSC 91-2213-E-155-026, 2002/08/01 -- 2003/07/31.
  4. "Genetic programming based artificial societies simulation: the new approach to social sciences", NSC 92-2416-H-155-006, 2003/08/01 -- 2004/07/31.
  5. "The effectiveness and market performance of price limits: agent-based modeling approach", NSC 93-2213-H-155-021, 2004/08/01 -- 2005/07/31.
  6. "The effectiveness and market performance of margin requirements --- why, when, and how: agent-based modeling approach", NSC 94-2416-H-155-028, 2005/08/01 -- 2006/07/31.
  7. "Speculation and market performance: agent-based modeling approach", NSC 95-2416-H-155-016, 2006/08/01 -- 2007/07/31.
  8. "Examining the effects of tick size on market quality: agent-based modeling approach", NSC 96-2416-H-155-013, 2007/08/01 -- 2008/07/31.
  9. "Examining the relationship between the traders' rationality and the effectiveness of price limits: agent-based modeling approach", NSC 97-2410-H-155-010, 2008/08/01-2009/07/31.
  10. "Examining the effects of traders' overconfidence on a financial market: agent-based modeling of behavioral finance", NSC 98-2410-H-155-021, 2009/08/01-2010/07/31.
  11. "Building a new platform of an agent-based artificial stock market: from the network perspective", NSC 100-2410-H-155-026-MY2, 2011/08/01-2013/07/31.
  12. "Building a new platform of an agent-based artificial stock market: from the perspective of market microstructure", NSC 102-2410-H-155-001, 2013/08/01-2014/07/31.
  13. "The impact assessments of high frequency trading: the agent-based modeling perspective", MOST 103-2410-H-155 -004-MY2, 2014/08/01-2016/07/31.