An-Pin Chen

According to our database, An-Pin Chen authored at least 68 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs.

Mei-Chen Wu, Szu-Hao Huang, An-Pin Chen

Appl. Intell., March, 2024

AI-Driven Intraday Trading: Applying Machine Learning and Market Activity for Enhanced Decision Support in Financial Markets.

Min-Chih Hung, An-Pin Chen, Wan-Ting Yu

IEEE Access, 2024

2022

Identifying Financial Market Trend Reversal Behavior With Structures of Price Activities Based on Deep Learning Methods.

Chern-Bin Ju, An-Pin Chen

IEEE Access, 2022

2018

Using intelligent computing and data stream mining for behavioral finance associated with market profile and financial physics.

Chien-Cheng Lin, Chun-Sheng Chen, An-Pin Chen

Appl. Soft Comput., 2018

A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation.

Pei-Ying Hsu, Chin Chou, Szu-Hao Huang, An-Pin Chen

Proceedings of the IEEE International Conference on Agents, 2018

Cloning Strategies from Trading Records using Agent-based Reinforcement Learning Algorithm.

Chiao-Ting Chen, An-Pin Chen, Szu-Hao Huang

Proceedings of the IEEE International Conference on Agents, 2018

2016

Hedging an option portfolio with minimum transaction lots: A fuzzy goal programming problem.

Chang-Chun Lin, Yi-Ting Liu, An-Pin Chen

Appl. Soft Comput., 2016

Binary Classification and Data Analysis for Modeling Calendar Anomalies in Financial Markets.

Hui-Hsuan Tung, Chiao-Chun Cheng, Yu-Ying Chen, Yu-Fu Chen, Szu-Hao Huang, An-Pin Chen

Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016

Treand Behavior Research by Pattern Analysis in Financial Big Data - A Case Study of Taiwan Index Futures Market.

Anthony Lee, Mei-Chen Wu, An-Pin Chen

Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016

Applying Market Profile Theory to Analyze Financial Big Data and Discover Financial Market Trading Behavior - A Case Study of Taiwan Futures Market.

Wei-Yuan Huang, An-Pin Chen, Yu-Hsiang Hsu, Hua-Yang Chang, Ming-Wu Tsai

Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016

Financial Time-Series Data Analysis Using Deep Convolutional Neural Networks.

Jou-Fan Chen, Wei-Lun Chen, Chun-Ping Huang, Szu-Hao Huang, An-Pin Chen

Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016

2015

The Discovery of Financial Market Behavior Integrated Data Mining on ETF in Taiwan.

Bo-Wen Yang, Mei-Chen Wu, Chiou-Hung Lin, Chiung-Fen Huang, An-Pin Chen

Proceedings of the Harmony Search Algorithm, 2015

Data Mining Application to Financial Market to Discover the Behavior of Entry Point - A Case Study of Taiwan Index Futures Market.

Mei-Chen Wu, Bo-Wen Yang, Chiou-Hung Lin, Ya-Hui Huang, An-Pin Chen

Proceedings of the Harmony Search Algorithm, 2015

2014

A clustering time series model for the optimal hedge ratio decision making.

Yu-Chia Hsu, An-Pin Chen

Neurocomputing, 2014

Applying market profile theory to forecast Taiwan Index Futures market.

Chiu-Chin Chen, Yi-Chun Kuo, Chien-Hua Huang, An-Pin Chen

Expert Syst. Appl., 2014

2013

Modeling and simulation of the open-end equity mutual fund market in Taiwan by using self-organizing map.

Chiu-Chin Chen, An-Pin Chen, Pei-Yun Yeh

Simul. Model. Pract. Theory, 2013

2012

Futures hedging using clusters with dynamic behavior of market fluctuation.

Yu-Chia Hsu, An-Pin Chen

Proceedings of the 2012 International Joint Conference on Neural Networks (IJCNN), 2012

An expert decision-making strategy based on collaborative cloud system.

Chiu-Chin Chen, An-Pin Chen

Proceedings of the 2012 IEEE International Conference on Automation Science and Engineering, 2012

2011

Using the XCS classifier system for portfolio allocation of MSCI index component stocks.

Wen-Chih Tsai, An-Pin Chen

Expert Syst. Appl., 2011

An inter-market arbitrage trading system based on extended classifier systems.

Yu-Chia Hsu, An-Pin Chen, Jia-Haur Chang

Expert Syst. Appl., 2011

Cloud Computing Architecture for Social Computing - A Comparison Study of Facebook and Google.

Bo-Wen Yang, Wen-Chih Tsai, An-Pin Chen, Singh Ramandeep

Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, 2011

An Integrated Home Financial Investment Learning Environment Applying Cloud Computing in Social Network Analysis.

Mao-Ping Wen, Hsio-Yi Lin, An-Pin Chen, Chyan Yang

Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, 2011

Building a Learning Games Network in Cloud Learning Platform Based on Immigrant Education.

Chien-Chih Tu, An-Pin Chen

Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, 2011

2010

Strategy of global asset allocation using extended classifier system.

Wen-Chih Tsai, An-Pin Chen

Expert Syst. Appl., 2010

Dynamic Physical Behavior Analysis for Financial Trading Decision Support [Application Notes].

An-Pin Chen, Yu-Chia Hsu

IEEE Comput. Intell. Mag., 2010

2009

Using Extended Classifier System for Portfolio Allocation of MSCI Index Component Stocks.

Wen-Chih Tsai, Chiung-Fen Huang, An-Pin Chen

Proceedings of the International Conference on Networked Computing and Advanced Information Management, 2009

Application of New A Priori Algorithm MDNC to Exchange Traded Fund.

Chiung-Fen Huang, Wen-Chih Tsai, An-Pin Chen

Proceedings of the 12th IEEE International Conference on Computational Science and Engineering, 2009

SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling.

Yu-Chia Hsu, An-Pin Chen

Proceedings of the 12th IEEE International Conference on Computational Science and Engineering, 2009

2008

The generalized sequential compound options pricing and sensitivity analysis.

Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen

Math. Soc. Sci., 2008

Modeling agent-based performance evaluation for e-learning systems.

Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen

Electron. Libr., 2008

A Dual-Mode Learning Mechanism Combining Knowledge-Education and Machine-Learning.

Yichang Chen, An-Pin Chen

Proceedings of the Advances in Neural Networks, 2008

Applying the Extended Classifier System to Trade Interest Rate Futures Based on Technical Analysis.

An-Pin Chen, Yu-Chia Hsu, Chien-Hua Huang, Ya-Chun Yang

Proceedings of the Eighth International Conference on Intelligent Systems Design and Applications, 2008

Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model.

Hsio-Yi Lin, An-Pin Chen

Proceedings of the International Joint Conference on Neural Networks, 2008

A Hybrid Forecasting Model for Foreign Exchange Rate Based on a Multi-neural Network.

An-Pin Chen, Yu-Chia Hsu, Ko-Fei Hu

Proceedings of the Fourth International Conference on Natural Computation, 2008

Service oriented architecture for financial customer relationship management.

Wen-Chih Tsai, An-Pin Chen

Proceedings of the Second International Conference on Distributed Event-Based Systems, 2008

2007

Using computational methodology to price European options with actual payoff distributions.

Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen

Soft Comput., 2007

Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example.

Mei-Chih Chen, Chang-Li Lin, An-Pin Chen

Soft Comput., 2007

Using data mining technology to provide a recommendation service in the digital library.

Chia-Chen Chen, An-Pin Chen

Electron. Libr., 2007

Modeling e-Learning System Performance Evaluation with Agent-Based Approach.

Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2007

Designing a Dynamic E-learning Project Performance Evaluation Framework.

Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen

Proceedings of the 7th IEEE International Conference on Advanced Learning Technologies, 2007

Exchange Rates Forecasting Using a Hybrid Fuzzy and Neural Network Model.

An-Pin Chen, Hsio-Yi Lin

Proceedings of the IEEE Symposium on Computational Intelligence and Data Mining, 2007

A Collaboration Environment for R&D Project.

August Liao, Li-Dien Fu, An-Pin Chen

Proceedings of the Cooperative Design, 2007

2006

Location Aided Mobile Peer-to-Peer system.

An-Pin Chen, Tien-Hwa Ho

Pervasive Mob. Comput., 2006

Knowledge management performance evaluation: a decade review from 1995 to 2004.

Mu-Yen Chen, An-Pin Chen

J. Inf. Sci., 2006

Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study.

An-Pin Chen, Mu-Yen Chen

Expert Syst. Appl., 2006

A new efficient approach for data clustering in electronic library using ant colony clustering algorithm.

An-Pin Chen, Chia-Chen Chen

Electron. Libr., 2006

Applying Technical Analysis of Stock Trends to Trading Strategy of Dynamic Portfolio Insurance.

Jung-Bin Li, Sheng-Hsiu Wu, Mu-Yen Chen, An-Pin Chen

Proceedings of the 2006 Joint Conference on Information Sciences, 2006

Applying XCS Model to Spread Trading of Taiwan Stock Index Futures.

Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen

Proceedings of the 2006 Joint Conference on Information Sciences, 2006

An Empirical Study for Dynamic TIPP Policy Using XCS with Knowledge Rules.

Mei-Chih Chen, Ming-Chia Huang, An-Pin Chen

Proceedings of the 2006 Joint Conference on Information Sciences, 2006

Refined Group Learning Based on XCS and Neural Network in Intelligent Financial Decision Support System.

Jung-Bin Li, An-Pin Chen

Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), 2006

Optimally Pricing European Options with Real Distributions.

Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen

Proceedings of the Advances in Hybrid Information Technology, 2006

Integration of Group Decisions and XCS in Intelligent Financial Decision Support System - an Example of Taiwan Index.

Jung-Bin Li, Yuan-Tsung Yu, An-Pin Chen

Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

2005

Integrating option model and knowledge management performance measures: an empirical study.

Mu-Yen Chen, An-Pin Chen

J. Inf. Sci., 2005

Evaluating the Airline Service Quality by Fuzzy OWA Operators.

Ching-Hsue Cheng, Jing-Rong Chang, Tien-Hwa Ho, An-Pin Chen

Proceedings of the Modeling Decisions for Artificial Intelligence, 2005

Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading - An Example of Taiwan Index Option.

An-Pin Chen, Yi-Chang Chen, Wen-Chuan Tseng

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

An Extended Two-Phase Architecture for Mining Time Series Data.

An-Pin Chen, Yi-Chang Chen, Nai-Wen Hsu

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

Applying Two-Stage XCS Model on Global Overnight Effect for Local Stock Prediction.

An-Pin Chen, Yi-Chang Chen, Yu-Hua Huang

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

A Unifying Ontology Modeling for Knowledge Management.

An-Pin Chen, Mu-Yen Chen

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

An Implementation of Learning Classifier Systems for Rule-Based Machine Learning.

An-Pin Chen, Mu-Yen Chen

Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

A Three-Phase Knowledge Extraction Methodology Using Learning Classifier System.

An-Pin Chen, Kuang-Ku Chen, Mu-Yen Chen

Proceedings of the Database and Expert Systems Applications, 16th International Conference, 2005

Using extended classifier system to forecast S&P futures based on contrary sentiment indicators.

An-Pin Chen, Yung-Hua Chang

Proceedings of the IEEE Congress on Evolutionary Computation, 2005

Measurement Practices for Knowledge Management: An Option Perspective.

An-Pin Chen, Mu-Yen Chen

Proceedings of the Advanced Information Systems Engineering, 17th International Conference, 2005

2004

Fuzzy discriminant analysis with outlier detection by genetic algorithm.

Chang-Chun Lin, An-Pin Chen

Comput. Oper. Res., 2004

E-Marketplace Using Artificial Immune System as Matchmaker.

Tung Wan Cheng, Wan Ling Wang, An-Pin Chen

Proceedings of the 2004 IEEE International Conference on E-Commerce Technology (CEC 2004), 2004

An Association Mining Method for Time Series and Its Application in the Stock Prices of TFT-LCD Industry.

Chiung-Fen Huang, Yen-Chu Chen, An-Pin Chen

Proceedings of the Advances in Data Mining, 2004

2002

Generalization of Yang et al.'s method for fuzzy programming with piecewise linear membership functions.

Chang-Chun Lin, An-Pin Chen

Fuzzy Sets Syst., 2002

2001

Establishing an Index Arbitrage Model by Applying Neural Networks Method - A Case Study of Nikkei 225 Index.

An-Pin Chen, Chieh-Yow Chianglin, Hisu-Pei Chung

Int. J. Neural Syst., 2001

Fuzzy approaches for fault diagnosis of transformers.

An-Pin Chen, Chang-Chun Lin

Fuzzy Sets Syst., 2001