An-Pin Chen

Orcid: 0009-0000-4963-3739

According to our database1, An-Pin Chen authored at least 67 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
AI-Driven Intraday Trading: Applying Machine Learning and Market Activity for Enhanced Decision Support in Financial Markets.
IEEE Access, 2024

2022
Identifying Financial Market Trend Reversal Behavior With Structures of Price Activities Based on Deep Learning Methods.
IEEE Access, 2022

2018
Using intelligent computing and data stream mining for behavioral finance associated with market profile and financial physics.
Appl. Soft Comput., 2018

A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation.
Proceedings of the IEEE International Conference on Agents, 2018

Cloning Strategies from Trading Records using Agent-based Reinforcement Learning Algorithm.
Proceedings of the IEEE International Conference on Agents, 2018

2016
Hedging an option portfolio with minimum transaction lots: A fuzzy goal programming problem.
Appl. Soft Comput., 2016

Binary Classification and Data Analysis for Modeling Calendar Anomalies in Financial Markets.
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.
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.
Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016

Financial Time-Series Data Analysis Using Deep Convolutional Neural Networks.
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.
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.
Proceedings of the Harmony Search Algorithm, 2015

2014
A clustering time series model for the optimal hedge ratio decision making.
Neurocomputing, 2014

Applying market profile theory to forecast Taiwan Index Futures market.
Expert Syst. Appl., 2014

2013
Modeling and simulation of the open-end equity mutual fund market in Taiwan by using self-organizing map.
Simul. Model. Pract. Theory, 2013

2012
Futures hedging using clusters with dynamic behavior of market fluctuation.
Proceedings of the 2012 International Joint Conference on Neural Networks (IJCNN), 2012

An expert decision-making strategy based on collaborative cloud system.
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.
Expert Syst. Appl., 2011

An inter-market arbitrage trading system based on extended classifier systems.
Expert Syst. Appl., 2011

Cloud Computing Architecture for Social Computing - A Comparison Study of Facebook and Google.
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.
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.
Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, 2011

2010
Strategy of global asset allocation using extended classifier system.
Expert Syst. Appl., 2010

Dynamic Physical Behavior Analysis for Financial Trading Decision Support [Application Notes].
IEEE Comput. Intell. Mag., 2010

2009
Using Extended Classifier System for Portfolio Allocation of MSCI Index Component Stocks.
Proceedings of the International Conference on Networked Computing and Advanced Information Management, 2009

Application of New A Priori Algorithm MDNC to Exchange Traded Fund.
Proceedings of the 12th IEEE International Conference on Computational Science and Engineering, 2009

SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling.
Proceedings of the 12th IEEE International Conference on Computational Science and Engineering, 2009

2008
The generalized sequential compound options pricing and sensitivity analysis.
Math. Soc. Sci., 2008

Modeling agent-based performance evaluation for e-learning systems.
Electron. Libr., 2008

A Dual-Mode Learning Mechanism Combining Knowledge-Education and Machine-Learning.
Proceedings of the Advances in Neural Networks, 2008

Applying the Extended Classifier System to Trade Interest Rate Futures Based on Technical Analysis.
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.
Proceedings of the International Joint Conference on Neural Networks, 2008

A Hybrid Forecasting Model for Foreign Exchange Rate Based on a Multi-neural Network.
Proceedings of the Fourth International Conference on Natural Computation, 2008

Service oriented architecture for financial customer relationship management.
Proceedings of the Second International Conference on Distributed Event-Based Systems, 2008

2007
Using computational methodology to price European options with actual payoff distributions.
Soft Comput., 2007

Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example.
Soft Comput., 2007

Using data mining technology to provide a recommendation service in the digital library.
Electron. Libr., 2007

Modeling e-Learning System Performance Evaluation with Agent-Based Approach.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2007

Designing a Dynamic E-learning Project Performance Evaluation Framework.
Proceedings of the 7th IEEE International Conference on Advanced Learning Technologies, 2007

Exchange Rates Forecasting Using a Hybrid Fuzzy and Neural Network Model.
Proceedings of the IEEE Symposium on Computational Intelligence and Data Mining, 2007

A Collaboration Environment for R&D Project.
Proceedings of the Cooperative Design, 2007

2006
Location Aided Mobile Peer-to-Peer system.
Pervasive Mob. Comput., 2006

Knowledge management performance evaluation: a decade review from 1995 to 2004.
J. Inf. Sci., 2006

Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study.
Expert Syst. Appl., 2006

A new efficient approach for data clustering in electronic library using ant colony clustering algorithm.
Electron. Libr., 2006

Applying Technical Analysis of Stock Trends to Trading Strategy of Dynamic Portfolio Insurance.
Proceedings of the 2006 Joint Conference on Information Sciences, 2006

Applying XCS Model to Spread Trading of Taiwan Stock Index Futures.
Proceedings of the 2006 Joint Conference on Information Sciences, 2006

An Empirical Study for Dynamic TIPP Policy Using XCS with Knowledge Rules.
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.
Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), 2006

Optimally Pricing European Options with Real Distributions.
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.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

2005
Integrating option model and knowledge management performance measures: an empirical study.
J. Inf. Sci., 2005

Evaluating the Airline Service Quality by Fuzzy OWA Operators.
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.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

An Extended Two-Phase Architecture for Mining Time Series Data.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

Applying Two-Stage XCS Model on Global Overnight Effect for Local Stock Prediction.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

A Unifying Ontology Modeling for Knowledge Management.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

An Implementation of Learning Classifier Systems for Rule-Based Machine Learning.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2005

A Three-Phase Knowledge Extraction Methodology Using Learning Classifier System.
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.
Proceedings of the IEEE Congress on Evolutionary Computation, 2005

Measurement Practices for Knowledge Management: An Option Perspective.
Proceedings of the Advanced Information Systems Engineering, 17th International Conference, 2005

2004
Fuzzy discriminant analysis with outlier detection by genetic algorithm.
Comput. Oper. Res., 2004

E-Marketplace Using Artificial Immune System as Matchmaker.
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.
Proceedings of the Advances in Data Mining, 2004

2002
Generalization of Yang et al.'s method for fuzzy programming with piecewise linear membership functions.
Fuzzy Sets Syst., 2002

2001
Establishing an Index Arbitrage Model by Applying Neural Networks Method - A Case Study of Nikkei 225 Index.
Int. J. Neural Syst., 2001

Fuzzy approaches for fault diagnosis of transformers.
Fuzzy Sets Syst., 2001


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