Option Pricing with Genetic Algorithms: The Case of European-Style Options. - Shu-Heng Chen; Woh-Chiang Lee (ICGA, 1997)

Option pricing with genetic algorithms: a second report. - Shu-Heng Chen; Woh-Chiang Lee (ICNN, 1997)

Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market. - Shu-Heng Chen; Wo-Chiang Lee (IJCNN, 1999)

Hedging derivative securities with genetic programming. - Shu-Heng Chen; Wo-Chiang Lee; Chia-Hsuan Yeh (Intell. Syst. Account. Finance Manag., 1999)

Genetic Programming Decision Tree for Bankruptcy Prediction. - Woh-Chiang Lee (JCIS, 2006)

Redefinition of the KMV model's optimal default point based on genetic algorithms - Evidence from Taiwan. - Wo-Chiang Lee (Expert Syst. Appl., 2011)