Yu Chen

Affiliations:
  • University of Tokyo, Japan


According to our database1, Yu Chen authored at least 15 papers between 2006 and 2022.

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

Timeline

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Bibliography

2022
Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game.
J. Syst. Sci. Complex., 2022

2020
An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series.
New Math. Nat. Comput., 2020

Constructing observational learning agents using self-organizing maps.
Artif. Life Robotics, 2020

2018
When Relaxation Meets Adaptation in Complex adaptive Systems: a Computational Study of tumorigenesis.
Adv. Complex Syst., 2018

2017
A Preliminary Study of Human Decision-Making, Risk Attitude, and Social Preference on Knowledge Management.
Proceedings of the Advances in Human Factors in Simulation and Modeling, 2017

2015
Shuffle up and deal: accelerating GPGPU Monte Carlo simulation with application to option pricing.
Concurr. Comput. Pract. Exp., 2015

2014
Heterogeneous Computation of Rainbow Option prices using Fourier cosine Series Expansion under a mixed CPU-GPU Computation Framework.
Intell. Syst. Account. Finance Manag., 2014

2013
Simulation of self-assemblies of colloidal particles on the substrate using a lattice Boltzmann pseudo-solid model.
J. Comput. Phys., 2013

Heterogeneous COS pricing of rainbow options.
Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, 2013

2011
Simulation of Futures and Spot Markets by Using an Agent-Based Multi-Market Model.
J. Adv. Comput. Intell. Intell. Informatics, 2011

Compound Reinforcement Learning: Theory and an Application to Finance.
Proceedings of the Recent Advances in Reinforcement Learning - 9th European Workshop, 2011

2008
Lattice Boltzmann simulation of capillary interactions among colloidal particles.
Comput. Math. Appl., 2008

A lattice Boltzmann model for contact-line motions.
Comput. Math. Appl., 2008

An evolvability-enhanced artificial embryogeny for generating network structures.
Proceedings of the Genetic and Evolutionary Computation Conference, 2008

2006
The modeling of colloidal fluids by the real-coded lattice gas.
Math. Comput. Simul., 2006


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