An-Pin Chen

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 11

Top Topics

Portfolio Selection

Convolutional Neural Networks

Top Venues

Appl. Soft Comput.

Publications

Mei-Chen Wu, Szu-Hao Huang, An-Pin Chen
Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs. Appl. Intell. 54 (5) (2024)
Min-Chih Hung, An-Pin Chen, Wan-Ting Yu
AI-Driven Intraday Trading: Applying Machine Learning and Market Activity for Enhanced Decision Support in Financial Markets. IEEE Access 12 (2024)
Chern-Bin Ju, An-Pin Chen
Identifying Financial Market Trend Reversal Behavior With Structures of Price Activities Based on Deep Learning Methods. IEEE Access 10 (2022)
Chien-Cheng Lin, Chun-Sheng Chen, An-Pin Chen
Using intelligent computing and data stream mining for behavioral finance associated with market profile and financial physics. Appl. Soft Comput. 68 (2018)
Chiao-Ting Chen, An-Pin Chen, Szu-Hao Huang
Cloning Strategies from Trading Records using Agent-based Reinforcement Learning Algorithm. ICA (2018)
Pei-Ying Hsu, Chin Chou, Szu-Hao Huang, An-Pin Chen
A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation. ICA (2018)
Jou-Fan Chen, Wei-Lun Chen, Chun-Ping Huang, Szu-Hao Huang, An-Pin Chen
Financial Time-Series Data Analysis Using Deep Convolutional Neural Networks. CCBD (2016)
Wei-Yuan Huang, An-Pin Chen, Yu-Hsiang Hsu, Hua-Yang Chang, Ming-Wu Tsai
Applying Market Profile Theory to Analyze Financial Big Data and Discover Financial Market Trading Behavior - A Case Study of Taiwan Futures Market. CCBD (2016)
Hui-Hsuan Tung, Chiao-Chun Cheng, Yu-Ying Chen, Yu-Fu Chen, Szu-Hao Huang, An-Pin Chen
Binary Classification and Data Analysis for Modeling Calendar Anomalies in Financial Markets. CCBD (2016)
Anthony Lee, Mei-Chen Wu, An-Pin Chen
Treand Behavior Research by Pattern Analysis in Financial Big Data - A Case Study of Taiwan Index Futures Market. CCBD (2016)
Chang-Chun Lin, Yi-Ting Liu, An-Pin Chen
Hedging an option portfolio with minimum transaction lots: A fuzzy goal programming problem. Appl. Soft Comput. 47 (2016)
Mei-Chen Wu, Bo-Wen Yang, Chiou-Hung Lin, Ya-Hui Huang, An-Pin Chen
Data Mining Application to Financial Market to Discover the Behavior of Entry Point - A Case Study of Taiwan Index Futures Market. ICHSA (2015)
Bo-Wen Yang, Mei-Chen Wu, Chiou-Hung Lin, Chiung-Fen Huang, An-Pin Chen
The Discovery of Financial Market Behavior Integrated Data Mining on ETF in Taiwan. ICHSA (2015)
Yu-Chia Hsu, An-Pin Chen
A clustering time series model for the optimal hedge ratio decision making. Neurocomputing 138 (2014)
Chiu-Chin Chen, Yi-Chun Kuo, Chien-Hua Huang, An-Pin Chen
Applying market profile theory to forecast Taiwan Index Futures market. Expert Syst. Appl. 41 (10) (2014)
Chiu-Chin Chen, An-Pin Chen, Pei-Yun Yeh
Modeling and simulation of the open-end equity mutual fund market in Taiwan by using self-organizing map. Simul. Model. Pract. Theory 36 (2013)
Yu-Chia Hsu, An-Pin Chen
Futures hedging using clusters with dynamic behavior of market fluctuation. IJCNN (2012)
Chiu-Chin Chen, An-Pin Chen
An expert decision-making strategy based on collaborative cloud system. CASE (2012)
Mao-Ping Wen, Hsio-Yi Lin, An-Pin Chen, Chyan Yang
An Integrated Home Financial Investment Learning Environment Applying Cloud Computing in Social Network Analysis. ASONAM (2011)
Bo-Wen Yang, Wen-Chih Tsai, An-Pin Chen, Singh Ramandeep
Cloud Computing Architecture for Social Computing - A Comparison Study of Facebook and Google. ASONAM (2011)
Yu-Chia Hsu, An-Pin Chen, Jia-Haur Chang
An inter-market arbitrage trading system based on extended classifier systems. Expert Syst. Appl. 38 (4) (2011)
Wen-Chih Tsai, An-Pin Chen
Using the XCS classifier system for portfolio allocation of MSCI index component stocks. Expert Syst. Appl. 38 (1) (2011)
Chien-Chih Tu, An-Pin Chen
Building a Learning Games Network in Cloud Learning Platform Based on Immigrant Education. ASONAM (2011)
An-Pin Chen, Yu-Chia Hsu
Dynamic Physical Behavior Analysis for Financial Trading Decision Support [Application Notes]. IEEE Comput. Intell. Mag. 5 (4) (2010)
Wen-Chih Tsai, An-Pin Chen
Strategy of global asset allocation using extended classifier system. Expert Syst. Appl. 37 (9) (2010)
Chiung-Fen Huang, Wen-Chih Tsai, An-Pin Chen
Application of New A Priori Algorithm MDNC to Exchange Traded Fund. CSE (4) (2009)
Yu-Chia Hsu, An-Pin Chen
SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling. CSE (1) (2009)
Wen-Chih Tsai, Chiung-Fen Huang, An-Pin Chen
Using Extended Classifier System for Portfolio Allocation of MSCI Index Component Stocks. NCM (2009)
An-Pin Chen, Yu-Chia Hsu, Ko-Fei Hu
A Hybrid Forecasting Model for Foreign Exchange Rate Based on a Multi-neural Network. ICNC (5) (2008)
Hsio-Yi Lin, An-Pin Chen
Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model. IJCNN (2008)
An-Pin Chen, Yu-Chia Hsu, Chien-Hua Huang, Ya-Chun Yang
Applying the Extended Classifier System to Trade Interest Rate Futures Based on Technical Analysis. ISDA (3) (2008)
Wen-Chih Tsai, An-Pin Chen
Service oriented architecture for financial customer relationship management. DEBS (2008)
Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen
The generalized sequential compound options pricing and sensitivity analysis. Math. Soc. Sci. 55 (1) (2008)
Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen
Modeling agent-based performance evaluation for e-learning systems. Electron. Libr. 26 (3) (2008)
Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen
Modeling e-Learning System Performance Evaluation with Agent-Based Approach. KES (2) (2007)
An-Pin Chen, Hsio-Yi Lin
Exchange Rates Forecasting Using a Hybrid Fuzzy and Neural Network Model. CIDM (2007)
Chia-Chen Chen, An-Pin Chen
Using data mining technology to provide a recommendation service in the digital library. Electron. Libr. 25 (6) (2007)
Mei-Chih Chen, Chang-Li Lin, An-Pin Chen
Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example. Soft Comput. 11 (12) (2007)
Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen
Using computational methodology to price European options with actual payoff distributions. Soft Comput. 11 (12) (2007)
Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen
Designing a Dynamic E-learning Project Performance Evaluation Framework. ICALT (2007)
August Liao, Li-Dien Fu, An-Pin Chen
A Collaboration Environment for R&D Project. CDVE (2007)
Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen
Optimally Pricing European Options with Real Distributions. ICHIT (2006)
Jung-Bin Li, An-Pin Chen
Refined Group Learning Based on XCS and Neural Network in Intelligent Financial Decision Support System. ISDA (2) (2006)
Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen
Applying XCS Model to Spread Trading of Taiwan Stock Index Futures. JCIS (2006)
An-Pin Chen, Tien-Hwa Ho
Location Aided Mobile Peer-to-Peer system. Pervasive Mob. Comput. 2 (3) (2006)
Jung-Bin Li, Yuan-Tsung Yu, An-Pin Chen
Integration of Group Decisions and XCS in Intelligent Financial Decision Support System - an Example of Taiwan Index. IEEE Congress on Evolutionary Computation (2006)
An-Pin Chen, Mu-Yen Chen
Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study. Expert Syst. Appl. 31 (1) (2006)
Mu-Yen Chen, An-Pin Chen
Knowledge management performance evaluation: a decade review from 1995 to 2004. J. Inf. Sci. 32 (1) (2006)
Jung-Bin Li, Sheng-Hsiu Wu, Mu-Yen Chen, An-Pin Chen
Applying Technical Analysis of Stock Trends to Trading Strategy of Dynamic Portfolio Insurance. JCIS (2006)
Mei-Chih Chen, Ming-Chia Huang, An-Pin Chen
An Empirical Study for Dynamic TIPP Policy Using XCS with Knowledge Rules. JCIS (2006)
An-Pin Chen, Chia-Chen Chen
A new efficient approach for data clustering in electronic library using ant colony clustering algorithm. Electron. Libr. 24 (4) (2006)
An-Pin Chen, Yi-Chang Chen, Nai-Wen Hsu
An Extended Two-Phase Architecture for Mining Time Series Data. KES (1) (2005)
An-Pin Chen, Kuang-Ku Chen, Mu-Yen Chen
A Three-Phase Knowledge Extraction Methodology Using Learning Classifier System. DEXA (2005)
An-Pin Chen, Mu-Yen Chen
An Implementation of Learning Classifier Systems for Rule-Based Machine Learning. KES (2) (2005)
Mu-Yen Chen, An-Pin Chen
Integrating option model and knowledge management performance measures: an empirical study. J. Inf. Sci. 31 (5) (2005)
An-Pin Chen, Mu-Yen Chen
A Unifying Ontology Modeling for Knowledge Management. KES (1) (2005)
An-Pin Chen, Mu-Yen Chen
Measurement Practices for Knowledge Management: An Option Perspective. CAiSE (2005)
An-Pin Chen, Yi-Chang Chen, Yu-Hua Huang
Applying Two-Stage XCS Model on Global Overnight Effect for Local Stock Prediction. KES (1) (2005)
An-Pin Chen, Yi-Chang Chen, Wen-Chuan Tseng
Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading - An Example of Taiwan Index Option. KES (1) (2005)
An-Pin Chen, Yung-Hua Chang
Using extended classifier system to forecast S&P futures based on contrary sentiment indicators. Congress on Evolutionary Computation (2005)
Ching-Hsue Cheng, Jing-Rong Chang, Tien-Hwa Ho, An-Pin Chen
Evaluating the Airline Service Quality by Fuzzy OWA Operators. MDAI (2005)
Chang-Chun Lin, An-Pin Chen
Fuzzy discriminant analysis with outlier detection by genetic algorithm. Comput. Oper. Res. 31 (6) (2004)
Tung Wan Cheng, Wan Ling Wang, An-Pin Chen
E-Marketplace Using Artificial Immune System as Matchmaker. CEC (2004)
Chiung-Fen Huang, Yen-Chu Chen, An-Pin Chen
An Association Mining Method for Time Series and Its Application in the Stock Prices of TFT-LCD Industry. ICDM (2004)
Chang-Chun Lin, An-Pin Chen
Generalization of Yang et al.'s method for fuzzy programming with piecewise linear membership functions. Fuzzy Sets Syst. 132 (3) (2002)
An-Pin Chen, Chieh-Yow Chianglin, Hisu-Pei Chung
Establishing an Index Arbitrage Model by Applying Neural Networks Method - A Case Study of Nikkei 225 Index. Int. J. Neural Syst. 11 (5) (2001)
An-Pin Chen, Chang-Chun Lin
Fuzzy approaches for fault diagnosis of transformers. Fuzzy Sets Syst. 118 (1) (2001)