Yu Chen

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 6

Top Topics

Monte Carlo Simulation

Series Expansion

Top Venues

Artif. Life Robotics

J. Comput. Phys.

Adv. Complex Syst.

Publications

Kei Katahira, Yu Chen
Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game. J. Syst. Sci. Complex. 35 (1) (2022)
Kei Katahira, Yu Chen
An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series. New Math. Nat. Comput. 16 (2) (2020)
Nobuhito Manome, Shuji Shinohara, Kouta Suzuki, Yu Chen, Shunji Mitsuyoshi
Constructing observational learning agents using self-organizing maps. Artif. Life Robotics 25 (1) (2020)
Yuting Lou, Qi Sheng, Yu Chen
When Relaxation Meets Adaptation in Complex adaptive Systems: a Computational Study of tumorigenesis. Adv. Complex Syst. 21 (1) (2018)
Jessica Gu, Ji-Ping Huang, Yu Chen
A Preliminary Study of Human Decision-Making, Risk Attitude, and Social Preference on Knowledge Management. AHFE (7) (2017)
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
Shuffle up and deal: accelerating GPGPU Monte Carlo simulation with application to option pricing. Concurr. Comput. Pract. Exp. 27 (17) (2015)
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
Heterogeneous Computation of Rainbow Option prices using Fourier cosine Series Expansion under a mixed CPU-GPU Computation Framework. Intell. Syst. Account. Finance Manag. 21 (2) (2014)
Gongyou Liang, Zhong Zeng, Yu Chen, Junya Onishi, Hirotada Ohashi, Shiyi Chen
Simulation of self-assemblies of colloidal particles on the substrate using a lattice Boltzmann pseudo-solid model. J. Comput. Phys. 248 (2013)
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
Heterogeneous COS pricing of rainbow options. WHPCF@SC (2013)
Tohgoroh Matsui, Takashi Goto, Kiyoshi Izumi, Yu Chen
Compound Reinforcement Learning: Theory and an Application to Finance. EWRL (2011)
Tomoko Ohi, Yasuhiro Hashimoto, Yu Chen, Hirotada Ohashi
Simulation of Futures and Spot Markets by Using an Agent-Based Multi-Market Model. J. Adv. Comput. Intell. Intell. Informatics 15 (2) (2011)
A. Kawasaki, Junya Onishi, Yu Chen, Hirotada Ohashi
A lattice Boltzmann model for contact-line motions. Comput. Math. Appl. 55 (7) (2008)
Hidenori Komatsu, Yasuhiro Hashimoto, Yu Chen, Hirotada Ohashi
An evolvability-enhanced artificial embryogeny for generating network structures. GECCO (2008)
Junya Onishi, A. Kawasaki, Yu Chen, Hirotada Ohashi
Lattice Boltzmann simulation of capillary interactions among colloidal particles. Comput. Math. Appl. 55 (7) (2008)
Y. Sakazaki, S. Masuda, Junya Onishi, Yu Chen, Hirotada Ohashi
The modeling of colloidal fluids by the real-coded lattice gas. Math. Comput. Simul. 72 (2-6) (2006)