Yu Chen

15 papers A 1Journal 11Unranked 3
YearRankTypeTitle / Venue / Authors
2022 J jnl
Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game.
J. Syst. Sci. Complex.
Kei Katahira, Yu Chen
2020 J jnl
An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series.
New Math. Nat. Comput.
Kei Katahira, Yu Chen
2020 J jnl
Constructing observational learning agents using self-organizing maps.
Artif. Life Robotics
Nobuhito Manome, Shuji Shinohara, Kouta Suzuki, Yu Chen, Shunji Mitsuyoshi
2018 J jnl
When Relaxation Meets Adaptation in Complex adaptive Systems: a Computational Study of tumorigenesis.
Adv. Complex Syst.
Yuting Lou, Qi Sheng, Yu Chen
2017 — conf
A Preliminary Study of Human Decision-Making, Risk Attitude, and Social Preference on Knowledge Management.
AHFE (7)
Jessica Gu, Ji-Ping Huang, Yu Chen
2015 J jnl
Shuffle up and deal: accelerating GPGPU Monte Carlo simulation with application to option pricing.
Concurr. Comput. Pract. Exp.
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
2014 J jnl
Heterogeneous Computation of Rainbow Option prices using Fourier cosine Series Expansion under a mixed CPU-GPU Computation Framework.
Intell. Syst. Account. Finance Manag.
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
2013 — conf
Heterogeneous COS pricing of rainbow options.
WHPCF@SC
Aurelien Cassagnes, Yu Chen, Hirotada Ohashi
2013 J jnl
Simulation of self-assemblies of colloidal particles on the substrate using a lattice Boltzmann pseudo-solid model.
J. Comput. Phys.
Gongyou Liang, Zhong Zeng, Yu Chen, Junya Onishi, Hirotada Ohashi, Shiyi Chen
2011 — conf
Compound Reinforcement Learning: Theory and an Application to Finance.
EWRL
Tohgoroh Matsui, Takashi Goto, Kiyoshi Izumi, Yu Chen
2011 J jnl
Simulation of Futures and Spot Markets by Using an Agent-Based Multi-Market Model.
J. Adv. Comput. Intell. Intell. Informatics
Tomoko Ohi, Yasuhiro Hashimoto, Yu Chen, Hirotada Ohashi
2008 J jnl
A lattice Boltzmann model for contact-line motions.
Comput. Math. Appl.
A. Kawasaki, Junya Onishi, Yu Chen, Hirotada Ohashi
2008 A conf
An evolvability-enhanced artificial embryogeny for generating network structures.
GECCO
Hidenori Komatsu, Yasuhiro Hashimoto, Yu Chen, Hirotada Ohashi
2008 J jnl
Lattice Boltzmann simulation of capillary interactions among colloidal particles.
Comput. Math. Appl.
Junya Onishi, A. Kawasaki, Yu Chen, Hirotada Ohashi
2006 J jnl
The modeling of colloidal fluids by the real-coded lattice gas.
Math. Comput. Simul.
Y. Sakazaki, S. Masuda, Junya Onishi, Yu Chen, Hirotada Ohashi