Shih-Fen Cheng: Curriculum Vitae

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 Full CV in PDF

Research Interests

  • Agent-based models for financial markets
  • Intelligent agent-based simulation of commodity markets
  • Optimization of urban transportation systems
  • Large-scale optimization models and computational methods
  • Design and performance analysis of autonomous trading agents
  • Models and computational methods for market-based resource allocation problems

Current Position

December, 2006Assistant Professor of Information Systems
to presentSingapore Management University

Education

September, 2001 Ph.D., University of Michigan, Ann Arbor, Michigan.
to October, 2006 Department of Industrial and Operations Engineering, area: Operations Research.
· Dissertation: Game-theoretic Approaches for Complex Systems Optimization.
· Co-advisors: Professor Robert L. Smith and Professor Michael P. Wellman.
September, 1993B.S.E., National Taiwan University, Taipei, Taiwan.
June, 1997Department of Mechanical Engineering.

Other Experience

January, 2006Graduate Student Instructor, University of Michigan.
to April, 2006Teaching assistant for IOE 310: Introduction to Optimization Methods.
September, 2001Graduate Student Research Assistant, University of Michigan.
to October, 2006Member of both Artificial Intelligence Lab. and Dynamic Systems Optimization Lab.
July, 1999Research Programmer, OLE Technology Corp.
to June, 2001Software startup company on Product Life Cycle Management system.
July, 1997Lecturer, Taiwan Army.
to June, 1999Compulsory military service, rank: Second Lieutenant.

Sponsored Research

  • Co-PI: "Coordinating Automated Para-Transit Service Operations: Part 2" (with Hoong Chuin Lau).
    Singapore-MIT Alliance for Research and Technology Centre, Mar 2012 - Feb 2013, S$79,300.
  • Co-PI: "Coordinating Automated Para-Transit Service Operations" (with Hoong Chuin Lau).
    Singapore-MIT Alliance for Research and Technology Centre, Jan 2011 - Dec 2011, S$39,726.
  • PI: "Optimizing Taxi Fleet Operations".
    Singapore-MIT Alliance for Research and Technology Centre, Nov 2010 - Aug 2011, S$46,211.
  • PI: "Commodity Trading Simulation".
    The Infocomm Development Authority of Singapore, Oct 2010 - Mar 2011, S$4,589 (equivalent credit).
  • Co-PI: "Policy Implications of Position Limits: An Agent-based Analysis" (with Bernard Lee and Annie Koh).
    The Institute for Financial Markets, May 2010 - Sep 2010, USD$15,000.
  • PI: "Creating a Better Commodity Trading Simulation - A Multi-Agent Approach".
    SMU International Trading Institute, July 2008 - June 2009, S$37,350.
  • PI: "Exploring Agent-based Computational Models".
    Wharton-SMU Research Centre, May 2008 - May 2009, S$39,050
  • PI: "Market-Based Approaches for Dynamic Resource Allocation Problems".
    SMU Office of Research, Mar 2007 - Feb 2008, S$30,100.
  • PI: "Designing the Market Game for a Commodity Trading Simulation".
    International Enterprise Singapore, Feb 2007 - Jan 2008, S$47,266.

Honors and Awards

  • George B. Dantzig Dissertation Award, finalist, presented by INFORMS, 2007.
  • Wilson Prize (awarded annually to the best student paper on manufacturing systems).
    Department of Industrial and Operations Engineering, University of Michigan, 2005.
  • INFORMS Future Academician Colloquium, 2005.
  • Rackham Travel Grant, Rackham Graduate School, University of Michigan, 2003, 2004, 2005.
  • AAAI Student Scholarship for 18th International Joint Conference on Artificial Intelligence, 2003.
  • President's Award (top 5% of the class), National Taiwan University, 1994.

Publications & Presentations

Complete Listing.

Professional Activities

  • Member of:
    • Institute of Electrical and Electronics Engineers (IEEE).
    • American Association for Artificial Intelligence (AAAI).
    • Institute for Operations Research and the Management Sciences (INFORMS).
  • Program Committee member:
    • International Conference on Computational Intelligence and Security (2008)
    • International Conference on Principles of Practice in Multi-Agent Systems (PRIMA 2009, 2010, 2011)
    • Annual IEEE Conference on Automation Science and Engineering (CASE 2010)
    • International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2011)
    • AAAI Conference on Artificial Intelligence (AAAI 2011, 2012)
  • Publication Chair, 14th Annual International Conference on Electronic Commerce, 2012
  • Reviewer for Springer book proposal on transportation, 2005.
  • Ad hoc referee for European Journal of Operational Research, IIE Transactions, IEEE Transactions on Systems, Man, and Cybernetics, IEEE Transactions on Intelligent Transportation Systems, Conference on Uncertainty in Artificial Intelligence, IEEE International Conference on Intelligent Transportation Systems, International Conference on Automated Planning and Scheduling, Journal of Global Optimization, Journal of Economic Behavior and Organization, Operations Research.

Last Modified: 2011-11-05