This research was also presented in the R/Rmetrics Singapore Conference 2010 - Computational Topics in Finance, Singapore, February 2010 and 5th International Symposium on Financial Engineering and Risk Management, Taipei, Taiwan, June 2010.
Shih-Fen Cheng, Chung-Chih Chou, Cheng-Yu Lin and Dar-Zen Chen.
Computer-aided sketching of articulated gear mechanisms,
Thirteenth Chinese Society of Mechanical Engineers Annual Conference, pages 298-304, Taipei, Taiwan, 1996.
Shih-Fen Cheng, Michael P. Wellman and Dennis G. Perry.
Market-based resource allocation for information-collection scenarios.
In K. Kurumatani, S.-H. Chen, and A. Ohuchi, editors, Multiagent for Mass User Support, LNAI 3012, pages 33-47. Springer-Verlag, January 2004.
Technical Reports, Working Paper and Others
* The date on working paper reflects latest draft.
Dynamic agent population equilibrium: Concept and algorithm (with Pradeep Varakantham),
working paper, 2010.
An agent-based simulation platform for evaluating taxi fleet operations (with Thi Duong Nguyen),
working paper, 2010.
A service choice model for optimizing taxi service delivery: An extension,
working paper, 2010.
Robust distributed scheduling via time period aggregation (with John Tajan and Hoong Chuin Lau),
submitted, 2010.
A dynamic programming approach to achieving an optimal end state along a serial production line (with Blake Nicholson, Marina A. Epelman, Daniel Reaume, and Robert L. Smith),
under revision for 2nd round review, 2010.
Sampled fictitious play for multi-action stochastic dynamic programs (with Archis Ghate, Stephen Baumert, Daniel Reaume, Dushyant Sharma, and Robert L. Smith),
submitted
(earlier version available as IOE Technical Report 05-05), 2010.
Presentations
Shih-Fen Cheng, Bernard Lee, and Annie Koh.
Evaluating the impact of extreme conditions in financial markets with a flexible agent-based market simulation,
16th International Conference on Computing in Economics and Finance, London, UK, July 2010.
Bernard Lee, Shih-Fen Cheng and Annie Koh.
An analysis of extreme price shocks and illiquidity among trend followers,
5th International Symposium on Financial Engineering and Risk Management, Taipei, Taiwan, June 2010.
Bernard Lee, Shih-Fen Cheng and Annie Koh.
An analysis of extreme price shocks and illiquidity among trend followers,
R/Rmetrics Singapore Conference 2010 - Computational Topics in Finance, Singapore, February 2010.
Shih-Fen Cheng, Darshan Santani, and Jason Woodard.
Optimal routing policy for taxi queuing,
INFORMS Annual Meeting, Washington, DC, October 2008.
Shih-Fen Cheng.
Game-theoretic approaches for complex systems optimization (Dantzig Dissertation Award presentation),
INFORMS Annual Meeting, Seattle, WA, November 2007.
Hoong Chuin Lau, Shih-Fen Cheng, and Thin Ying Leong.
Combinatorial auction for multi-period distributed resource allocation,
INFORMS Annual Meeting, Seattle, WA, November 2007.
Shih-Fen Cheng.
Learning best reply evaluations in the sample fictitious play algorithm,
INFORMS Annual Meeting, Seattle, WA, November 2007.
Danny Oh, Shih-Fen Cheng, Dan Ma, and Ravi Bapna.
Designing an experimental gaming platform for trading grid resources,
Third International Workshop on Grid Computing and Applications, Singapore, June 2007.
Danny Oh, Shih-Fen Cheng, Dan Ma, and Ravi Bapna.
Designing an experimental gaming platform for trading grid resources,
Second International Conference on Design Science Research in Information Systems & Technology, Pasadena,
CA, May 2007.
Shih-Fen Cheng, Blake Nicholson, Marina A. Epelman, Daniel Reaume, and Robert L. Smith.
A dynamic programming approach to the end-state problem,
Symposium on Complexity and Advanced Analytics: Theory and Applications, Detroit, MI, October 2006.
Shih-Fen Cheng, Marina A. Epelman and Robert L. Smith.
A fictitious play algorithm for coordinated traffic signal control and dynamic route guidance,
INFORMS Annual Meeting, San Francisco, CA, November 2005.
Shih-Fen Cheng, Marina A. Epelman and Robert L. Smith.
CoSIGN: A fictitious play algorithm for coordinated traffic signal control,
INFORMS Annual Meeting, Denver, CO, October 2004.
Stephen Baumert, Shih-Fen Cheng and Robert L. Smith.
Joint optimization of investment, production, and maintenance in production systems,
Symposium on Complexity and Advanced Analytics Applied to Business, Government and Public Policy, Dearborn, MI, October 2004.
Michael P. Wellman and Shih-Fen Cheng.
Market-based task allocation for dynamic information processing environments,
International Conference on Integration of Knowledge Intensive Multi-Agent Systems, Cambridge, MA, October 2003.