1 研究室 管理二館MB303
校內分機 31400
E-mail apc888888@gmail.com
實驗室 金融資訊實驗室
陳安斌
教授		 學期課程
人工智慧
決策模擬與分析
金融操作實驗教學

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金融投資分析與決策
金融操作實驗教學
決策模擬與分析
智慧型管理決策系統
人工智慧

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美國南加州大學工業系統工程博士
美國俄亥俄大學工業系統工程碩士
台灣大學農業工程學士

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國立台灣大學財金所兼任副教授
亞洲大學財金系合聘教授
寶來證券集團顧問

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1 Meng-Yu Lee, Fang-Bo Yeh and An-Pin Chen,"The generalized sequential compound options pricing and sensitivity analysis", Mathematical Social Sciences. (Accepted)
2 Mei-Chih Chen, Chang-Li Lin and An-Pin Chen,"Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example," Soft Computing - A Fusion of Foundations, Methodologies and Applications Volume 11
3 C. C. Chen and A. P. Chen "Using Ant Algorithm to Build an Intelligent System for Manufacturing Industry", WSEAS Transactions on Computers, Vol. 6, No. 6, pp.941-946, 2007.
4 August Liao, Li-Dien Fu and An-Pin Chen:A Collaboration Environment for R&D Project, Lecture Notes in Computer Science, Vol. 4674, 2007, pp. 184-186
5 Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen: Modeling e-Learning System Performance Evaluation with Agent-Based Approach, Lecture Notes in Computer Science, Vol. 4693, 2007, pp. 90-98
6 陳柏榮、陳怡璋、陳安斌、韓復華，"以限制規劃程式構建投資組合決策支援系統之研究", 資訊管理學報, 第14卷, 2007年,63-78頁
7 Mu-Yen Chen and An-Pin Chen,"Knowledge management performance evaluation: a decade review from 1995 to 2004",Journal of Information Science, Vol. 32, No. 1, pp.17-38 ,2006
8 An-Pin Chen and Mu-Yen Chen,"Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study,"Expert Systems with Applications Volume 31, Issue 1, pp.174-183,July 2006
9 J.-R. Chang, T.-H. Ho, C.-H. Cheng and A.-P. Chen, "Dynamic fuzzy OWA model for group multiple criteria decision making", Soft Computing, Vol. 10, No. 7, pp.543-554, May, 2006 (SCI)
10 An-Pin Chen and Chia-Chen Chen,"A new efficient approach for data clustering in electronic library using ant colony clustering algorithm," Electronic Library, Vol.24 Issue.4 pp.548 - 559 ,2006
11 A.-P. Chen and Hsiao-Ya Chiu, "Design of web-based financial learning environment, Innovative Approaches for Learning and Knowledge Sharing. Series" Lecture Notes in Computer Science, Vol. 4227, pp.567-572, 2006 . (SCI-expanded)
12 陳美支, 黃銘嘉, 陳安斌，"以多重分類元系統為基礎的動態投資組合保險策略", 資訊管理學報, 第13卷, 2006年,139-165頁 , ISSN 1068-5752
13 Mu-Yen Chen and An-Pin Chen,"Integrating option model and knowledge management performance measures: an empirical study,"Journal of Information Science, Vol. 31, No. 5, pp.381-393 ,2005
14 An-Pin Chen, Yung-Hua Chang, "Using extended classifier system to forecast S&P futures based on contrary sentiment indicators. "Evolutionary Computation, 2005, Vol. 3, 2-5 Sept. 2005, pp.2084-2090
15 An-Pin Chen, Yi-Chang Chen, and Nai-Wen Hsu, "An Extended Two-Phase Architecture for Mining Time Series Data," Lecture Notes in Computer Science, Vol. 3681, 2005, pp.1186-1192.
16 An-Pin Chen, Yi-Chang Chen, and Wen-Chuan Tseng, "Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading-An Example of Taiwan Index Option," Lecture Notes in Computer Science, Vol. 3681, 2005, pp.27-33.
17 An-Pin Chen and Mu-Yen Chen, "An Implementation of Learning Classifier Systems for Rule-based Machine Learning," Lecture Notes in Computer Science, Vol. 3682, 2005, pp.45-54.
18 An-Pin Chen and Mu-Yen Chen, An Implementation of Learning Classifier Systems for Rule-based Machine Learning? Lecture Notes in AI, Vol. 3682,pp45-51, January 2005
19 An-Pin Chen and Mu-Yen Chen, Integrating Extended Classifier System and Knowledge Extraction Model for Financial Investment Prediction: An Empirical Study? Expert Systems with Applications Mid-2006 , January 2006.
20 An-Pin Chen and Mu-Yen Chen, "A Unifying Ontology Modeling for Knowledge Management," Lecture Notes in Computer Science, Vol. 3681, 2005, pp.318-324.
21 An-Pin Chen and Mu-Yen Chen, "Measurement Practices for Knowledge Management: An Option Perspective," Lecture Notes in Computer Science, Vol. 3520, 2005, pp.387-399.
22 An-Pin Chen, and Mu-Yen Chen, "A Three-phase Knowledge Extraction Methodology Using Learning Classifier System," Lecture Notes in Computer Science, Vol. 3588, 2005, pp.858-867.
23 Jing-Rong Chang, Ching-Hsue Cheng, Tien-Hwa Ho, and An-Pin Chen, "Evaluating the Airline Service Quality by Fuzzy OWA Operators," Lecture Notes in Computer Science, Vol. 3558,2005, pp.77-88.
24 An-Pin Chen and Mu-Yen Chen, "Knowledge Management Performance Evaluation: A Decade Review from 1995 to 2004," Journal of Information Science, in press.(SCI)
25 An-Pin Chen and Mu-Yen Chen, "Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study", Expert Systems with Applications in press. (SCI)
26 Jing-Rong Chang, Tien-Hwa Ho, Ching-Hsue Cheng and An-Pin Chen, "Dynamic fuzzy OWA model for group multiple criteria decision making," Soft Computing, in press. (SCI)
27 Chang-Chun Lin and An-Pin Chen, "Fuzzy discriminant analysis with outlier detection by genetic algorithm," Computers & Operations Research, Vol. 31, No. 6, 2004, pp. 877-888. (SCI)
28 Chang-Chun Lin and An-Pin Chen, "Generalization of Yang et al. method for fuzzy programming with piecewise linear membership functions," Fuzzy Sets and Systems, Vol. 132, 2002, pp.347-352. (SCI)
29 An-Pin Chen and Chang-Chun Lin, "Fuzzy approaches for fault diagnosis of transformers," Fuzzy Sets and Systems, Vol. 118, 2001, pp. 139-151. (SCI)
30 Shinn-Wen Wang and An-Pin Chen, "The Web-Based Financial Commodities Pricing Engine," Knowledge Bridge, ISSN 1606-9536, No. 8, Feb. 2001.
31 An-Pin Chen and Camus Chang, "Options pricing and hedging with the genetic adaptive neural network approach", Web Journal of Chinese Management Review, Vol.5, No.3, 2002, pp.1-19. An-Pin Chen, Chieh-Yow ChiangLin and Hsiu-Pei Chung, "Establishing an Index Arbitrage
32 Model by Applying Neural Networks Method case study of NIKKEI 255 Index, "International Journal of Neural Systems, Vol. 11, No.5, 2001. (NSC 89-2416-H-233-001-SSS)
33 Son-Nan Chen, An-Pin Chen and Camus Chang, "Hedging and arbitrage warrants under smile effects: Analysis and evidence," International Journal of Theoretical and Applied Finance, Vol. 4, No. 5, 2001, pp.733-758.
34 Chang-Chun Lin and An-Pin Chen, "A method for two-group fuzzy discriminant analysis," International Journal of Fuzzy Systems, Vol. 3, No. 1, 2001, pp. 341-345.
35 Camus Chang and An-Pin Chen, "Comparing genetic adaptive neural network and Black-Scholes for the pricing and hedging of options", PanPacific Management Review, Vol. 4, No. 1, 2001, pp.73-87.
36 Son-Nan Chen, An-Pin Chen and Camus Chang, "The effects of volatility Smile on warrant hedging and arbitrage", PanPacific Management Review, Vol. 4, No. 1, 2001, pp.55-71.
37 陳安斌、許育嘉，「整合小波轉換與神經網路於金融投資決策時間序列預測之研究」，資訊管理學報，2004年，139-165頁。
38 陳安斌、張志良，「基因演算法自動演化之類神經網路在選擇權評價及避險之研究：分析與實證」，資訊管理學報，2001年，63-80頁。
39 陳安斌、王信文，「知識經濟之競爭力泉源�#29544;步全球的台式員工分紅入股制度」，ITIS 產業論壇期刊, Vol. 3, No. 2, 2001.
40 陳安斌、王信文，「供應鏈之風險值控管�#27169;式建構、策略與案例分析」，中華管理評論，Vol. 4, No. 2, Feb 2001, pp.61-74.
41 An-Pin Chen and Mu-Yen Chen, Integrating Option Model and Knowledge Management Performance Measures: An Empirical Study? Journal of Information Science, Vol. 31,pp. 381-393, October 2005.
42 Jing-Rong Chang, Tien-Hwa Ho, Ching-Hsue Cheng, and An-Pin Chen, ynamic fuzzy OWA model for group multiple criteria decision making? Soft Computing, May 2005
43 An-Pin Chen, Yi-Chang Chen and Nai-Wen Hsu, In Extended Two-Phase Architecture for Mining Time Series Data? Lecture Notes in AI, Vol. 681, pp1186-1192, January 2005
44 An-Pin Chen, Yi-Chang Chenand Yu-Hua Huang, Applying Two-Stage XCS Model on Global Overnight Effect for Local Stock Prediction? Lecture Notes in AI, Vol. 3681,pp34-40, January 2005.
45 An-Pin Chen, Yi-Chang Chen and Wen-Chuan Tseng, Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading-An Example of Taiwan Index Option? Lecture Notes in AI, Vol. 3681, pp27-33, January 2005.
46 An-Pin Chen and Mu-Yen Chen, �Unifying Ontology Modeling for Knowledge Management? Lecture Notes in AI, Vol. 3681,pp318-324, January 2005
47 An-Pin Chen and Mu-Yen Chen, asurement Practices for Knowledge Management: An Option Perspective? Lecture Notes in Computer Science, Vol. 3520,pp.387-399, January 2005. (SCI)
48 An-Pin Chen, and Mu-Yen Chen, "Three-phase Knowledge Extraction Methodology Using Learning Classifier System? Lecture Notes in Computer Science, Vol. 3588,pp.858-867, January 2005
49 An-Pin Chen and Mu-Yen Chen, "Knowledge Management Performance Evaluation: A Decade Review from 1995 to 2004," Journal of Information Science, in press.(SCI)
50 陳美支、黃銘嘉、陳安斌，"以多重分類元系統為基礎的動態投資組合保險策,"資管學報專刊 ，第13卷，2006。ISSN 1608-5752(TSSCI)
51 A.-P.Chen, H.Y.Chiu, C.C.Sheng, & Y.H. Huang,"Do markets behave as expected? Empirical test using both implied volatility and futures prices for the Taiwan Stock Market, WIT Transactions on Modeling and Simulation", vol.43 (2006) 299-308 ( ISSN 1746-4064, EI)
52 Hsiao-Ya Chiu, Chieh-Chung Sheng, An-Pin Chen, "Optimally Pricing European Options with Real Distributions", 2006 International Conference on Hybrid Information Technology(LNCS) (accepted). (SCI-expanded)
53 A.-P. Chen, Hsiao-Ya Chiu," Design of web-based financial learning environment, Innovative Approaches for Learning and Knowledge Sharing. Series: Lecture Notes in Computer Science" , Vol. 4227 (2006) 567-572
54 Meng-Yu Lee, Fang-Bo Yeh & An-Pin Chen,"The Sequential Compound Option Pricing with Random Interest Rate and Applications to Project Valuation", The Best Paper Award (Finance),2006全球管理新環境國際學術研討會, 國立彰化師範大學主辦.
55 An-Pin Chen, Tien-Hwa Ho, "Location Aided Mobile Peer-to-Peer System", Pervasive and Mobile Computing, April, 2006 (Accepted) (EI)
56 J.-R. Chang, T.-H. Ho, C.-H. Cheng, A.-P. Chen, "Dynamic fuzzy OWA model for group multiple criteria decision making", Soft Computing, Vol. 10, No. 7, P543-554, May, 2006 (SCI)

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1 王信文，陳安斌，「論禪與智慧資本為體用之知識管理」，第四屆禪與管理學術研討會，台灣，2001年。
2 王信文，陳安斌，「心、知、力對局模式之建構—以項羽、劉邦創業經營策略之剖析為例」，第四屆企業經營管理個案研討會，2001年。
3 王信文，陳安斌，「資訊價值導入財務工程下之知識經濟效益」，技專院校與校外學習型組織建立教育夥伴試辦學校第二階段試辦計劃成果研討會，台灣，2001年。
4 王信文，陳安斌, “Arch series models in uncertainty theorem and empirical study,” 第三屆海峽兩岸統計與機率學術研討會，2001年。
5 陳安斌，王信文，「e世紀財金課程虛擬實境化教學之改革」，2001財金理論與實務研討會，2001年
6 陳安斌，王信文，「衍生性金融商品整合避險策略之建模」，2001財金理論與實務研討會，2001年。
7 陳安斌，林肅娟，姜林杰祐，吳思萱，「以全球資訊網支援財務金融網路教學的研究與案例分析」，電子商務與數位生活研討會，2002年。
8 姜林杰祐，陳安斌，余強生，吳思萱，「不同目標及不同主客觀限制的投資組合數學規劃模型之建構與系統設計」，龍華科技大學2002 年兩岸商學與管理學術研討會，2002年。
9 陳安斌，許錫美，張永華，「使用量價關係及資券餘額協助投資決策之演化式模糊專家系統」，ICTA2005技術與認證國際學術研討會，2005年，台灣。
10 林張群，陳安斌，林秀怡，「應用妥協規劃法於層級分析法中權重向量之決定」，中國工業工程學會學術研討會，2003年。
11 陳安斌，蘇俊輔，「XCS分類元系統於金融投資決策上之應用-以台灣加權指數為例」，第十一屆海峽兩岸資訊管理發展策略研討會，2005年，中國。
12 Chieh-Yow ChiangLin, An-Pin Chen and Sue Feng Wang, “A novel index portfolio model by minimizing the absolute tracking error－empirical studies in the Taiwan stock market,” The First International Conference on Electronic Business, 2001.
13 Wen-Chih Tsai and An-Pin Chen, “Using hidden Markov model for stock day trade forecasting,” The Second International Conference on Electronic Business, 2002.
14 Shinn-Wen Wang and An-Pin Chen, “Theory modeling and empirical evidence for value-at-risk based assets allocation insurance strategies,” The Second International Conference on Electronic Business, 2002.
15 An-Pin Chen, Hsiao-Ya Chiu, Shinn-Wen Wang and Chieh-Yow ChiangLin, “Innovations in financial investment information education: Practical financial investment simulation programs,” The 11th Annual Conference on Pacific Basin Finance, Economics and Accounting, 2003.
16 An-Pin Chen, August Liao and Li-Dien Fu, “R&D project collaboration: A concurrent knowledge learning model,” The Third International Conference on Electronic Business, 2003.
17 An-Pin Chen, Yi-Chang Chen and Pei-Chen Lee, “An behavioral finance analysis using learning vector quantization in the Taiwan stock market index future,” The Third International Conference on Electronic Business, 2003.
18 An-Pin Chen, Yi-Chang Chen, Chi-Pin Chen, and Ju-Yin Lin, “Using pattern recognition for investment decision support in Taiwan stock market,” The Third International Conference on Electronic Business, 2003.
19 An-Pin Chen and August Liao, “Reengineering supply chain management architecture－for the collaboration of marketing dynamics and manufacturing strategy,” in Proceedings of IEEE International Symposium on Semiconductor Manufacturing, 2003, pp. 81-83. (EI)
20 Jonathan Jen-Rong Chen, Richard Wen-Mao Lin and An-Pin Chen, “A new convertible group signature scheme on the basis of dual complexities,” in Proceedings of IEEE Annual International Carnahan Conference on Security Technology, 2003, pp. 115-122.(EI)
21 Jonathan Jen-Rong Chen, An-Pin Chen and Richard Wen-Mao Lin, “A novel blind signature scheme possessed with dual protections,” in Proceedings of IEEE Annual International Carnahan Conference on Security Technology, 2003, pp. 123-127. (EI)
22 Tung Wan Cheng, Wen-Chih Tsai and An-Pin Chen, “Strategy of futures trading mechanism using extended classifier system” in Proceedings of The 2nd International IEEE Conference on Intelligent Systems, Vol. 2, 2004, pp. 503-507. (EI)
23 An-Pin Chen, Yi-Chang Chen and Chih-Yen Yeh, “Applying trie-structure to improve dynamic time warping on time-series stock data analysis,” The IASTED International Conference on Artificial Intelligence and Applications, 2004. (EI)
24 Ju-Yin Lin, Chi-Pin Cheng, Wen-Chih Tsai and An-Pin Chen, “Using learning classifier system for making investment strategies based on institutional analysis,” The IASTED International Conference on Artificial Intelligence and Applications, 2004. (EI)
25 An-Pin Chen, Sheng-Fuu Lin and Yi-Chang Chen, “Time registration of two image sequences by dynamic time warping,” IEEE International Conference on Networking, Sensing and Control, 2004. (EI)
26 An-Pin Chen, Wei-Li Lin and Yen-Chu Chen, “An intelligent model for stock investment with buffet strategy, classifier system, neural network and linear programming,” The Fourth International Conference on Electronic Business, 2004.
27 An-Pin Chen and A. Liao, “Speedup new technology development process(NTDP) through a diamond model of development collaboration (DCDM),” IEEE International Engineering Management Conference, 2004. (EI)
28 An-Pin Chen and Mu-Yen Chen, “A review of survey research in knowledge management performance evaluation: 1995-2004,” International Conference on Knowledge Management, June 2005, pp.87-95. (Best Paper Award)
29 Chiung-Fen Huang, Yen-Chu Chen and An-Pin Chen, “An association mining method for time series and its application in the stock prices of TFT-LCD industry,” Lecture Notes in Computer Science, Vol. 3275, 2004, pp.117-126. (SCI)
30 An-Pin Chen and Mu-Yen Chen, “A three-phase knowledge extraction methodology using learning classifier dystem,” Lecture Notes in Computer Science, Vol. 3588, 2005, pp.858-867. (SCI)
31 Jing-Rong Chang, Ching-Hsue Cheng, Tien-Hwa Ho and An-Pin Chen, “Evaluating the airline service quality by fuzzy OWA operators,” Lecture Notes in Computer Science, Vol. 3558, 2005, pp.77-88. (SCI)
32 An-Pin Chen and Mu-Yen Chen, “Measurement practices for knowledge management: An option perspective,” Lecture Notes in Computer Science, Vol. 3520, 2005, pp.387-399. (SCI)
33 An-Pin Chen and Mu-Yen Chen, “A unifying ontology modeling for knowledge management,” Lecture Notes in AI, Vol. 3681, 2005, pp318-324. (SCI)
34 An-Pin Chen and Mu-Yen Chen, “An implementation of learning classifier systems for rule-based machine learning,” Lecture Notes in AI, Vol. 3682, 2005, pp45-51. (SCI)
35 An-Pin Chen, Yi-Chang Chen and Wen-Chuan Tseng, “Applying extending classifier system to develop an option-operation suggestion model of intraday trading-an example of Taiwan Index Option,” Lecture Notes in AI, Vol. 3681, 2005, pp27-33. (SCI)
36 An-Pin Chen, Yi-Chang Chen and Nai-Wen Hsu, “An extended two-phase architecture for mining time series data,” Lecture Notes in AI, Vol. 681, 2005, pp. 1186-1192. (SCI)
37 An-Pin Chen, Yi-Chang Chen and Yu-Hua Huang, “Applying two-stage XCS model on global overnight effect for local stock prediction,” Lecture Notes in AI, Vol. 3681, 2005, pp34-40. (SCI)
38 王信文，陳安斌，「金融計價分析引擎之設計與案例研究」，新世紀、新思維國際學術研討會，台灣，2001年。

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1 【專利發名】名稱:「一種網路結合分機轉接自動播送來電訊息的裝置及方法」 發明人:陳安斌、鄭景俗、何天華,證書號數:1243578,正式公告日:中華民國94年11月11日 (註:此專利發明的產生原係為要求余之博士生何天華同學為其智慧型Call center加值研究之資料收集目地而意外產生之創意)

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1.陳安斌(總編著)，陳明琪、李曜旭、姜林杰祐、黃建華(四人協編)，「投資學-新金融實驗教學之財務金融資訊系統與投資管理」，新陸書局，2005年2月，ISBN:957-9147-97-3。
2.陳安斌，「財務金融資訊管理與投資決策」，寶碁資訊股份有限公司出版，2002年1月。ISBN:986-80078-2-8
3.陳安斌、李曜旭、姜林杰祐、黃建華，「財務金融資訊化教學工具與設計」，寶碁資訊股份有限公司出版，2002年1月。ISBN:986-80078-0-X
4.陳安斌、王信文、姜林杰祐、吳振坤，「Financial CAD 理論與實作」，寶碁資訊股份有限公司出版，2002年1月。ISBN:986-80078-0-1