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Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets Journal article
He, Kaijian, Lai, Kin Keung, Yen, Jerome. Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets[J]. EXPERT SYSTEMS WITH APPLICATIONS, 2012, 39(4), 4258-4267.
Authors:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
Favorite | TC[WOS]:18 TC[Scopus]:20  IF:7.5/7.6 | Submit date：2019/12/05
Time Series Model  Nonlinear Ensemble Algorithm  Value At Risk  Neural Network  Wavelet Analysis  Multi Resolution Analysis  
Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach Journal article
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach[J]. ENERGY ECONOMICS, 2011, 33(5), 903-911.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[WOS]:15 TC[Scopus]:17  IF:13.6/12.4 | Submit date：2019/12/05
Crude Oil  Value At Risk  Morphological Component  Analysis  
Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price[C], 2010.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:3 | Submit date：2019/12/11
Time Series Model  Morphological Component Analysis  Crude Oil Price  Support Vector Regression  Randomwalk Model  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model  
Crude Oil Price Prediction using slantlet Denosing Based Hybrid Models Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Crude Oil Price Prediction using slantlet Denosing Based Hybrid Models[C], 2009.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[WOS]:4 TC[Scopus]:5 | Submit date：2019/12/10
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN Journal article
Kin Keung Lai, Kaijian He, Jerome Yen. Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN[J]. LECTURE NOTES IN COMPUTER SCIENCE, 2007, 4487, 554-561.
Authors:  Kin Keung Lai;  Kaijian He;  Jerome Yen
Favorite | TC[WOS]:6 TC[Scopus]:4  IF:0.402/0.000 | Submit date：2019/12/11
Artificial Neural Network  Nonlinear Ensemble Algorithm  Value At Risk  Wavelet Analysis