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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  
Multi-resolution signal decomposition and approximation based on support vector machines Conference paper
Shang Z.-W., Fang B., Tang Y.-Y., Zhou Y.-T.. Multi-resolution signal decomposition and approximation based on support vector machines[C], 2008, 1467-1470.
Authors:  Shang Z.-W.;  Fang B.;  Tang Y.-Y.;  Zhou Y.-T.
Favorite | TC[WOS]:0 TC[Scopus]:1 | Submit date：2019/02/11
Multi-resolution Analysis Signal Approximation  Non-stationary Signals  Reproducing Kernel  Support Vector Machines