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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  
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