English | 繁體

Search in the results

UM

Browse/Search Results:  1-9 of 9 Help

Selected(0)Clear Items/Page:    Sort:
Service-quality based pricing approach for charging electric vehicles in smart energy communities Journal article
Wang, Yanliang, Xiang, Yue, Hu, Haifeng, Lao, Keng Weng, Tong, Jun, Jiang, Yi. Service-quality based pricing approach for charging electric vehicles in smart energy communities[J]. Journal of Cleaner Production, 2023, 420, 138416.
Authors:  Wang, Yanliang;  Xiang, Yue;  Hu, Haifeng;  Lao, Keng Weng;  Tong, Jun; et al.
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:9.7/10.2 | Submit date：2023/09/12
Charging Price Based On Service-quality  Conditional Value At Risk  Demand Response  Electric Vehicles  Master-slave Game  
Data-driven distributionally robust joint chance-constrained energy management for multi-energy microgrid Journal article
Zhai, Junyi, Wang, Sheng, Guo, Lei, Jiang, Yuning, Kang, Zhongjian, Jones, Colin N.. Data-driven distributionally robust joint chance-constrained energy management for multi-energy microgrid[J]. APPLIED ENERGY, 2022, 326, 119939.
Authors:  Zhai, Junyi;  Wang, Sheng;  Guo, Lei;  Jiang, Yuning;  Kang, Zhongjian; et al.
Favorite | TC[WOS]:14 TC[Scopus]:15  IF:10.1/10.4 | Submit date：2022/12/01
Distributionally Robust Joint Chance-constrained (Drjcc)  Multi-energy Microgrid (Memg)  Optimized Conditional Value-at-risk (Cvar) Approximation (Oca)  Sequential Convex Optimization  
Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:  Zhu, Simu
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/05/17
Arma-garch Model  Early Warning Of Crises  Value At Risk  Volatility Clustering Effect  
An Efficient Fourier Expansion Method for the Calculation of Value-at-Risk: Contributions of Extra-ordinary Risks Journal article
U, Sio Chong, So, Jacky, Ding, Deng, Liu, Lihong. An Efficient Fourier Expansion Method for the Calculation of Value-at-Risk: Contributions of Extra-ordinary Risks[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2016, 3(1).
Authors:  U, Sio Chong;  So, Jacky;  Ding, Deng;  Liu, Lihong
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:0.6/0.6 | Submit date：2019/07/22
Value-at-risk  Log-stable Paretain Distribution  Fourier Expansion  
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  
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  
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  
Risk Assessment of Strategies Using Total Time on Test Transform Conference paper
N. Zhao, Y.H. Song, H. Lu. Risk Assessment of Strategies Using Total Time on Test Transform[C]:IEEE, 2006, 1-8.
Authors:  N. Zhao;  Y.H. Song;  H. Lu
Favorite | TC[WOS]:1 TC[Scopus]:3 | Submit date：2021/05/13
Risk Of Loss  Value At Risk  Total Time On Test (Ttt)  Maximum Acceptable Value (Mav)