Kaijian He

发表

Forecasting Crude Oil Prices: a Deep Learning based Model

Yanhui Chen, Kaijian He, Geoffrey K.F. Tso, 2017, ITQM.

Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN

Kin Keung Lai, Jerome Yen, Kaijian He, 2007, International Conference on Computational Science.

A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction

Kin Keung Lai, Jerome Yen, Kaijian He, 2010, ICCS.

Modeling Exchange Traded Funds Portfolio Using Optimization Model

Kin Keung Lai, Kaijian He, Lo Ka Kuen Kenneth, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event

Xiaofang Liu, Kaijian He, Hongqian Wang, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets

Kin Keung Lai, Kaijian He, Hongqian Wang, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

Value at risk estimation with entropy-based wavelet analysis in exchange markets

Kin Keung Lai, Lijun Wang, Kaijian He, 2014 .

A Wavelet Based Multi Scale VaR Model for Agricultural Market

Kin Keung Lai, Jinlong Zhang, Kaijian He, 2008, MCO.

Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach

Lean Yu, Kaijian He, Yingchao Zou, 2015, Entropy.

Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics

Lean Yu, Kaijian He, Yingchao Zou, 2015, Entropy.

Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets

Kin Keung Lai, Jerome Yen, Kaijian He, 2012, Expert Syst. Appl..

Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction

Kin Keung Lai, Chi Xie, Kaijian He, 2008, 2008 Fourth International Conference on Natural Computation.

Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation

Kin Keung Lai, Kaijian He, Yingchao Zou, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

A Behavioral Finance Analysis on ETF Investment Behavior

Kin Keung Lai, Yang Xu, Kaijian He, 2014, 2014 Seventh International Joint Conference on Computational Sciences and Optimization.

Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model

Kin Keung Lai, Kaijian He, Yingchao Zou, 2014, TheScientificWorldJournal.

Gold price analysis based on ensemble empirical model decomposition and independent component analysis

Kin Keung Lai, Kaijian He, Lu Xian, 2016 .

A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting

Lean Yu, Yang Zhao, Kaijian He, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model

Kin Keung Lai, Chi Xie, Kaijian He, 2008, ICCS.

Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach

Kaijian He, Julien Chevallier, Bangzhu Zhu, 2018, Ann. Oper. Res..

Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model

Kin Keung Lai, Lijun Wang, Kaijian He, 2014 .

Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm

Kin Keung Lai, Lean Yu, Shouyang Wang, 2007, International Conference on Computational Science.

Forecasting metal prices with a curvelet based multiscale methodology

Kin Keung Lai, Kaijian He, Xingjing Lu, 2015 .

EMD Copula based Value at Risk Estimates for Electricity Markets

Xuan Wang, Kaijian He, Junling Cai, 2015, ITQM.

Forecasting Exchange Rate Value at Risk using Deep Belief Network Ensemble based Approach

Lei Ji, Kaijian He, Geoffrey K.F. Tso, 2018, ITQM.

Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach

Kin Keung Lai, Shou Chen, Chi Xie, 2006, Sixth International Conference on Intelligent Systems Design and Applications.

Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach

Kaijian He, Lean Yu, Yingchao Zou, 2020 .

Electricity price forecasts using a Curvelet denoising based approach

Ling Tang, Kaijian He, Yang Xu, 2015 .

Forecasting Crude Oil Price with Multiscale Denoising Ensemble Model

Xia Li, Kin Keung Lai, Kaijian He, 2014 .

Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation

Song Li, Kaijian He, Geoffrey K. F. Tso, 2020, Expert Syst. Appl..

Price forecasting in the precious metal market: A multivariate EMD denoising approach

Yanhui Chen, Kaijian He, Geoffrey K.F. Tso, 2017 .

Multiscale Fractal Analysis of Electricity Markets

Lijun Wang, Kaijian He, Yingchao Zou, 2014, 2014 Seventh International Joint Conference on Computational Sciences and Optimization.

Carbon futures price forecasting based with ARIMA-CNN-LSTM model

Kaijian He, Yingchao Zou, Bangzhu Zhu, 2019, ITQM.

Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model

Kin Keung Lai, Chi Xie, Kaijian He, 2008, ISNN.

Evaluating the Performance of Exchange Traded Funds in the Emerging Markets

Kin Keung Lai, Kaijian He, Lo Ka Kuen Kenneth, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting

Ling Tang, Shouyang Wang, Shuai Wang, 2015, Ann. Oper. Res..

EMD Based Value at Risk Estimate Algorithm for Electricity Markets

Kaijian He, Hongqian Wang, Yingchao Zou, 2014, 2014 Seventh International Joint Conference on Computational Sciences and Optimization.

Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach

Kin Keung Lai, Shou Chen, Chi Xie, 2006, The 2006 IEEE International Joint Conference on Neural Network Proceedings.

A Curvelet based Approach to Time Series Forecasting

Kaijian He, Meiying Jiang, Yingchao Zou, 2015, ITQM.

Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models

Kin Keung Lai, Jerome Yen, Kaijian He, 2009, 2009 International Joint Conference on Computational Sciences and Optimization.

Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model

Kin Keung Lai, Kaijian He, Yingchao Zou, 2013, 2013 Sixth International Conference on Business Intelligence and Financial Engineering.

Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology

Kin Keung Lai, Yanhui Chen, Kaijian He, 2016, Entropy.

Morphological Component Analysis Based Hybrid Approach for Prediction of Crude Oil Price

Kin Keung Lai, Jerome Yen, Kaijian He, 2010, 2010 Third International Joint Conference on Computational Science and Optimization.

Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD)—Based Multiscale Methodology

Jiangze Du, Kaijian He, Yingchao Zou, 2016 .

Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network

Kin Keung Lai, Chi Xie, Kaijian He, 2009, Neurocomputing.

Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach

Kin Keung Lai, Jerome Yen, Kaijian He, 2011 .

A multiscale analysis for carbon price drivers

Kaijian He, Rui Xie, Bangzhu Zhu, 2019, Energy Economics.

Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology

Ling Tang, Lean Yu, Kaijian He, 2015 .

Extreme risk spillover network: application to financial institutions

Chi Xie, Kaijian He, H. Eugene Stanley, 2017 .

Multi-step-ahead crude oil price forecasting using a hybrid grey wave model

Yanhui Chen, Kaijian He, Kaijian He, 2018, Physica A: Statistical Mechanics and its Applications.

Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price

Kin Keung Lai, Kaijian He, Rui Zha, 2016 .

A Wavelet Denoising Support Vector Regression Ensemble Model for Exchange Rate Prediction

Kin Keung Lai, Chi Xie, Kaijian He, 2008, 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing.

Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach

Kin Keung Lai, Kaijian He, Guocheng Xiang, 2012 .

A novel grey wave forecasting method for predicting metal prices

Yanhui Chen, Kaijian He, Kaijian He, 2016 .