Yanhui Chen

发表

Forecasting exchange rate using Variational Mode Decomposition and entropy theory

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

A novel grey wave forecasting method for predicting metal prices

Yanhui Chen, Kaijian He, Kaijian He, 2016 .

A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China

Yanhui Chen, Hanhui Zhao, Ziyu Li, 2020, PloS one.

Nonparametric Functional Data Analysis for Forecasting Container Throughput: The Case of Shanghai Port

Yanhui Chen, Yuye Zou, Bohan Su, 2022, Journal of Marine Science and Engineering.

The Information Content of OVX for Crude Oil Returns Analysis and Risk Measurement: Evidence from the Kalman Filter Model

Lean Yu, Kaijian He, Yanhui Chen, 2015 .

Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter

Yanhui Chen, Yingchao Zou, Yingchao Zou, 2015, ITQM.

Examination on the Relationship Between VHSI, HSI and Future Realized Volatility With Kalman Filter

K. Lai, Yanhui Chen, 2013 .

The influence of international crude oil price on the crude oil spot price in China

Yanhui Chen, J. Mi, Kai Lisa Lo, 2021, ITQM.

Forecasting Crude Oil Prices: a Deep Learning based Model

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

Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology

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

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.

Forecasting the Trend of COVID-19 Considering the Impacts of Public Health Interventions: An Application of FGM and Buffer Level

Yanhui Chen, J. Mi, Kai Lisa Lo, 2021, J. Heal. Informatics Res..

Forecasting the Cumulative Confirmed Cases with the FGM and Fractional-Order Buffer Operator in Different Stages of COVID-19

J. Mi, Yanhui Chen, Kai Lisa Lo, 2021, Journal of Mathematics.

Analysing and forecasting China containerized freight index with a hybrid decomposition-ensemble method based on EMD, grey wave and ARMA

Bin Liu, Yanhui Chen, Tianzi Wang, 2020, Grey Syst. Theory Appl..

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

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

Grey wave forecasting with qualified unequal-interval contour lines and its application in metal prices prediction

Yingchao Zou, Yanhui Chen, Shanshan Wang, 2015, 2015 IEEE International Conference on Grey Systems and Intelligent Services (GSIS).

Forecasting hourly electricity demand with nonparametric functional data analysis

Yanhui Chen, Yuye Zou, Mengmeng Ma, 2022, ITQM.

Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR

Jiangze Du, Kin Keung Lai, Yanhui Chen, 2014 .

Forecasting Crude Oil Prices: a Deep Learning based Model

Kaijian He, Yanhui Chen, G. Tso, 2017, ITQM.