2008 |
7 | EE | Kaijian He,
Chi Xie,
Kin Keung Lai:
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model.
ICCS (2) 2008: 494-503 |
6 | EE | Kaijian He,
Chi Xie,
Kin Keung Lai:
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model.
ISNN (1) 2008: 148-157 |
5 | EE | Kaijian He,
Kin Keung Lai,
Sy-Ming Guu,
Jinlong Zhang:
A Wavelet Based Multi Scale VaR Model for Agricultural Market.
MCO 2008: 429-438 |
2007 |
4 | EE | Kin Keung Lai,
Kaijian He,
Jerome Yen:
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN.
International Conference on Computational Science (1) 2007: 554-561 |
3 | EE | Lean Yu,
Kin Keung Lai,
Shouyang Wang,
Kaijian He:
Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm.
International Conference on Computational Science (3) 2007: 925-932 |
2006 |
2 | EE | Kin Keung Lai,
Kaijian He,
Chi Xie,
Shou Chen:
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach.
IJCNN 2006: 2129-2136 |
1 | EE | Kin Keung Lai,
Kaijian He,
Chi Xie,
Shou Chen:
Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach.
ISDA (1) 2006: 1179-1184 |