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Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2012,Volume: 39,Issue: 4,Page: 4258-4267
Authors:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
Favorite  |  View/Download:2/0  |  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
COMPUTATIONAL SCIENCE - ICCS 2007, PT 1, PROCEEDINGS, 2007,Volume: 4487,Page: 554-561
Authors:  Kin Keung Lai;  Kaijian He;  Jerome Yen
Favorite  |  View/Download:1/0  |  Submit date:2019/12/11
Artificial Neural Network  Nonlinear Ensemble Algorithm  Value At Risk  Wavelet Analysis