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Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, Hong Kong, China, 13-15 Aug. 2010
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite  |  View/Download:4/0  |  Submit date:2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model  
A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction Conference paper
ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, Univ Amsterdam, Amsterdam, NETHERLANDS, MAY 31-JUN 02, 2010
Authors:  Kai jian He;  Kin Keung Lai;  Jerome Yen
Favorite  |  View/Download:8/0  |  Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model