UM
(Note: the search results are based on claimed items)

Browse/Search Results:  1-3 of 3 Help

Filters        
Selected(0)Clear Items/Page:    Sort:
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  
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:3/0  |  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:7/0  |  Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model