Kaijian He

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 15

Top Topics

Compressed Sensing

Fractal Analysis

Top Venues

Publications

Yingchao Zou, Lean Yu, Kaijian He
Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach. Expert Syst. Appl. 212 (2023)
Kaijian He, Qian Yang, Yingchao Zou
Crude Oil Price Prediction using Embedding Convolutional Neural Network Model. ITQM (2022)
Qian Yang, Kaijian He, Don Chi Wai Wu, Yingchao Zou
China's Crude oil futures forecasting with search engine data. ITQM (2022)
Kaijian He, Yingchao Zou
Crude oil risk forecasting using mode decomposition based model. ITQM (2021)
Song Li, Geoffrey K. F. Tso, Kaijian He
Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation. Expert Syst. Appl. 145 (2020)
Lei Ji, Yingchao Zou, Kaijian He, Bangzhu Zhu
Carbon futures price forecasting based with ARIMA-CNN-LSTM model. ITQM (2019)
Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann. Oper. Res. 281 (1-2) (2019)
Kaijian He, Lei Ji, Geoffrey K. F. Tso, Bangzhu Zhu, Yingchao Zou
Forecasting Exchange Rate Value at Risk using Deep Belief Network Ensemble based Approach. ITQM (2018)
Yanhui Chen, Kaijian He, Geoffrey K. F. Tso
Forecasting Crude Oil Prices: a Deep Learning based Model. ITQM (2017)
Kaijian He, Rui Zha, Yanhui Chen, Kin Keung Lai
Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology. Entropy 18 (5) (2016)
Yingchao Zou, Kaijian He, Meiying Jiang
A Curvelet based Approach to Time Series Forecasting. ITQM (2015)
Yingchao Zou, Lean Yu, Kaijian He
Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. Entropy 17 (7) (2015)
Yingchao Zou, Lean Yu, Kaijian He
Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics. Entropy 17 (10) (2015)
Ling Tang, Shuai Wang, Kaijian He, Shouyang Wang
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. Ann. Oper. Res. 234 (1) (2015)
Xuan Wang, Junling Cai, Kaijian He
EMD Copula based Value at Risk Estimates for Electricity Markets. ITQM (2015)
Hongqian Wang, Kaijian He, Yingchao Zou
EMD Based Value at Risk Estimate Algorithm for Electricity Markets. CSO (2014)
Yang Xu, Kaijian He, Lo Ka Kuen Kenneth, Kin Keung Lai
A Behavioral Finance Analysis on ETF Investment Behavior. CSO (2014)
Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng
Multiscale Fractal Analysis of Electricity Markets. CSO (2014)
Kaijian He, Yingchao Zou, Kin Keung Lai
Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation. BIFE (2013)
Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He
Evaluating the Performance of Exchange Traded Funds in the Emerging Markets. BIFE (2013)
Kaijian He, Yingchao Zou, Kin Keung Lai
Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model. BIFE (2013)
Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He
Modeling Exchange Traded Funds Portfolio Using Optimization Model. BIFE (2013)
Yang Zhao, Lean Yu, Kaijian He
A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting. BIFE (2013)
Hongqian Wang, Kaijian He, Kin Keung Lai
Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets. BIFE (2013)
Hongqian Wang, Xiaofang Liu, Kaijian He
Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event. BIFE (2013)
Kaijian He, Kin Keung Lai, Jerome Yen
Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets. Expert Syst. Appl. 39 (4) (2012)
Kaijian He, Kin Keung Lai, Jerome Yen
A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction. ICCS (1) (2010)
Kaijian He, Chi Xie, Shou Chen, Kin Keung Lai
Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network. Neurocomputing 72 (16-18) (2009)
Kaijian He, Kin Keung Lai, Jerome Yen
Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models. CSO (2) (2009)
Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang
A Wavelet Based Multi Scale VaR Model for Agricultural Market. MCO (2008)
Kaijian He, Chi Xie, Kin Keung Lai
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. ICCS (2) (2008)
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)
Kaijian He, Chi Xie, Kin Keung Lai
Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction. ICNC (7) (2008)
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)
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)
Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen
Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. ISDA (1) (2006)
Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. IJCNN (2006)