Kaijian He - RankMe

38 papers B 1Misc 3Journal 10Unranked 24

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Forecasting Crude Oil Prices Using a Convolutional Neural Network with Time-Delay Embedding. Int. J. Inf. Technol. Decis. Mak. Kaijian He, Lean Yu, Jia Liu, Yingchao Zou
2023	J	`jnl`	Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach. Expert Syst. Appl. Yingchao Zou, Lean Yu, Kaijian He
2022	—	`conf`	China's Crude oil futures forecasting with search engine data. ITQM Qian Yang, Kaijian He, Don Chi Wai Wu, Yingchao Zou
2022	—	`conf`	Crude Oil Price Prediction using Embedding Convolutional Neural Network Model. ITQM Kaijian He, Qian Yang, Yingchao Zou
2021	—	`conf`	Crude oil risk forecasting using mode decomposition based model. ITQM Kaijian He, Yingchao Zou
2020	J	`jnl`	Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation. Expert Syst. Appl. Song Li, Geoffrey K. F. Tso, Kaijian He
2019	—	`conf`	Carbon futures price forecasting based with ARIMA-CNN-LSTM model. ITQM Lei Ji, Yingchao Zou, Kaijian He, Bangzhu Zhu
2019	J	`jnl`	Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann. Oper. Res. Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie
2018	—	`conf`	Forecasting Exchange Rate Value at Risk using Deep Belief Network Ensemble based Approach. ITQM Kaijian He, Lei Ji, Geoffrey K. F. Tso, Bangzhu Zhu, Yingchao Zou
2017	—	`conf`	Forecasting Crude Oil Prices: a Deep Learning based Model. ITQM Yanhui Chen, Kaijian He, Geoffrey K. F. Tso
2016	J	`jnl`	Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology. Entropy Kaijian He, Rui Zha, Yanhui Chen, Kin Keung Lai
2015	—	`conf`	A Curvelet based Approach to Time Series Forecasting. ITQM Yingchao Zou, Kaijian He, Meiying Jiang
2015	J	`jnl`	A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. Ann. Oper. Res. Ling Tang, Shuai Wang, Kaijian He, Shouyang Wang
2015	—	`conf`	EMD Copula based Value at Risk Estimates for Electricity Markets. ITQM Xuan Wang, Junling Cai, Kaijian He
2015	J	`jnl`	Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. Entropy Yingchao Zou, Lean Yu, Kaijian He
2015	J	`jnl`	Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics. Entropy Yingchao Zou, Lean Yu, Kaijian He
2014	—	`conf`	A Behavioral Finance Analysis on ETF Investment Behavior. CSO Yang Xu, Kaijian He, Lo Ka Kuen Kenneth, Kin Keung Lai
2014	—	`conf`	EMD Based Value at Risk Estimate Algorithm for Electricity Markets. CSO Hongqian Wang, Kaijian He, Yingchao Zou
2014	—	`conf`	Multiscale Fractal Analysis of Electricity Markets. CSO Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng
2013	—	`conf`	A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting. BIFE Yang Zhao, Lean Yu, Kaijian He
2013	—	`conf`	Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event. BIFE Hongqian Wang, Xiaofang Liu, Kaijian He
2013	—	`conf`	Evaluating the Performance of Exchange Traded Funds in the Emerging Markets. BIFE Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He
2013	—	`conf`	Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model. BIFE Kaijian He, Yingchao Zou, Kin Keung Lai
2013	—	`conf`	Modeling Exchange Traded Funds Portfolio Using Optimization Model. BIFE Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He
2013	—	`conf`	Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets. BIFE Hongqian Wang, Kaijian He, Kin Keung Lai
2013	—	`conf`	Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation. BIFE Kaijian He, Yingchao Zou, Kin Keung Lai
2012	J	`jnl`	Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets. Expert Syst. Appl. Kaijian He, Kin Keung Lai, Jerome Yen
2010	Misc	`conf`	A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction. ICCS Kaijian He, Kin Keung Lai, Jerome Yen
2009	—	`conf`	Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models. CSO (2) Kaijian He, Kin Keung Lai, Jerome Yen
2009	J	`jnl`	Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network. Neurocomputing Kaijian He, Chi Xie, Shou Chen, Kin Keung Lai
2008	—	`conf`	A Wavelet Based Multi Scale VaR Model for Agricultural Market. MCO Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang
2008	—	`conf`	Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. ICCS (2) Kaijian He, Chi Xie, Kin Keung Lai
2008	—	`conf`	Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. ISNN (1) Kaijian He, Chi Xie, Kin Keung Lai
2008	—	`conf`	Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction. ICNC (7) Kaijian He, Chi Xie, Kin Keung Lai
2007	Misc	`conf`	Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. International Conference on Computational Science (1) Kin Keung Lai, Kaijian He, Jerome Yen
2007	Misc	`conf`	Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm. International Conference on Computational Science (3) Lean Yu, Kin Keung Lai, Shouyang Wang, Kaijian He
2006	B	`conf`	Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. IJCNN Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen
2006	—	`conf`	Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. ISDA (1) Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen