Kaijian He

According to our database, Kaijian He authored at least 37 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach.

Yingchao Zou, Lean Yu, Kaijian He

Expert Syst. Appl., 2023

2022

China's Crude oil futures forecasting with search engine data.

Qian Yang, Kaijian He, Don Chi Wai Wu, Yingchao Zou

Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022

Crude Oil Price Prediction using Embedding Convolutional Neural Network Model.

Kaijian He, Qian Yang, Yingchao Zou

Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022

2021

Crude oil risk forecasting using mode decomposition based model.

Kaijian He, Yingchao Zou

Proceedings of the 8th International Conference on Information Technology and Quantitative Management, 2021

2020

Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation.

Song Li, Geoffrey K. F. Tso, Kaijian He

Expert Syst. Appl., 2020

2019

Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.

Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie

Ann. Oper. Res., 2019

Carbon futures price forecasting based with ARIMA-CNN-LSTM model.

Lei Ji, Yingchao Zou, Kaijian He, Bangzhu Zhu

Proceedings of the 7th International Conference on Information Technology and Quantitative Management, 2019

2018

Forecasting Exchange Rate Value at Risk using Deep Belief Network Ensemble based Approach.

Kaijian He, Lei Ji, Geoffrey K. F. Tso, Bangzhu Zhu, Yingchao Zou

Proceedings of the 6th International Conference on Information Technology and Quantitative Management, 2018

2017

Forecasting Crude Oil Prices: a Deep Learning based Model.

Yanhui Chen, Kaijian He, Geoffrey K. F. Tso

Proceedings of the 5th International Conference on Information Technology and Quantitative Management, 2017

2016

Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology.

Kaijian He, Rui Zha, Yanhui Chen, Kin Keung Lai

Entropy, 2016

2015

Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics.

Yingchao Zou, Lean Yu, Kaijian He

Entropy, 2015

Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach.

Yingchao Zou, Lean Yu, Kaijian He

Entropy, 2015

A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting.

Ling Tang, Shuai Wang, Kaijian He, Shouyang Wang

Ann. Oper. Res., 2015

A Curvelet based Approach to Time Series Forecasting.

Yingchao Zou, Kaijian He, Meiying Jiang

Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015

EMD Copula based Value at Risk Estimates for Electricity Markets.

Xuan Wang, Junling Cai, Kaijian He

Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015

2014

A Behavioral Finance Analysis on ETF Investment Behavior.

Yang Xu, Kaijian He, Lo Ka Kuen Kenneth, Kin Keung Lai

Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

Multiscale Fractal Analysis of Electricity Markets.

Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng

Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

EMD Based Value at Risk Estimate Algorithm for Electricity Markets.

Hongqian Wang, Kaijian He, Yingchao Zou

Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

2013

A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting.

Yang Zhao, Lean Yu, Kaijian He

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event.

Hongqian Wang, Xiaofang Liu, Kaijian He

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets.

Hongqian Wang, Kaijian He, Kin Keung Lai

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Evaluating the Performance of Exchange Traded Funds in the Emerging Markets.

Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Modeling Exchange Traded Funds Portfolio Using Optimization Model.

Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation.

Kaijian He, Yingchao Zou, Kin Keung Lai

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model.

Kaijian He, Yingchao Zou, Kin Keung Lai

Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

2012

Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets.

Kaijian He, Kin Keung Lai, Jerome Yen

Expert Syst. Appl., 2012

2010

A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction.

Kaijian He, Kin Keung Lai, Jerome Yen

Proceedings of the International Conference on Computational Science, 2010

2009

Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network.

Kaijian He, Chi Xie, Shou Chen, Kin Keung Lai

Neurocomputing, 2009

Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models.

Kaijian He, Kin Keung Lai, Jerome Yen

Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, 2009

2008

A Wavelet Based Multi Scale VaR Model for Agricultural Market.

Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang

Proceedings of the Modelling, 2008

Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model.

Kaijian He, Chi Xie, Kin Keung Lai

Proceedings of the Advances in Neural Networks, 2008

Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction.

Kaijian He, Chi Xie, Kin Keung Lai

Proceedings of the Fourth International Conference on Natural Computation, 2008

Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model.

Kaijian He, Chi Xie, Kin Keung Lai

Proceedings of the Computational Science, 2008

2007

Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm.

Lean Yu, Kin Keung Lai, Shouyang Wang, Kaijian He

Proceedings of the Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27, 2007

Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN.

Kin Keung Lai, Kaijian He, Jerome Yen

Proceedings of the Computational Science, 2007

2006

Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach.

Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen

Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), 2006

Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach.

Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen

Proceedings of the International Joint Conference on Neural Networks, 2006