Rongda Chen

According to our database, Rongda Chen authored at least 20 papers between 2009 and 2024.

Collaborative distances:

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

2024

Anti-Fraud Analysis during the COVID-19 Pandemic: A Global Perspective.

Xiaoqian Zhu, Yinghui Wang, Yanpeng Chang, Rongda Chen, Jianping Li

Int. J. Inf. Technol. Decis. Mak., January, 2024

2023

The <i>a</i>-average Degree Edge-Connectivity of Bijective Connection Networks.

Yayu Yang, Mingzu Zhang, Jixiang Meng, Rongda Chen

Comput. J., September, 2023

Kernel-Free Nonlinear Support Vector Machines for Multiview Binary Classification Problems.

Rongda Chen, Zhixia Yang, Junyou Ye

Int. J. Intell. Syst., 2023

2022

A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics.

Rongda Chen, Ze Wang, Liu Yang, Chi To Ng, T. C. E. Cheng

Decis. Sci., 2022

2021

Risk Awareness to epidemic Information and Self-Restricted Travel Behavior on Contagion.

Wen-Juan Xu, Chen-Yang Zhong, Hui-Fen Ye, Rongda Chen, Tian Qiu, Fei Ren, Li-Xin Zhong

Adv. Complex Syst., 2021

2018

A DBN-based resampling SVM ensemble learning paradigm for credit classification with imbalanced data.

Lean Yu, Rongtian Zhou, Ling Tang, Rongda Chen

Appl. Soft Comput., 2018

2017

Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula.

Rongda Chen, Ze Wang, Lean Yu

Int. J. Inf. Technol. Decis. Mak., 2017

2015

Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management.

Rongda Chen, Liu Yang, Weijin Wang, Ling Tang

Ann. Oper. Res., 2015

Financial Development and Income Inequality in China: An Application of SVAR Approach.

Quanda Zhang, Rongda Chen

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

2014

Application of metabolic GM(1, 1) model in financial repression approach to the financing difficulty of the small and medium-sized enterprises.

Quanda Zhang, Rongda Chen

Grey Syst. Theory Appl., 2014

A SVM Stock Selection Model within PCA.

Huanhuan Yu, Rongda Chen, Guoping Zhang

Proceedings of the Second International Conference on Information Technology and Quantitative Management, 2014

2013

Method of Value-at-Risk and Empirical Research for Shanghai Stock Market.

Qi Chen, Rongda Chen

Proceedings of the First International Conference on Information Technology and Quantitative Management, 2013

Regression Model for China's Gold Futures Hedging Ratio and Function.

Tianqi Zhu, Rongda Chen

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

Financial Repression Approach to the Financing Difficulty of the Small and Medium-Sized Enterprises: Empirical Evidence from China.

Quanda Zhang, Rongda Chen

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

Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and Distributional Assumption in Garch Models.

Congcong Wang, Rongda Chen

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

Analysis on the Impact of the Fluctuation of the International Gold Prices on the Gold Stocks in Chinese Shanghai and Shenzhen A-Share.

Jie Chen, Rongda Chen

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

2012

The Volatility of Stock Return in GEM Broad.

Fang Fang, Rongda Chen

Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012

Efficiency Test in Chinese Plastic Futures Market.

Rongda Chen, Weijin Wang, Wenlong Li

Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012

The Comparison of Beta Distribution Estimation and Gauss Kernel Density Estimation in the Recovery Rates of Municipal Bonds.

Rongda Chen, Ze Wang

Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012

2009

Nonlinear VaR Model of FX Options Portfolio Based on Importance Sampling Technique.

Rongda Chen, Jinrong Lu

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009