Kaijian He
Orcid: 0000-0001-8097-4435Affiliations:
- Hunan University of Science and Technology, School of Business, Xiangtan, China
- Beijing University of Chemical Technology, School of Economics and Management, Beijing, China
- City University of Hong Kong, Department of Management Sciences, Hong Kong (PhD 2011)
- Hunan University, College of Business Administration, Changsha, China
  According to our database1,
  Kaijian He
  authored at least 38 papers
  between 2006 and 2025.
  
  
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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    on d-nb.info
On csauthors.net:
Bibliography
  2025
Forecasting Crude Oil Prices Using a Convolutional Neural Network with Time-Delay Embedding.
    
  
    Int. J. Inf. Technol. Decis. Mak., April, 2025
    
  
  2023
Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach.
    
  
    Expert Syst. Appl., 2023
    
  
  2022
    Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022
    
  
    Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022
    
  
  2021
    Proceedings of the 8th International Conference on Information Technology and Quantitative Management, 2021
    
  
  2020
    Expert Syst. Appl., 2020
    
  
  2019
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.
    
  
    Ann. Oper. Res., 2019
    
  
    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.
    
  
    Proceedings of the 6th International Conference on Information Technology and Quantitative Management, 2018
    
  
  2017
    Proceedings of the 5th International Conference on Information Technology and Quantitative Management, 2017
    
  
  2016
    Entropy, 2016
    
  
  2015
    Entropy, 2015
    
  
Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach.
    
  
    Entropy, 2015
    
  
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting.
    
  
    Ann. Oper. Res., 2015
    
  
    Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015
    
  
    Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015
    
  
  2014
    Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014
    
  
    Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014
    
  
    Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014
    
  
  2013
    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.
    
  
    Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013
    
  
    Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013
    
  
    Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013
    
  
    Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013
    
  
    Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013
    
  
    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.
    
  
    Expert Syst. Appl., 2012
    
  
  2010
A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction.
    
  
    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.
    
  
    Neurocomputing, 2009
    
  
    Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, 2009
    
  
  2008
    Proceedings of the Modelling, 2008
    
  
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model.
    
  
    Proceedings of the Advances in Neural Networks, 2008
    
  
    Proceedings of the Fourth International Conference on Natural Computation, 2008
    
  
    Proceedings of the Computational Science, 2008
    
  
  2007
    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.
    
  
    Proceedings of the Computational Science, 2007
    
  
  2006
    Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), 2006
    
  
    Proceedings of the International Joint Conference on Neural Networks, 2006