Kaijian He

Orcid: 0000-0001-8097-4435

Affiliations:
  • 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 37 papers between 2006 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach.
Expert Syst. Appl., 2023

2022
China's Crude oil futures forecasting with search engine data.
Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022

Crude Oil Price Prediction using Embedding Convolutional Neural Network Model.
Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022

2021
Crude oil risk forecasting using mode decomposition based model.
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.
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

Carbon futures price forecasting based with ARIMA-CNN-LSTM model.
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
Forecasting Crude Oil Prices: a Deep Learning based Model.
Proceedings of the 5th International Conference on Information Technology and Quantitative Management, 2017

2016
Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology.
Entropy, 2016

2015
Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics.
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

A Curvelet based Approach to Time Series Forecasting.
Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015

EMD Copula based Value at Risk Estimates for Electricity Markets.
Proceedings of the Third International Conference on Information Technology and Quantitative Management, 2015

2014
A Behavioral Finance Analysis on ETF Investment Behavior.
Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

Multiscale Fractal Analysis of Electricity Markets.
Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

EMD Based Value at Risk Estimate Algorithm for Electricity Markets.
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.
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

Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Evaluating the Performance of Exchange Traded Funds in the Emerging Markets.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Modeling Exchange Traded Funds Portfolio Using Optimization Model.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013

Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model.
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

Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models.
Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, 2009

2008
A Wavelet Based Multi Scale VaR Model for Agricultural Market.
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

Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction.
Proceedings of the Fourth International Conference on Natural Computation, 2008

Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model.
Proceedings of the Computational Science, 2008

2007
Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm.
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
Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach.
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.
Proceedings of the International Joint Conference on Neural Networks, 2006


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