Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. - Kin Keung Lai; Kaijian He; Chi Xie; Shou Chen (IJCNN, 2006)

Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. - Kin Keung Lai; Kaijian He; Chi Xie; Shou Chen (ISDA (1), 2006)

Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. - Kin Keung Lai; Kaijian He; Jerome Yen (International Conference on Computational Science (1), 2007)

Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm. - Lean Yu; Kin Keung Lai; Shouyang Wang; Kaijian He (International Conference on Computational Science (3), 2007)

Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. - Kaijian He; Chi Xie; Kin Keung Lai (ICCS (2), 2008)

Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction. - Kaijian He; Chi Xie; Kin Keung Lai (ICNC (7), 2008)

Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. - Kaijian He; Chi Xie; Kin Keung Lai (ISNN (1), 2008)

A Wavelet Based Multi Scale VaR Model for Agricultural Market. - Kaijian He; Kin Keung Lai; Sy-Ming Guu; Jinlong Zhang (MCO, 2008)

Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models. - Kaijian He; Kin Keung Lai; Jerome Yen (CSO (2), 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)

A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction. - Kaijian He; Kin Keung Lai; Jerome Yen (ICCS, 2010)

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)

Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model. - Kaijian He; Yingchao Zou; Kin Keung Lai (BIFE, 2013)

Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation. - Kaijian He; Yingchao Zou; Kin Keung Lai (BIFE, 2013)

Modeling Exchange Traded Funds Portfolio Using Optimization Model. - Lo Ka Kuen Kenneth; Kin Keung Lai; Kaijian He (BIFE, 2013)

Evaluating the Performance of Exchange Traded Funds in the Emerging Markets. - Lo Ka Kuen Kenneth; Kin Keung Lai; Kaijian He (BIFE, 2013)

Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets. - Hongqian Wang; Kaijian He; Kin Keung Lai (BIFE, 2013)

Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event. - Hongqian Wang; Xiaofang Liu; Kaijian He (BIFE, 2013)

A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting. - Yang Zhao; Lean Yu; Kaijian He (BIFE, 2013)

EMD Based Value at Risk Estimate Algorithm for Electricity Markets. - Hongqian Wang; Kaijian He; Yingchao Zou (CSO, 2014)

Multiscale Fractal Analysis of Electricity Markets. - Lijun Wang; Kaijian He; Yingchao Zou; Zhimeng Feng (CSO, 2014)

A Behavioral Finance Analysis on ETF Investment Behavior. - Yang Xu; Kaijian He; Lo Ka Kuen Kenneth; Kin Keung Lai (CSO, 2014)

EMD Copula based Value at Risk Estimates for Electricity Markets. - Xuan Wang; Junling Cai; Kaijian He (ITQM, 2015)

A Curvelet based Approach to Time Series Forecasting. - Yingchao Zou; Kaijian He; Meiying Jiang (ITQM, 2015)

A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. - Ling Tang 001; Shuai Wang 002; Kaijian He; Shouyang Wang (Ann. Oper. Res., 2015)

Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. - Yingchao Zou; Lean Yu; Kaijian He (Entropy, 2015)

Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics. - Yingchao Zou; Lean Yu; Kaijian He (Entropy, 2015)

Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology. - Kaijian He; Rui Zha; Yanhui Chen; Kin Keung Lai (Entropy, 2016)

Forecasting Crude Oil Prices: a Deep Learning based Model. - Yanhui Chen; Kaijian He; Geoffrey K. F. Tso (ITQM, 2017)

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 (ITQM, 2018)

Carbon futures price forecasting based with ARIMA-CNN-LSTM model. - Lei Ji; Yingchao Zou; Kaijian He; Bangzhu Zhu (ITQM, 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 004 (Ann. Oper. Res., 2019)

Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation. - Song Li; Geoffrey K. F. Tso; Kaijian He (Expert Syst. Appl., 2020)

Crude oil risk forecasting using mode decomposition based model. - Kaijian He; Yingchao Zou (ITQM, 2021)

Crude Oil Price Prediction using Embedding Convolutional Neural Network Model. - Kaijian He; Qian Yang; Yingchao Zou (ITQM, 2022)

China's Crude oil futures forecasting with search engine data. - Qian Yang; Kaijian He; Don Chi Wai Wu; Yingchao Zou (ITQM, 2022)

Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach. - Yingchao Zou; Lean Yu; Kaijian He (Expert Syst. Appl., 2023)

Forecasting Crude Oil Prices Using a Convolutional Neural Network with Time-Delay Embedding. - Kaijian He; Lean Yu; Jia Liu; Yingchao Zou (Int. J. Inf. Technol. Decis. Mak., 2025)