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ORCIDKaijian He
Person information
- affiliation: Hunan University of Science and Technology, School of Business, Xiangtan, China
- affiliation: Beijing University of Chemical Technology, School of Economics and Management, Beijing, China
- affiliation (PhD 2011): City University of Hong Kong, Department of Management Sciences, Hong Kong
- affiliation: Hunan University, College of Business Administration, Changsha, China
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2020 – today
- 2023
[j9]Yingchao Zou
, Lean Yu, Kaijian He:
Forecasting crude oil risk: A multiscale bidirectional generative adversarial network based approach. Expert Syst. Appl. 212: 118743 (2023)- 2022
- [c28]Kaijian He, Qian Yang, Yingchao Zou:
Crude Oil Price Prediction using Embedding Convolutional Neural Network Model. ITQM 2022: 959-964 - [c27]Qian Yang, Kaijian He, Don Chi Wai Wu, Yingchao Zou:
China's Crude oil futures forecasting with search engine data. ITQM 2022: 965-972 - 2021
- [c26]Kaijian He, Yingchao Zou:
Crude oil risk forecasting using mode decomposition based model. ITQM 2021: 309-314 - 2020
- [j8]Song Li, Geoffrey K. F. Tso, Kaijian He:
Bottleneck feature supervised U-Net for pixel-wise liver and tumor segmentation. Expert Syst. Appl. 145: 113131 (2020)
2010 – 2019
- 2019
- [j7]Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie:
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann. Oper. Res. 281(1-2): 373-395 (2019) - [c25]Lei Ji, Yingchao Zou, Kaijian He, Bangzhu Zhu:
Carbon futures price forecasting based with ARIMA-CNN-LSTM model. ITQM 2019: 33-38 - 2018
- [c24]Kaijian He, Lei Ji, Geoffrey K. F. Tso, Bangzhu Zhu, Yingchao Zou:
Forecasting Exchange Rate Value at Risk using Deep Belief Network Ensemble based Approach. ITQM 2018: 25-32 - 2017
- [c23]Yanhui Chen, Kaijian He, Geoffrey K. F. Tso:
Forecasting Crude Oil Prices: a Deep Learning based Model. ITQM 2017: 300-307 - 2016
- [j6]Kaijian He, Rui Zha, Yanhui Chen, Kin Keung Lai:
Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology. Entropy 18(5): 170 (2016) - 2015
- [j5]Ling Tang, Shuai Wang, Kaijian He, Shouyang Wang:
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. Ann. Oper. Res. 234(1): 111-132 (2015) - [j4]Yingchao Zou, Lean Yu, Kaijian He:
Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. Entropy 17(7): 4519-4532 (2015) - [j3]Yingchao Zou, Lean Yu, Kaijian He:
Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics. Entropy 17(10): 7167-7184 (2015) - [c22]Xuan Wang, Junling Cai, Kaijian He:
EMD Copula based Value at Risk Estimates for Electricity Markets. ITQM 2015: 1318-1324 - [c21]Yingchao Zou, Kaijian He, Meiying Jiang:
A Curvelet based Approach to Time Series Forecasting. ITQM 2015: 1325-1330 - 2014
- [c20]Lijun Wang, Kaijian He, Yingchao Zou, Zhimeng Feng:
Multiscale Fractal Analysis of Electricity Markets. CSO 2014: 378-382 - [c19]Yang Xu, Kaijian He, Lo Ka Kuen Kenneth, Kin Keung Lai:
A Behavioral Finance Analysis on ETF Investment Behavior. CSO 2014: 386-389 - [c18]Hongqian Wang, Kaijian He, Yingchao Zou:
EMD Based Value at Risk Estimate Algorithm for Electricity Markets. CSO 2014: 445-449 - 2013
- [c17]Hongqian Wang, Xiaofang Liu, Kaijian He:
Agent-Based Simulation Approach for Managing Communicative Competence in Public Emergence Event. BIFE 2013: 96-100 - [c16]Yang Zhao, Lean Yu, Kaijian He:
A Compressed Sensing-Based Denoising Approach in Crude Oil Price Forecasting. BIFE 2013: 147-150 - [c15]Kaijian He, Yingchao Zou, Kin Keung Lai:
Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model. BIFE 2013: 186-190 - [c14]Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He:
Modeling Exchange Traded Funds Portfolio Using Optimization Model. BIFE 2013: 201-205 - [c13]Hongqian Wang, Kaijian He, Kin Keung Lai:
Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets. BIFE 2013: 211-215 - [c12]Kaijian He, Yingchao Zou, Kin Keung Lai:
Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation. BIFE 2013: 258-262 - [c11]Lo Ka Kuen Kenneth, Kin Keung Lai, Kaijian He:
Evaluating the Performance of Exchange Traded Funds in the Emerging Markets. BIFE 2013: 359-363 - 2012
- [j2]Kaijian He, Kin Keung Lai, Jerome Yen:
Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets. Expert Syst. Appl. 39(4): 4258-4267 (2012) - 2010
- [c10]Kaijian He, Kin Keung Lai, Jerome Yen:
A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction. ICCS 2010: 2397-2405
2000 – 2009
- 2009
- [j1]Kaijian He, Chi Xie, Shou Chen, Kin Keung Lai:
Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network. Neurocomputing 72(16-18): 3428-3438 (2009) - [c9]Kaijian He, Kin Keung Lai, Jerome Yen:
Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models. CSO (2) 2009: 12-16 - 2008
- [c8]Kaijian He, Chi Xie, Kin Keung Lai:
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. ICCS (2) 2008: 494-503 - [c7]Kaijian He, Chi Xie, Kin Keung Lai:
Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction. ICNC (7) 2008: 43-47 - [c6]Kaijian He, Chi Xie, Kin Keung Lai:
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. ISNN (1) 2008: 148-157 - [c5]Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang:
A Wavelet Based Multi Scale VaR Model for Agricultural Market. MCO 2008: 429-438 - 2007
- [c4]Kin Keung Lai, Kaijian He, Jerome Yen:
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. International Conference on Computational Science (1) 2007: 554-561 - [c3]Lean Yu, Kin Keung Lai, Shouyang Wang, Kaijian He:
Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm. International Conference on Computational Science (3) 2007: 925-932 - 2006
- [c2]Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen:
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. IJCNN 2006: 2129-2136 - [c1]Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen:
Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. ISDA (1) 2006: 1179-1184
Coauthor Index
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