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Emerging Financial Derivatives Understanding exotic options and structured products Book
London:Routledge, 2014
Authors:  Jerome Yen;  Kin Keung Lai
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Economics  Business & Industry  Finance  
China Financial Markets: Issues and Opportunities Book
London:Routledge, 2014
Authors:  Ming Wang;  Kin Keung Lai;  Jerome Yen
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Bankruptcy Prediction Using SVM Models with a New Approach to Combine Features Selection and Parameters Optimization Journal article
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2014,Volume: 45,Issue: 3,Page: 241-253
Authors:  Ligang Zhou;  Kin Keung Lai;  Jerome Y
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Direct Search  Genetic Algorithm  Bankruptcy Prediction  Support Vector Machines  
Volatility surface and term structure:high-profit options trading strategies Book
London:Routledge, 2013
Authors:  Kin Keung Lai;  Jerome Yen;  Shifei Zhou;  Hao Wang
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A Dynamic Meta-Learning Rate-Based Model for Gold Market Forecasting Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2013,Volume: 39,Issue: 6,Page: 6168-6173
Authors:  Zhou, Shifei;  Lai, Kin Keung;  Yen, Jerome
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Emd  Forecastin  Meta-learning  Bpnn  
Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets Journal article
EXPERT SYSTEMS WITH APPLICATIONS, 2012,Volume: 39,Issue: 4,Page: 4258-4267
Authors:  He, Kaijian;  Lai, Kin Keung;  Yen, Jerome
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Time Series Model  Nonlinear Ensemble Algorithm  Value At Risk  Neural Network  Wavelet Analysis  Multi Resolution Analysis  
Empirical Models Based on Features Ranking Techniques for Corporate Financial Distress Prediction Journal article
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2012,Volume: 64,Issue: 8,Page: 2484-2496
Authors:  Zhou, Ligang;  Lai, Kin Keung;  Yen, Jerome
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Financial Distress Prediction  Empirical Models  Features Ranking  
Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach Journal article
ENERGY ECONOMICS, 2011,Volume: 33,Issue: 5,Page: 903-911
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
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Crude Oil  Value At Risk  Morphological Component  Analysis  
Theoretical Model of Stock Trading Behavior with Biases Conference paper
Proceedings of the World Congress on Engineering, World Congress on Engineering, Imperial Coll London, London, UNITED KINGDOM, 30 June - 2 July 2010
Authors:  Liu Ke;  Kin Keung Lai;  Yen Jerome
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Representative Bias  Trading Behavior  Bayesian Investor  Disposition Effect  
Modeling of Boom and Burst of Shadow – A Game Theory Approach Conference paper
Proceedings of 2010 Third International Conference on Business Intelligence and Financial Engineering, Hong Kong, 13th to 15th August 2010
Authors:  Hwa Dong Liang;  Kin Keung Lai;  Jerome Yen;  Ming Wang
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Financial Market  Coalition  Game Theory