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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
Favorite | View/Download:5/0 | TC[WOS]:18 TC[Scopus]:0 | Submit date:2019/12/11
Direct Search  Genetic Algorithm  Bankruptcy Prediction  Support Vector Machines  
Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price Conference paper
Proceedings of the 2010 Third International Joint Conference on Computational Science and Optimization, Huangshan, China, 28-31 May 2010
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | View/Download:3/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/11
Time Series Model  Morphological Component Analysis  Crude Oil Price  Support Vector Regression  Randomwalk Model  
A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction Conference paper
ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, Univ Amsterdam, Amsterdam, NETHERLANDS, MAY 31-JUN 02, 2010
Authors:  Kai jian He;  Kin Keung Lai;  Jerome Yen
Favorite | View/Download:8/0 | TC[WOS]:13 TC[Scopus]:0 | Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model  
Credit Scorecard Based on Logistic Regression with Random Coefficients Conference paper
ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, Univ Amsterdam, Amsterdam, NETHERLANDS, MAY 31-JUN 02, 2010
Authors:  Gang Dong;  Kin Keung Lai;  Jerome Yen
Favorite | View/Download:5/0 | TC[WOS]:13 TC[Scopus]:0 | Submit date:2019/12/11
Bayesian Procedures  Credit Scorecard  Logistic Regression  Random Coefficients  
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN Journal article
COMPUTATIONAL SCIENCE - ICCS 2007, PT 1, PROCEEDINGS, 2007,Volume: 4487,Page: 554-561
Authors:  Kin Keung Lai;  Kaijian He;  Jerome Yen
Favorite | View/Download:3/0 | TC[WOS]:4 TC[Scopus]:0 | Submit date:2019/12/11
Artificial Neural Network  Nonlinear Ensemble Algorithm  Value At Risk  Wavelet Analysis  
Credit Scoring Models with AUC Maximization Based on Weighted SVM Journal article
International Journal of Information Technology and Decision Making, 2009,Volume: 8,Issue: 4,Page: 677- 696
Authors:  LIGANG ZHOU;  KIN KEUNG LAI;  JEROME YEN
Favorite | View/Download:4/0 | TC[WOS]:21 TC[Scopus]:0 | Submit date:2019/12/11
Credit Scoring  Features Weighting  Svm  Auc  
A Model of Stock Manipulation Ramping Tricks Journal article
COMPUTATIONAL ECONOMICS, 2015,Volume: 45,Issue: 1,Page: 135-150
Authors:  K Liu;  KK Lai;  J Yen;  Q Zhu
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Trading Behavior  Stock Manipulation  Financial Market  Ramping Tricks  
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
Favorite | View/Download:6/0 | TC[WOS]:11 TC[Scopus]:0 | Submit date:2019/12/05
Crude Oil  Value At Risk  Morphological Component  Analysis