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Early Warning of American Stock Market Crises Based on Volatility Model Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:  Zhu, Simu
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2022/05/17
Arma-garch Model  Early Warning Of Crises  Value At Risk  Volatility Clustering Effect  
Research of predicting machine's remaining useful life based on statistical pattern recognition and auto-regressive and moving average model Journal article
Liao W.-Z., Pan E.-S., Wang Y., Xi L.-F.. Research of predicting machine's remaining useful life based on statistical pattern recognition and auto-regressive and moving average model[J]. Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University, 2011, 45(7), 1000-1005.
Authors:  Liao W.-Z.;  Pan E.-S.;  Wang Y.;  Xi L.-F.
Favorite |  | Submit date：2019/01/16
Auto-regressive and moving average (ARMA) model  Health index (HI)  Prediction  Remaining useful life (RUL)  Statistical pattern recognition (SPR)  
A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction Conference paper
Kai jian He, Kin Keung Lai, Jerome Yen. A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction[C], 2010, 2397-2405.
Authors:  Kai jian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[WOS]:17 TC[Scopus]:1 | Submit date：2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model