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Article
Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing
Mobile e-commerce has grown rapidly in the last decade because of the development of mobile network services, computing capabilities and big data’s applications. Financial institutions have been undergoing fun...
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Article
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
Unlike common financial markets, the European carbon market is a typically heterogeneous market, characterized by multiple timescales and affected by extreme events. The traditional Value-at-Risk (VaR) with si...
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Article
Exploring the drivers of energy consumption-related CO2 emissions in China: a multiscale analysis
The exploration and modeling of the drivers of CO2 emissions can help make effective CO2 emission reduction policies. In this study, we examine the drivers of energy consumption-related CO2 emissions in China dur...
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Article
The Information Content of OVX for Crude Oil Returns Analysis and Risk Measurement: Evidence from the Kalman Filter Model
Crude oil volatility index (OVX) is a new index published by Chicago Board Option Exchange since 2007. In recent years it emerged as an important alternative measure to track and analyze the volatility of futu...
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Article
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting
We propose a novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. Our method is based on the principles of “data-characteristic-based modeling” and “decompos...
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Chapter and Conference Paper
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model
As the real estate market develops rapidly and is increasingly securitized, it has become an important investment asset in the portfolio design. Thus the measurement of its market risk exposure has attracted a...
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Chapter and Conference Paper
A Wavelet Based Multi Scale VaR Model for Agricultural Market
Participants in the agricultural industries are subject to significant market risks due to long production lags. Traditional methodology analyzes the risk evolution following a time invariant approach. However...
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Chapter and Conference Paper
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model
Risk level in the exchange rate market is dynamically evolving with complicated structures. To further refine the analysis process and achieve more accurate measurement, this paper proposes a novel kernel base...
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Chapter and Conference Paper
Oil Price Forecasting with an EMD-Based Multiscale Neural Network Learning Paradigm
In this study, a multiscale neural network learning paradigm based on empirical mode decomposition (EMD) is proposed for crude oil price prediction. In this learning paradigm, the original price series are fir...
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Chapter and Conference Paper
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN
Price fluctuations in the crude oil markets worldwide have attracted significant attentions from both, industries and academics, due to their profound impact on businesses and governments. Proper measurement a...
