Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN.
Kin Keung Lai, Kaijian He, Jerome Yen
VenueMulticonferenceICCS
Year2007
ProceedingsInternational Conference on Computational Science (1)
DBLP recordconf/iccS/LaiHY07 ↗
Browse the full ICCS paper archive.