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About me |
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About me (Chinese) |
| |
Research Areas |
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Recent Publications |
|
1st Year Learning Experience |
|
BBA |
|
| Department of Management Sciences | |
| City University of Hong Kong | |
| Tat Chee Avenue, Kowloon, Hong Kong |
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| Tel: +852 2788 8563 | |
| Fax: +852 27888560 | |
| E-mail: mskklai@cityu.edu.hk | |
| Last update: 2009/01/08 | |
Publications in the last 5 years (2007-present):
I. Supply Chain
Management
International Refereed Journals
1.
J Bian, K K Lai & Z Hua, “Upstream Collusion and Downstream Managerial Incentives”, to
appear, Economics Letters, Sept 2012
2.
F Leung, Y L Zhang & K K Lai, "A Preventive Maintenance and Replacement Policy of a Series System with
Failure Interaction” Optimization, Vol. 61, No. 2, Feb 2012, p223-237
3.
X Chong, J L
Zhang, K K Lai and Nie Lei, “An Empirical
Analysis of Mobile Internet Acceptance from Value-based View’, International
Journal of Mobile Communications, Vol. 10, No. 5, Oct 2012, p536-557
4.
Y
He & K K Lai, "Supply Chain Integration and Service Oriented
Transformation: Evidence from Chinese Equipment Manufacturers”, International
Journal of Production Economics, Vol. 135, Feb 2012, p791-799
5.
X
F Du, S Leung, J L Zhang & K K Lai, "Demand Forecasting of Perishable Farm Products
Using Support Vector Machine", to appear, International Journal of System Science, Aug 2011
6.
G Xie, S Y Wang & K K Lai,
"Quality Improvement
in Competing Supply Chains”, International Journal of Production Economics, Vol.
134, Nov 2011, p262-270
7.
F Leung, Y L Zhang & K K Lai, "Analysis for a Two-dissimilar-Component
Cold Standby Repairable System with Repair Priority", Reliability
Engineering & System Safety, Vol. 96, Nov
2011, p1542-1551
8.
G Xie, W Yue, S Y Wang &
K K Lai, "Quality Investment and Price Decision in a
Risk-Averse Supply Chain", European Journal of Operational Research, Vol. 214, Oct. 2011,
p403-410
9.
Z Yao, K Liu, S Leung & K K Lai, “Single Period Stochastic Inventory Problems with Ordering or Returns
Policies", Computers & Industrial Engineering, Vol. 61, Issue 2, Sept 2011, p242-253
10.
M Wang, K K Lai,
S Leung
& N Shi, “A Robust optimization Model for Dynamic Market with
Uncertain production Cost”, Optimization, Vol. 61, No. 2, Feb 2012, p187-207
11.
J Shi, G Zhang & K K Lai, “Optimal Ordering and Pricing Policy
with Supplier Quality Discounts and Price-dependent Stochastic Demand”,
Optimization, Vol. 61, No. 2, Feb 2012,
p151-162
12.
Y Li, S Y Wang, G Feng &
K K Lai, “Comparative Analysis of Risk Control in Logistics
and Supply Chain Finance under Different Pledge Fashions”,
International Journal of Revenue Management, Vol. 5, No. 2, 2011, p121-144
13.
T Shu, S Chen, X Chao &
K K Lai, “Hierarchical Economic Information filtering Model
Concerning Vender Selection”, International Journal of Revenue
Management, Vol. 5, No. 1, 2011, p84-105
14.
Q H Zhao, S Chen, S C H
Leung & K K Lai, “Integration of Inventory and Transportation
Decisions in a Logistics System”, Transportation Research Part E., Vol. 46, Issue 6, Nov 2010, p913-925
15.
H Xu, N Shi, S H Ma & K
K Lai, “Contracting with an Urgent Supplier
under Cost Information Asymmetry”, European Journal of Operational Research, Vol.
206, Issue 2, Oct 2010, p374-383
16.
M Wang, S Liu, S Y Wang
& K K Lai, “A Weighted Product method for Bidding Strategies in
Multi-attribute Auctions”, Journal of Systems Science and Complexity, Vol. 23,
Oct 2010, p194-208
17.
Y He, S Y Wang & K K
Lai, “An Optimal Production-Inventory model for
deteriorating Items with Multiple-Market Demand”, European Journal of Operational
Research, Vol. 203, Issue 3, 2010, p593-600
18.
N Shi, R Cheung, H Xu &
K K Lai, “An Adaptive Routing Strategy for Freight
Transportation Networks”, Journal of the Operational Research Society, Vol. 62,
April, 2011, p799-805
19.
D Shen, K K Lai, S Leung
& L Liang, “Modeling and Analysis of Inventory Procurement for
Perishable Agricultural Products with Buyer-Seller Collaboration”, International
Journal of Systems Science, Vol. 42, No. 7, July 2011,
p1207-1217
20.
F
Leung, Y L Zhang & K K Lai, “A Bivariate Optimal Replacement Policy for a Cold Standby Repairable
System with Repair Priority”, Naval Research Logistics, Vol. 57, Issue 2, 2010,
p149-158
21.
F Leung, Y L Zhang & K K Lai, “An Optimal Replacement Policy for a
Two-Component Cold Standby System with Repair Priority”, Journal of Engineering
Manufacture, Vol. 224, No. 6, Part B, 2010, p963-970
22.
G
Zhang & K K Lai, “ Tabu Search Approaches for the Multi-Level Warehouse
Layout Problem with Adjacency Constraints”, Engineering Optimization, Vol. 42,
No. 8, August 2010, p775-790
23.
K Pan, K K Lai, S Leung
& D Xiao, “ Revenue-Sharing Versus Wholesale Price mechanisms under Different Channel
Power Structures”, European Journal of Operational Research, Vol. 203, Iss 2,
2010, p532-538
24.
G Dong, J Tang, K K Lai
& Y Kong, "An
Exact Algorithm for Vehicle Routing and Scheduling Problem of Free Pickup and
Delivery Service in Flight Ticket Sales Companies Based on Set-partitioning
Model", Journal of Intelligent Manufacturing, Vol. 22, No. 5, Oct. 2011,
p789-799
25.
X F Du, S Leung, J Zhang & K K Lai, “Procurement
of Agricultural Products using the CPFR Approach”, Supply Chain Management: An International
Journal, Vol. 14, No. 4, 2009, p253-258
26.
Z Yao, S Leung & K K
Lai, “Using Return Policies to
Improve the Supply Chain Performance under Retailers’ Competition with
Price-Dependent Demand”, Journal of Operations and Logistics, Vol. 2, Issue 4,
2009, p1-11
27.
T Shu, S Chen, S Y Wang, K K Lai & C
Xie,
“Ave-CPFR Working Chains on the Basis of Selection Model of Collaborative
Credit-Granting Guarantee Approaches”, International Journal of Information
Technology and Decision Making, Vol. 9, Issue 2, March 2010, p301-325
28.
T Chen, J L Zheng & K K Lai, “An
Integrated Real Options Evaluating Model for Information technology Projects
under Multiple Risks”, International Journal of Project Management, Vol. 27,
2009, p776-786
29.
K Pan, K K Lai, L Liang & S Leung, "Two-period
Pricing and Ordering Policy for the Dominant Retailer in a Two-echelon Supply Chain
with Demand Uncertainty", OMEGA, Vol. 37, Issue 4, Aug 2009, p919-929
30.
D F Zhang, J L Zhang, K K Lai & Y Lu, “An
Novel Approach to Supplier Selection based on Vague Sets Group Decision”, Expert
Systems With Applications, Vol. 36, Issue 5, July 2009, p9557-9563
31.
J
A Li, Y Wu, K K Lai & K Liu, “ Replenishment Routing Problems Between a Single and Multiple
Retailers with Direct Delivery”, European Journal of Operational Research, Vol.
190, No. 2, 2008, p412-420
32.
S Liu, K K Lai & S Y Wang, “ Booking Models for
Hotel Revenue Management Considering Multiple-day Stays”, International Journal
of Revenue Management, Vol. 2, No. 1, 2008, p78-91
33.
Z Yao, S Leung & K K Lai, “The Effectiveness of
Revenue-Sharing Contract to Coordinate the Price-Setting Newsvendor Products’
Supply Chain”, Supply Chain Management: An International Journal,
Vol. 13, No 4, 2008, p263-271
34.
Qiguo
Gong, K. K. Lai & S Y Wang, “Supply Chain Networks:
Closed Jackson Network Models and Properties”, International
Journal of Production
Economics, Vol.
113, Iss 2, Jun 2008, p567-574
35.
Z Yao, K K
Lai & S Leung, “ Analysis of the Impact of Price-Sensitivity Factors on the Returns Policy in
Coordinating Supply Chain”, European Journal of Operational Research, Vol.
187, No. 1, 2008, p275-282
36.
T
Shu, S Chen, B MacCarthy, L Muyldermans, K K Lai & S Y Wang, “ Selection Model and N-tier Expansion of
Collaborative Credit-granting Guaranty Mechanisms and Techniques Grounded on Agile Virtual Enterprise”, International Journal of Management Science and Engineering Management, Vol. 3,
No.2, 2008, pp131-140
37.
Yue Wu & K K
Lai, “A
Production Scheduling Strategy with a Common Due Window”, Computers and Industrial Engineering, Vol.
53, Issue 2, Sept 2007, p215-221
38.
Q Gong, S Y Wang & K K Lai, "Stochastic
Analysis of TPS: Expose and Eliminate Variability by Highly Specifying
WCP" International Journal of Production Research, Vol. 47,. Issue 3,
2009, p751-775
39.
G D Gong, J Zhang & K K Lai, “A Variable Precision Fuzzy
Rough Group Decision-making Model for IT Offshore Outsourcing Risk Evaluation”,
Journal of Global Information Management, Vol. 16, Issue 2, 2008, p18-34
40.
Yue Wu, K K Lai and Y J Liu,
“Deterministic
Global Optimization Approach to Steady-State Distribution Gas Pipeline
Networks”, Optimization and Engineering, Vol. 8, No 3, July 2007, p259-275
41.
S Leung,
K K Lai, W Ng & Y Wu, “A
Robust Optimization Model for Production Planning of Perishable Products”,
Journal of Operational Research Society, Vol. 58, No. 4,
2007, pp413-423
42.
Z
43.
K K Lai, M Wang
& L Liang, “ A Stochastic Approach to Professional Services
Firms’ Revenue Optimization”, European
Journal of Operational Research, Vol. 182, Nov 2007, p971-982
44.
Q
Zhao, S Y Wang, K K Lai & G P Xia, “A Partition Approach to the Inventory/Routing Problem”, European Journal of
Operational Research, Vol.177,
2007, p786-802
International Refereed Conference
Proceedings
45.
K Pan, K K Lai & L Liang, “Ordering
Policy with Joint Adoption of Revenue Sharing and Advance Booking Discount
Program”, Proceedings of the Third International Conference on Engineering
Management and Service Sciences, Beijing, China, Sept 2009, p01.02.142.1-4
46.
K K Lai & M Wang, “ An Optimization Model for a Two-Stage Perishable Inventory Problem,”,
Proceedings of the 7th International Congress on Logistics and SCM
Systems, Korea, June 2012, p13.1-13.3
47.
J Shi, Guoqing Zhang & K K Lai, “Supply Planning for a Closed Loop Supply
Chain with Uncertain Demand and Price-Dependent Stochastic Return”, Proceedings
of the Second International Conference on Business Intelligence and Financial
Engineering, Beijing, China, July 2009 , p616-620
48.
K Pan, K K Lai & L Liang, “An Integrated Model for a
Single-Manufacturer Multi-Retailer Supply Chain with Poisson Demand”,
Proceedings of the Second International Conference on Business Intelligence and
Financial Engineering, Beijing, China, July 2009 ,p534-538
49.
M Wang, K K Lai & L Liang, “Risk Control for Cost Uncertainty in
Dynamic Oligopolistic Competition”, Proceedings of the Second International
Conference on Business Intelligence and Financial Engineering, Beijing, China,
July 2009 ,p524-528
50.
Min Li & K K Lai, “Risk and Cost Analysis in Supply Chain
Structure with Simulation”, Proceedings of the Second International Conference
on Business Intelligence and Financial Engineering, IEEE Computer Society, Beijing,
China, July 2009 , p381-385
51.
D Shen, K K Lai & L Liang, “ Inventory Replenishment Model for
Perishable Products in Two-level Supply Chain”, Proceedings of the Second
International Conference on Business Intelligence and Financial Engineering,
Beijing, China, July 2009 , 396-400
52.
L Zhou, K K Lai & L Yu, “Artificial Immune Network and Tabu Search for Job Shop
Scheduling”, Proceedings of the International Conference on Intelligent
Manufacturing and Logistics Systems, Japan, Feb 2009, p1-6
53.
P
Zheng, K K Lai & Y X Zhang, “Dynamic Balanced Scorecard with Rough Set and Fuzzy Evaluation”,
Proceedings of the International Conference on Computational Sciences and
Optimization, Vol. 2, Sanya, China, April 2009, p853-855
54.
M
Wang, K K Lai, D J Shen & L Liang, “Risk Control of Providing a Kind of Quasi-Public
Goods under China’s Current pricing mechanism – Case of Energy Industry”,
Proceedings of the International Conference on Computational Sciences and
Optimization, Vol. 1, Sanya, China, April 2009, p966-969
55.
M
Wang, K K Lai & L Liang,
“Risk Control for production Cost”, Proceedings of the 2nd International Conference on risk Management & Engineering Management,
Beijing, China, Nov 2008, p237-242
56.
D J Shen, K K Lai, M Wang & L
Liang, “Production-Inventory Cooperation for Perishable
Products in Supply Chain”,
Proceedings of the International Conference on Computational Sciences and
Optimization, Vol. 2, Sanya, China, April 2009, p876-878
57.
Z Yao, S C H Leung
& K K Lai, “A Framework for Supply Chain Risk Management
Based on SCOR Model”, Proceedings of the 9th International
Conference on Industrial Management, Osaka, Japan, Sept 2008, p182-190
58.
P
Zheng & K K Lai, “A
Rough Set Approach on Supply Chain Dynamic Performance Measurement”, Lecture Note in Artificial Intelligence, LNAI 4953, edited by N T Nguyen, G S Jo, R Howlett
& L Jain, Springer, 2008, p312-322
59.
T Shu, S Chen, B MacCarthy, L Muyldermans, S Y Wang & K K
Lai, “Supply Chain Collaborative
Forecasting Methods on the Basis of Factors”, Proceedings of the 4thIEEE
International Conference on Management of
Innovation and Technology, Thailand, Sept 2008
60.
T Shu, S Chen, B MacCarthy, L Muyldermans,
K K Lai & S Y Wang, “Supply Chain Grounded on Information
Theory: Tracing to the Source of Collaborative Information”, Proceedings of the IEEE International
Conference on Industrial Engineering and engineering Management, Singapore, Dec
2008
61.
P
Zheng, K K Lai & Y Zhang,
“Study on Security Risk Evaluation
Model, Process and Tools of Information System”, Proceedings of the
International Conference on e-Risk Management, Nanjing, China, June 2008, p47-52
62.
M
Li, K K Lai, L Zhou,” Supply Chain Structure Analysis Based on Risk and
Cost Control with Simulation”, Proceedings
of the International Conference on e-Risk Management, Nanjing, China, June 2008, p804-809
63.
M Wang, K K Lai & L Liang, “A robust
Optimization Approach to Production Cost Uncertainty in Dynamic Oligopolistic
Competition”, Proceedings of
the International Conference on e-Risk Management, Nanjing, China, June 2008, p810-815
64.
P Zheng, K K Lai & Y Zhang, “Research on Supply Chain Dynamic Balanced Scorecard Based on Fuzzy
Evaluation”, Proceedings of the 8th Asian Pacific Conference on
Industrial engineering and Management Systems, Taiwan, Dec 2007, p9.1-9.13
65.
X Chen, X Yao, Y Lu & K K Lai, “Study of Contracts for VMI Supply Chain with Price Discounting Policy”,
Proceedings of the 8th Asian Pacific Conference on Industrial
engineering and Management Systems, Taiwan, Dec 2007, p111.1-111.7
66.
G Zhang & K K Lai, “A Tabu Search
Approach for Multiple-Level Warehouse Layout Problem with Adjacency
Constraints”, Proceedings of the 8th Asian Pacific Conference on
Industrial engineering and Management Systems, Taiwan, Dec 2007, p592.1-592.10
67.
S Leung, L Zhou & K K Lai, “Container Leasing Decision for Orders”,
Proceedings of International conference
on Service Systems and Service Management, edited by J Chen, Chengdu, China, June
2007, p273-278
68.
Z Yao, S Leung & K K Lai, “Using Returns Polices to Improve the Supply Chain Performance Under
Retailer’s Competition with Price-Dependent Demand”, Proceedings of the
International Conference on Industrial Engineering and Systems Management, Beijing,
China, May 2007
69.
T Shu, S Chen, B MacCarthy, S Y Wang, K K
Lai & C Xie, “An
Analysis of Motivation for Front Collaboration of AVE-based CPFR Mechanisms”,
Proceedings of the International Conference on Service Systems and Service Management,
Chengdu, China, June 2007, pp827-836
70.
T
Shu, B MacCarthy, S Y Wang, S Chen, K K Lai & C Xie, “CPFR Mechanism Grounded on Grid in AVE
Environment”, Proceedings of the Sixth Wuhan International Conference on
E-Business, Wuhan, China, June 2007, pp722-731
71.
T Shu, B MacCarthy, S Y Wang,
S Chen, K K Lai & C Xie,
“AVE-based Collaboration and Information Transmission Security”, Proceedings of
the Sixth Wuhan International Conference on E-Business, Wuhan, China, June
2007, pp735-744
72.
T Shu, S Chen, B MacCarthy, L
Muyldermans, K K Lai & S Y Wang, “ Supply Chain Grounded on Information Theory: A
Hierarchical Economic Information Filter Model of Supplier Selection”,
Proceedings of the IEEE International Conference on Industrial Engineering and
engineering Management, Singapore, Dec 2007, 1471-1475
73.
T Shu, S Chen, B MacCarthy, L
Muyldermans, K K Lai & S Y Wang, “ Supply Chain Grounded on Information Theory:
Criterion Weighting and Its Explication of a Hierarchical Economic Information
Filter Model of Supplier Selection”, Proceedings of the IEEE International
Conference on Industrial Engineering and engineering Management, Singapore, Dec
2007, 1476-1480
74.
T
Shu, S Chen, B MacCarthy, L Muyldermans & K K Lai, “ Selection Model and N-tier Expansion of
Collaborative Credit-granting Guarantty Approaches on the Basis of AVE”,
Proceedings of the IEEE International Conference on Industrial Engineering and
engineering Management, Singapore, Dec 2007, p1456-1460
Regional Refereed Journal Papers and
Conference Proceedings
75.
M
Li & K K Lai, “Analysis of Supply Chain Risk and Cost with
Simulation Methods”, System Engineering- Theory and Practice, Vol. 32, No. 3,
2012
76.
P Zheng & K
K Lai, “Back Propagation
Neural Network Approach on Supply Chain Dynamic Performance Measurement”, Journal of Operations Research and Management Science, Vol. 19, No. 2, May 2010, p26-32
77.
K K
Lai, L Zeng & Y Zhou,
“Fuzzy Integrated Evaluation on Supply Chain Capability of Enterprises”,
Science and Technology Management Research, Issue 1, 2009
78.
W H Pan & K K Lai, “Application of AHP_PROMETHEE Methods for
Supplier Selection in
Strategic Sourcing”, Journal of Operations Research and Management Science, Vol. 18, No. 1, Feb 2009
79.
P Zheng & K
K Lai, “Modeling and Research of Dynamic Balanced Scorecard Based on Rough Set”, Journal of Operations Research and Management Science, Vol. 17, No. 5, Oct. 2008, p6-15
80.
P Zheng & K
K Lai, “Research on Supply Chain Dynamic Balanced Scorecard Based on Fuzzy
Evaluation and Markov Forecast Techniques”, Journal of System Engineering: Theory and Practices, Vol. 4, No. 4, 2008, p57-64
81.
G W Hua, F M Yang & K K Lai, " Two Bi-Objective
Optimization Models for Competitive Location Problems"，Journal of System Engineering: Theory and
Practices, Vol. 27, No.1, 2007, p99-106
Books
82. T Shu, H Yu, S Y Wang, S Chen & K K Lai, “Auctions and Online Auctions”, Hunan University Press, Aug 2007
International
Conference Paper Presentations
83.
K K Lai, “Solving
Problems in Logistics and SCM in Hong Kong”, keynote Speech presented at the 7th International Congress on Logistics and SCM Systems, Korea, June 2012
84.
K K Lai & M Wang, “Human Resource Supply Chain Analysis of
Service Staff Allocation”, Paper presented at the 1st International
Conference of the Association of Transport, Trade and Service Studies, Hong
Kong, June 2012
85.
K K Lai, “ Human Resource Supply Chain Management”,
keynote speech presented at the 1st International
Conference on Complexity Science Management,
Wuhan, China, Oct 2010
II.
Combinatorial Optimization and Applications:
International Refereed Journals
86.
Y He and K K Lai, “The Effect of CSR on Brand Loyalty Based on the Evidence of Cosmetic
Industry of Hong Kong”, to appear, Total Quality
Management and Business Excellence, Nov 2011
87.
Y He, K K Lai & Y Chen, “Perceived Environmental Threads and Strategic Choices: Evidence from
Pharmaceutical Firms in China”, African Journal of Business Management, Vol. 6,
No. 6, Feb 2012, p2126-2136
88.
Y He, K K Lai & Y Lu, “Linking
Organizational Support to Employee Commitment: Evidence from Hotel Industry of
China”, International Journal of Human Resource Management, Vol. 22, No. 1, Jan 2011,
p197-217
89.
Y He, W Li & K K Lai, “Service Climate, Employee Commitment and Customer Satisfaction:
Evidence from the Hospitality Industry in
90.
T Xiao, K Liu & K K Lai, “Tax Evasion: Models with Self-Audit”, Journal of Systems Science and Complexity,
Vol. 21, No. 4, Dec 2008, p487-518
91.
N Shi & K K Lai, “On the Bound of a Stochastic Hybrid
Learning Algorithm for Two Stage Stochastic Programming Problems”,
International Journal of Computational Science, Vol. 3, No.1, 2009, p32-42
92.
G Xie, J Zhang, K K Lai & L Yu,
“Variable precision rough set for group decision-making: an application”,
International Journal of Approximate Reasoning, Vol. 49, No. 2, Oct, 2008, p331-343
International Refereed Conference
Proceedings
93.
H Song, N Shi, H C Huang
& K K Lai, “A Dynamic Stochastic Network Model for Asset Allocation Problem”, Proceedings of the International
Conference on Computational Sciences and Optimization, Vol. 2, Sanya, China,
April 2009, p597-601
94.
Y Y Lur, Y K Wu, K K Lai
& S Y Guu, “On the Max-Quasi-Arithmetic Mean Powers of a Fuzzy Matrix”, Proceedings of the International
Conference on Computational Sciences and Optimization, Vol. 2, Sanya, China,
April 2009, p846-849
95.
Fang Zhou & K K Lai, “Marketing Intelligence on Customer
Experiential Values: An Structural Equation Model Approach”, Proceedings of the
Second International Conference on Business Intelligence and Financial
Engineering, Beijing, China, July 2009 , p634-638
96.
Y
Q He, K K Lai & Y Lu,
“The Antecedents of Employee Commitment in Hospitality Industry: Evidence from
China”, Proceedings of the 4th International Conference on Wireless
Communications, Networking and Mobile Computing, Oct 2008, p1-5
97.
N Shi & K K Lai, “Stochastic Hybrid
Piecewise Linear Approximation Algorithm for Stochastic Programs”, Proceedings
of the 2008 International Symposium on Applied Computing and Computational Sciences,
August 2008, Hong Kong, p18-22
Regional Refereed Journal Papers and
Conference Proceedings
98.
G Wei, L Yu, S Y Wang & K K Lai, “A Study on Incentive Factors of Team
Cooperation Based on Synergy Effect”, Systems Engineering – Theory &
Practice, Vol. 27, Issue 1, 2007, p1-10
99.
G Cong, J L Zhang, T Chen & K K Lai, “ A Variable Precision Fuzzy Rough Group
Decision-Making for IT Outsourcing Risk Evaluation”, Book Chapter, IT
Outsourcing: Concepts, Methodologies, Tools and Applications, edited by K
Amant, IGI Global, Jan 2010, p2113-2129
International
Conference Paper Presentations
100.
Y Q He & K K Lai, “The Effect of Corporate Social
Responsibility on Brand Loyalty”, paper presented at the 2009
III.
General Applications of Operations Research:
International Refereed Journals
101.
Q Zhang, K K
Lai, D Niu & Q Wang, “ Fuzzy
Group Forecasting Model Based on LS-SVM for Short Term Wind Power”, to appear,
Energies, Aug 2012
102.
K J He, K K
Lai & L Yu, “Crude Oil Price
Analysis and Forecasting Using Wavelet Decomposed Ensemble Model”, to appear,
Energy, July 2012
103.
L Zhou, K K
Lai & J Yen, “Bankruptcy Prediction
Using SVM Models with a New Approach to Combine Features Selection and
Parameters Optimization”, to appear, International Journal of Systems Science,
June 2012
104.
L Zhou, K K Lai & J Yen, “Empirical Models Based on Features Ranking
Techniques for Corporate Financial Distress Prediction”, to appear, Computers and Mathematics with
Applications, June 2012
105.
K He, K K Lai
& G Xiang, “Portfolio Value at
Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach”,
Energies, Vol. 5, No. 4, April, 2012, p1018-1043
106.
A Han, K K Lai, S Y Wang
& S Xu, “An Interval Method for
Studying the Relationship Between the Australian Dollar Exchange rate and the
Gold Price”, Journal of System Sciences and Complexity, Vol. 25, No. 1, 2012,
p121-132
107.
S
Zhou, K K Lai & J Yen, “ A Dynamic Meta-Learning Rate-Based Model for
Gold Market Forecasting”, Expert Systems With Applications, Vol. 39, Issue 6,
May, 2012, p6168-6173
108.
G Xie, S Y Wang
& K K Lai, “Optimal Berak-Stable Interval in VPRS-Based Group Decision Making: A
Further Application”, Expert Systems with Applications, Vol. 38, Oct, 2011, p13757-13763
109.
L Yu, X Yao, S Y Wang &
K K Lai, “Credit Risk Evaluation
using a Weighted least Squares SVM Classifier with Design of Experiment for
Parameter Selection," Expert Systems with
Applications, Vol. 38, 2011, p15392-15399
110.
Y Pang, W Xu, L Yu, J Ma,
K K Lai, S Y Wang & S Xu, “Forecasting the Crude Oil Spot Price by Wavelet Neural Networks Using OECD Petroleum Inventory Levels”, New
Mathematics and Natural Computation, Vol.
7, No. 2, May 2011, p281-297
111.
K He, K K Lai & J Yen, “Ensemble Forecasting of Value at Risk via
Multi-Resolution Analysis Based Methodology in Metals Markets”, Expert Systems
with Applications, Vol. 39, Iss 4, March 2012, p4258-4267
112.
Y Bao, X Zhang, L Yu, K K
Lai & S Y Wang, “An Integrated
Model Using Wavelet Decomposition and Least Squares Support Vector Machines for
Monthly Crude Oil prices Forecasting”, New
Mathematics and Natural Computation, Vol.
7, No. 2, May 2011, p299-311
113.
Y Q
Wang, S Y Wang & K K Lai, “Measuring Financial Risk with
Generalized Asymmetric Least Squares Regression”, Applied Soft Computing
Journal, Vol. 11, No. 8, Dec 2011, p5793-5800
114.
X Lu, K K Lai & L Liang, “ Portfolio
Value-at-Risk Estimation in Energy Futures Markets with Time-varying:
Copula-GARCH Model," to appear, Annals of Operations Research, April 2011
115.
X Lu, K K Lai &
L Liang, “Dependence of Stock Returns on Investor Sentiment in Chinese Markets:
A Copula Approach”, Journal of Systems Science and Complexity, Vol. 25, June 2012, p529-548
116.
K J He, K K Lai
& J Yen, “Value-at-Risk Estimation of Crude Oil Price using MCA based Transient
Modeling Approach”, Energy Economics, Vol. 33, Sept., 2011, p901-911
117.
L Yu & K K Lai, “A Distance-based
Group Decision Making Methodology for Multi-person Multi-criteria Emergency
Decision Support”, Decision Support Systems, Vol. 51, Issue 2, May 2011,
p307-315
118.
S K Mishra, S Y Wang & K K Lai, “Higher-order Duality for
a Class of Non-differentiable Multi-objective Programming Problems Involving
Generalized Type-I and related Functions”, Journal of Systems Science and
Complexity, Vol. 24, Oct 2011, p883-891
119.
L Yu, S Y Wang, F Wen & K K Lai, “Genetic
Algorithm-Based Multi-Criteria Project Portfolio Selection”, Annals of Operations
Research, Vol. 197, No. 1, Aug 2012, p71-86
120.
X J
Zhao, S Y Wang & K K Lai, “Mutual Funds Performance Evaluation Based on Endogenous Benchmarks”,
Expert Systems with Applications, Vol. 38, Issue 4, April 2011, p3663-3670
121.
S K Mishra, V Singh, S Y Wang & K K Lai, “Optimality and
Duality for Non-smooth Multi-objective Optimization Problems with Generalized
V-r-Invexity”, Journal of Applied Analysis,
Vol. 16, No.1, Aug 2010
122.
X
J Zhao, S Y Wang & K K Lai, “Mutual Fund
Management Companies’ Core Competence Evaluation with Multi-subsystem Fuzzy DEA
Model”, to appear, iBusiness, June 2011
123.
X J Zhao, K K Lai & S Y Wang, “Mutual
Funds Return and Risk Decomposition Evaluation based on Quadratic-Constrained
DEA Models”, International Journal of Society Systems Science, Vol.3, No. 1-2,
2011, p119-136
124.
G Xia, W Y Yue, S Y Wang & K K Lai, “Dynamic Risk
Management in Petroleum Project Investment Based on a Variable Precision Rough
Set Model”, Technological Forecasting & Social Change, Vol. 77, Issue 6, July
2010, p891-901
125.
Y He, S Y Wang & K K Lai, “Global Economic
activities and Crude Oil Prices: A Co-integration Analysis “, Energy Economics,
Vol. 32, Issue 4, July 2010, p868-876
126.
X Zhang,, K K Lai & S Y Wang, “Did Speculative
Activities Contribute to High Crude Oil Prices During 1993-2008”, Journal of
System Science and Complexity, Vol. 22, No 4, Nov, 2009, p636-646
127.
J Chai, J E Guo, S Y Wang & K K Lai, “Why Does Energy
Intensity Fluctuate in
128.
L Yu, S Y Wang & K K Lai, “Forecasting
Foreign Exchange Rates Using an Adaptive Back-Propagation Algorithm with
Optimal Learning Rate and Momentum”, to appear, Decision Support Systems, Oct
2009
129.
L Zhou, K K Lai & J Yen, “Credit Scoring
Models with AUC Maximization Based on Weighted SVM”, International Journal of
Information Technology & Decision Making, Vol. 8, No. 4, 2009, p1-20
130.
X Zhang, S Y Wang & K K Lai, “ Estimating the
Impact of Extreme Events on Crude Oil Price: An EMD-based Event Analysis
Method”, Energy Economics, Vol. 31, Issue 5, Sept 2009, p768-778
131.
L Yu, W Y Yue, S Y Wang & K K Lai, “Support Vector
Machine Based Multi-agent Ensemble Learning for Credit Risk Evaluation”, Expert
Systems with Applications, Vol. 37, No. 2, 2009, p1351-1360
132.
L Zhou, K K Lai
& L Yu, “Least Squares Support Vector Machines Ensemble Models for Credit
Scoring”, Expert Systems with Applications, Vol.37, Jan. 2010, pp127-133
133.
L Yu, S Y Wang, K K Lai & G Cong, “Currency Crisis
Forecasting with a Multi-Resolution Neural Network Learning Approach”,
International Journal of Knowledge and Systems Sciences, Vol. 5, No. 1, Oct
2008, p45-53
134.
X
Zhang, G Zheng, W Sheng, S Xu, X Yang, K K Lai & S Y Wang, “An Integrated
Decision Support Framework for Macroeconomic Policy Making Based on Early
Warning Theories”, International Journal of Information Technology &
Decision Making, Vol. 8, No. 2, 2009, p335-359
135.
L Yu, S Y Wang & K K Lai, “Developing an
SVM-Based Ensemble Learning System for Customer Risk Identification
Collaborating with Customer Relationship Management”, Frontiers of Computer
Science in China, Springer, Vol. 4, No. 2, June 2010, p196-203
136.
L Zhou & K K Lai, “Benchmarking
Binary Classification Models on Data Sets with Different Degrees of Imbalance”,
Frontiers of Computer Science in China, Springer, Vol. 3, No. 2, June 2009 ,
p205-216
137.
L
Yu, S Y Wang & K K Lai,
“Forecasting Foreign Exchange Rates with an Improved Back-Propagation learning
Algorithm with Adaptive Smoothing Momentum Terms”, Frontiers of Computer
Science in China, Springer, Vol. 3, No. 2, June 2009, p167-176
138.
A Han, Y Hong, K K Lai & S Y Wang, “Interval Time
Series Analysis with an Application to the Sterling-Dollar Exchange Rate”,
Journal of System Science & Complexity, Vol. 21, Dec, 2008, p558-573
139.
L Yu, S Y Wang & K K Lai, “Multi-Attribute
Portfolio Selection with Genetic Optimization Algorithms”, INFOR, Vol. 47, No.
1, 2009, p23-30
140.
L Yu, S Y Wang, F Wen, K K Lai & S He, “Designing a Hybrid Intelligent Mining
System for Credit Risk Evaluation” Journal of Systems Science and Complexity,
Vol. 21, No. 4, Dec 2008, p527-539
141.
L Yu, S Y Wang, K K Lai & F Wen, “A Multi-scale Neural Network Learning
Paradigm for Financial Crisis Forecasting”, Neurocomputing, Vol. 73, Issue 4-6,
Jan 2010, p716-725
142.
Y Jiao, K K Lai, T
Ji & L Liang, “ An Integrated Data Post-Processing
Scheme for Neural Network on Credit Scoring”, International Journal of Computational
Science, Vol. 3, No. 1, 2009, p101-115
143.
L Yu, K K Lai & S Y Wang, “Multistage RBF Neural Network Ensemble
Learning for Exchange Rates Forecasting”, Neurocomputing, Vol. 71, 2008,
p3295-3302
144.
S K Mishra, S Y Wang & K K Lai “Symmetric Duality
for Minimax Mixed Integer Programming Problems with Pseudo-Invexity”, European
Journal of Operational Research, Vol. 198, No. 1, Oct 2009, p 37-42
145.
L Yu, S Y Wang & K K Lai, “A Neural-Network-Based Nonlinear Metamodeling Approach to Financial
Time Series Forecasting”, Applied Soft Computing, Vol. 9, March 2009, p563-574
146.
L Yu, W Huang, S
Y Wang & K K Lai, “Web Warehouse
– A New Information Fusion Tool for Web Mining”, Information Fusion, Vol. 8, no.4, 2008,
p501-511
147.
L
Yu, H Chen, S Y Wang & K K Lai, “Evolving
Least
Squares Support Vector Machines for Stock Market Trend Mining”, IEEE
Transactions on Evolutionary Computation, Vol. 13, No. 1, Feb 2009, p87-102
148.
L
Yu, S Y Wang & K K Lai, “Neural Network Meta-learning for Parallel Textual Information Retrieval”, International
Journal of Artificial Intelligence, Vol. 1, No
A08, 2008, p56-73
149.
K He, C Xie, S Chen & K K Lai, “Estimating
VaR in Crude Oil Market: A Novel Multi Scale Nonlinear Ensemble Approach
incorporating Wavelet Analysis and Neural Network”, Neurocomputing, Vol. 72, 2009, p3428-3438
150.
L Yu, S Y Wang & K K Lai, “Forecasting Crude
Oil Price with an EMD-Based Neural Network Ensemble Learning Paradigm”, Energy Economics, Vol.
30, 2008, p2623-2635
151.
S K
Mishra, S Y Wang & K K Lai “ Optimality and Duality with V-Invex
Non-smooth Multi-objective Programming Problems”, Optimization, Vol.
57, Issue 5, 2008, p635-641
152.
L Yu, S Y Wang & K K Lai, “Forecasting China’s
Foreign Trade Volume with a Kernel-based Hybrid Econometric-AI Ensemble
Learning Approach”, Journal of System Science and Complexity, Vol. 21, 2008,
p1-19
153.
J H Zeng, K K Lai & S Y Wang, “The
multi-factor model for capital asset pricing in fuzzy environment and its
empirical study”, International Journal of Risk Assessment and Management, Vol. 9, Issue 1,
2008, p148-159
154.
L Yu, S Y Wang & K K Lai, “ Neural
Network-Based Mean-Variance-Skewness Model for Portfolio Selection”, Computers &
Operations Research, Vol. 35, Issue 1, Jan 2008, p34-46
155.
K K Lai, J Huang & L Zhou, “The
Application of Wavelet Transform in Stock Market”, International
Journal of Knowledge and Systems Sciences, Vol. 4, No. 3, Sept 2007, p58-64
156.
Y Wang, X Zhang, S Y Wang & K K Lai, “Nonlinear
Clustering-Based Support Vector Machine for Large Data Sets“, Optimization
Methods and Software, Vol. 23, No 4, 2008, p533-549
157.
S K Mishra, S Y Wang & K K Lai, “Generalized Type I
Invexity and Duality in Non-differentiable Multi-objective Variational
Problems”, Pacific Journal of Optimization, Vol. 3, no. 2, 2007, p309-322
158.
S K Mishra, S Y
Wang & K K Lai “"Optimality Conditions for Multiple Objective
Fractional Subset Programming with V-Type-I and Related Non-Convex
Functions" Mathematical and Computer Modelling, Vol. 48, 2008, p1201-1212
159.
S K Mishra, S Y
Wang, & K K Lai, “Optimality and
Duality for a Non-smooth Optimization involving
Generalized Type I Functions”, Mathematical Methods
of Operations Research, Vol. 67, No. 3, June
2008, p493-504
160.
L Yu, S Y Wang & K K Lai, “Neural-Network-based
Metamodeling for Parallel Data Mining”, Dynamics of
Continuous, Discrete and Impulsive Systems-Series B-Applications &
Algorithms, Vol. 14 (S3), Part 2, pp. 712-721, 2007.
161.
L Yu, S Y Wang,
162.
L Zhou, K K Lai & L Yu, “Credit Scoring Using
Support Vector Machines with Direct Search for Parameters Selection”, Soft
Computing, Vol. 13, Vol. 2, Jan, 2009, p149-155
163.
L Yu, S
Y Wang, F Wen, K K Lai & S He, “Designing a
Hybrid Intelligent Mining System for Credit Risk Evaluation”, Journal of
Systems Science and Complexity, Vol.21, 2008, p519-531
164.
S
K Mishra, S Y Wang & K K Lai, “Gap Functions for Set-Valued Vector Variational Inequalities”, Journal
of Optimization Theory and Applications, Vol. 137, No. 1, July 2008, p77-84
165.
S K Mishra, S Y Wang & K K Lai, “Minimax Programming Under Generalized
(p,r)-Invexity”, Journal of Systems Science and Complexity, Vol. 20, No 4, 2007, p501-508
166.
L Yu,
S Y Wang & K K Lai, “An Intelligent-Agent-Based Fuzzy Group Decision Making Model for Financial
Multi-criteria Decision Support: The Case of Credit Scoring”, European Journal of Operational
Research, Vol. 195, No. 3, Jun 2009, p942-959
167.
L Yu, S Y Wang & K K Lai, “An Online
Learning Algorithm with Adaptive Forgetting Factors for Feed-forward Neural
Networks in Financial Time Series Forecasting”, Nonlinear Dynamics
and Systems Theory, Vol. 7, No. 1, 2007, p51-66
168.
S K Mishra, G Giorgi & K K Lai, “On Nonsmooth
Multiobjective Programming with Generalized Univexity”, Journal of
Interdisciplinary Mathematics, Vol. 10, 2007, p681-695
169. X Zhang, K K Lai & S Y Wang, “A New Approach for Oil Price Analysis Based on Empirical Mode Decomposition”, Energy Economics, Vol. 31, No. 3, 2008, p905-918
170.
S K Mishra, S Y Wang, K K Lai
& F M Yang, “Mixed Symmetric Duality
in Non-differentiable Multi-objective Mathematical Programming”, European
Journal of Operational Research, Vol. 181, 2007, pp1-9
171.
S K Mishra, S Y Wang & K K Lai, “Role of Alpha-Pseudo-Univex Functions in
Vector Variational-Like Inequality Problems”, Journal of Systems science and
Complexity, Vol. 20, No. 3, 2007, p1-6
172.
S K Mishra, S Y Wang & K K Lai, “Symmetric Duality for a Class of
Non-differentiable Multi-Objective Fractional Variational Problems”, Journal of
Mathematical Analysis and Applications, Vol. 333, 2007, p 1093-1110
173.
S K Mishra, S Y Wang & K K Lai, “On
Non-smooth <alpha>-Invex Functions and Vector Variational-like
Inequality", Optimization Letters, Vol.2, 2008, p91-98
174.
L Yu, K K Lai, S Y Wang, “Currency Crisis
Forecasting with General Regression Neural Networks”, International Journal of Information Technology and Decision Making, Vol. 5,
Issue 3, Sept 2006, p437-454
175.
L Yu, S Y Wang & K K Lai, “Credit Risk Assessment with a Multistage Neural Network Ensemble Learning
Approach”, Expert Systems with Applications, Vol. 34, 2008, p1434-1444
176.
L Yu, S Y Wang & K K Lai,
“Parallel Web Text Clustering with a Modular Self-Organizing Map System”, Journal of
Computational Information Systems, Vol.3, No.3, 2007, p909-916
177.
S K Mishra, S Y
Wang & K K Lai , “Pseudo-inear Fuzzy Mappings”, European Journal of
Operational Research, Vol. 182, 2007, p965-970
178.
W Huang, K K
Lai, Y Nakamori, S Y Wang & L Yu, “Neural Networks in Finance and Economics Forecasting”, International Journal of Information
Technology and Decision Making, Vol. 6, Issue 1, March 2007, p113-140
179.
L
Yu, S Y Wang & K K Lai, “An
On-Line Learning Algorithm with Adaptive Forgetting Factors for Feedforward
Neural Networks in Financial Time Series Forecasting”, Nonlinear Dynamics and
Systems Theory, Vol 7, No 1, 2007, p97-112
180.
S K Mishra & K K Lai, “Second Order
Symmetric Duality in Multi-objective Programming Involving Generalized
Cone-Invex Functions”, European Journals of operational Research, Vol. 178,
No.1, 2007 p20-26
181.
L Yu, S Y Wang, K K. Lai & W Huang, “Developing an Intelligent Forex Rolling
Forecasting and Trading Decision Support System as Online E-Service”, International Journal of Intelligent Systems, Vol.22, No.5, 2007, pp475-499
International Refereed Conference
Proceedings
182.
Q Zhang, K K
Lai, D Niu and Q Wang, “Wind Park Power Forecasting Models and Comparison”,
Proceedings of the 5th International Joint Conference on
Computational Sciences and Optimization, Harbin, China, IEEE Computer Society,
June 2012, p27-31
183.
Q Zhang, K K Lai, D Niu and Q Wang, “A
Fuzzy Group Forecasting Model Based on BPNN for Wind Power Output” Proceedings
of the 5th International Conference on Business Intelligence and
Financial Engineering, Lanzhou, China, IEEE Computer Society, Aug 2012, p1-5
184.
Q Wang, K K Lai, D Niu and Q Zhang, “A
Triple Artificial Neural Network Model Based on Cost Based Reasoning for Credit
Risk assessment” Proceedings of the 5th International Conference on
Business Intelligence and Financial Engineering, Lanzhou, China, IEEE Computer Society,
Aug 2012, p10-14
185.
Q Zhang, K K Lai, D Niu and Q Wang, “A
Stochastic Approach to Power Market Revenue Optimization” Proceedings of the 11th International Conference on Information and Management Sciences, China, Aug
2012, p498-506
186.
Q Wang, K K
Lai, D Niu and Q Zhang, “Fuzzy Group Forecasting Model Based on ARIMA and
SVM for Short Term Wind Power Output” Proceedings of the 11th International Conference on Information and Management Sciences, China, Aug
2012, p335-339
187.
S Choi, D
Gang & K K Lai, “Generating Profit Using Option Selling Strategies”,
Proceedings of the 5th International Conference on Business
Intelligence and Financial Engineering, Lanzhou, China, IEEE Computer Society,
Aug 2012, p1767-180
188.
L
Zhou and K K Lai, “Corporate Financial Crisis Prediction Using SVM Models
with Direct Search for Features Selection and Parameters Optimization”,
Proceedings of the 5th International Joint Conference on
Computational Sciences and Optimization, Harbin, China, IEEE Computer Society,
June 2012. 760-764
189.
Q Zhang, K K
Lai, D Niu and Q Zhang, “A Multivariate Wind Power Forecasting Model based on
LS-SVM”, Proceedings of the 5th International Joint Conference on
Computational Sciences and Optimization, Harbin, China, IEEE Computer Society,
June 2012, p127-131
190.
F Tao, K K Lai and T
Fan, “Inventory and Routing Policies in Vendor Managed Inventory System”,
Proceedings of the 5th International Joint Conference on
Computational Sciences and Optimization, Harbin, China, IEEE Computer Society,
June 2012, p276-279
191.
Q Wang, K K Lai & D Niu, “Multi-resource
Levelling Based on Gray Correlation Clustering and Improved PSO”, Proceedings
of the 12th Asia Pacific Industrial Engineering and Management
Systems Conference, Oct 2011, p482-494
192.
S Zhou & K K Lai, “An Improved
EMD Online Learning-Based Model for Gold Market Forecasting”, Proceedings of
the 3rd International Conference on Intelligent Decision
Technologies, Greece, July 2011, p75-84
193.
H Cheung, K K Lai & K Liu, “Performance of Biased Trend-Following
Stock Investor in Mainland China
and Hong Kong”, Proceedings of the Fourth International Joint Conference on
Computational Sciences and Optimization, Kunming, China, April 2011, p548-552
194.
S Choi, G Dong & K K Lai,
“Option Implied Volatility Estimation: A Computational Intelligent Approach”,
Proceedings of the Fourth International Joint Conference on Computational
Sciences and Optimization, Kunming, China, April 2011, p545-547
195.
L Zhu, M Wang & K K Lai, “Preliminary
Modelling and Analysis of Workforce Supply Chain Management”, Proceedings of
the Fourth International Joint Conference on Computational Sciences and
Optimization, Kunming, China, April 2011, p441-445
196.
J Ng, K K Lai & Y Chen, “Individual’s
Charity Intention in Hong Kong: Am Empirical Study on Charitable Behavior”,
Proceedings of the Fourth International Joint Conference on Computational
Sciences and Optimization, Kunming, China, April 2011, p436-440
197.
Q Wang, K K Lai & D Niu,
“Green Credit Scoring System and its Risk Assessment Model with Support Vector
Machine”, Proceedings of the Fourth International Joint Conference on
Computational Sciences and Optimization, Kunming, China, April 2011, p284-287
198.
Q Zhang, K K Lai & D Niu,
“Optimization Combination Forecast Method of SVM and WNN for Power Load
Forecasting”, Proceedings of the Fourth International Joint Conference on
Computational Sciences and Optimization, Kunming, China, April 2011, p249-253
199.
L Zhou, K K Lai & J Yen, “Bankruptcy Prediction Incorporating
Macroeconomic Variables Using Neural Network”, Proceedings of the International
Conference on Technologies and Applications of Artificial Intelligence, Nov
2010, Taiwan, ISBN 978-0-7695-4253-9, p80-85
200.
X Lu, K K Lai & L Yu, “The Relationship between Stock Indices
and Investors’ Sentiment Index in Chinese Financial Market”, Proceedings of the
"The 8th International Symposium on Risk Management and
Financial System Engineering, Beijing, China, Oct 2010, p352-358
201.
X
Chen, K K Lai & J Yen, “An ICA-MDN Based Multi-stage Model for
Portfolio Value-at-Risk Analysis”, Proceedings of the Third International
Conference on Business Intelligence and Computational Finance, Hong Kong, IEEE
Computer Society, Aug 2010, p218-222
202.
H D Liang, K K Lai, J Yen and M Wang, “Modeling
of Boom and Burst of Shadow - A Game Theory Approach”, Proceedings of
the Third International Conference on Business Intelligence and Computational
Finance, Hong Kong, IEEE Computer Society, Aug 2010, p256-260
203.
H D Liang, K K Lai & J Yen,
“Analysis of Shadows behind Financial Bubbles”, Proceedings of
the Third International Conference on Business Intelligence and Computational
Finance, Hong Kong, IEEE Computer Society, Aug 2010, p274-278
204.
K
J He, K K Lai & J Yen, “Value-at-Risk Estimation of Crude Oil
Price via Morphological Component Analysis”, Proceedings of
the Third International Conference on Business Intelligence and Computational
Finance, Hong Kong, IEEE Computer Society, Aug 2010, p381-385
205.
K He, K K Lai, J Yen,
“Morphological Component Analysis based Hybrid Approach for Prediction of Crude
Oil Price”, Proceedings of the Third International Joint Conference on
Computational Sciences and Optimization (CSO 2010), Huangshan, China, May, 2010,
p423-430
206.
K
Liu, K K Lai & J Yen, “Theoretical Model of stock Trading Behaviour
with Biases”, Proceedings of the World Congress on Engineering, World Congress
on Engineering, Vol. 1, London, July 2010, p256-262
207.
G Dong, K K Lai & J Yen,
“Credit Scorecard Based on Logistic Regression with Random Coefficients”, Procedia
Computer Science, Vol. 1, Issue 1, May 2010, p2463-2468
208.
K He, K K Lai & J Yen, “A
Hybrid Slantlet Denoising Least Squares Support vector Regression Model for
Exchange Rate Prediction”, Procedia Computer Science, Vol. 1, Issue 1, May
2010, p2397-2405
209.
K Liu, K K Lai & S M Guu, “Dynamic Credit Scoring on Consumer Behavior Using Fuzzy Markov
Model”, Proceedings of the 4th International Multi-Conference on Computing in
the Global Information Technology, France, Aug 2009, p235-239
210.
L
Zhou, K K Lai & J Yen, “A New Approach with Convex Hull to
Measure Classification Complexity of Credit Scoring Database”, Proceedings of
the Second International Conference on Business Intelligence and Financial
Engineering, Beijing, China, July 2009, p441-444
211.
K K
Lai & B Lin, “Referral Limit Policy for the Credit
Authorization Process”, Proceedings of the Second International Conference on
Business Intelligence and Financial Engineering, Beijing, China, July 2009,
p754-757
212.
Kaihao Liang & K K Lai, “The
Compensation Model for Default-Risk of Corporate Bonds in China under Kalman
Filter”, Proceedings of the Second International Conference on Business
Intelligence and Financial Engineering, Beijing, China, July 2009 , p410-413
213.
L Zhou & K K Lai,
“Adaboosting Neural Networks for Credit Scoring”, Lecture Notes on Computer
Science, LNCS, Springer’s Series Advances in Intelligent and Soft Computing, edited
by H Wang, Springer-Verleg, Jun 2009, p75-884
214.
L
Zhou, K K Lai & L Yu, “Multi-Agent Ensemble Models Based on Weighted
215.
S K Mishra, & K K Lai, “On
Characterization of Solution Sets of Nonsmooth Pseudoinvex Minimization
Problems”, Proceedings of the International Conference on Computational
Sciences and Optimization, Vol. 2, Sanya, China, April 2009, p739-741
216.
L
Zhou & K K Lai, “Weighted LS-SVM Credit Scoring Models with AUC
Maximization by Direct Search, Proceedings of the International Conference on
Computational Sciences and Optimization, Vol. 2, Sanya,
China, April 2009, p7-11
217.
K
He, K K Lai & J Yen, “Crude Oil Price Prediction using Slant Denosing
Based Hybrid Models”, Proceedings of the International Conference on
Computational Sciences and Optimization, Vol. 2, Sanya,
China, April 2009, p12-16
218.
X
Lu & K K Lai, “Dependence Analysis of Diversification Benefits of
Chinese Real Estate Securities”, Proceedings of the International Conference on
Computational Sciences and Optimization, Vol. 1, Sanya,
China, April 2009, p477-481
219.
G
Dong, K K Lai & L Zhou, “Simulated Annealing Based Rule Extraction
Algorithm for Credit Scoring Problem”, Proceedings of the International
Conference on Computational Sciences and Optimization, Vol. 2, Sanya,
China, April 2009, p22-26
220.
X L
Chen, K
K Lai & J Yan, “A
Statistical Neural Network Approach for Value-at-Risk Analysis”, Proceedings of
the International Conference on Computational Sciences and Optimization, Vol. 2, Sanya,
China, April 2009, p17-21
221.
K
Liu, K K Lai & S M Guu, “A Fuzzy Markov Model for Consumer Credit
Behavior Dynamics”, Proceedings of the International Conference on
Computational Sciences and Optimization, Vol. 1, Sanya,
China, April 2009, p460-462
222.
K He, C Xie & K K Lai, “A
Wavelet Denoising Support Vector Regression Ensemble Model for Exchange Rate
Prediction”, Proceedings of the 4th International Conference on
Wireless Communications, Networking and Mobile Computing, Oct 2008, p1-4
223.
L
Yu, S Y Wang, B Wen & K K Lai, “An AI-Agent-Based Trapezoidal Fuzzy
Ensemble Forecasting Model for Crude oil Price Prediction”, Proceedings of the
3rd International Conference on Innovative Computing Information and
Control, Jun 2008, China, p327-330
224.
K
K Lai, L Yu & S Y Wang,
“Neural-Network-Based Multi-Agent Learning for Credit Scoring”, Proceedings of
the 2nd International Conference on risk Management &
Engineering Management, Beijing, China, Nov 2008, p137-141
225.
L Zhou & K K Lai, “Genetic Algorithm based Weighted Least
Squares SVM for Multi-objective Credit Scoring”, Proceedings of the 2nd International Conference on risk Management & Engineering Management,
Beijing, China, Nov 2008, p111-116
226.
Y Jiao, K K Lai, G Xia & L Liang, “Post-processing Based Neural Networks
for Credit Scoring”, Proceedings of the 2008 International Symposium on Applied
Computing and Computational Sciences, August 2008, Hong Kong, p138-143
227.
K He, K K Lai, S M Guu & J L
Zhang, “A Wavelet Based Multi-Scale Var Model for
Agricultural Market”,
Proceedings of the Second International Conference MCO 2008, France,
Communications in Computer and Information Science, Vol. 14, edited by H A Le Thi et al. Springer-Verleg, Sept 2008, p429-438
228.
K He, Chi Xie, & K K Lai, “Estimation of
Value-at-Risk for Exchange Risk via Kernel based Nonlinear Ensembled Multi
Scale Model” Lecture
Notes in Computer Science, edited by F Sun et al. LNCS, Vol. 5263, Springer-Verleg,
2008, p148-157
229.
K
He, C Xie & K K Lai, “Estimating Real Estate Value-at-Risk Using Wavelet
Denoising and Time Series Model”, Lecture Notes in Computer Science, edited by
M Bubak et al., LNCS, Vol. 5102, Springer-Verleg, 2008, p494-503
230.
K He, K K Lai, Y X Liu &
Y C Zhou, “A Slantlet
Approach to Exchange Rate Forecasting”, Proceedings of the 8th Asia
Pacific Conference on Industrial Engineering and Management Systems, Indonesia,
Dec
2008, p1476-1480
231.
X Chen & K K Lai, “A Hybrid Econometric-ANN Model for
Value-at-Risk Estimation”, Proceedings of the 8th Asia Pacific
Conference on Industrial Engineering and Management Systems, Indonesia, Dec 2008, p2805-2810
232.
Y Lu, S Y Wang & K K Lai, “A Generalized Intelligent-Agent-Based Fuzzy Group
Forecasting Model for Oil Price Prediction“，Proceedings of the IEEE Conference on Systems, Man and Cybernetics,
Singapore, Oct 2008, p489-493
233.
Ke Liu & K K Lai, “ Performance of Delta-hedging with Transaction Cost
under Different Market Situations”, Proceedings of the First Asia Conference
on Financial Engineering,
234.
K K Lai, Lean Yu & L Zhou, “Credit Scoring with SVM”, Proceedings of
the First Asia Conference
on Financial Engineering, Hong Kong, June 2008, p436-440
235.
Ling Bai, K K Lai, Jiang Xie & X L Chen, “Neural Network Models and Support Vector
Machine in Corporate Distress Analysis for China's A-share Companies”,
Proceedings of the First Asia Conference on Financial Engineering, Hong Kong, June 2008, pp416-423
236.
Jiang Guo, W Lu, Y Jiao & K K Lai, “An Empirical
Analysis of Wealth Effect of Chinese Acquirers and US Targets”, Proceedings of the First Asia Conference
on Financial Engineering, Hong Kong, June 2008, pp69-74
237.
J Yen, Z F Li T Fan & K K Lai, “Quantitative and
Qualitative Analysis of the China Aviation Oil (Singapore) Incident -Was
Volatility Severe Enough to Destroy the Company?”, Proceedings
of the First Asia Conference on Financial Engineering, Hong Kong, June 2008, pp384-397
238. K He, C Xie & K K Lai, “Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction”, Proceedings of the 4th International Conference on Natural Computation, China, Oct 2008, p43-47
239. W Huang, K K Lai & S Y Wang, “A Least Squares Bilateral-Weighted Fuzzy SVM Method to Evaluate Credit Risk”, Proceedings of the 4th International Conference on Natural Computation, China, Oct 2008, p13-17
240. W Huang, K K Lai, J L Zhang & Y K Bao, “Foreign Exchange Rates Forecasting with MLP Networks by Bayesian Learning”, Proceedings of the 4th International Conference on Natural Computation, China, Oct 2008, p28-32
241.
X L Chen & K
K Lai, “A Business Intelligent Model for
Market Risk Measurement”, Proceedings
of the 4th International Conference on Natural Computation, China, Oct 2008, p3-7
242.
L Yu, S Y Wang & K K Lai, “Investigation of Diversity Strategies in SVM Ensemble
Learning”, Proceedings of the 4th International Conference on Natural Computation, China, Oct 2008, p39-42
243.
W Huang, K K Lai, S Y Wang
& L Yu, “A Credit Evaluation and Decision-Making Model
Based on Analytic Hierarchy Process for Small and Medium Scale Enterprises in China”, Proceedings of the
International Conference on e-Risk Management, Nanjing, China, June 2008, pp8-13
244.
W
Huang, K K Lai & J L Zhang, “A Hybrid Credit
Scoring Model Based on Clustering and Support Vector Machines”, Proceedings of the International Conference
on e-Risk Management, Nanjing, China, June 2008, p828-833
245.
L Zhou, K K Lai & Lean Yu, “SVM with Nearest Point Algorithm and
Self-adaptive Parameter for Evaluating Credit Risk”, Proceedings of the
International Conference on e-Risk Management, Nanjing, China, June 2008, p816-821
246.
L Zhu, K K Lai & L Yu, “A Real Option Analysis Framework for the
Valuation of Internet Based Companies”, Proceedings of the International
Conference on e-Risk Management, Nanjing, China, June 2008, p720-725
247.
Y Jiao,
K K Lai, L Zhou & L Liang, “Pre-processing Based Neural Network for Credit Scoring”, Proceedings
of the International Conference on e-Risk Management, Nanjing, China, June 2008, p331-335
248.
X Lu, S M Guu, K K Lai and L
Liang, “Risk Analysis of
Portfolio of Real Estate Stocks: a Copula Approach”, Proceedings of the
International Conference on e-Risk Management, Nanjing, China, June 2008, p731-736
249.
K K Lai, L
Yu, S Y Wang & W Huang, “An Intelligent
CRM System for Identifying High-Risk Customers: An Ensemble Data Mining
Approach”, Lecture Notes in Computer
Science, LNCS 4488, Edited Shi, Van Albert, Sloot and Dongarra,
Springer-Verleg, 2007, p 486-489
250.
L Yu, K K Lai, S Y Wang & K He, “Oil Price Forecasting with an
EMD-based Multiscale Neural Network Learning Paradigm”, Lecture Notes in Computer Science, LNCS 4489, Edited Y Shi, Van Albert, Sloot and Dongarra, Springer-Verleg, 2007, p. 925-932
251.
L Yu, K K Lai & S Y Wang, “Neural-Network-based Fuzzy Group
Forecasting with Application to Foreign Exchange Rates Prediction”, Lecture Notes in Computer Science LNCS 4488, Edited Y Shi, Van Albert, Sloot and Dongarra,
Springer-Verleg, 2007, p 423-432
252.
L Yu, S Y Wang & K K Lai, “A Hybrid Econometric-AI Ensemble
Learning Model for Chinese Foreign Trade Prediction”, Lecture Notes in Computer Science, LNCS 4490, Edited Y Shi, Van Albert, Sloot and Dongarra, Springer-Verleg,2007,
p106-115
253.
K K Lai, K He & J Yen, “Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach
Incorporating Wavelet Analysis and ANN”, Lecture Notes in Computer Science, LNCS 4487, Edited Y. Shi et al., Springer-Verleg, 2007, p554-561
254.
K K Lai, L Zhou & L Yu, “A Two-Phase Model
based on SVM and Conjoint Analysis for Credit Scoring”, Lecture Notes in Computer Science, LNCS
4488, Edited Shi, Van Albert, Sloot and Dongarra,
Springer-Verleg, 2007, p494-503
255.
W
Huang, K K Lai & S Y Wang, “Application
of Neural Networks for Foreign Exchange Rates Forecasting with Noise Reduction”, Lecture Notes in Computer Science, LNCS
4488, Edited Y Shi, Van Albert, Sloot and
Dongarra, Springer-Verleg, 2007, p455-461
256.
Wen Bo,
S Y Wang, and K K Lai, “A Hybrid ARCH-M and BP Neural Network Model For GSCI Futures Price
Forecasting”, Lecture Notes in Computer Science Series, LNCS 4489, Edited by Y
Shi, Van Albert, Sloot and Dongarra, Springer-Verleg, 2007, p 917-924
257.
L Yu, K K Lai, S Y Wang , “An
Evolutionary Programming based Knowledge Ensemble Model for Business Risk
Identification”, Lecture Notes in Computer Science, Soft Computing in Business,
LNCS4432, Edited by Bhanu Prasad, Springer-Verleg,2008, p57-72
258.
L Zhou, K K Lai
& L Yu, “Weighted Support Vector Machines for Building Credit Scoring Model”,
Proceedings of the 8th Asian Pacific Conference on Industrial
engineering and Management Systems, Taiwan, Dec 2007, p542.1-542.7
259.
L Yu, S Y Wang, K K Lai & G Cong, “ Currency Crisis Forecasting with a Multi-Resolution Neural
Network”, Proceedings of the 8th International Symposium on
Knowledge and Systems Sciences, Japan, Nov 2007, p306-313
260.
K
K Lai & J Huang, “The Application of Wavelet Transform in Stock
Market”, Proceedings of the 8th International Symposium on Knowledge
and Systems Sciences, Japan, Nov 2007, p59-66
261.
K K Lai, K J He & J Yen, “Multi-Scale Estimation of Value at Risk Based on
Wavelet Analysis”, Proceedings of the
International Conference on Industrial Engineering and
Systems Management,
262.
K K Lai, “Multi-Scale Market Risk Measurement: Wavelet Based Approaches”,
Proceedings of the 3rd International Conference on Intelligent
Manufacturing & Logistics Systems, Feb 2007, pp97-113
263.
Y Pang, W Xu, L Yu, J Ma, K K
Lai, S Y Wang & S Xu, “Forecasting Crude Oil Spot Price by WNN Using OECD
Petroleum Inventory Levels”, Proceedings of the Second International Workshop
on Intelligent Finance, July 2007, Chengdu, China
264.
Y Bao, X Zhang, L Yu, K K Lai & S Y Wang, “ Hybridizing Wavelet
and Least Squares Support Vector Machines for Crude Oil Price Forecasting”,
Proceedings of the Second International Workshop on Intelligent Finance, July
2007, Chengdu, China
265.
K K Lai, J He & C Xie, “Risk
Measurement in Real Estate Market: A Wavelet Based Value at Risk Approach”,
Proceedings of the 3rd International Conference on Intelligent
Manufacturing & Logistics Systems, Feb 2007, pp309-313
266.
L
Yu, K K Lai & S Y Wang, “An Evolutionary Programming Based SVM
Ensemble Model for Corporate Failure Prediction”, Lecture Notes on Computer
Science, LNCS Series, Vol. 4432, edited by B
Beliczynski, Springer-Verleg, 2007, p262-270
267.
L Yu, K K Lai, S Y Wang and L Zhou, ”A
Least Squares Fuzzy Support Vector Machine Approach to Credit Risk Assessment”, Lecture Notes in Computer
Science, (LNCS), edited by
Hongxing Li, Springer-Verlag, 2007, p865-874
Book Chapters
268.
S K Mishra, K K Lai, S M Guu and K Shukle, “On Sufficient Optimality Conditions for
Semi-Infinite Discrete Minmax Fractional Programming Problems Under Generalized
V-Invexity”, book chapter, Topics
in Nonconvex Optimization, Edited by S K Mishra, Book Series: Springer Optimization and Its
Applications, Vol. 50, Springer, 2011, p133-145
269.
L
Yu, S Y Wang & K K Lai, “Financial Crisis Modeling and Prediction with a Hilbert-EMD-Based SVM
Approach”, Book Chapter, Intelligent Data Analysis: Develop New Methodologies
through Pattern Discovery and Recovery, edited by Wang, IGI Global Publication,
Chapter XVII, 2008, p286-299
270.
L Yu, S Y Wang & K K Lai, “An EMD-Based Neural
Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting”, Book
Chapter, Soft Computing
Applications in Business, Edited by B. Prasad, Springer-Verlag, 2008, pp261-271
271.
L Yu, S Y Wang & K K Lai, “An
Evolutionary Programming based Knowledge Ensemble Model for Business Risk
Identification Forecasting”, Book Chapter, Soft Computing Applications in Business,
Edited by B. Prasad, Springer-Verlag, 2008, pp57-72
272.
X Zhang, G Zheng, K K Lai & S Y Wang, “Forecasting
Macroeconomic Using Integrated Early Warning Systems”, Lecture Notes in
Decision Sciences, Global-link Publisher, Oct 2007, p256-278
273.
L Yu, S Y Wang & K K Lai, “ Portfolio Optimization
Using Evolutionary Algorithms”, Book Chapter, Reflexing Interfaces: The Complex
Coevolution of Information Technology Ecosystems, edited by Orsucci and Sale,
IGI Global, New York, 2008, p235-245
274.
L Yu, S Y Wang & K K Lai, “A Multi-Agent
Neural Network System for Web Text Mining”, Book Chapter, Emerging Technologies
of Text Mining: Techniques and Applications, edited by H A do Prado and E
Ferneda, Information Science Reference, New York, 2008, p162-183
275.
L Yu, S Y Wang & K K
Lai “Forecasting
Foreign Exchange Rates Using a SVR-Based Neural Network Ensemble”, book chapter, Advances
in Banking Technology and Management: Impact of ICT and CRM, edited by Vadlamani
Ravi.Information Science Reference,
276.
L Yu, S Y Wang, K K Lai
& W W Huang, “Developing a BPNN & Web-based
Intelligent Forex Forecasting and Trading Decision Support System: Conceptual
Framework, Modeling Techniques and System Implementations”, Book Chapter, Decision
Support System: Development and
Applications, edited by Ravi
Kumar Jain B, Chapter IX, 2007
277.
L Yu, S Y Wang & K K
Lai, “A
Confidence-based Neural Network Ensemble Model for Credit Risk Evaluation”, Book Chapter, Computational
Intelligence Modeling Techniques and Applications. Edited by Ranadhir Ghosh, Moumita Ghosh, John Yearwood and
Siddhivinayak,, 2008
278.
L Yu, S Y Wang & K K
Lai, “Financial
Crisis Analysis & Modeling with a Hilbert-EMD-based Data Reconstruction
Approach”, Book Chapter, Intelligent
Data Analysis: Developing New Methodologies through
Pattern Discovery and Recovery, Edited by Hsiao-Fan, Wang,, 2008.
279.
S K Mishra, S Y
Wang, K K Lai & J Shi , “New Generalized
Invexity for Duality in Multiobjective Programming Problems Involving N-Set
Functions”, Book Chapter, Nonconvex Optimization and Its Applications, Edited
by A Eberhard, Vol. 77, Springer, 2007, p321-339
280.
L Yu, K K Lai, S Y Wang & L Zhou , “A Least Square Fuzzy
SVM Approach to Credit Risk Assessment”, Book Chapter, Advances in Soft
Computing, Edited by B Y Cao, Springer-Verlag, 2007, pp865-874
Regional Refereed Journal Papers and
Conference Proceedings
281.
C H Wang, K K Lai & J C Dong, “Reviewing Prevention of the
Credit Risk of Real Estates”, Journal of System Engineering: Theory and
Practices, Vol. 30, No. 2, Feb 2010
282.
X J
Zhao, K K Lai, S Y Wang, “How Much do the Managers Affect Funds Performance
– Empirical Study of Performance and Personal Characteristics”, Management
Review, 2010, Vol. 22, no. 1, p3-12
283.
K He, C Xie, S M Guu, L
Yu & K K Lai, “Multi Scale
Risk Measurement in Electricity Markets:
Wavelet Based Value at Risk Approach”, Journal of Southeast University, English Edition, Vol. 24, June 2008,
p54-59
284.
L Yu, S Y Wang & K K Lai, “Variable Precision Rough Set for Multiple
Decision Attribute Analysis”, Journal of Southeast University, English Edition, Vol. 24, June 2008,
p1-6
285.
X J Zhou, H S Zhang, K K Lai & S Y Wang, “A Method for Evaluating Mutual Fund’s
Performance based on Asymmetric Laplace Distribution and DEA Approach”, Journal
of System Engineering: Theory and Practices, Vol. 27, No. 10, 2007, p1-10
286.
S Y Wang, L Yu & K K Lai, “TEI@I Methodology
and Its Application to Exchange Rates Prediction”, Chinese Journal of
Management, Vol.4, No.1, 2007, p21-27
Books
287.
L
Yu, S Y Wang & K K Lai (editors), Proceedings of the Fourth International
Joint Conference on Computational Sciences and Optimization, Kunming, China,
IEEE Computer Society, April, 2011
288.
K K Lai & S Y
Wang (editors), “ Advances in Risk Management”, Book Series,
Taylor & Francis, 2011
289.
L Yu, K K Lai & S Y Wang (editors), Proceedings
of the Third International Conference on Business Intelligence and
Computational Finance, Hong Kong, IEEE Computer Society, Aug 2010
290.
L Yu, Y Song, W K Ching, S Y Wang & K K Lai (editors),
Proceedings of the Third International Joint Conference on
Computational Sciences and Optimization, Huangshan, Anhui, China, Vol. 1 and 2,
IEEE Computer Society, April 2010
291.
K K Lai, J Shi
& S Y Wang, “Risk Control in Revenue Management: Quantitative Analysis and
Empirical Perspectives”, Special Issue at International Journal of Revenue
Management, Vol. 5, No. 2, 2011
292.
S Y Wang, L Yu, F Wen, S He, Y Fang & K K Lai (editors), Business
Intelligence in Business, Industry and Engineering, Proceedings of the Second International
Conference on Business Intelligence and Financial Engineering, IEEE Computer
Society, Oct 2009
293.
L Yu, K K Lai & S K Mishra (editors),
Proceedings of the Second International Joint Conference on
Computational Sciences and Optimization- Theory, Simulation and Experiment,
Sanya, China, Vol. 1 and 2, IEEE Computer Society, April
2009
294.
L Yu, S Y Wang & K K Lai, “Intelligent Computational Methods for Financial
Engineering”, Special Issue at International Journal of Applied Mathematics and
Decision Sciences, 2009
295.
L Yu & K K Lai
(editors), “Advances in Applied Computing and Computational
Sciences”, Global Information Publisher, Aug 2008
296.
S
K Mishra, S Y Wang & K K Lai, “Generalized Convexity and Vector Optimization", Nonconvex Optimization and Its
Applications, Springer-Verleg, Dec 2008
297.
L Yu, S Y Wang, K K
Lai & L Zhou, “Bio-Inspired Credit Risk Analysis – Computational
Intelligence with Support Vector Machines”, International Series in Operations
Research, Springer-Verleg, June, 2008
298.
S K Mishra, S Y Wang & K K Lai, “V-Invex Functions
and Vector Optimization”, Optimization
and Its Applications, Vol. 14, Springer-Verleg, Oct, 2008
299.
Y Fang, K K Lai & S Y Wang, “Fuzzy Portfolio
Optimization: Theory and Methods”, International
Series in Economics and Mathematical Systems, Vol. 609, Springer-verleg, March,
2008
300.
L
Yu, S Y Wang & K K Lai, “Foreign Exchange-Rate Forecasting with
Artificial Neural Networks”, International Series in Operations Research,
Springer-Verleg, July 2007
International
Conference Paper Presentations
301. K K Lai, Q Wang & Q Zhang, “A Stochastic
Approach to Power Inventory Optimization”, paper presented at the 21st International Symposium on Mathematical Programming, Germany, Aug 2012
302. K K Lai, “Computational
Intelligence Based Models for Earnings per Share Forecasting”, Keynote Speech presented ar the Second
International Conference on Complexity Science Management & Intelligent
Information System, Beijing, China, Oct 2011
303.
K K Lai, “Neural Network
Based Models for Value-at-Risk Analysis”, Keynote Speech presented at Fourth
International Joint Conference on Computational Sciences and Optimization,
Kunming, China, April 2011
304. L Zhou, K K Lai & G Dong,
“Earning Per Share Forecasting with Support Vector Machines Model”, Paper
presented at the 11th Asia Pacific Industrial Engineering and
Management Systems Conference,
305.
K
K Lai, “Quantitative
Models for Credit Risk Assessment”, Keynote speech presented at the 2nd International Conference on business Intelligence and Financial Engineering,
306.
K
K Lai, “
Credit Risk Scoring : Modelling and Analysis”, Keynote speech presented at the
2008 International Conference on Risk Management and Engineering
Management, Beijing, China, Nov
2008
307.
K
K Lai, “
Modelling of Credit Risk Scoring”, Keynote speech presented at the 2008
International Conference on Business Intelligence and Financial Engineering,
Hunan, China, Oct 2008
308.
K
K Lai, “
Credit Scoring : Challenges and Futures”, Keynote speech presented at the 5th International Conference on Risk Management and Financial Engineering Systems, Chongqing,
China, Oct 2008
309.
K K Lai, “Multi Scale Risk Measurement in Commodities
Markets: the Emerging Wavelet Based Approaches”, Keynote Speech presented at the International
Conference on e-Risk Management, Nanjing, China, June 2008
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References in Operations Research Topics |