Kin Keung Lai, Kaijian He, Jerome Yen. Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. In Yong Shi, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2007, 7th International Conference Beijing, China, May 27-30, 2007, Proceedings, Part I. Volume 4487 of Lecture Notes in Computer Science, pages 554-561, Springer, 2007. [doi]
Abstract is missing.