{"id":4302,"date":"2020-09-22T13:41:01","date_gmt":"2020-09-22T05:41:01","guid":{"rendered":"https:\/\/www.fst.um.edu.mo\/personal\/?page_id=4302"},"modified":"2021-02-03T15:06:57","modified_gmt":"2021-02-03T07:06:57","slug":"publication","status":"publish","type":"page","link":"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/","title":{"rendered":"Publication- Jerome YEN, Ph.D."},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"4302\" class=\"elementor elementor-4302\" data-elementor-post-type=\"page\">\n\t\t\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-f660d2b elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"f660d2b\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-89483e6\" data-id=\"89483e6\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2ac3edd elementor-widget elementor-widget-image\" data-id=\"2ac3edd\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"946\" height=\"121\" src=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1.png\" class=\"attachment-full size-full wp-image-2909\" alt=\"\" srcset=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1.png 946w, https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1-300x38.png 300w, https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1-768x98.png 768w\" sizes=\"(max-width: 34.9rem) calc(100vw - 2rem), (max-width: 53rem) calc(8 * (100vw \/ 12)), (min-width: 53rem) calc(6 * (100vw \/ 12)), 100vw\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-2772fb1\" data-id=\"2772fb1\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-9db6823 elementor-hidden-tablet elementor-hidden-phone elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"9db6823\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-b94a1cc\" data-id=\"b94a1cc\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-31a1902 elementor-widget elementor-widget-spacer\" data-id=\"31a1902\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-f23860f\" data-id=\"f23860f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c5ad220 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"c5ad220\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">HOME<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-75c2268\" data-id=\"75c2268\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-98cbfc5 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"98cbfc5\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">BIOGRAPHY<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-4908514\" data-id=\"4908514\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-8b55e8b elementor-align-center elementor-widget elementor-widget-button\" data-id=\"8b55e8b\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/research\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">RESEARCH<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-4f5c919\" data-id=\"4f5c919\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3c625d7 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"3c625d7\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">PUBLICATIONS<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-c57c539\" data-id=\"c57c539\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-013623d elementor-align-center elementor-widget elementor-widget-button\" data-id=\"013623d\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/misc\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">MISC<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-4954e11 elementor-hidden-desktop elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"4954e11\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-70fecb9\" data-id=\"70fecb9\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c3358b8 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"c3358b8\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">HOME<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-6081fc8\" data-id=\"6081fc8\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-02fab00 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"02fab00\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">BIOGRAPHY<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-8f1a293\" data-id=\"8f1a293\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-45c2a75 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"45c2a75\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/research\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">RESEARCH<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-04e24b0\" data-id=\"04e24b0\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3b4baa5 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"3b4baa5\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">PUBLICATIONS<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-27a224f\" data-id=\"27a224f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-4d2548e elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"4d2548e\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/misc\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">MISC<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-de72ebd elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"de72ebd\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0cc6b8f\" data-id=\"0cc6b8f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c7a5282 elementor-widget elementor-widget-spacer\" data-id=\"c7a5282\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-06b5919 elementor-tabs-view-horizontal elementor-widget elementor-widget-tabs\" data-id=\"06b5919\" data-element_type=\"widget\" data-widget_type=\"tabs.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-tabs\">\n\t\t\t<div class=\"elementor-tabs-wrapper\" role=\"tablist\" >\n\t\t\t\t\t\t\t\t\t<div id=\"elementor-tab-title-7031\" class=\"elementor-tab-title elementor-tab-desktop-title\" aria-selected=\"true\" data-tab=\"1\" role=\"tab\" tabindex=\"0\" aria-controls=\"elementor-tab-content-7031\" aria-expanded=\"false\">Book<\/div>\n\t\t\t\t\t\t\t\t\t<div id=\"elementor-tab-title-7032\" class=\"elementor-tab-title elementor-tab-desktop-title\" aria-selected=\"false\" data-tab=\"2\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7032\" aria-expanded=\"false\">Journal<\/div>\n\t\t\t\t\t\t\t\t\t<div id=\"elementor-tab-title-7033\" class=\"elementor-tab-title elementor-tab-desktop-title\" aria-selected=\"false\" data-tab=\"3\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7033\" aria-expanded=\"false\">Conference<\/div>\n\t\t\t\t\t\t\t\t\t<div id=\"elementor-tab-title-7034\" class=\"elementor-tab-title elementor-tab-desktop-title\" aria-selected=\"false\" data-tab=\"4\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7034\" aria-expanded=\"false\">Other<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t\t<div class=\"elementor-tabs-content-wrapper\" role=\"tablist\" aria-orientation=\"vertical\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-tab-title elementor-tab-mobile-title\" aria-selected=\"true\" data-tab=\"1\" role=\"tab\" tabindex=\"0\" aria-controls=\"elementor-tab-content-7031\" aria-expanded=\"false\">Book<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-7031\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"1\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-7031\" tabindex=\"0\" hidden=\"false\"><ol><li style=\"list-style-type: none\"><ol><li>\u201cVolatility Surface and Term Structure-based Modeling and Analysis:\u00a0 High-profit Options Trading Strategies\u201d, Shifei Zhou, Kin Keong Lai, and Jerome Yen, Taylor and Francis, 2013.<\/li><li>China Financial Markets: Issues and Opportunities, Wang Ming, Jerome Yen<strong>,<\/strong>\u00a0and Kin Keong Lai, Taylor and Francis, 2014.<\/li><li>\u201cEmerging Financial Derivatives: Understanding Exotic Options and Structured Products\u201d, Jerome Yen and Kin Keong Lai, Taylor and Francis, 2015.<\/li><li>\u201c\u5340\u584a\u93c8\u4f01\u696d\u8207\u6d41\u7a0b\u518d\u9020 \uff08Blockchain Enterprise and Process Reengineering\uff09\u201d (Chinese) 290 pages, Jerome Yen and Mu Deng, under formatting, China Post and Telecom Press, November 2019.<\/li><\/ol><\/li><\/ol><\/div>\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-tab-title elementor-tab-mobile-title\" aria-selected=\"false\" data-tab=\"2\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7032\" aria-expanded=\"false\">Journal<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-7032\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"2\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-7032\" tabindex=\"0\" hidden=\"hidden\"><ol><li>\u201cA Novel Term Structure-Based Stochastic Model with Adaptive Correlation\u201d S. F. Zhou, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>, submitted to\u00a0<em>Expert Systems with Applications.<\/em><\/li><li>\u201cModeling and Forecasting VHSI index using GARCH and HAR Approach\u201d Y. H. Chen, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>, submitted to\u00a0<em>Asia-Pacific Financial Markets.<\/em><\/li><li><em>\u201c<\/em>Intraday Price Trend Forecasting \u2013 a Pattern Matching Approach\u201d, X. T. Liu, K. K. Lai, and J. Yen, submitted to\u00a0<em>Mathematical Finance<\/em>.<\/li><li>\u201cConstructing composite indicators with collective choice and interval-valued TOPSIS: the case of Value Measure\u201d, Y. L. Fu, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>, under review in\u00a0<em>Social Indicators Research<\/em>.<\/li><li>\u201cUsing social choice theory and acceptability analysis to measure the value of health systems\u201d, Y. L. Fu, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>\u00a0under review in\u00a0<em>Health Affairs<\/em>;<\/li><li>\u201cEntrepreneurship measurement and comparison: Holistic Acceptability Global Entrepreneurship Index\u201d, L. L. Song, K. K. Lai, K. F. G. Tso, and\u00a0<strong>J. Yen,<\/strong>\u00a0under review in\u00a0<em>Journal of Systems Science &amp; Complexity<\/em>.<\/li><li>\u201cIdentification of Determinants of Chinese P2P Lending Platform Default\u201d, M. Gao and\u00a0<strong>J. Yen<\/strong>, under review in\u00a0<em>International Review of Financial Analysis<\/em>.<\/li><li>\u201cReconstructing global innovation index to measure national innovative capacity along OBOR: an entropy-based cross efficiency analysis\u201d, L. Huang and\u00a0<strong>J. Yen<\/strong>, under review in\u00a0<em>International Review of Economics and Finance.<\/em><\/li><li>\u00a0\u201cMulti-criteria Supplier Selection Using Acceptability Analysis\u201d, Q Zhang, K K Lai, and\u00a0<strong>J. Yen<\/strong>, to appear in\u00a0<em>Advances in Mechanical Engineer<\/em>.<\/li><li>\u201cModel of Bias-Driven Trend Followers and Interaction with Manipulators\u201d, K Liu, KK Lai,\u00a0<strong>J Yen<\/strong>, Q Zhu,\u00a0<em>International Journal of Information Technology &amp; Decision Making<\/em>, Vol. 17, No. 2, pp. 573-590 (2017).<\/li><li>\u00a0\u201cBi-cubic B-spline Fitting-based Local Volatility Model with Mean Reversion Process\u201d. S. F. Zhou, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>,\u00a0<em>Journal of System Science and Complexity.<\/em>Vol.29, No. 1, 119-132 (2016).<\/li><li>\u201cA Model of Stock Manipulation Ramping Tricks\u201d, K Liu, KK Lai,\u00a0<strong>J Yen<\/strong>, Q Zhu,\u00a0<em>Computational Economics<\/em>, Vol. 45, pp. 135-150 (2015).<\/li><li>\u201cBankruptcy Prediction Using SVM Models with a New Approach to Combine Features Selection and Parameters Optimization\u201d, L. G. Zhou, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>,\u00a0\u00a0<em>International Journal of Systems Science<\/em>, Vol. 45, No. 3, pp. 241-253. \u00a0(2014).<\/li><li>\u201cModel of Bias-Driven Trend Followers and Interaction with Manipulators\u201d, K Liu, KK Lai,\u00a0<strong>J Yen<\/strong>, Q Zhu,\u00a0<em>International\u00a0<\/em><em>Journal of Information Technology and Decision Making<\/em>,Vol. 13, No. 1, pp.1-18,\u00a0 (2014).<\/li><li>\u00a0\u201cA Dynamic Meta-Learning Rate-Based Model for Gold Market Forecasting\u201d, S. F. Zhou, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>,\u00a0<em>Expert Systems with Applications,\u00a0<\/em>Vol. 39, No. 6,\u00a0 pp. 6168-6173 (2013).<\/li><li>\u201cEmpirical Models Based on Features Ranking Techniques for Corporate Financial Distress Prediction\u201d, L. G. Zhou, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>,\u00a0<em>Computers and Mathematics with Applications<\/em><em>,\u00a0\u00a0<\/em>Vol. 64, No. 8, pp. 2484\u20132496(2012).<\/li><li><em>\u00a0\u201c<\/em>Ensemble Forecasting of Value at Risk via Multi Resolution Analysis based Methodology in Metals Markets\u201d K. J. He, K. K. Lai, and\u00a0<strong>J. Yen,<\/strong>\u00a0<em>Expert Systems with Applications,\u00a0<\/em>Vol. 39, No. 4,\u00a0<em>\u00a0pp. 4258-4267 (2012)<\/em>.<\/li><li>\u00a0\u201cValue-at-risk estimation of crude oil price using MCA based transient risk modeling approach\u201d, K. J. He, K. K. Lai, and\u00a0<strong>J. Yen,\u00a0<\/strong><em>Energy Economics,\u00a0<\/em>Vol. 33, No. 5, pp. 903-911<em>\u00a0(2011)<\/em>.\u00a0<\/li><li>\u201cCorporate financial distress diagnosis model and application in credit rating for listing firms in China\u201d. L. Zhang, E. Altman, and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Frontiers of Computer Science in China<\/em>, Vol. 4, No. 2, \u00a0pp. 220-236 (2010).<\/li><li>\u201cA Hybrid Slantlet Denoising Least Squares Support Vector Regression Model for Exchange Rate Prediction\u201d, K. He, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Procedia Computer Science<\/em>. Vol. 1, pp. 2391-2399 (2010).<\/li><li>\u201cCredit Scorecard Based on Logistic Regression with Random Coefficients\u201d, G. Dong, K. K. Lai, and<strong>\u00a0J<\/strong><strong>.<\/strong><strong>\u00a0Yen<\/strong>..\u00a0<em>Procedia Computer Science<\/em>. Vol. 1, pp. 2397-2405 (2010).<\/li><li>\u201cA hybrid slantlet denoising least squares support vector regression model for exchange rate prediction\u201d K. He, K. K. Lai, and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Procedia Computer Science<\/em>. Vol. 1, pp. 2463-2468 (2010).<\/li><li>\u201cCredit Scoring Models with AUC Maximization Based on Weighted SVM\u201d,L Zhou, K K Lai &amp;\u00a0<strong>J Yen,<\/strong>\u00a0<em>International\u00a0<\/em><em>Journal of Information Technology and Decision Making,\u00a0<\/em>Vol. 8, No. 4, pp. 677-696 (2009). \u00a0<\/li><li>\u00a0\u00a0\u201cFalse Financial Statements: Characteristics of China\u2019s Listed Companies and CART Detecting Approach.\u201d B. Bai,\u00a0<strong>J. Yen<\/strong>, and X. G. Yang.\u00a0<em>International\u00a0<\/em><em>Journal of Information Technology and Decision Making, Vol. 7., No. 2, pp.\u00a0<\/em>339-359 (2008).<\/li><li>\u201cModeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN\u201d, K K Lai, K He and\u00a0<strong>J Yen<\/strong>,\u00a0<em>Lecture Notes in Computer Science,\u00a0<\/em>LNCS 4487, Springer-Verleg, pp554-561 (2007).<\/li><li>\u00a0\u201cAn Analysis of the China Aviation Oil (Singapore) Incident Based on Risk Management\u201d, Z. F.\u00a0 Li,\u00a0<strong>J. Yen<\/strong>, J. Yao, T. Fan, and L. Chang.\u00a0<em>Journal of Systems Engineering, Theory, and Applications<\/em><em>,<\/em>\u00a0Vol. 27, No.1, pp.23-32 (2007).<\/li><li>\u201c\u4ece\u4e2d\u822a\u6cb9\uff08\u65b0\u52a0\u5761\uff09\u4e8b\u4ef6\u770b\u56fd\u6709\u6d77\u5916\u4f01\u4e1a\u7684\u98ce\u9669\u7ba1\u7406\u201d,\u989c\u81f3\u5b8f\uff0c\u6768\u6653\u5149\uff0c\u53f2\u654f\uff0c\u6c6a\u5bff\u9633, \u7ba1\u7406\u8bc4\u8bba, Vol. 17, No. 3 (2005), pp. 30-36.\u00a0<\/li><li>\u201cElectronic Disclosure and Financial Knowledge Management\u201d (2005)\u00a0<strong>J. Yen,\u00a0<\/strong>P. Yuen, and L. Bai,\u00a0<em>Journal of Systems Science and Systems Engineering (JSSSE),<\/em>\u00a0Vol. 14, No. 5, pp. 326-346.<\/li><li>\u00a0\u201cDynamic Negotiations,\u201d (2004),\u00a0<strong>J. Yen<\/strong>\u00a0and F. Szidarovszky,\u00a0<em>CUBO Matematic<\/em><em>a<\/em><em>\u00a0Educacional<\/em><em>,<\/em>\u00a0Vol. 5, No. 3, pp. 349-365.<\/li><li>\u00a0\u201cElectronic Bill Presentment and Payment (EBPP): The Case at Hong Kong Shanghai Commercial (HSBC) Bank\u201d (2004),\u00a0<strong>J. Yen<\/strong>, L. Bai, and W. M. Choi,\u00a0<em>International Journal of Electronic Business Management\u00a0<\/em><em>(IJEBM),\u00a0<\/em>Vol. 2, No. 1, pp. 1-13.<\/li><li>\u00a0\u201cA Multi-attribute NSS with market signaling for electronic markets\u201d (2002). T. Bui, J. Hu, and\u00a0<strong>J. Yen.<\/strong>\u00a0\u00a0<em>Group Decision and Negotiation Support Systems (GDNSS),<\/em>\u00a0Vol. 10, No. 6, pp. 515 -537.<\/li><li>\u201cAdoption of On-line Trading of Investors in Hong Kong Financial Market\u201d (2002). With A. Lau,\u00a0<strong>J. Yen<\/strong>, and P. Y. K. Chau.\u00a0\u00a0<em>Journal of Electronic Commerce Research (JECR)<\/em>, Vol. 2, No. 2, pp. 58-65.<\/li><li>\u201cA Multi-agent Approach to the Wholesale Cross-border Trade Planning\u201d (2001).\u00a0 P. Wei, Y. Yan, Y. Ni,\u00a0<strong>J. Yen<\/strong>, and F. F. Wu.\u00a0<em>IEEE Transactions on Power System<\/em>, Vol. 16, No. 4, pp. 833-838.<\/li><li>\u201cUsing Contextual Analysis for News Event Detection\u201d (2001).\u00a0 With W. Lam, H. M. L. Meng, K. L. Lai, and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>International Journal of Intelligent Systems,\u00a0<\/em>Vol. 16, 525 \u2013 540.<\/li><li>\u201cFrom unstructured HTML to structured XML: how XML supports financial knowledge management on the Internet\u201d L.T. Yuen, W. Yue, A. S. M. Lau, and J. Yen, Library Hi Tech. Sep 2001, Vol. 19 No. 3 pp. 242 \u2013 256.<\/li><li>\u00a0\u201cA Multi-Agent Based Negotiation Support System for Distributed Transmission Cost Allocation\u201d (2001). Y. H. Yan, J<strong>. Yen<\/strong>, and T. Bui.\u00a0<em>International Journal of Intelligent Systems in Accounting, Finance and Management<\/em>, Vol. 10, No. 3, 187-200.\u00a0<\/li><li>\u00a0\u201cApplying Multi-Agent Technology to Supply Chain Management\u201d (2000). S. K. Yung,\u00a0<strong>J. Yen<\/strong>, and C. C. Yang.\u00a0<em>Journal of Electronic Commerce Research (JECR),\u00a0<\/em>Vo1. 1, No. 3, pp. 119-132.<\/li><li>\u201cMulti-agent Approach to the Coalition Formation in the Power Industry\u201d (2000).\u00a0<strong>J. Yen<\/strong>, Y. H. Yan, P. C. Ma, and F. F. Wu.\u00a0<em>Decision Support Systems (DSS)<\/em>, Vol. 28, No. 3, pp. 279-290.<\/li><li>\u00a0\u201cEditorial: Special Issue of Decision Support Systems \u2013 Intelligent Agents and Digital Economy\u201d (2000).\u00a0<strong>J Yen.<\/strong>\u00a0\u00a0<em>Decision Support Systems (DSS)<\/em>, Vol. 28, No. 3, pp. 217-218.<\/li><li>\u201cIntelligent Internet Searching Engine Based on Hybrid Simulated Annealing\u201d (2000).\u00a0 C.C. Yang,\u00a0<strong>J. Yen,<\/strong>\u00a0and H. Chen.\u00a0<em>Decision Support Systems (DSS)<\/em>, Vol. 28, No. 3, pp. 269-278.<\/li><li>\u201cCombination and Boundary Detection Approaches on Chinese Indexing\u201d (2000). With C. C. Yang, S. K. Yung, J. W. K. Luk, and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Journal of American Association of Information Sciences (JASIS)<\/em>, Vol. 51, No. 4, pp. 340-351.\u00a0\u00a0<\/li><li>\u00a0\u201cDigital Library Research in Asia\u201d (1999). H. Chen,\u00a0<strong>J. Yen,<\/strong>\u00a0and C. C. Yang.\u00a0 IEEE\u00a0<em>Computer<\/em>, Vol. 32, No. 2, pp. 48-49.<\/li><li>\u201cThe Negotiable Alternatives Identifier (NAI) for Group Negotiation Support\u201d (1999).\u00a0<strong>J. Yen<\/strong>\u00a0and T. X. Bui.\u00a0\u00a0<em>Applied Mathematics and Computations<\/em>, Vol. 104, pp. 259-276.<\/li><li>\u00a0\u201cMonotonicity, Convergence and Control in Dynamic Bargaining Processes\u201d (1999).\u00a0<strong>J. Yen<\/strong>, F. Szidarovszky, and C. H. Lin.\u00a0<em>Pure Mathematics and Applications<\/em>, Vol. 10, No. 2, pp.225-239.<\/li><li>\u201cDynamic Negotiation with Time-varying Pareto Frontier. (1998)\u201d F. Szidarovszky,\u00a0<strong>J. Yen<\/strong>, and C. H. Lin.\u00a0\u00a0<em>Applied Mathematics and Computations<\/em>, Vol. 91, pp. 99-109.\u00a0<\/li><li>\u201cIntelligent Meeting Facilitation Agents: An Experiment on GroupSystems\u201d (1996).\u00a0 H. Chen, A. Houston,\u00a0<strong>J. Yen,<\/strong>\u00a0and J. F. Nunamaker. IEEE\u00a0<em>Computer<\/em>, Vol. 29, No. 8, pp. 62-70.<\/li><li>\u201cAffective Reward and the Adoption of Group Support Systems: Productivity is not Always Enough\u201d (1995\/1996).\u00a0 B. A. Reinig, R. O. Briggs, M. S. Shepherd,\u00a0<strong>J. Yen,<\/strong>\u00a0and J. F. Nunamaker, Jr.\u00a0<em>Journal of Management Information Systems<\/em>, Vol. 12, No. 3, pp. 171-185.<\/li><li>\u201cInvoking Social Comparison To Improve Electronic Brainstorming: Beyond Anonymity\u201d (1995\/1996). M. S. Shepherd, R. O. Briggs, B. A. Reinig\u00a0<strong>J. Yen<\/strong>, and J. F. Nunamaker, Jr<em>.\u00a0 Journal of Management Information Systems<\/em>. Vol. 12, No. 3, pp. 155-170.<\/li><li>\u201cShort-term and Long-term Strategies in Dynamic Markets\u201d (1995).\u00a0<strong>J. Yen\u00a0<\/strong>and F. Szidarovszky.\u00a0\u00a0<em>Keio Economic Studies<\/em>. Vol. XXXIII, No. 1, pp. 39-65.<\/li><li>\u201cDynamic Cournot Oligopolies with Production Adjustment Costs\u201d (1995). F. Szidarovszky and\u00a0<strong>J. Yen.<\/strong>\u00a0\u00a0<em>Journal of Mathematical Economics<\/em>, Vol. 24, pp. 95-101.<\/li><li>\u201cOn The Price Trajectory Control of Discrete Dynamic Producer-Consumer Markets\u201d (1995).\u00a0 F. Szidarovszky,\u00a0<strong>J. Yen<\/strong>, and S. Molnar.\u00a0\u00a0<em>Applied Mathematics and Computations,\u00a0<\/em>Vol. 73, No. 2 &amp; 3, pp. 249-256.<\/li><li>\u201cThe Stability of the Cournot Solution under Adaptive Expectation: A Further Generalization\u201d (1994). F. Szidarovszky,\u00a0<strong>J. Yen,\u00a0<\/strong>and S. Rassenti<em>.\u00a0 International Review of Economics and Finance,<\/em>\u00a0Vol. 3, No. 2, PP. 173-181.\u00a0<\/li><li>\u201cAdaptive and Cournot Expectations in a Special Consumer-Producer Market\u201d (1994). F. Szidarovszky and\u00a0<strong>J. Yen.<\/strong><em>\u00a0Journal of Pure Mathematics and Applications<\/em>, Vol. 4, No. 3, pp. 363-368.<\/li><li>\u201cControl in a Special Consumer-Producer Market\u201d (1993).\u00a0 F. Szidarovszky and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Journal of Pure Mathematics and Applications<\/em>, Vol. 4, No.4, pp. 501-505.\u00a0<\/li><li>\u201cCournot Expectations Revisited\u201d (1993). F. Szidarovszky and\u00a0<strong>J. Yen<\/strong><em>. Keio Economics Studies.<\/em>\u00a0 Vol. XXX, No. 3, p.p. 39-41.<\/li><li>\u201cOn the Stability of Dynamic Oligopolies\u201d (1992). F. Szidarovszky and\u00a0<strong>J. Yen.<\/strong>\u00a0 Journal of\u00a0<em>Pure Mathematics and Applications<\/em>. Ser. B. Vol. 3, No. 1, pp. 45-52.<\/li><li>\u201cOn the Controllability of Discrete Dynamic Oligopolies under Adaptive Expectations\u201d (1993).\u00a0 F. Szidarovszky and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Applied Mathematics and Computations.<\/em>\u00a0Vol. 56, No. 1, pp. 49-57. (Impact Factor: 1.534)<\/li><li>\u201cOn the Stability of Special Class of Economic Systems\u201d (1992). F. Szidarovszky and\u00a0<strong>J. Yen<\/strong>.\u00a0<em>Journal of Pure Mathematics and Applications<\/em>. Ser. B. Vol. 3, No. 1, pp. 42-52.<\/li><li>\u201cModified Cournot Expectations in Dynamic Oligopolies\u201d. F. Szidarovszky,\u00a0<strong>J. Yen<\/strong>, and F., S. Rassenti.\u00a0\u00a0<em>Journal of Pure Mathematics and Applications<\/em>. Ser. B. Vol. 3, No. 2-3-4, pp. 143-150.<\/li><li>\u201cStability of a Special Oligopoly Market\u201d (1991). F. Szidarovszky and\u00a0<strong>J. Yen<\/strong><em>. Journal of Pure Mathematics and Applications.<\/em>\u00a0Ser. B. Vol. 2, No. 2-3, pp. 93-100.<\/li><li>\u201cComputer Experiments of Dynamic Market System\u201d (1991). X. Wu and\u00a0<strong>J. Yen<\/strong><em>. Journal of Pure Mathematics and Applications<\/em>. Ser. B. Vol. 2, No. 2-3, pp. 101-111.<\/li><\/ol><\/div>\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-tab-title elementor-tab-mobile-title\" aria-selected=\"false\" data-tab=\"3\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7033\" aria-expanded=\"false\">Conference<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-7033\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"3\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-7033\" tabindex=\"0\" hidden=\"hidden\"><ol><li>\u201cIdentification of Determinants of Chinese P2P Lending Platform Default\u201d, M. Gao, The Seventh International Conference on Internet Finance, Hangzhou, 2019.<\/li><li>\u201cReconstructing Global Innovation Index to Measure National Innovative Capacity Along OBOR: An Entropy-based Cross Efficiency Analysis\u201d, L. Huang and J. Yen, The Seventh International Conference on Internet Finance, Hangzhou, 2019.<\/li><li>\u201cA Weighted Least-square Dissimilarity Method to Measure Olympics Performance\u201d, L. Huang, J. Yen, and Y. L. Fu, The 2019 International conference on Intelligent Transportation and Logistics with Big Data and The Seventh International Forum on Decision Sciences, 2019, Windsor, Canada. \u00a0<\/li><li>\u201cEmpirical Study on the Prediction of HSI Opening Price with GA-ENN Model\u201d, T. Luo, X. R. Qi, K. K. Lai, and J. Yen, First International Conference on Command, Control and Artificial Intelligence and the Third International Conference on Computational Finance and Management, 2019, Changsha, China, pp. 339-347.<\/li><li>\u201cPatent Valuation Based on a Multi-criteria Analysis Model\u201dL. Huang and J. Yen, The 19th Asia Pacific Industrial, and Management systems (APIEMS2018),Hong Kong SAR, 2018.<\/li><li>\u00a0\u201cCredit Scorecard Based on Logistic Regression with Random Coefficients\u201d, G Dong, K K Lai &amp; J Yen, Proceedings of the International Conference on Computational Science (ICCS), Netherlands, 2010.<\/li><li>\u00a0\u201cA Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction\u201d, K He, K K Lai &amp; J Yen, Proceedings of the International Conference on Computational Science (ICCS), Netherlands, 2010<\/li><li>\u00a0\u201cTheoretical Model of stock Trading Behaviour with Biases\u201d, K Liu, K K Lai &amp; J Yen, Proceedings of the 2010 International Conference on Financial Engineering (ICFE), World Congress on Engineering, London, June 2010.<\/li><li>\u201cMorphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price\u201d, K. He, K. K. Lai, J. Yen, The Third International Joint Conference on Computational Sciences and Optimization (CSO 2010), Huangshan (Yellow) mountain, China, May 28 \u2013 31, 2010, p 423-430.<\/li><li>\u00a0\u201cModeling of Boom and Burst of Shadow \u2013 A Game Theory Approach\u201d, H D Liang, K K Lai, J Yen and M Wang, Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, IEEE Computer Society, Aug 2010, p256-260<\/li><li>\u00a0\u201cAnalysis of Shadows behind Financial Bubbles\u201d, H. D. Liang, K K Lai &amp; J Yen, Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, IEEE Computer Society, Aug 2010, p274-278<\/li><li>\u00a0\u201cValue-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis\u201d, K. J. He, K K Lai &amp; J Yen, Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, IEEE Computer Society, Aug 2010, p381-385.<\/li><li>\u00a0\u201cCorporate Bankruptcy Prediction using Support Vector Machines Approach\u201d, L Zhou, K K Lai &amp; J. Yen, Proceedings of the Conference on Technologies and Applications of Artificial Intelligence, Taiwan, Nov 2010<\/li><li>\u00a0\u201cAn ICA-MDN Based Multi-stage Model for portfolio Value-at-Risk Analysis\u201d, X L Chen, K K Lai &amp; J Yen, Proceedings of the Third International\u00a0Conference on Business Intelligence and Financial Engineering (BIFE 2010), Hong Kong, August, 2010.<\/li><li>\u00a0\u201cCrude Oil Price Prediction using Slant Denosing Based Hybrid Models\u201d, K He, K K Lai &amp; J Yen, Proceedings of the International Conference on Computational Sciences and Optimization, Sanya, China, April 2009: 12-16.<\/li><li>\u201cA Statistical Neural Network Approach for Value-at-Risk Analysis\u201d, X Chen, K K Lai &amp; J Yen, Proceedings of the International Conference on Computational Sciences and Optimization, Sanya, China, April 2009: 17-21<\/li><li>\u201cA New Approach with Convex Hull to Measure Classification Complexity of Credit Scoring Database\u201d, L. Zhou, K. K. Lai, and J. Yen, BIFE 2009: 441-444.<\/li><li>\u00a0\u201cQuantitative and Qualitative Analysis of the China Aviation Oil (Singapore) Incident -Was Volatility Severe Enough to Destroy the Company?\u201d, J Yen, Z F Li T Fan &amp; K K Lai, Proceedings of the First Asia Conference on Financial Engineering, Hong Kong, June 2008, pp384-397.<\/li><li>\u201cMulti-Scale Estimation of Value at Risk Based on Wavelet Analysis\u201d, K K Lai, K. J. He &amp; J Yen,Proceedings of the International Conference on Industrial Engineering and Systems Management, Beijing, China, May 2007.<\/li><li>\u00a0\u201cRisk Measurement in Agriculture Market: Wavelet Denoised Nonlinear Ensemble Value at Risk approach\u201d, K He, K K Lai &amp; J Yen, Proceedings of the 7th Asian Pacific Conference on Industrial engineering and Management Systems, Thailand, Dec 2006, p1088-1097.<\/li><li>\u00a0\u201cA Wavelet Based Nonlinear Ensemble Approach for Value at Risk Modelling in Metals Markets\u201d, K K Lai, J Yen &amp; K He, Proceedings of the 36th Computers and Industrial Engineering Conference, Taiwan, June 2006.<\/li><li>\u00a0\u201cA New Approach with Convex Hull to Measure Classification Complexity of Credit Scoring Database\u201d, L Zhou, K K Lai &amp; J Yen, Proceedings of the 2nd International Conference on business Intelligence and Financial Engineering, China, July 2009.\u00a0<\/li><li>Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN\uff0c\u00a0K. K. Lai, K. J. He, J. Yen, ICCS 2007, Beijing, China, May 27-30, 2007.<\/li><li>Financial Knowledge Management and Electronic Disclosure, P. Yuen, J. Yen, and B. Bai.\u00a0 Proceedings of ICEB2004, December 5-9, 2004, China, pp 969-974.<\/li><li>\u201cMulti-model and Multilingual Video Digital Library,\u201d\u00a0<strong>J. Yen,<\/strong>\u00a0M.R. Lyu, and H. Wactlar, to appear in Second China Digital Library Conference, September 4 to 7, 2004, Beijing, pp.426-443.<\/li><li>\u201c \u591a\u6a21\u53cc\u8bed\u4fe1\u606f\u5a92\u4f53: iVIEW \u7cfb\u7edf,\u201c<strong>J. Yen,<\/strong>\u00a0M.R. Lyu, and H. Wactlar, to appear in Second China Digital Library Conference, September 4 to 7, 2004, Beijing, pp.444-455. \uff08\u4e2d\u6587\uff09<\/li><li>\u201cA Wireless Handheld Multi-Modal Digital Video Library Client System,\u201d M.R. Lyu, J. Yen, E. Yau, and K.S. Sze, Proceedings 5th ACM SIGMM International Workshop on Multimedia Information Retrieval (MIR\u20192003), November 7, 2003, \u00a0Berkeley, California, pp. 231-238.<\/li><li>\u201cMulti-Document Summarization Based on Concept Space,\u201d S. Tang, J. Yen, and C. C. Yang,\u00a0\u00a0<em>Proceedings of the International Conference on Information Technology: Research and Education<\/em>, New Jersey, U.S.A., August 10-13, 2003.<\/li><li>\u201cXML-based Financial Knowledge Management and Tag Generation\u201d, Yen, J. and Yuen, L. T., Proceedings of Digital Library \u2013 IT Opportunities and Challenges in the New Millennium, 2002, Beijing. Beijing Library Press, pp. 717-736.\u00a0<\/li><li>\u201cHow XML Supports Financial Information Integration,\u201d A. S. M. Lau, J. Yen, and J. X. Yu,\u00a0 SCMIS 2001, 17-19 December 2001. \u00a0\u00a0<\/li><li>\u201cCross Market Monitoring System: A Knowledge Management Approach,\u201d SCMIS 2001, A. S. M. Lau, W. Y. Lee, and J. Yen, 17-19 December 2001.<\/li><li>\u201cA Multi-agent Based Negotiation Support System for Cost Allocation of Cross-Border Transmission\u201d (2001).\u00a0 With P. Wei, Y. Yan, Y. Ni, and F. F. Wu. Accepted in HICSS-34.<\/li><li>\u201cSummarization for Multi-Document using Concept Space Approach\u201d (2000). With S. T. K. Tang and C. Law.\u00a0 Proceedings of the Third Asia Digital Library Workshop, pp. 121-129.<\/li><li>\u201cFrom Unstructured HTML to Structured XML: How XML Helps Managing Financial Knowledge\u201d (2000). Proceedings of the Third Asia Digital Library Workshop, pp. 71-80.<\/li><li>\u201cIntelligent Clearinghouse: Electronic Marketplace with Computer-mediated Negotiation Supports\u201d (2000). With J. Hu and T. Bui. Proceedings of HICSS-33.<\/li><li>\u201cA Multi-agent Based Negotiation Support System for Distributed Transmission Cost Allocation\u201d (2000). With H. Yan and T. Bui. Proceedings of HICSS-33.<\/li><li>\u201cAdoption of On-line Trading of Brokers\u201d (2000). With S. M. A. Lau and P. Y. K. Chau, Proceedings of International Conference on Electronic Commerce (ICEC2000), pp. 160-170.<\/li><li>\u201cFrom Unstructured HTML to Structured XML: How XML Helps Managing Financial Knowledge on Internet\u201d (2000). With P. L. T. Yuen, Proceedings of International Conference on Electronic Commerce (ICEC2000), pp. 249-256.<\/li><li>\u201cCollaborative and Scalable Financial Analysis with Multi-agent Technology\u201d (1999). With A. Chung, H. Ho, B. Tam, R. Lau, M. Chua, and K. Hwang. HICSS-32, Vol. 4, pp. 63-72.<\/li><li>\u201cInteractive Chinese News Event Detection and Tracking\u201d (1999). With K. L. Wong and W. Wam.\u00a0 Proceedings of The Second Asian Digital Library Workshop, pp. 30-43.<\/li><li>\u201cA Virtual Property Agency: Electronic Market with Support of Negotiation\u201d (1999) With<br \/>J. Hu\u00a0 and A. Chung, Processing of AAAI Workshop on Artificial Intelligence for Electronic Commerce, pp. 120-124.<\/li><li>\u201cMulti-agent Coalition Formation in Transmission Planning Bilateral Shapley Value and Kernel Approaches\u201d (1999).\u00a0 With J. Contreras, M. Klusch, T. Vielhak, and F. F. Wu. 13th Power Systems Computation Conference Proceedings, Vol. 2, Trondheim, Norway, pp. 777- 787.<\/li><li>\u201cMASCAN: A Multi-Agent System for Transmission Cost Allocation\u201d (1999), Proceedings of the Second Pacific Rim International Workshop on Multi-Agents, pp. 186-194.<\/li><li>\u201cA Virtual Property Agency: Electronic Market with Negotiation Support\u201d (1999). With J. Hu and T. Bui. Proceedings of the IASTED International Conference Artificial Intelligence and Soft Computing, pp. 46-51.<\/li><li>\u201cMulti-agent Approach to the Coalition Formation in the Power Industry\u201d (1998). With Y. H. Yan, F. F. Wu and K. H. Sin.\u00a0 HICSS-31, Vol. 4, pp. 433-443 (Best Paper Award Nomination).<\/li><li>\u201cIntelligent Internet Searching Engine Based on Hybrid Simulated Annealing\u201d (1998). With C.C. Yang and H. Chen.\u00a0 HICSS-31, Vol. 4, pp. 415-422.<\/li><li>\u201cA Multi-Agent Based Tourism Kiosk on Internet\u201d (1998). With C. Yeung and P. F. Tung. HICSS-31, Vol. 4, pp. 452-461.<\/li><li>\u201cMulti-Agent Coalition Formation in Power Transmission Planning: A Bilateral Shapley Value Approach\u201d, J. Contreras, M, Klusch and J. Yen: AIPS 1998: 19-26<\/li><li>\u201cVirtual Learning Environment (VLE): A Web-Based Collaborative Learning System\u201d (1998). With C.Y.Y. Cheng. HICSS-31, Vol. 1, pp. 480-491, (Best Paper Award Nomination).<\/li><li>\u201cA Multi-Agent Approach to the Deregulation and Restructuring of Power Industry\u201d (1998). With F. F. Wu, C. Yeung, and A. Poon.\u00a0 HICSS-31, Vol. 3, pp. 122-131.<\/li><li>\u201cTransparency and Efficiency in Information Transmission and Financial Digital Library\u201d (1998), With C. Yang, A. S. M. Lau, A. K. L Chung, K. Hwang, and D. Yeung, First Asia Digital Library Workshop, PP. 195-206.<\/li><li>\u201cChinese Indexing using Mutual Information\u201d (1998). With C. Yang, S. K. Yung, and A. K. L. Chung, First Asia Digital Library Workshop, PP. 57-64.<\/li><li>\u201cIntelligent Spider for Internet Searching\u201d (1997). With H. Chen, Y. M. Chung, M. Ramsey, C. C. Yang, and P. C. Ma.\u00a0 HICSS-30, Vol. 4, pp. 242-252.<\/li><li>\u201cHuman Agents and Artificial Agents: An experiment on the Internet\u201d (1997).\u00a0 HICSS-30, Vol. 4, pp. 178-188.<\/li><li>\u201cQuality as a Function of Quantity in Electronic Brainstorming \u201d (1997). With R. O. Briggs, B. A. Reinig, M. S. Shepherd and J. F. Nunamaker, Jr. HICSS-30, Vol. 2, pp. 94-103.<\/li><li>\u201cA Web-based Project Management System for Virtual Teams: The Virtual Teaming Systems (VTS)\u201d (1997).\u00a0 With A. K. L. Chung, L. Y. F. To and M. M. Tseng.\u00a0 ICCM-8, pp. 274-282.<\/li><li>\u201cVirtual Learning Environment (VLE): A Web-based Collaborative Learning System\u201d (1997).\u00a0 With C. Y. Y. Cheng. ICCM-8, pp. 389-396.<\/li><li>\u201cIntelligent Clearinghouse: Electronic Marketplace with Computer-mediated Negotiation Supports\u201d (1996).\u00a0 With H. Lee and T. X. Bui. HICCS-29, Vol. 3, pp. 219-227.<\/li><li>\u201cBeyond Telecommunication: Organizational Suitability of Different Modes of Telework\u201d (1996). With T. X. Bui, K. Higa and V. Sivakumar.\u00a0 HICCS-29, Vol. 3, pp. 344-353.<\/li><li>\u201cA Comparison of Telework Implementations in the US and Japan\u201d (1996). With K. Higa, V. Sivakumar and T. X. Bui.\u00a0 SIGCPR96.<\/li><li>\u201cSoftware Agents for Issues Identification: An Experiment on Financial Documents\u201d (1996). With P. C. Ma, H. Chen, and T. X. Bui. First Asia Pacific DSI Conference Vol. 2, pp. 805-814.<\/li><li>\u201cControl in Dynamic Bargaining Processes\u201d (1996). With F. Szidarovszky and Ch-H. Lin. International Conference on Management Science and the Economic Development of China, Vol. 2, pp. 772-781.<\/li><li>\u201cSocial Loafing in Electronic Brainstorming: Invoking Social Comparison through Technology and Facilitation Techniques to Improve Group Productivity\u201d (1995). With M. S. Shepherd, R. O. Briggs and B. A. Reinig. HICCS-28, Vol. 3, pp. 523-532.<\/li><li>\u201cWhat Bank Presidents Can Tell You? An Issues Identifier for On-line Financial Databases\u201d (1995). With H. Chen, P. C. Ma and T. X. Bui. ISDSS \u201995, Vol. 1, pp. 113-126.<\/li><li>\u201cThe Negotiable Alternatives Identifier for Negotiation Support\u201d (1995). With T. X. Bui. ISDSS \u201995, Vol. 1, pp. 138-148.<\/li><li>\u201cDeveloping and Validating an Instrument to Measure the Impact of Group Support Technology on Affected Reward\u201d (1995).\u00a0 With B. A. Reinig, R. O. Briggs, M. S. Shepherd, and J. F. Nunamaker. HICCS-28, Vol. 3, pp. 798-807, (<strong>Best Paper Award<\/strong>).<\/li><\/ol><\/div>\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-tab-title elementor-tab-mobile-title\" aria-selected=\"false\" data-tab=\"4\" role=\"tab\" tabindex=\"-1\" aria-controls=\"elementor-tab-content-7034\" aria-expanded=\"false\">Other<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-7034\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"4\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-7034\" tabindex=\"0\" hidden=\"hidden\"><div id=\"2020\"><ol><li>Economic Journal (\u4fe1\u62a5) Column Writer: Over 160 articles and 6 interview articles, where five articles also appeared in the book entitled: \u91d1\u878d\u6d77\u5578 edited by Prof. Leonard Cheng and published by HKUST Press.<\/li><li>Hong Kong Economic Journal \uff08\u4fe1\u62a5\u6708\u520a\uff09Two (2) articles and two (2) interview articles.<br \/>Several speeches made in Hong Kong and China transcribed and appeared in leading newspapers in Hong Kong and China.<\/li><\/ol><\/div><\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-dbbb0da elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"dbbb0da\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f99d0eb\" data-id=\"f99d0eb\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-db187cc elementor-widget elementor-widget-spacer\" data-id=\"db187cc\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<footer data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-821d8c4 elementor-section-content-bottom elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"821d8c4\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-bfa27a4\" data-id=\"bfa27a4\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-49599b7 elementor-widget elementor-widget-text-editor\" data-id=\"49599b7\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Copyright \u00a92020 Jerome YEN<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/footer>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>HOME BIOGRAPHY RESEARCH PUBLICATIONS MISC HOME BIOGRAPHY RESEARCH PUBLICATIONS MISC Book Journal Conference Other Book \u201cVolatility Surface and Term Structure-based Modeling and Analysis:\u00a0 High-profit Options Trading Strategies\u201d, Shifei Zhou, Kin Keong Lai, and Jerome Yen, Taylor and Francis, 2013. China Financial Markets: Issues and Opportunities, Wang Ming, Jerome Yen,\u00a0and Kin Keong Lai, Taylor and Francis, &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;Publication- Jerome YEN, Ph.D.&#8221;<\/span><\/a><\/p>\n","protected":false},"author":20,"featured_media":0,"parent":4278,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"elementor_canvas","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-4302","page","type-page","status-publish","hentry","entry"],"_links":{"self":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4302","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/users\/20"}],"replies":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/comments?post=4302"}],"version-history":[{"count":8,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4302\/revisions"}],"predecessor-version":[{"id":5137,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4302\/revisions\/5137"}],"up":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4278"}],"wp:attachment":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/media?parent=4302"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}