Details about Lean Yu

Access statistics for papers by Lean Yu.

Last updated 2021-08-15. Update your information in the RePEc Author Service.

Short-id: pyu29

Journal Articles

2021

1. A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting
   Energies, 2021, 14, (15), 1-26 View citations (5)
2. A high-dimensionality-trait-driven learning paradigm for high dimensional credit classification
   Financial Innovation, 2021, 7, (1), 1-20 View citations (2)
3. An effective rolling decomposition-ensemble model for gasoline consumption forecasting
   Energy, 2021, 222, (C) View citations (15)
4. Can small sample dataset be used for efficient internet loan credit risk assessment? Evidence from online peer to peer lending
   Finance Research Letters, 2021, 38, (C) View citations (2)
5. Decarbonizing China's power sector by 2030 with consideration of technological progress and cross-regional power transmission
   Energy Policy, 2021, 150, (C) View citations (6)
6. Multi-nation comparisons of energy architecture performance: A group decision-making method with preference structure and acceptability analysis
   Energy Economics, 2021, 96, (C) View citations (3)

2020

7. A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis
   International Review of Financial Analysis, 2020, 71, (C) View citations (5)
8. Can machine learning paradigm improve attribute noise problem in credit risk classification?
   International Review of Economics & Finance, 2020, 70, (C), 440-455 View citations (4)
9. Constructing Composite Indicators with Collective Choice and Interval-Valued TOPSIS: The Case of Value Measure
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 152, (1), 117-135 View citations (4)
10. Correction to: Constructing Composite Indicators with Collective Choice and Interval-Valued TOPSIS: The Case of Value Measure
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 152, (3), 1213-1213 View citations (5)
11. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models
    International Review of Financial Analysis, 2020, 68, (C) View citations (72)
12. Linkages and Spillovers between Internet Finance and Traditional Finance: Evidence from China
    Emerging Markets Finance and Trade, 2020, 56, (6), 1196-1210 View citations (13)
13. On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems
    Fuzzy Optimization and Decision Making, 2020, 19, (1), 53-79 View citations (1)
14. Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach
    Physica A: Statistical Mechanics and its Applications, 2020, 541, (C) View citations (11)

2019

15. Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method
    International Journal of Information Technology & Decision Making (IJITDM), 2019, 18, (05), 1605-1629
16. Online big data-driven oil consumption forecasting with Google trends
    International Journal of Forecasting, 2019, 35, (1), 213-223 View citations (62)
17. Why do EMD‐based methods improve prediction? A multiscale complexity perspective
    Journal of Forecasting, 2019, 38, (7), 714-731 View citations (9)

2018

18. A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting
    Energy, 2018, 157, (C), 526-538 View citations (26)
19. Quantile estimators with orthogonal pinball loss function
    Journal of Forecasting, 2018, 37, (3), 401-417 View citations (4)

2017

20. A deep learning ensemble approach for crude oil price forecasting
    Energy Economics, 2017, 66, (C), 9-16 View citations (122)
21. Carbon allowance auction design of China's emissions trading scheme: A multi-agent-based approach
    Energy Policy, 2017, 102, (C), 30-40 View citations (31)
22. Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks
    Journal of Forecasting, 2017, 36, (2), 122-138 View citations (19)
23. Forecasting Oil Price Trends with Sentiment of Online News Articles
    Asia-Pacific Journal of Operational Research (APJOR), 2017, 34, (02), 1-22 View citations (10)
24. Impact of Energy Conservation and Emissions Reduction Policy Means Coordination on Economic Growth: Quantitative Evidence from China
    Sustainability, 2017, 9, (5), 1-19 View citations (7)
25. Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula
    International Journal of Information Technology & Decision Making (IJITDM), 2017, 16, (04), 1101-1124 View citations (3)

2016

26. A novel multistage deep belief network based extreme learning machine ensemble learning paradigm for credit risk assessment
    Flexible Services and Manufacturing Journal, 2016, 28, (4), 576-592 View citations (9)
27. Fuzzy multi-period portfolio selection with different investment horizons
    European Journal of Operational Research, 2016, 254, (3), 1026-1035 View citations (12)
28. Multiscale dependence analysis and portfolio risk modeling for precious metal markets
    Resources Policy, 2016, 50, (C), 224-233 View citations (10)
29. Prediction-Based Multi-Objective Optimization for Oil Purchasing and Distribution with the NSGA-II Algorithm
    International Journal of Information Technology & Decision Making (IJITDM), 2016, 15, (02), 423-451 View citations (4)
30. Quantiles on Stream: An Application to Monte Carlo Simulation
    Journal of Systems Science and Information, 2016, 4, (4), 334-342

2015

31. A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting
    International Journal of Information Technology & Decision Making (IJITDM), 2015, 14, (01), 141-169 View citations (49)
32. A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting
    Applied Energy, 2015, 156, (C), 251-267 View citations (69)
33. Carbon emissions trading scheme exploration in China: A multi-agent-based model
    Energy Policy, 2015, 81, (C), 152-169 View citations (86)
34. Dynamic volatility spillover effect analysis between carbon market and crude oil market: a DCC-ICSS approach
    International Journal of Global Energy Issues, 2015, 38, (4/5/6), 242-256 View citations (24)
35. Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology
    Energy, 2015, 91, (C), 601-609 View citations (28)
36. Intelligent knowledge management in operations research
    Annals of Operations Research, 2015, 234, (1), 1-2
37. Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach
    Energy Economics, 2015, 51, (C), 300-311 View citations (76)
38. Social credit: a comprehensive literature review
    Financial Innovation, 2015, 1, (1), 1-18 View citations (9)

2014

39. A Novel Time Series Forecasting Approach Considering Data Characteristics
    International Journal of Knowledge and Systems Science (IJKSS), 2014, 5, (3), 46-53
40. A compressed sensing based AI learning paradigm for crude oil price forecasting
    Energy Economics, 2014, 46, (C), 236-245 View citations (47)
41. A fuzzy multi-objective model for provider selection in data communication services with different QoS levels
    International Journal of Production Economics, 2014, 147, (PC), 689-696 View citations (1)
42. A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting
    Applied Energy, 2014, 128, (C), 1-14 View citations (23)
43. Credit Risk Evaluation with a Least Squares Fuzzy Support Vector Machines Classifier
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-9 View citations (1)
44. Pricing Scheme of Ocean Carrier for Inbound Container Storage for Assistance of Container Supply Chain Finance
    Discrete Dynamics in Nature and Society, 2014, 2014, 1-11
45. The clustering-based case-based reasoning for imbalanced business failure prediction: a hybrid approach through integrating unsupervised process with supervised process
    International Journal of Systems Science, 2014, 45, (5), 1225-1241 View citations (3)

2013

46. A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
    Economic Modelling, 2013, 35, (C), 796-804 View citations (7)
47. AN INTEGRATED DATA CHARACTERISTIC TESTING SCHEME FOR COMPLEX TIME SERIES DATA EXPLORATION
    International Journal of Information Technology & Decision Making (IJITDM), 2013, 12, (03), 491-521 View citations (8)

2012

48. A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels
    International Journal of Systems Science, 2012, 43, (6), 1054-1063 View citations (2)
49. A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting
    Applied Energy, 2012, 93, (C), 432-443 View citations (56)
50. Crude oil price analysis and forecasting using wavelet decomposed ensemble model
    Energy, 2012, 46, (1), 564-574 View citations (67)
51. Genetic algorithm-based multi-criteria project portfolio selection
    Annals of Operations Research, 2012, 197, (1), 71-86 View citations (13)

2011

52. A novel seasonal decomposition based least squares support vector regression ensemble learning approach for hydropower consumption forecasting in China
    Energy, 2011, 36, (11), 6542-6554 View citations (33)
53. AN INTEGRATED MODEL USING WAVELET DECOMPOSITION AND LEAST SQUARES SUPPORT VECTOR MACHINES FOR MONTHLY CRUDE OIL PRICES FORECASTING
    New Mathematics and Natural Computation (NMNC), 2011, 07, (02), 299-311 View citations (5)
54. FORECASTING THE CRUDE OIL SPOT PRICE BY WAVELET NEURAL NETWORKS USING OECD PETROLEUM INVENTORY LEVELS
    New Mathematics and Natural Computation (NMNC), 2011, 07, (02), 281-297 View citations (3)

2009

55. A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS
    International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 697-710 View citations (3)
56. An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
    European Journal of Operational Research, 2009, 195, (3), 942-959 View citations (20)
57. Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method
    Energy Economics, 2009, 31, (5), 768-778 View citations (109)
58. GUEST EDITOR'S INTRODUCTION: RISK MEASUREMENT AND RISK CORRELATION ANALYSIS
    International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 625-627

2008

59. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm
    Energy Economics, 2008, 30, (5), 2623-2635 View citations (222)

2007

60. NEURAL NETWORKS IN FINANCE AND ECONOMICS FORECASTING
    International Journal of Information Technology & Decision Making (IJITDM), 2007, 06, (01), 113-140 View citations (8)

2006

61. CURRENCY CRISIS FORECASTING WITH GENERAL REGRESSION NEURAL NETWORKS
    International Journal of Information Technology & Decision Making (IJITDM), 2006, 05, (03), 437-454 View citations (5)
62. GUEST EDITORS' INTRODUCTION: PROGRESS IN RISK MANAGEMENT
    International Journal of Information Technology & Decision Making (IJITDM), 2006, 05, (03), 419-420

Books

2008

1. Bio-Inspired Credit Risk Analysis
   Springer Books, Springer View citations (4)

2007

2. Foreign-Exchange-Rate Forecasting With Artificial Neural Networks
   International Series in Operations Research and Management Science, Springer View citations (13)