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Dr. Dr. Edward W. Sun
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Year
Systemic risk, financial markets, and performance of financial institutions
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
1282016
SYSTEMIC RISK, FINANCIAL MARKETS, AND PERFORMANCE OF FINANCIAL INSTITUTIONS
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, DOI: 10.1007/s10479-016-2113-8, 2016
1282016
Systemic Risk, Financial Markets, and Performance of Financial Institutions
EM Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
1282016
A new wavelet-based denoising algorithm for high-frequency financial data mining
EW Sun, T Meinl
European Journal of Operational Research 217 (3), 589-599, 2012
1202012
Distortion risk measures in portfolio optimization
EN Sereda, EM Bronshtein, ST Rachev, FJ Fabozzi, W Sun, SV Stoyanov
Handbook of portfolio construction, 649-673, 2010
892010
Generalized optimal wavelet decomposing algorithm for big financial data
EW Sun, YT Chen, MT Yu
International Journal of Production Economics 165, 194-214, 2015
832015
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0
YT Chen, EW Sun, MF Chang, YB Lin
International Journal of Production Economics 238, 108157, 2021
802021
Multivariate skewed Student's t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
W Sun, S Rachev, SV Stoyanov, FJ Fabozzi
Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008
702008
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Empirical economics 36 (1), 201-229, 2009
662009
Alpha-stable paradigm in financial markets
A Kabašinskas, S Rachev, L Sakalauskas, W Sun, I Belovas
Journal of computational analysis and applications 11 (4), 641-668, 2009
552009
Fractals or IID: evidence of long-range dependence and heavy tailedness from modeling German equity market returns
W Sun, S Rachev, FJ Fabozzi
Journal of Economics and Business 59 (6), 575-595, 2007
532007
Long-range dependence, fractal processes, and intra-daily data
W Sun, SZ Rachev, F Fabozzi
Handbook on Information Technology in Finance, 543-585, 2008
392008
Optimal retirement asset decumulation strategies: The impact of housing wealth
W Sun, RK Triest, A Webb
Asia-Pacific Journal of Risk and Insurance 3 (1), 2008
352008
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Annals of Finance 4 (2), 217-241, 2008
342008
High frequency trading, liquidity, and execution cost
EW Sun, T Kruse, MT Yu
Annals of Operations Research 223, 403-432, 2014
322014
Coherent Quality Management for Big Data Systems: A Dynamic Approach for Stochastic Time Consistence
YT Chen, EW Sun, YB Lin
Annals of Operations Research, 2018
312018
Behavioral data-driven analysis with Bayesian method for risk management of financial services
EMH Lin, EW Sun, MT Yu
International Journal of Production Economics 228, 107737, 2020
272020
Analysis of the intraday effects of economic releases on the currency market
EW Sun, O Rezania, ST Rachev, FJ Fabozzi
Journal of International Money and Finance 30 (4), 692-707, 2011
252011
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data
YT Chen, W Lai, S E.W.
Computational Economics, 2019
232019
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data
YT Che, W Lai, EW Sun
Computational Economics, 2019
232019
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