← All authors Edward W. Sun Kedge Business School (per OpenAlex) · ORCID · OpenAlex
24 papers in scope · 24 published · 1 on the econ.EM arXiv · 540 citations · h-index 13 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (1 of 24)
Integrating a Spore Germination Sensor With Continuous Wavelet Transform for Detecting Orchid Diseases in Greenhouses
published 2025 · IEEE Access · 1 citations
with Yi-Bing Lin, Yi-Ting Chen, Wan-Jung Hsieh, Wenliang Chen, Yun-Wei Lin
Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing
published 2023 · European Journal of Operational Research · 5 citations
with Yi-Ting Chen, Wanyu Miao, Yi-Bing Lin
published 2022 · Computational Economics · 14 citations · first circulated 2021
Risk factor extraction with quantile regression method
published 2022 · Annals of Operations Research · 6 citations
with Wan-Ni Lai, Yi-Ting Chen
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
published 2021 · European Journal of Operational Research · 15 citations
with Chang-Chih Chen, Chia-Chien Chang, Min-Teh Yu
Mixed-Stable Models: An Application to High-Frequency Financial Data
published 2021 · Entropy · 3 citations
with Igoris Belovas, Leonidas Sakalauskas, Vadimas Starikovičius
Behavioral data-driven analysis with Bayesian method for risk management of financial services
published 2020 · International Journal of Production Economics · 25 citations
with Edward M.H. Lin, Min-Teh Yu
Machine learning with parallel neural networks for analyzing and forecasting electricity demand
published 2019 · Computational Economics · 12 citations
with Yi-Ting Chen, Yi-Bing Lin
Comonotonicity and low volatility effect
published 2019 · Annals of Operations Research · 6 citations
with Wan-Ni Lai, Yi-Ting Chen
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability
published 2019 · European Journal of Operational Research · 19 citations
with Yi-Ting Chen, Yi-Bing Lin
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity
published 2019 · Annals of Operations Research · 4 citations
with Timm Kruse, Yi-Ting Chen
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data
published 2019 · Computational Economics · 22 citations
with Yi-Ting Chen, Wan-Ni Lai
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency
published 2018 · Annals of Operations Research · 29 citations
with Yi-Ting Chen, Yi-Bing Lin
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading
published 2017 · Computational Economics · 14 citations
with Yi-Ting Chen, Min-Teh Yu
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles
published 2017 · Computational Economics · 9 citations
with Yu-Jen Wang, Min-Teh Yu
Systemic risk, financial markets, and performance of financial institutions
published 2016 · Annals of Operations Research · 105 citations
with Edward M.H. Lin, Min-Teh Yu
Improving model performance with the integrated wavelet denoising method
published 2015 · Studies in Nonlinear Dynamics and Econometrics · 10 citations
with Yi-Ting Chen, Min-Teh Yu
Generalized optimal wavelet decomposing algorithm for big financial data
published 2015 · International Journal of Production Economics · 67 citations
with Yi-Ting Chen, Min-Teh Yu
Financial Transaction Tax: Policy Analytics Based on Optimal Trading
published 2014 · Computational Economics · 4 citations
with Timm Kruse, Min-Teh Yu
High frequency trading, liquidity, and execution cost
published 2013 · Annals of Operations Research · 22 citations · first circulated 2012
with Timm Kruse, Min-Teh Yu
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis
published 2012 · Studies in Nonlinear Dynamics and Econometrics · 16 citations
with Thomas Meinl
A new wavelet-based denoising algorithm for high-frequency financial data mining
published 2011 · European Journal of Operational Research · 102 citations
with Thomas Meinl
Identification of Driving Factors for Emerging Markets Sovereign Spreads
published 2011 · Economics bulletin · 9 citations
with D. Tenengauzer, A. Bastani, O. Rezania
no link
Analysis of the intraday effects of economic releases on the currency market
published 2011 · Journal of International Money and Finance · 21 citations · first circulated 2010
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).