8
H index
6
i10 index
208
Citations
Edward W. Sun : Citation Profile
Kedge Business School | RESEARCH PRODUCTION: 24 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2007 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Edward W. Sun. | Is cited by:
| Cites to:
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Main data
Where Edward W. Sun has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Economics | 5 |
| Annals of Operations Research | 5 |
| Studies in Nonlinear Dynamics & Econometrics | 3 |
| International Journal of Production Economics | 3 |
| Economics Bulletin | 2 |
| European Journal of Operational Research | 2 |
Recent works citing Edward W. Sun (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3. Full description at Econpapers || Download paper |
| 2024 | A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Bai, Wei ; Liu, Haifei ; Zhang, Junting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456. Full description at Econpapers || Download paper |
| 2024 | Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing. (2024). Lin, Yi-Bing ; Miao, Wanyu ; Sun, Edward W. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1086-1107. Full description at Econpapers || Download paper |
| 2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper |
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
| 2023 | Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?. (2023). Niu, Hongli ; Xu, Kunliang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006278. Full description at Econpapers || Download paper |
| 2023 | Applications of high-frequency data in finance: A bibliometric literature review. (2023). Ahmad, Nisar ; Ahmed, Sheraz ; Hussain, Syed Mujahid. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300306x. Full description at Econpapers || Download paper |
| 2023 | Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295. Full description at Econpapers || Download paper |
| 2023 | On the value of operational flexibility in the trailer shipment and assignment problem: Data-driven approaches and reinforcement learning. (2023). Yang, Yunsi ; Jung, Seung Hwan. In: International Journal of Production Economics. RePEc:eee:proeco:v:264:y:2023:i:c:s0925527323002116. Full description at Econpapers || Download paper |
| 2023 | Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111. Full description at Econpapers || Download paper |
| 2024 | Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490. Full description at Econpapers || Download paper |
| 2023 | Distributed Least-Squares Monte Carlo for American Option Pricing. (2023). White, Madison ; Vise, Hanna ; Luo, Jiyao ; Xiong, LU. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:8:p:145-:d:1213150. Full description at Econpapers || Download paper |
| 2023 | Understanding Systemic Risk Dynamics and Economic Growth: Evidence from the Turkish Banking System. (2023). Koseolu, Sinem Derindere. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14209-:d:1247840. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2023 | Using Quadratic Interpolated Beetle Antennae Search for Higher Dimensional Portfolio Selection Under Cardinality Constraints. (2023). Cao, Xinwei ; Khan, Ameer Tamoor ; Li, Shuai. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10303-0. Full description at Econpapers || Download paper |
| 2024 | Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Azencott, Robert ; Zhu, Hongliang ; Li, Xindan ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6. Full description at Econpapers || Download paper |
| 2023 | Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8. Full description at Econpapers || Download paper |
| 2023 | Built-in challenges within the supervisory architecture of the Eurozone. (2023). Dragomirescu-Gaina, Catalin ; Papadamou, Stephanos ; Leontitsis, Alexandros ; Philippas, Dionisis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00183-z. Full description at Econpapers || Download paper |
| 2023 | Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217. Full description at Econpapers || Download paper |
| 2023 | Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7. Full description at Econpapers || Download paper |
Works by Edward W. Sun:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 20 |
| 2012 | A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Identification of Driving Factors for Emerging Markets Sovereign Spreads In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
| 2013 | Economic Modeling for Optimal Trading of Financial Asset in Volatile Market In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | A new wavelet-based denoising algorithm for high-frequency financial data mining In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 40 |
| 2020 | Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2007 | Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 6 |
| 2011 | Analysis of the intraday effects of economic releases on the currency market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2010 | Analysis of the intraday effects of economic releases on the currency market.(2010) In: Working Paper Series in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 19 |
| 2020 | Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 5 |
| 2008 | Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data In: Computational Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Machine learning with parallel neural networks for analyzing and forecasting electricity demand In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | High frequency trading, liquidity, and execution cost In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2018 | Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research. [Full Text][Citation analysis] | article | 27 |
| 2019 | Coherent quality management for big data systems: a dynamic approach for stochastic time consistency In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2019 | Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2021 | Comonotonicity and low volatility effect In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2009 | A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence In: Empirical Economics. [Full Text][Citation analysis] | article | 28 |
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