Edward W. Sun : Citation Profile

Kedge Business School

8

H index

7

i10 index

245

Citations

RESEARCH PRODUCTION:

25

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 17
   Journals where Edward W. Sun has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 19 (7.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu384
   Updated: 2026-02-07    RAS profile: 2022-03-25    
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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:

Chen, Mei-Ping (7)

Reboredo, Juan (5)

Aloui, Chaker (5)

Gradojevic, Nikola (4)

Baruník, Jozef (4)

Shahzad, Syed Jawad Hussain (4)

Selmi, Refk (4)

Krehlik, Tomas (3)

JAMMAZI, RANIA (3)

Albulescu, Claudiu (3)

Bouri, Elie (3)

Cites to:

Fabozzi, Frank (28)

Yu, Min-Teh (19)

Yu, Min-Teh (14)

Bauwens, Luc (13)

Engle, Robert (12)

Giot, Pierre (9)

Schied, Alexander (9)

Lo, Andrew (6)

Veredas, David (5)

Obizhaeva, Anna (5)

Fan, Jianqing (5)

Main data

Where Edward W. Sun has published?

Journals with more than one article published# docs
Annals of Operations Research5
Computational Economics5
International Journal of Production Economics3
Studies in Nonlinear Dynamics & Econometrics3
European Journal of Operational Research2
Economics Bulletin2

Recent works citing Edward W. Sun (2025 and 2024)

YearTitle of citing document
2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2024Is there Price Distortion in the Philippine Rice Market: A Bayesian Discrete Wavelet Transform Analysis. (2024). Montano, Vicente E. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:15:p:275-287.

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2024A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Li, Xiaojing ; Bai, Wei ; Zhang, Junting ; Liu, Haifei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456.

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2024Reconciling 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.

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2024Persistence 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.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024Unleashing Industry 4.0: Empowering corporate trade credit. (2024). Fung, Hung-Gay ; Qiu, Kaizhong ; Qiao, Penghua. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401184x.

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2024How does the financial technology innovation regulatory pilot influence financial regulation?. (2024). Wan, Dongqi ; Che, Zhen ; Chen, Yuling. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012844.

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2024A Bi-objective location-routing model for the healthcare waste management in the era of logistics 4.0 under uncertainty. (2024). Mina, Hassan ; Sorooshian, Shahryar ; Asgari, Fahimeh ; Naieni, Fereshteh Sadeghi ; Govindan, Kannan. In: International Journal of Production Economics. RePEc:eee:proeco:v:276:y:2024:i:c:s0925527324001993.

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2024Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000759.

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2024Asset 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.

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2025Banking system stress: Unravelling its influence on U.S. industry risk. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000625.

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2024A Survey of Quantitative Techniques in Electricity Consumption—A Global Perspective. (2024). Wyrwa, Artur ; Khan, Atif Maqbool. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:19:p:4910-:d:1489799.

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2024Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements. (2024). Khoojine, Arash Sioofy ; Xiao, Lin. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5852-:d:1526904.

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2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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2025Coal Mine Accident Risk Analysis with Large Language Models and Bayesian Networks. (2025). Chen, AN ; Du, GU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1896-:d:1597999.

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2024Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

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2024Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series. (2024). Li, Xindan ; Azencott, Robert ; Zhu, Hongliang ; Kong, AO. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10367-6.

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2024Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach. (2024). Ozkan, Oktay ; Olanipekun, Ifedola ; Olasehinde-Williams, Godwin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10450-y.

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2025Capital flight and sovereign bond spreads in Africa: implications for public debt sustainability. (2025). Širaňová, Mária ; Siranova, Maria ; Abille, Adamu Braimah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09891-2.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2024Institutional Ownership and Stock Liquidity: Evidence From an Emerging Market. (2024). Hong, Van Nguyen ; Dinh, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241239116.

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2024The effect of liquidity creation on systemic risk: evidence from European banking sector. (2024). Viviani, Jean-Laurent ; Srour, Zainab ; Saghi, Nadia ; Louhichi, Wal. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04836-8.

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2024Enhancing travel time prediction with deep learning on chronological and retrospective time order information of big traffic data. (2024). , Claire ; Lin, Yi-Bing ; Chang, Ming-Feng ; Sun, Edward W. In: Annals of Operations Research. RePEc:spr:annopr:v:343:y:2024:i:3:d:10.1007_s10479-023-05223-7.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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2025Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing. (2025). Lin, Yi-Bing ; Sun, Edward W. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-024-05990-x.

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2025Big data applications with theoretical models and social media in financial management. (2025). Saito, Taiga ; Gupta, Shivam. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05136-x.

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2025Reliable information system for identifying spatio-temporal continuity of kinetic deformed objects with big point cloud data. (2025). Sun, Edward W ; Lin, Yi-Bing. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:1:d:10.1007_s10479-023-05522-z.

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2025Data analytics for quality management in Industry 4.0 from a MSME perspective. (2025). Tasar, Ceren Ocal ; Kazancoglu, Yigit ; Mangla, Sachin Kumar ; Sariyer, Gorkem ; Luthra, Sunil. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:2:d:10.1007_s10479-021-04215-9.

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2025Managing buyer experience in a buyer–supplier relationship in MSMEs and SMEs. (2025). Kushwaha, Amit Kumar ; Kar, Arpan Kumar ; Dwivedi, Yogesh K ; Rana, Nripendra P ; Kumar, Prashant. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:2:d:10.1007_s10479-022-04954-3.

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2025A bane or a boon? impacts of IoT cyber-defense improvement in e-commerce channel. (2025). Du, Chengming ; Ding, Zhonghui ; Zhao, You ; Hou, Rui ; Cui, Zibin. In: Operations Management Research. RePEc:spr:opmare:v:18:y:2025:i:2:d:10.1007_s12063-024-00514-z.

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2024Bivariate Analysis of Birth Weight and Gestational Age by Bayesian Distributional Regression with Copulas. (2024). Rathjens, Jonathan ; Kolbe, Arthur ; Hlzer, Jrgen ; Ickstadt, Katja ; Klein, Nadja. In: Statistics in Biosciences. RePEc:spr:stabio:v:16:y:2024:i:1:d:10.1007_s12561-023-09396-4.

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2024Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation. (2024). Xiong, Haitao ; Zhang, Xuemei ; Liu, Jiaming. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1625-1660.

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Works by Edward W. Sun:

YearTitleTypeCited
2021Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression In: Papers.
[Full Text][Citation analysis]		paper0
2009A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions In: European Financial Management.
[Full Text][Citation analysis]		article4
2008Multivariate 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]		article23
2012A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2015Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2011Identification of Driving Factors for Emerging Markets Sovereign Spreads In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2013Economic Modeling for Optimal Trading of Financial Asset in Volatile Market In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012A new wavelet-based denoising algorithm for high-frequency financial data mining In: European Journal of Operational Research.
[Full Text][Citation analysis]		article41
2020Merging 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]		article2
2007Fractals 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]		article6
2011Analysis of the intraday effects of economic releases on the currency market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2010Analysis 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
2015Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics.
[Full Text][Citation analysis]		article21
2020Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics.
[Full Text][Citation analysis]		article3
2021Pragmatic 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]		article11
2008Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration In: Annals of Finance.
[Full Text][Citation analysis]		article12
2015Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics.
[Full Text][Citation analysis]		article0
2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles In: Computational Economics.
[Full Text][Citation analysis]		article5
2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading In: Computational Economics.
[Full Text][Citation analysis]		article4
2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data In: Computational Economics.
[Full Text][Citation analysis]		article8
2020Machine learning with parallel neural networks for analyzing and forecasting electricity demand In: Computational Economics.
[Full Text][Citation analysis]		article3
2014High frequency trading, liquidity, and execution cost In: Annals of Operations Research.
[Full Text][Citation analysis]		article8
2018Systemic risk, financial markets, and performance of financial institutions In: Annals of Operations Research.
[Full Text][Citation analysis]		article37
2019Coherent quality management for big data systems: a dynamic approach for stochastic time consistency In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2019Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity In: Annals of Operations Research.
[Full Text][Citation analysis]		article2
2021Comonotonicity and low volatility effect In: Annals of Operations Research.
[Full Text][Citation analysis]		article2
2009A 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]		article28

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