Access Statistics for Edward W. Sun

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of the intraday effects of economic releases on the currency market 0 0 1 66 0 1 2 176
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 2 11 39 1 7 20 102
Total Working Papers 0 2 12 105 1 8 22 278


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions 0 0 0 47 0 0 0 120
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 0 0 41 0 1 1 121
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence 0 0 0 86 1 1 2 201
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 2 84 1 1 11 299
Analysis of the intraday effects of economic releases on the currency market 0 0 1 27 0 0 3 134
Behavioral data-driven analysis with Bayesian method for risk management of financial services 1 1 3 9 2 3 8 42
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 2 2 5 33
Comonotonicity and low volatility effect 0 0 1 5 1 1 3 22
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 0 2 2 112
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 1 1 1 37
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 0 2 221
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns 0 0 0 32 0 0 2 101
Generalized optimal wavelet decomposing algorithm for big financial data 0 1 1 16 0 1 2 80
High frequency trading, liquidity, and execution cost 0 0 2 5 0 0 3 32
Identification of Driving Factors for Emerging Markets Sovereign Spreads 1 1 2 68 1 1 2 234
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 1 3 62
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 0 0 38
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 1 7 1 1 2 37
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 0 0 2 35
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 0 0 9 0 0 3 41
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 0 0 1 258 1 1 5 701
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 0 1 2 17 2 4 13 47
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 1 2 12 0 1 5 62
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 1 1 4 41
Systemic risk, financial markets, and performance of financial institutions 0 0 1 69 0 0 5 246
Total Journal Articles 2 5 19 915 15 23 89 3,099


Statistics updated 2025-03-03