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 0 67 0 0 8 185
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 1 3 43 1 2 19 124
Total Working Papers 0 1 3 110 1 2 27 309


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 1 1 6 127
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 0 1 42 0 0 14 135
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 3 12 214
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 3 88 2 2 38 343
Analysis of the intraday effects of economic releases on the currency market 0 0 0 27 0 0 17 152
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 2 4 44 89
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 0 1 12 46
Comonotonicity and low volatility effect 0 0 0 5 1 2 10 32
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 0 0 12 125
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 0 1 9 46
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 1 10 231
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 13 114
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 0 16 0 0 16 99
High frequency trading, liquidity, and execution cost 0 0 1 6 1 1 11 44
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 0 0 68 0 2 10 244
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 1 14 77
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 0 7 46
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 1 1 8 2 4 13 54
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 0 0 10 45
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 0 1 10 0 1 14 56
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 0 1 2 261 0 3 17 721
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 0 0 5 24 0 0 29 83
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 0 2 14 0 1 19 83
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 0 0 4 46
Systemic risk, financial markets, and performance of financial institutions 0 0 1 72 0 1 25 273
Total Journal Articles 0 2 17 938 11 29 386 3,525


Statistics updated 2026-08-07