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 67 0 0 2 177
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 0 3 40 0 4 16 111
Total Working Papers 0 0 4 107 0 4 18 288

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 2 122
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 0 0 41 0 0 2 122
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence 0 0 0 86 0 0 2 202
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 2 86 1 6 14 312
Analysis of the intraday effects of economic releases on the currency market 0 0 0 27 1 2 4 138
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 1 9 3 3 10 49
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 1 2 6 37
Comonotonicity and low volatility effect 0 0 0 5 1 2 3 24
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 2 3 6 116
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 1 2 3 39
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 2 2 223
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns 0 0 0 32 0 4 4 105
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 1 16 1 1 5 84
High frequency trading, liquidity, and execution cost 0 1 1 6 1 3 4 36
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 0 1 68 0 0 2 235
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 1 3 64
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 0 1 39
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 0 7 4 5 10 46
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 0 1 1 36
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 0 0 9 0 1 3 44
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 1 1 2 260 3 5 9 709
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 0 0 4 20 7 12 26 69
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 0 1 12 3 6 10 71
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 0 1 3 43
Systemic risk, financial markets, and performance of financial institutions 0 1 3 72 1 4 7 253
Total Journal Articles 1 3 16 926 32 67 142 3,218

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Statistics updated 2025-12-06