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 2 8 185
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 1 2 42 0 4 19 122
Total Working Papers 0 1 2 109 0 6 27 307


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 2 5 126
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 0 1 42 0 3 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 2 4 12 213
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 3 88 0 10 36 341
Analysis of the intraday effects of economic releases on the currency market 0 0 0 27 0 7 17 152
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 2 17 44 87
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 1 3 13 46
Comonotonicity and low volatility effect 0 0 0 5 0 4 8 30
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 0 2 13 125
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 1 4 9 46
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 3 9 230
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 6 17 99
High frequency trading, liquidity, and execution cost 0 0 1 6 0 4 11 43
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 0 0 68 1 4 9 243
Improving model performance with the integrated wavelet denoising method 0 0 0 21 0 4 13 76
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 4 7 46
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 0 7 1 4 12 51
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 0 1 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 1 4 15 56
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 0 0 1 260 2 7 17 720
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 0 1 5 24 0 8 31 83
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 0 2 14 0 4 20 82
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 0 2 4 46
Systemic risk, financial markets, and performance of financial institutions 0 0 2 72 1 3 26 273
Total Journal Articles 0 1 16 936 12 114 385 3,508


Statistics updated 2026-06-04