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 65 1 1 9 169
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 1 2 15 17 1 6 41 51
Total Working Papers 1 2 16 82 2 7 50 220

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 46 0 0 3 117
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 1 3 4 39 1 3 6 118
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence 0 0 0 85 0 0 1 194
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 6 77 0 1 26 268
Analysis of the intraday effects of economic releases on the currency market 0 0 0 25 0 0 1 127
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 1 0 2 12 20
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 1 6 0 0 3 25
Comonotonicity and low volatility effect 0 1 4 4 0 5 14 16
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 1 24 0 0 1 109
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 1 7 0 1 3 36
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 0 0 216
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns 0 0 1 32 0 0 4 98
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 2 12 1 2 9 69
High frequency trading, liquidity, and execution cost 0 0 0 2 0 0 3 25
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 1 2 64 0 1 4 226
Improving model performance with the integrated wavelet denoising method 0 0 2 21 1 1 6 58
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 0 5 35
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 0 4 0 1 6 31
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 2 6 0 2 8 27
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 1 4 7 0 4 17 34
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 1 2 2 252 1 2 11 680
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 1 2 8 8 4 7 19 19
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 0 3 8 0 0 9 52
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 1 7 0 0 3 35
Systemic risk, financial markets, and performance of financial institutions 1 1 12 61 2 4 30 219
Total Journal Articles 4 11 56 846 10 36 204 2,854

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Statistics updated 2022-06-07