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 6 7 183
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 1 1 2 41 2 7 16 118
Total Working Papers 1 1 3 108 2 13 23 301


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 4 124
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 1 1 42 4 10 11 132
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 7 8 209
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 2 4 88 4 19 32 331
Analysis of the intraday effects of economic releases on the currency market 0 0 0 27 1 7 11 145
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 0 9 4 21 28 70
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 0 6 10 43
Comonotonicity and low volatility effect 0 0 0 5 0 2 4 26
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 0 7 11 123
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 0 3 5 42
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 4 6 227
Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns 0 0 0 32 0 9 13 114
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 0 16 0 9 13 93
High frequency trading, liquidity, and execution cost 0 0 1 6 0 3 7 39
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 0 0 68 1 4 5 239
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 8 10 72
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 3 4 42
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 0 7 0 1 10 47
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 1 8 9 44
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 1 1 10 0 8 11 52
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 0 0 2 260 1 4 12 713
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 0 3 6 23 0 6 28 75
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 1 2 2 14 2 7 16 78
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 1 1 3 44
Systemic risk, financial markets, and performance of financial institutions 0 0 3 72 1 17 24 270
Total Journal Articles 1 9 20 935 23 176 295 3,394


Statistics updated 2026-03-04