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 1 2 67 0 1 3 177
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 0 11 39 0 1 19 102
Total Working Papers 0 1 13 106 0 2 22 279

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 1 1 121
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis 0 0 0 41 0 0 1 121
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 1 2 201
A new wavelet-based denoising algorithm for high-frequency financial data mining 0 0 2 84 0 4 12 302
Analysis of the intraday effects of economic releases on the currency market 0 0 1 27 0 0 3 134
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 1 3 9 0 2 7 42
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency 0 0 0 6 0 2 5 33
Comonotonicity and low volatility effect 0 0 0 5 0 1 2 22
Economic Modeling for Optimal Trading of Financial Asset in Volatile Market 0 0 0 25 0 0 2 112
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 0 1 1 37
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration 0 0 0 41 0 0 2 221
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 2 101
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 1 16 2 2 3 82
High frequency trading, liquidity, and execution cost 0 0 1 5 0 0 2 32
Identification of Driving Factors for Emerging Markets Sovereign Spreads 0 1 1 68 0 1 1 234
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 2 3 63
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles 0 0 0 7 0 1 1 39
Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data 0 0 0 7 0 1 1 37
Machine learning with parallel neural networks for analyzing and forecasting electricity demand 0 0 0 8 0 0 2 35
Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability 0 0 0 9 0 0 2 41
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market 0 0 1 258 0 2 5 702
Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 1 1 3 18 2 6 15 51
Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading 0 0 2 12 0 0 5 62
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity 0 0 0 8 0 2 4 42
Systemic risk, financial markets, and performance of financial institutions 1 1 2 70 1 1 6 247
Total Journal Articles 2 4 17 917 6 30 90 3,114

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12