Edward W. Sun

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing Annals of Operations Research	2025-05-15	Paper
Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing European Journal of Operational Research	2023-11-15	Paper
A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Improving model performance with the integrated wavelet denoising method Studies in Nonlinear Dynamics & Econometrics	2023-03-07	Paper
Risk factor extraction with quantile regression method Annals of Operations Research	2022-09-26	Paper
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness European Journal of Operational Research	2022-03-18	Paper
Comonotonicity and low volatility effect Annals of Operations Research	2021-11-08	Paper
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity Annals of Operations Research	2020-01-20	Paper
Coherent quality management for big data systems: a dynamic approach for stochastic time consistency Annals of Operations Research	2019-12-30	Paper
Systemic risk, financial markets, and performance of financial institutions Annals of Operations Research	2018-10-31	Paper
High frequency trading, liquidity, and execution cost Annals of Operations Research	2015-02-27	Paper
Mixed stable models for analyzing high-frequency financial data Journal of Computational Analysis and Applications	2012-09-14	Paper
A new wavelet-based denoising algorithm for high-frequency financial data mining European Journal of Operational Research	2012-08-16	Paper

Research outcomes over time

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