Edward W. Sun

Available identifiers

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

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