Dr. Dr. Edward W. Sun
Dr. Dr. Edward W. Sun
Senior Professor of Data Science & FinTech; KEDGE Business School France
Подтвержден адрес электронной почты в домене kedgebs.com
Название
Процитировано
Процитировано
Год
A new wavelet-based denoising algorithm for high-frequency financial data mining
EW Sun, T Meinl
European Journal of Operational Research 217 (3), 589-599, 2012
782012
Distortion risk measures in portfolio optimization
EN Sereda, EM Bronshtein, ST Rachev, FJ Fabozzi, W Sun, SV Stoyanov
Handbook of portfolio construction, 649-673, 2010
632010
A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Empirical economics 36 (1), 201, 2009
592009
Multivariate skewed Student's t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
W Sun, S Rachev, SV Stoyanov, FJ Fabozzi
Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008
542008
Fractals or IID: evidence of long-range dependence and heavy tailedness from modeling German equity market returns
W Sun, S Rachev, FJ Fabozzi
Journal of Economics and Business 59 (6), 575-595, 2007
492007
Generalized optimal wavelet decomposing algorithm for big financial data
EW Sun, YT Chen, MT Yu
International Journal of Production Economics 165, 194-214, 2015
472015
Alpha-stable paradigm in financial markets
A Kabašinskas, S Rachev, L Sakalauskas, W Sun, I Belovas
Journal of computational analysis and applications 11 (4), 641-668, 2009
442009
Ring opening polymerization of benzoxazines—a new route to phenolic resins
G Riess, JM Schwob, G Guth, M Roche, B Laude
Advances in polymer synthesis, 27-49, 1985
381985
Systemic risk, financial markets, and performance of financial institutions
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
362016
SYSTEMIC RISK, FINANCIAL MARKETS, AND PERFORMANCE OF FINANCIAL INSTITUTIONS
EMH Lin, EW Sun, MT Yu
Annals of Operations Research, DOI: 10.1007/s10479-016-2113-8, 2016
362016
Systemic Risk, Financial Markets, and Performance of Financial Institutions
EM Lin, EW Sun, MT Yu
Annals of Operations Research, 2016
362016
Long-range dependence, fractal processes, and intra-daily data
W Sun, SZ Rachev, F Fabozzi
Handbook on Information Technology in Finance, 543-585, 2008
302008
Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration
W Sun, S Rachev, FJ Fabozzi, PS Kalev
Annals of Finance 4 (2), 217-241, 2008
292008
Optimal retirement asset decumulation strategies: The impact of housing wealth
W Sun, RK Triest, A Webb
Asia-Pacific Journal of Risk and Insurance 3 (1), 2008
282008
Optimal retirement asset decumulation strategies: The impact of housing wealth
W Sun, RK Triest, A Webb
Asia-Pacific Journal of Risk and Insurance 3 (1), 2008
282008
High frequency trading, liquidity, and execution cost
EW Sun, T Kruse, MT Yu
Annals of Operations Research 223 (1), 403-432, 2014
242014
A new approach for using Lévy processes for determining high‐frequency value‐at‐risk predictions
W Sun, S Rachev, FJ Fabozzi
European Financial Management 15 (2), 340-361, 2009
182009
Mixed-stable models for analyzing high-frequency financial data
A Kabasinskas, L Sakalauskas, EW Sun, I Belovas
Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012
172012
Mixted-Stable Models for Analyzing High-Frequency Financial Data
I Kabasinskas, S., Sakalauskas, L., Sun, E. W
Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012
172012
Analysis of the intraday effects of economic releases on the currency market
EW Sun, O Rezania, ST Rachev, FJ Fabozzi
Journal of International Money and Finance 30 (4), 692-707, 2011
172011
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Статьи 1–20