Publications récentes
| Publication | Année de publication | Type de publication |
|---|---|---|
| CHEN, Y. T., E.SUN, Y. B.LIN, "Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability", European Journal of Operational Research, 2020, vol. 281, no. 3, pp. 687-705 | 2020 | Article |
| LIN, E., E.SUN, M.-T.YU, "Behavioral data-driven analysis with Bayesian method for risk management of financial services", International Journal of Production Economics, 2020, vol. 228, pp. 107737 | 2020 | Article |
| CHEN, Y.-T., W.-N.LAI, E.SUN, "Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data", Computational Economics, 2019, vol. 54, no. 2, pp. 809-844 | 2019 | Article |
| CHEN, Y.-T., E.SUN, Y.-B.LIN, "Coherent quality management for big data systems: a dynamic approach for stochastic time consistency", Annals of Operations Research, 2019, vol. 277, pp. 3-32 | 2019 | Article |
| SUN, E., T.KRUSE, Y. T.CHEN, "Stylized Algorithmic Trading: Satisfying the Predicted Near-Term Demand of Liquidity", Annals of Operations Research, 2019, vol. 281, no. 1-2, pp. 315-347 | 2019 | Article |
| CHEN, Y. T., E.SUN, M. T.YU, "Risk Assessment with Wavelet Feature Engineering for High-frequency Portfolio Trading", Computational Economics, 2018, vol. 52, no. 2, pp. 653-684 | 2018 | Article |
| LIN, E. M. H., E.SUN, M.-T.YU, "Systemic risk, financial markets, and performance of financial institutions", Annals of Operations Research, 2018, vol. 262, no. 2, pp. 579-603 | 2018 | Article |
| SUN, E., R. J.WANG, M. T.YU, "Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles", Computational Economics, 2018, vol. 52, no. 2, pp. 627-652 | 2018 | Article |
| SUN, E., Y. T.CHEN, "Automated Business Analytics for Artificial Intelligence in Big Data @X4.0 Era" dans Frontiers in Data Science., Ed., CSC Press Taylor & Francis Group, chap. 8, pp. 227-255, 2017 | 2017 | Chapitre |
| CARCHANO, O., A.KIM, E.SUN, S.RACHEV, F.FABOZZI, "A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk Forecasting: Application to Equity Index Future's Markets" dans Handbook of Financial Econometrics and Statistics., Ed., Springer International Publishing, vol. 48, pp. 1325-1340, 2015 | 2015 | Chapitre |
| CHEN, Y. T., E.SUN, M. T.YU, "Improving Model Performance with the Wavelet Decomposition for High-Frequency Financial Data", Studies in Nonlinear Dynamics and Econometrics, 2015, vol. 19, no. 4, pp. 445-467 | 2015 | Article |
| MEILN, T., E.SUN, S.RACHEV, F.FABOZZI, "Methods of Denoising Financial Data" dans Handbook of Financial Econometrics and Statistics., Ed., Springer International Publishing, chap. 18, pp. 519-538, 2015 | 2015 | Chapitre |
| SUN, E., Y. T.CHEN, M. T.YU, "Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data", International Journal of Production Economics, 2015, vol. 165, pp. 194-214 | 2015 | Article |
| SUN, E., T.KRUSE, M. T.YU, "Financial Transaction Tax: Policy Analytics based on Optimal Trading", Computational Economics, 2015, vol. 46, no. 1, pp. 103-141 | 2015 | Article |
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