Publication | Année de publication | Type de publication |
---|---|---|
CHEN, C.-C., C.-C. CHANG, E. SUN, M.-T. YU, "Optimal Decision of Dynamic Wealth Allocation with Life Insurance for Mitigating Health Risk under Market Incompleteness", European Journal of Operational Research, 2022, vol. 300, no. 2, pp. 727-742 | 2022 | Article |
CHEN, Y.-T., E. SUN, M.-F. CHANG, Y.-B. LIN, "Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0", International Journal of Production Economics, 2021, vol. 238, pp. 108157 | 2021 | Article |
LAI, W., Y.-T. CHEN, E. SUN, "Comonotonicity and low volatility effect", Annals of Operations Research, 2021, vol. 299, no. 1-2, pp. 1057–1099 | 2021 | Article |
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., E. SUN, Y.-B. LIN, "Machine learning with parallel neural networks for analyzing and forecasting electricity demand", Computational Economics, 2020, vol. 56, pp. 569-597 | 2020 | 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, 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 |
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 |
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 |
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., 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 |
Edward Sun venu à BEM en professeur senior en 2010 et est actuellement professeur senior en science des données et FinTech. Prof. Sun a obtenu son doctorat en statistique et finance mathématique à l'université de Karlsruhe (TH), l'une des trois premières universités allemandes d'élite, en 2007, après l'obtention de son baccalauréat ès sciences. et MSc. en Allemagne. En 2018, le Dr Sun a obtenu un diplôme de RDH en sciences de gestion de l'Université de Bordeaux, en France. Son directeur de thèse principal est le professeur émérite de l'UCSB, aux États-Unis, qui a terminé le Dr. Sci. sous la direction de Leonid Kantorovich, prix Nobel (1975) d'économie. Les domaines de recherche du professeur Sun sont les mathématiques appliquées et la recherche opérationnelle, l’intelligence artificielle, l'analyse commerciale et décisionnelle, l’exploitation de données volumineuses, les SIG, la gestion des opérations et la finance mathématique.