Edward SUN

Comptabilité, Finance et Economie

Edward Sun est professeur senior en science des données et FinTech depuis 2018. Il a obtenu son doctorat (Dr. rer. pol.) en statistique et finance mathématique avec mention summa cum laude à l'Université de Karlsruhe (TH), l'une des trois premières universités d'élite. en Allemagne, en 2007 après avoir obtenu son BSc. et MSc. en Allemagne. En 2018, le Dr Sun a obtenu l'HDR en Sciences de Gestion de l'Université de Bordeaux, 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, lauréat du prix Nobel (1975) d'économie ; et un autre superviseur est le professeur émérite de l'Université de Yale, aux États-Unis, qui a coécrit avec les lauréats du prix Nobel, Franco Modigliani (1985) et Harry Markowitz (1990). Les intérêts de recherche du professeur Sun sont les mathématiques appliquées et la recherche opérationnelle, l'intelligence artificielle, l'analyse commerciale et décisionnelle, la science des données et l'ingénierie (Big) Data, les SIG, la gestion des opérations et la finance mathématique.        

    Publications récentes
    Publication Année de publication Type de publication
    CHEN, C. Y. T., E. SUN, W. MIAO, Y.-B. LIN , "Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing", European Journal of Operational Research, 2024, vol. 312, no. 2, pp. 1086-1107 2024 Article
    CHEN, C. Y. T., E. SUN, Y.-B. LIN , "Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing", Annals of Operations Research, 2024 2024 Article
    CHEN, C. Y. T., L. B. LIN, W.-L. CHEN, K.-C. WU, Y.-W. LIN, E. SUN, C.-Y. LIU, "The CWT IoT Device for Detecting Rare Events of Orchid Disease", IEEE Internet of Things Journal, 2024, vol. 11, no. 12, pp. 15 2024 Article
    ŠIMOVIC, P. P., C. Y. T. CHEN, E. SUN, "Classifying the variety of customers’ online engagement for churn prediction with a mixed-penalty logistic regression", Computational Economics, 2023, vol. 61, pp. 451-485 2023 Article
    CHEN, C. Y. T., E. SUN, M.-F. CHANG, Y.-B. LIN, "Enhancing travel time prediction with deep learning on chronological and retrospective time order information of big traffic data", Annals of Operations Research, 2023 2023 Article
    CHEN, C. Y. T., E. SUN, Y.-B. LIN, "Reliable information system for identifying spatio-temporal continuity of kinetic deformed objects with big point cloud data", Annals of Operations Research, 2023 2023 Article
    LAI, W., C. CHEN, E. SUN, "Risk factor extraction with quantile regression method", Annals of Operations Research, 2022, vol. 316, pp. 1543–1572 2022 Article
    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
    LAI, W., C. Y. T. CHEN, E. SUN, "Risk factor extraction with quantile regression method", Annals of Operations Research, 2022, vol. 316, pp. 1543–1572 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
    BELOVAS, I., L. SAKALAUSKA, V. STARIKOVIČIUS, E. SUN, "Mixed-Stable Models: An Application to High-Frequency Financial Data", Entropy, 2021, vol. 23, pp. 739 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
    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
    Domaines d’enseignement

    Finance

    Méthodologie

    Management des systèmes d'information

    Comptabilité

    Economie

    Gestion des operations de la chaine d'approvisionnement

    Domaines de recherche

    Méthodologie

    Aide à la décision/Analyse de données

    Organisation industrielle

    Management des systèmes d'information

    Gestion des opérations

    Supply chain et logistique

    Comportement du consommateur

    Management financier

    Gestion de la relation client