Recent publications
| Publication | Year of publication | Type of 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal 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 | Journal article |
| SUN, E., Y. T.CHEN, "Automated Business Analytics for Artificial Intelligence in Big Data @X4.0 Era" in Frontiers in Data Science., Ed., CSC Press Taylor & Francis Group, chap. 8, pp. 227-255, 2017 | 2017 | Book chapter |
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