Publication | Year of publication | Type of 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 | 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, 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 |
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 |
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 |
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 |
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 |
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 |
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 |
Edward Sun joined BEM as senior professor in 2010 and is currently senior professor in data science and FinTech. He received his doctorate (Dr. rer. pol.) in Statistics and Mathematical Finance with summa cum laude at the University of Karlsruhe (TH), one of the first three elite universities in Germany, in 2007 after obtaining his BSc. and MSc. in Germany. In 2018, Dr. Sun obtained HDR in Management Science from Unveristy of Bordeaux, France. His principal doctoral supervisor is Professor Emeritus at UCSB, USA who completed the Dr. Sci. under the supervision of Leonid Kantorovich, a Nobel Prize winner (1975) in economics. Prof. Sun’s research interests are Applied Mathematics and Operations Research, Artificial Intelligence, Business and Decision Analytics, Data Science and (Big) Data engineering, MIS, Operations Management, and Mathematical Finance.