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Edward SUN

Accounting, Finance & Economics Download CV

Edward Sun received his doctorate (Dr. rer. pol.) in Statistics and Mathematical Finance 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 was Svetlozar T. Rachev (Professor Emeritus at UCSB, USA) who completed his 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 Analytics, Big Data Mining, Financial Institutions and Markets, and Risk Management. 

    Recent publications
    Publication Year of publication Type of publication
    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, "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
    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., 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, 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., 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
    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
    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" in Handbook of Financial Econometrics and Statistics., Ed., Springer International Publishing, vol. 48, pp. 1325-1340, 2015 2015 Book chapter
    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 Journal article
    MEILN, T., E.SUN, S.RACHEV, F.FABOZZI, "Methods of Denoising Financial Data" in Handbook of Financial Econometrics and Statistics., Ed., Springer International Publishing, chap. 18, pp. 519-538, 2015 2015 Book chapter
    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 Journal article
    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 Journal article
    Pedagogy

    Finance

    Methodology

    Management of Information Systems

    Accounting

    Economics

    Operations Management/Supply Chain

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