Edward SUN

Accounting, Finance & Economics Download CV

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 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 and Decision Analytics, Data Science and (Big) Data engineering, MIS, Operations Management, and Mathematical Finance.

    Recent publications
    Publication Year of publication Type of publication
    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
    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
    Teaching domains

    Finance

    Methodology

    Management of Information Systems

    Accounting

    Economics

    Operations Management/Supply Chain

    Research domains

    Methodology

    Decision Support/Data Analysis

    Industrial Organization

    Management Information Systems

    Operations Management

    Supply Chain & Logistics

    Consumer Behavior

    Financial Management

    Customer Relationship Management (CRM)

    Back to top