Edward SUN

Accounting, Finance & Economics

Edward Sun is senior professor in Data Science and FinTech since 2018. 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 laureate (1975) in economics; and another supervisor is Professor Emeritus of Yale University, USA, who coauthored with Nobel laureates, Franco Modigliani (1985) and Harry Markowitz (1990). 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, 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
    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, vol. 343, pp. 1095–1128 2024 Journal 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 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, vol. 343, pp. 1095–1128 2023 Journal 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 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
    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
    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
    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., 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
    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
    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)