Browsing by Author Sun, Edward W.

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Showing results 1 to 9 of 9
Issue DateTitleAuthor(s)
1-Jun-2019Coherent quality management for big data systems: a dynamic approach for stochastic time consistencyChen, Yi-Ting; Sun, Edward W.; Lin, Yi-Bing; 資訊工程學系; Department of Computer Science
1-Jun-2015Financial Transaction Tax: Policy Analytics Based on Optimal TradingSun, Edward W.; Kruse, Timm; Yu, Min-Teh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-Jul-2015Generalized optimal wavelet decomposing algorithm for big financial dataSun, Edward W.; Chen, Yi-Ting; Yu, Min-Teh; 資訊工程學系; Department of Computer Science
1-Dec-2014High frequency trading, liquidity, and execution costSun, Edward W.; Kruse, Timm; Yu, Min-Teh; 資訊管理與財務金融系 註:原資管所+財金所; Department of Information Management and Finance
1-Sep-2015Improving model performance with the integrated wavelet denoising methodChen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh; 交大名義發表; National Chiao Tung University
1-Aug-2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric QuantilesSun, Edward W.; Wang, Yu-Jen; Yu, Min-Teh; 管理學院; College of Management
1-Aug-2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency DataChen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W.; 資訊學院; College of Computer Science
1-Aug-2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio TradingChen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh; 資訊學院; College of Computer Science
1-Mar-2018Systemic risk, financial markets, and performance of financial institutionsLin, Edward M. H.; Sun, Edward W.; Yu, Min-Teh; 交大名義發表; National Chiao Tung University