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Financial transaction tax : policy analytics based on optimal trading
Sun, Edward W.; Kruse, Timm; Yu, Min-Teh - In: Computational economics 46 (2015) 1, pp. 103-141
Persistent link: https://www.econbiz.de/10011441046
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Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.; Wang, Yu-Jen; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
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Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
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Machine learning with parallel neural networks for analyzing and forecasting electricity demand
Chen, Yi-Ting; Sun, Edward W.; Lin, Yi-Bing - In: Computational economics 56 (2020) 2, pp. 569-597
Persistent link: https://www.econbiz.de/10012272048
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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting; Lai, Wan Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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Classifying the variety of customers' online engagement for churn prediction with a mixed-penalty logistic regression
Posedel Šimović, Petra; Chen, Claire Yi-Ting; Sun, … - In: Computational economics 61 (2023) 1, pp. 451-485
Persistent link: https://www.econbiz.de/10014228438