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Sun, Edward W.
Gil-Alaña, Luis A.
335
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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
Saved in:
2
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
Saved in:
3
Generalized optimal wavelet decomposing algorithm for big financial data
Sun, Edward W.
;
Chen, Yi-Ting
;
Yu, Min-Teh
- In:
International journal of production economics
165
(
2015
),
pp. 194-214
Persistent link: https://www.econbiz.de/10011309048
Saved in:
4
Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
Saved in:
5
A new wavelet-based denoising algorithm for high-frequency financial data mining
Sun, Edward W.
;
Meinl, Thomas
- In:
European journal of operational research : EJOR
217
(
2012
)
3
,
pp. 589-599
Persistent link: https://www.econbiz.de/10009419039
Saved in:
6
A nonlinear filtering algorithm based on wavelet transforms for high-frequency financial data analysis
Meinl, Thomas
;
Sun, Edward W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009656072
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