News trader, liquidity and transaction cost

von Kruse, Timm
Veröffentlicht in Market microstructure and nonlinear dynamics (2014)

A new wavelet-based denoising algorithm for high-frequency financial data mining

von Sun, Edward W.
Veröffentlicht in European journal of operational research (2012)

High frequency trading, liquidity, and execution cost

von Sun, Edward W.
Veröffentlicht in Annals of operations research ; 223 (2014)

Financial transaction tax : policy analytics based on optimal trading

von Sun, Edward W.
Veröffentlicht in Computational economics (2015)

Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity

von Sun, Edward W.
Veröffentlicht in International Finance Conference (9. : 2017 : Paris) Decision making and risk/return optimization in financial economics (2019)

Generalized optimal wavelet decomposing algorithm for big financial data

von Sun, Edward W.
Veröffentlicht in International journal of production economics (2015)

Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles

von Sun, Edward W.
Veröffentlicht in Computational economics (2018)

Risk assessment with wavelet feature engineering for high-frequency portfolio trading

von Chen, Yi-Ting
Veröffentlicht in Computational economics (2018)

Merging anomalous data usage in wireless mobile telecommunications : business analytics with a strategy-focused data-driven approach for sustainability

von Chen, Yi-Ting
Veröffentlicht in European journal of operational research (2020)

Coherent quality management for big data systems : a dynamic approach for stochastic time consistency

von Chen, Yi-Ting
Veröffentlicht in Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling (2016 : Seoul) Reliability and quality management in stochastic systems (2019)

Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data

von Chen, Yi-Ting
Veröffentlicht in Computational economics (2019)

Behavioral data-driven analysis with Bayesian method for risk management of financial services

von Lin, Edward M. H.
Veröffentlicht in International journal of production economics (2020)

Systemic risk, financial markets, and performance of financial institutions

von Lin, Edward M. H.
Veröffentlicht in International Finance Conference (8. : 2015 : Paris) Risk management decisions and wealth management in financial economics (2018)

Analysis of the intraday effects of economic releases on the currency market

Veröffentlicht in Journal of international money and finance (2011)

Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness

von Chen, Chang-Chih
Veröffentlicht in European journal of operational research (2022)

Pragmatic real-time logistics management with traffic IoT infrastructure : big data predictive analytics of freight travel time for Logistics 4.0

von Chen, Claire Yi-Ting
Veröffentlicht in International journal of production economics (2021)