| Systemic risk, financial markets, and performance of financial institutions EMH Lin, EW Sun, MT Yu Annals of Operations Research, 2016 | 121 | 2016 |
| SYSTEMIC RISK, FINANCIAL MARKETS, AND PERFORMANCE OF FINANCIAL INSTITUTIONS EMH Lin, EW Sun, MT Yu Annals of Operations Research, DOI: 10.1007/s10479-016-2113-8, 2016 | 121 | 2016 |
| Systemic Risk, Financial Markets, and Performance of Financial Institutions EM Lin, EW Sun, MT Yu Annals of Operations Research, 2016 | 121 | 2016 |
| A new wavelet-based denoising algorithm for high-frequency financial data mining EW Sun, T Meinl European Journal of Operational Research 217 (3), 589-599, 2012 | 118 | 2012 |
| Distortion risk measures in portfolio optimization EN Sereda, EM Bronshtein, ST Rachev, FJ Fabozzi, W Sun, SV Stoyanov Handbook of portfolio construction, 649-673, 2010 | 87 | 2010 |
| Generalized optimal wavelet decomposing algorithm for big financial data EW Sun, YT Chen, MT Yu International Journal of Production Economics 165, 194-214, 2015 | 80 | 2015 |
| Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0 YT Chen, EW Sun, MF Chang, YB Lin International Journal of Production Economics 238, 108157, 2021 | 74 | 2021 |
| Multivariate skewed Student's t copula in the analysis of nonlinear and asymmetric dependence in the German equity market W Sun, S Rachev, SV Stoyanov, FJ Fabozzi Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008 | 70 | 2008 |
| A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence W Sun, S Rachev, FJ Fabozzi, PS Kalev Empirical economics 36 (1), 201-229, 2009 | 66 | 2009 |
| Alpha-stable paradigm in financial markets A Kabašinskas, S Rachev, L Sakalauskas, W Sun, I Belovas Journal of computational analysis and applications 11 (4), 641-668, 2009 | 55 | 2009 |
| Fractals or IID: evidence of long-range dependence and heavy tailedness from modeling German equity market returns W Sun, S Rachev, FJ Fabozzi Journal of Economics and Business 59 (6), 575-595, 2007 | 53 | 2007 |
| Long-range dependence, fractal processes, and intra-daily data W Sun, SZ Rachev, F Fabozzi Handbook on Information Technology in Finance, 543-585, 2008 | 39 | 2008 |
| Optimal retirement asset decumulation strategies: The impact of housing wealth W Sun, RK Triest, A Webb Asia-Pacific Journal of Risk and Insurance 3 (1), 2008 | 35 | 2008 |
| Optimal retirement asset decumulation strategies: The impact of housing wealth W Sun, RK Triest, A Webb Asia-Pacific Journal of Risk and Insurance 3 (1), 2008 | 35 | 2008 |
| Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration W Sun, S Rachev, FJ Fabozzi, PS Kalev Annals of Finance 4 (2), 217-241, 2008 | 34 | 2008 |
| High frequency trading, liquidity, and execution cost EW Sun, T Kruse, MT Yu Annals of Operations Research 223, 403-432, 2014 | 32 | 2014 |
| Coherent Quality Management for Big Data Systems: A Dynamic Approach for Stochastic Time Consistence YT Chen, EW Sun, YB Lin Annals of Operations Research, 2018 | 30 | 2018 |
| Behavioral data-driven analysis with Bayesian method for risk management of financial services EMH Lin, EW Sun, MT Yu International Journal of Production Economics 228, 107737, 2020 | 27 | 2020 |
| Analysis of the intraday effects of economic releases on the currency market EW Sun, O Rezania, ST Rachev, FJ Fabozzi Journal of International Money and Finance 30 (4), 692-707, 2011 | 25 | 2011 |
| Mixed-stable models for analyzing high-frequency financial data A Kabasinskas, L Sakalauskas, E Sun, I Belovas Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012 | 23 | 2012 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
