Dr. Yi-Ting Chen
Associate professor
Teaching department :
Sustainable development management: economy, human resources and diversity
Contact :
Mail: yt.chen@montpellier-bs.com
Selected Intellectual Contributions
Chen Y.T., Sun E.W. & Lin Y.B. 2020. Machine learning with parallel neural networks for analyzing and forecasting electricity demand. Computational Economics. 56(2): 569–597.
Lai W., Chen Y.T. & Sun E.W. Forthcoming. Comonotonicity and low volatility effect. Annals of Operations Research. [DOI:10.1007/s10479-019-03320-0]
Chen Y.T., Sun E.W. & Lin Y.B. 2020. Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability. European Journal of Operational Research,
281(3): 687-705.
Sun E.W., Kruse T. & Chen Y.T. 2019. Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity. Annals of Operations Research. 281(1/2): 315–347.
Chen Y.T., Lai W. & Sun E.W. 2019. Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data. Computational Economics. 54(2): 809–844.
Chen Y.T., Sun E.W. & Lin Y.B. 2019. Coherent quality management for big data systems: a dynamic approach for stochastic time consistency. Annals of Operations Research. 277 (1): 3–32.
Chen Y.T. & Sun E.W. 2018. Automated business analytics for artificial intelligence in Big Data @X 4.0 Era. In Dehmer, M. and Emmert-Streib, F. (Eds.) Frontiers in Data Science, 223-251. CRC Press.
Chen Y.T, Sun E.W. & Yu, M.T. 2018. Risk assessment with wavelet feature engineering for high-frequency portfolio trading. Computational Economics. 52(2): 653–684.
Chen Y.T., Sun E.W. & Yu M.T. 2015. Improving model performance with wavelet decomposition for high-frequency financial data. Studies in Nonlinear Dynamics and Econometrics, 19(4): 445-467.
Sun E.W., Chen Y.T. & Yu M.T. 2015. Generalized optimal wavelet decomposing algorithm for big financial data, International Journal of Production Economics, 165: 194-214.
