Montpellier Business School

Dr. Chen Yi-Ting

Chen Yi-Ting
Fonction Associate professor
Research themes AI and Machine Learning, Big Data, Business and Decision Analytics, Computer Science, Information Technology, Operations Research
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., Chang M.F. & Lin Y.B. 2021. Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0. International Journal of Production Economics, 238: 108157.

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 YT & Sun EW (2021). Comonotonicity and low volatility effect. Annals of Operations Research. 299 (1-2): 1057-1099.

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.

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