Edward W. Sun

Senior Professor of Data Science & FinTech

Kedge Business School Bordeaux

France

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Edward W. Sun is a Senior Professor of Data Science & FinTech at Kedge Business School Bordeaux, France. His research interests include the integration of advanced sensing technologies for agricultural disease detection, sustainable economic growth, deep learning applications in traffic prediction, and optimization in business analytics. Recent publications reflect his expertise in spatiotemporal data analysis, risk assessment, and innovative decision-making strategies in finance.

Articles (14)

Integrating a Spore Germination Sensor With Continuous Wavelet Transform for Detecting Orchid Diseases in Greenhouses

Year:

2025

Integrating a Spore Germination Sensor with Continuous Wavelet Transform for Detecting Orchid Diseases in Greenhouses

Year:

2025

Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing

Year:

2024

Balancing economic growth and environmental conservation through the optimization of rail transit routes for sustainable development

Year:

2024

Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing

Year:

2023

Enhancing travel time prediction with deep learning on chronological and retrospective time order information of big traffic data

Year:

2023

Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression

Year:

2023

Reliable information system for identifying spatio-temporal continuity of kinetic deformed objects with big point cloud data

Year:

2023

Risk factor extraction with quantile regression method

Year:

2022

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

Year:

2022

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

Year:

2021

Mixed-Stable Models: An Application to High-Frequency Financial Data

Year:

2021

Comonotonicity and low volatility effect

Year:

2021

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

Year:

2020

Collaborators (1)

Claire Yi-Ting Chen

University of Montpellier

FRANCE

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