Haipeng Xing

Haipeng Xing is Professor of Applied Mathematics and Statistics at Stony Brook University, specializing in financial statistics and time series analysis. His research develops statistical methods for change-point detection, financial market modeling, and risk analytics with applications in quantitative finance and econometrics.

His publications demonstrate expertise in:

• High-frequency financial data modeling and volatility measurement
• Structural break detection in credit markets
• Stochastic control approaches for trading strategies
• Multivariate GARCH models with regularization
• Statistical methods for financial risk management

He has authored influential textbooks on statistical models for financial markets and time series analysis.