Hoang Nguyen

Hoang Nguyen is an Associate Professor at the Department of Management and Engineering (IEI), Linköping University, Sweden. He holds a PhD in Business and Quantitative Methods from Universidad Carlos III de Madrid. Previously, he served as a postdoctoral researcher at Örebro University. His research focuses on financial econometric models for analyzing high-dimensional time series and interconnections between financial and macroeconomic variables.

Education: PhD in Business and Quantitative Methods (Universidad Carlos III de Madrid) and prior academic roles include a postdoctoral position in financial mathematics at Örebro University.

Research Interests: Developing advanced econometric frameworks to study systemic risk in financial markets, portfolio optimization under uncertainty, and macro-financial linkages. His work integrates computational methods and Bayesian techniques to address challenges in high-dimensional datasets.

His recent publications explore topics such as stock market dynamics, systemic risk modeling, and oil market shocks. Notable contributions include applications of copula models and deep learning in financial volatility forecasting.

Affiliations: Member of the Production Economics division within the Department of Management and Engineering, contributing to research on optimizing productive resources and financial decision-making. No scientific awards explicitly mentioned in the provided texts.

Grants and Advising: Details on grants are not provided. Current PhD students listed in collaborations include Eva-Lena Eriksson, Stephane Harushakamwe, and Anton Zackrisson, though explicit advising roles are not specified.

Labs/Teams: Active within the Production Economics (PEK) division, focusing on industry-relevant research and innovation aligned with Linköping University’s mission to advance industrial and societal development.