Qian Chen

Qian Chen serves as an Assistant Professor at Peking University's HSBC Business School (PHBS) in Shenzhen, China. Her academic focus centers on quantitative financial risk modeling with expertise in Bayesian methodologies and extreme event analysis.

Education:

• Ph.D. in Operations Management and Econometrics, University of Sydney (2011)
• M.S. in Economics, Hong Kong University of Science and Technology (2006)
• B.S. in Mathematics and Statistics, Wuhan University (2003)

Her research bridges advanced statistical theory with practical financial applications, specializing in tail risk forecasting through innovative distributional modeling. Current work emphasizes Bayesian frameworks for Value-at-Risk and extreme event prediction in volatile markets, with particular attention to asymmetric distributions and cross-market risk transmission.

Publication analysis reveals a consistent trajectory since 2012 in refining financial tail risk models, evolving from asymmetric Laplace distributions (2012) to two-sided Weibull applications (2013) and cross-border agricultural futures analysis (2017). Her work demonstrates increasing complexity in modeling international risk spillovers while maintaining core focus on Bayesian computational techniques.

PHBS provides institutional context through its Shenzhen-based Financial Lab and research centers, positioning her work within China's rapidly developing financial markets ecosystem. No public information is available regarding student advising or research grants.