معرفی
Xiaochun Meng is a Senior Lecturer (Associate Professor) in Finance at the School of Management, University of Bath. He previously held positions at the University of Sussex Business School. He holds a Bachelor's and Master's in Mathematics from the University of Oxford, followed by a PhD in time series forecasting from Saïd Business School, University of Oxford.
His research interests focus on time series modeling, probabilistic forecasting, econometrics, risk management, and machine learning applications. Notable areas include multivariate distribution forecasts, financial risk analysis, and statistical methodologies for temperature and financial data.
His recent work explores advanced techniques in probabilistic prediction, such as angular combining of forecasts and scoring rules for multivariate distributions, with applications in financial and environmental domains. Collaborations span cross-disciplinary topics like risk assessment, portfolio optimization, and econometric modeling.
No scientific awards are explicitly listed in the provided information. His advisory activities and grant details are not specified in the text.
He is affiliated with research networks in finance and econometrics, contributing to advancements in statistical forecasting and risk management methodologies.
