معرفی
Xiaohan Xue is an Assistant Professor (Lecturer) in the Department of Management at the University of Bath. Their research focuses on financial risk management, quantitative finance, and statistical modeling. They hold a Doctor of Business Administration (DBA) from the University of Reading (2018–2022), a Master of Research in Finance from the University of Warwick (2016–2018), and a Master of Science in Risk Management and Financial Engineering from Imperial College London (2015–2016).
Research interests include Value at Risk modeling, Monte Carlo simulation, volatility analysis, and changepoint detection in financial risk measures. Their work emphasizes practical applications in energy markets, econometrics, and financial forecasting.
- Projects:
- GW4 Sustainable Finance Network (Principal Investigator, 2024–2025)
- Fintech Research Network (Co-Investigator, 2024)
- Grants: Sustainable Finance and Fintech-related research funding.
Key contributions include developing dynamic semiparametric risk models and integrating low-frequency variables for improved risk forecasting. Their research has been published in journals like Journal of Financial Econometrics and International Journal of Forecasting.
