Shixuan Wang
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+44 (0) 118 378 6031
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Associate Professor
- Associate Editor of International Journal of Finance & Economics
- Member of University Senate
- Department Director of Academic Tutoring
Areas of interest
- Financial Econometrics
- Change-Point Detection
- Statistical Forecasting
- Functional Data Analysis
- Futures Market
- Energy Economics
Postgraduate supervision
I am interested in supervising research on functional data analysis in finance. Please visit the description on for details.
My previous PhD students have been appointed as Assistant Professors (first placements) in UK and China, such as the University of East Anglia and Sun Yat-Sen University.
Background
My main research focuses on the econometrics of change-points (structural breaks), functional data analysis, and empirical applications of those in macroeconomics and finance. Additionally, I am also interested in using techniques of data analytics and machine learning for operations management. My research has been published in Annals of Statistics, Journal of Econometrics, Journal of Business & Economic Statistics, European Journal of Operational Research, among others.
Before joining the ºÚ¹Ï³ÔÁÏÍø in 2018, I was a postdoctoral research associate in statistical forecasting at Cardiff Business School, Cardiff University, where I worked on an Engineering and Physical Sciences Research Council (EPSRC) project. In 2017, I received my PhD degree from the University of Birmingham, where I was funded by the Economic and Social Research Council (ESRC). In 2016, I was awarded a Royal Economic Society (RES) junior fellowship.
I serve as an Associate Editor of the International Journal of Finance and Economics (Wiley) which has an Association of Business Schools 3* ranking.