Staff Profile:Dr Shixuan Wang

Name:
Dr Shixuan Wang
Job Title:
Lecturer in Economics
Responsibilities:
Areas of Interest:
  • Financial Econometrics
  • Change-Point Detection
  • Statistical Forecasting
  • Functional Data Analysis
  • Futures Market

Feedback and Consultation Hours:

  • Mondays, 16.00-18.00
  • Wednesdays, 17.00-18.00
Research groups / Centres:

The Economic Analysis Research Group (EARG)

Publications:
Y
Jump to: 2019 | 2018 | 2017 | 2016
Number of items: 11.

2019

2018

2017

2016

This list was generated on Fri Sep 20 04:32:31 2019 UTC.

ResearchGate: https://www.researchgate.net/profile/Shixuan_Wang

Google Scholar: https://scholar.google.co.uk/citations?user=k0KfpF8AAAAJ

Biography:

Shixuan Wang is a Lecturer (Assistant Professor) in Economics at the University of Reading. His research interests are broadly in developing econometric methodologies and applying them in the fields of Economics, Finance, and Operations Management. Specific methods include: regime-switching model (HMM/HSMM), change-point (structural break) detection, functional data analysis, and copula-based model. His theoretical work has been appeared in Journal of Econometrics, Econometric Reviews, and Journal of Time Series Analysis, and his applied work has been published in International Journal of Forecasting, Energy Economics, and International Review of Financial Analysis.

Before joining the University of Reading in September 2018, he was a postdoctoral research associate in statistical forecasting at Cardiff Business School, Cardiff University, where he worked on an Engineering and Physical Sciences Research Council (EPSRC) project. In April 2017, he defended his doctoral thesis "Four Essays on Modelling Asset Returns" at University of Birmingham, where he was funded by the Economic and Social Research Council (ESRC). In September 2016, he was awarded a Royal Economic Society (RES) junior fellowship.

Shixuan holds a PhD in Economics, a MSc (distinction) in Money, Banking and Finance, a BSc in Economics, and a BEng in Electrical Engineering and Automation.

Qualifications:

PhD, Birmingham; MSc (distinction), Birmingham 

Shixuan Wang

Contact Details

Email:
shixuan.wang@reading.ac.uk
Fax:
+44(0)118 378 6031
Building:
Edith Morley,183

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