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Shixuan Wang

Dr Shixuan Wang
  • Associate Editor of International Journal of Finance & Economics
  • Member of University Senate
  • Director of Undergraduate Studies
  • Part 2 Cohort Lead

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 FindAPhD 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 theoretical research has been published in Annals of StatisticsJournal of Econometrics, etc. My applied work has appeared in European Journal of Operational ResearchInternational Journal of Forecasting, among others.

Before joining the University of Reading 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.

 

Academic qualifications

I hold a PhD in Economics, a MSc (distinction) in Money, Banking and Finance, a BSc in Economics, and a BEng in Electrical Engineering and Automation. I am also a Fellow of the Higher Education Academy.

Publications