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Shixuan Wang

  • Director of Undergraduate Studies

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. For details, please visit our webpage of prospective PhD projects.

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 work has been published in Annals of Statistics, Journal of Econometrics, Econometric Reviews, etc. My applied work has appeared in International Journal of Forecasting Energy Economics, among others.

Before joining the University of Reading in September 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 April 2017, I defended my doctoral thesis "Four Essays on Modelling Asset Returns" at University of Birmingham, where I was funded by the Economic and Social Research Council (ESRC). In September 2016, I was awarded a Royal Economic Society (RES) junior fellowship.

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.

Professional bodies/affiliations

The Economic Analysis Research Group (EARG)

Publications