Personal profile
Research interests
Xiaochun Meng is a Senior Lecturer (Associate Professor) in Finance at
the School of Management, University of Bath. He received both his
Bachelor's and Master's degrees in Mathematics from the University of
Oxford. He then completed his PhD in time series forecasting at Saïd
Business School, University of Oxford. Before his current position at
the University of Bath, he held the Lecturer and Senior Lecturer in
Finance at the University of Sussex Business School. His main research
areas include time series modelling, probabilistic forecasting,
econometrics, management science, risk management and machine learning.
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Collaborations and top research areas from the last five years
Research output
- 9 Article
-
Quantile-adaptive probabilistic forecast combining
Ke, Y., Taylor, J. W. & Meng, X., 1 May 2026, In: European Journal of Operational Research. 330, 3, p. 885-899 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile35 Downloads (Pure) -
Angular Combining of Forecasts of Probability Distributions
Taylor, J. W. & Meng, X., 18 Jul 2025, (E-pub ahead of print) In: Management Science. 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Link opens in a new tab Citation (SciVal)62 Downloads (Pure) -
Scores for Multivariate Distributions and Level Sets
Meng, X., Taylor, J., Ben Taieb, S. & Li, S., 31 Jan 2025, In: Operations Research. 73, 1, p. iii-viiResearch output: Contribution to journal › Article › peer-review
Open AccessFile3 Link opens in a new tab Citations (SciVal)118 Downloads (Pure) -
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, C., Han, Y. & Meng, X., 1 Jul 2023, In: International Journal of Forecasting. 39, 3, p. 1078-1096 19 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Link opens in a new tab Citations (SciVal) -
Comparing probabilistic forecasts of the daily minimum and maximum temperature
Meng, X. & Taylor, J. W., 1 Jan 2022, In: International Journal of Forecasting. 38, 1, p. 267-281 15 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Link opens in a new tab Citations (SciVal)2 Downloads (Pure)