Projects per year
Personal profile
Education/Academic qualification
Finance, Doctor of Business Administration, University of Reading
Sept 2018 → May 2022
Finance, Master of Research, University of Warwick
Oct 2016 → Aug 2018
Risk Management and Financial Engineering, Master of Science, Imperial College London
Sept 2015 → Aug 2016
Mathematics, Bachelor of Science, University of Liverpool
Sept 2011 → Jun 2015
Fingerprint
Dive into the research topics where Xiaohan Xue is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Projects
- 2 Finished
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Fintech Research Network
Xue, X. (CoI), Zheng, J. (PI), Harris, R. (CoI), Wang, Q. (CoI), Eshraghi, A. (CoI) & Shen, J. (CoI)
1/02/24 → 31/07/24
Project: Research-related funding
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Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
Horváth, L., Lazar, E., Liu, Z., Wang, S. & Xue, X., 11 Nov 2025, (E-pub ahead of print) In: Journal of Business and Economic Statistics.Research output: Contribution to journal › Article › peer-review
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Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
Horváth, L., Lazar, E., Liu, Z., Wang, S. & Xue, X., 21 Feb 2024, SSRN.Research output: Working paper / Preprint › Preprint
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When MIDAS Meets LASSO: The Power of Low-frequency Variables in Forecasting Value-at-Risk and Expected Shortfall
Luo, Y., Xue, X. & Izzeldin, M., 23 Jul 2024, In: Journal of Financial Econometrics. nbae016.Research output: Contribution to journal › Article › peer-review
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Less disagreement, better forecasts: Adjusted risk measures in the energy futures market
Zhang, N., Gong, Y. & Xue, X., 1 Oct 2023, In: Journal of Futures Markets. 43, 10, p. 1332-1372 41 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (SciVal) -
Loss function-based change point detection in risk measures
Lazar, E., Wang, S. & Xue, X., 1 Oct 2023, In: European Journal of Operational Research. 310, 1, p. 415–431 17 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Citations (SciVal)
Prizes
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Teaching Excellence Award, University of Reading
Xue, X. (Nominee), 2021
Prize: Prize (including medals and awards)
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Activities
- 4 Conference presentation / attendance
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CFE-CMStatistics 2024
Xue, X. (Participant)
24 Dec 2024Activity: Academic conferences and events (excluding conference publications) › Conference presentation / attendance
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Seventeenth Annual SoFiE Conference
Xue, X. (Participant)
10 Jun 2025 → 12 Jun 2025Activity: Academic conferences and events (excluding conference publications) › Conference presentation / attendance
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The Econometric Society World Congress
Xue, X. (Participant)
18 Aug 2025 → 22 Aug 2025Activity: Academic conferences and events (excluding conference publications) › Conference presentation / attendance
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FinEML Conference 2024 at USI Lugano
Xue, X. (Participant)
1 Nov 2024 → 2 Nov 2024Activity: Academic conferences and events (excluding conference publications) › Conference presentation / attendance