Education
Ph.D. (Majored in Business Management), HUST, Sept 2001 - Jul 2005
M.E. (Majored in Engineering Mechanics), HUST, Sept 1999 - Jul 2001
B.E. (Majored in Engineering Mechanics), HUST, Sept 1995 - Jul 1999
Overseas Visiting and Training
CGA Program, Canada, 2014-July
Visiting Scholar, Georgia Institute of Technology, USA, 2011- Apr.-2012-May
Visiting Scholar, University of Cambridge, USA, 2013-Feb.- 2013-Apr.
Courses Taught
Undergraduate：Mathematical Modeling, Fixed Income Securities, Econometrics
Work Experiences
Oct 2018 - Present: Associate Professor, Department of Computational Finance, Huazhong University of Science and Technology (HUST)
Jul 2005 - Oct 2018: Lecturer, Department of Finance, Huazhong University of Science and Technology (HUST)
Research Interests
Corporate finance, Computational Finance, Financial Engineering & risk management, etc.
Representative Research Projects
1. Financial big data modeling in modern network environment（Natural Science Foundation of China）
2. Research on pricing real estate financial assets and derivatives, their risk management （National Natural Science Foundation of China）
3. Research on the pricing credit default swaps under time-varying copula（National Natural Science Foundation of China）
4. Research on pricing multi-factor convertible bond and its numerical technique（National Natural Science Foundation of China）
5. Value at risk model with financial risks coupling, numerical simulation and empirical study（National Natural Science Foundation of China）
Representative Research Papers
1. Cao, P., X. He. IPO underperformance and turnover: A gambling preference perspective. Applied Economics Letters, 2024.
2. Cao, P., X. He. Machine Learning Solutions for Fast Real Estate Derivatives Pricing. Computational Economics, 2024.
3. He, X., J. Shi. The effect of air pollution on Chinese green bond market: The mediation role of public concern. Journal of Environmental Management, 325, 2023.
4. He, X., P. Gong. A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options. Computational Economics, 55, 999-1019, 2020.
5. Teng, M., X. He. Air quality levels, environmental awareness and investor trading behavior: Evidence from stock market in China. Journal of Cleaner Production, 244, 2020.
6. Wang, Y., X. He. Spatial economic dependency in the Environmental Kuznets Curve of carbon dioxide: The case of China. Journal of Cleaner Production, 218, 498-510, 2019.
7. He, X., Y. Liu. The public environmental awareness and the air pollution effect in Chinese stock market. Journal of Cleaner Production, 185, 446-454, 2018.
8. He, X., J. Wang. Pricing real estate index options by compactly supported radial-polynomial basis point interpolation. Journal of Computational and Applied Mathematics, 333, 350-361, 2018.
