XIONG Heng-武汉大学经济与管理学院

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XIONG Heng

Date：2025-03-21

	XIONG Heng
	Associate Professor
	Department of Insurance and Actuarial Science
	Email: hxiong@whu.edu.cn
	Phone : +86-27-68752413
	Ph.D., Financial Modelling - The University of Western Ontario (Western), London, ON
	M.Sc., Financial Modelling - The University of Western Ontario (Western), London, ON
	M.Sc., Engineering Business Management - The University of Warwick, Coventry, UK
	B.S., Electronic Science and Technology - Huazhong University of Science and Technology, P.R China

TEACHING AND RESEARCH AREAS

Teaching courses: Stochastic Processes, Risk Management, Corporate Finance, Financial Modelling, Financial Mathematics, Fixed-income Securities

Research Areas: Financial Modelling, Stochastic Processes, Higher-order Hidden Markov Model

ACADEMIC EXPERIENCE

Associate professor，Economics and Management School of Wuhan University, July 2018 – present

SELECTED PUBLICATIONS

Fu, H., Liu, Q., An, Y., Yang, J., & Xiong, H (2025). Exit disruption and matching in venture capital markets: Evidence based on IPO suspensions in China, International Review of Economics & Finance, 98, https://doi.org/10.1016/j.iref.2025.103850.

Chen, W., Mamon, R., Xiong, H., & Zeng, P. (2024). Does uncertainty affect the limits of arbitrage? Evidence from the US stock markets. The North American Journal of Economics and Finance, 74, 102221, https://doi.org/10.1016/j.najef.2024.102221.

Shu, Q., Xiong, H., Jiang, W., & Mamon, R. (2023). A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models. Finance Research Letters, 58, 104482, https://doi.org/10.1016/j.frl.2023.104482

Chen, W., Mamon, R, Xiong, H., & Zeng, P. (2023). How do foreign investors affect China's stock return volatility? Evidence from Shanghai-Hong Kong Stock Connect Program. Asia-Pacific Journal of Accounting and Economics. 1-24, https://doi.org/10.1080/16081625.2022.2156360

Xiong, H & Mamon, R. (2022). An enabling framework for automated extraction of signals from market information in real time. Knowledge-Based Systems, June 246, https://doi.org/10.1016/j.knosys.2022.108612.

Huang, Y., Mamon, R., & Xiong, H. (2022). Valuing guaranteed minimum accumulation benefits by a change of numéraire approach. Insurance: Mathematics and Economics, 103, 1-26, https://doi.org/10.1016/j.insmatheco.2021.11.002.

Y. Zhao, R. Mamon, H. Xiong (2021). Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. Financial Innovation 7(71), https://doi.org/10.1186/s40854-021-00287-5

R. Mamon, H. Xiong, Y. Zhao (2020). The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework, North American Actuarial Journal, https://doi.org/10.1080/10920277.2019.1703753.

X. Gu, R. Mamon, T. Duprey, H. Xiong (2020).Online estimation for a predictive analytics platform with a financial-stability-analysis application. European Journal of Control, https://doi.org/10.1016/j.ejcon.2020.05.008.

H. Xiong, R. Mamon (2019). A higher-order Markov chain-modulated model for electricity spot-price dynamics, Applied Energy, 233, 495-515.

H. Xiong, R. Mamon (2018). Putting a price tag on temperature, Computational Management Science, 15(2), 259-296.

H. Xiong, R. Mamon (2016). A self-updating model driven by a higher-order hidden Markov chain for temperature dynamics, Journal of Computational Science, (17), 47-61.