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. He, X., Xu, Z., Shi, J. Air pollution levels enhance green bond investment: green preference and environmental perception thresholds. Journal of Environmental Planning and Management, 2025.
2. He, X., Dong, Z., Teng, M., Yang, T. Investor sentiment spillover from air pollution: Cross-industry influences on stock markets. Economic Modelling, 2025.
3. Wang, Y., He, X. Competence enhancement from interactive learning: Does attending conferences affect CEO turnover? International Review of Economics and Finance, 2024.
4. He, X., Xie, Z. The impact of air pollution on green investments: Green preference and investor sentiment. Journal of Environmental Management, 2024.
5. Cao, P., X. He. Machine Learning Solutions for Fast Real Estate Derivatives Pricing. Computational Economics, 2024.
6. Cao, P., X. He. IPO underperformance and turnover: A gambling preference perspective. Applied Economics Letters, 2024.
7. He, X., J. Shi. The effect of air pollution on Chinese green bond market: The mediation role of public concern. Journal of Environmental Management, 2023.
8. He, X., P. Gong. A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options. Computational Economics, 2020.
9. Teng, M., X. He. Air quality levels, environmental awareness and investor trading behavior: Evidence from stock market in China. Journal of Cleaner Production, 2020.
10. Wang, Y., X. He. Spatial economic dependency in the Environmental Kuznets Curve of carbon dioxide: The case of China. Journal of Cleaner Production, 2019.
11. He, X., Y. Liu. The public environmental awareness and the air pollution effect in Chinese stock market. Journal of Cleaner Production, 2018.
12. He, X., J. Wang. Pricing real estate index options by compactly supported radial-polynomial basis point interpolation. Journal of Computational and Applied Mathematics, 2018.
13. 邓洋,何旭彪. 基于条件蒙特卡罗方法的信用违约互换合约定价. 系统工程理论与实践, 37, 2043-2051, 2017.
14. He, X., P. Gong. Measuring the coupled risks: A copula-based CVaR model. Journal of Computational and Applied Mathematics, 2009.
15. He, X., Gong, P., Xie, C. Research on internal credit ratings for listed companies. Kybernetes, 2008.
16. 龚朴, 何旭彪. 非平移收益曲线的风险免疫策略. 管理科学学报, 2005.
17. 龚朴, 何旭彪. 信用风险评估模型与方法最新研究进展. 管理评论, 2005.
