Dr. Guanglin Huang obtained his Ph.D. in Economics from the School of Statistics and Data Science at Southwestern University of Finance and Economics. In 2021, he received funding from the China Scholarship Council (CSC) to participate in a one-year joint training program at the Free University of Brussels in Belgium. He is currently a postdoctoral fellow at the School of Statistics and Data Science at Southwestern University of Finance and Economics.
Guanglin Huang
/ Doctor
E-mail：huangguanglin AT swufe.edu.cn
Awards and Honors
Research Projects
- 2026.01–2027.12: The Sichuan Provincial Natural Science Foundation Youth Project (Category B), “Identification and estimation of group structures in short panel regression models: a graph-based semi-supervised learning approach”
- 2025.12–2026.12: National Social Science Fund Later-Stage Support Project, “High-dimensional dynamic higher-order moment portfolio selection based on factor structures: optimization and semi-parametric estimation”
- 2023.11 – 2025.10: China Postdoctoral Science Fund, “Time-varying higher-order moment risk measures based ons semi-parametric factor models and their application in portfolio management”
Selected Papers
- Chang, J., Du, Y., Huang, G., & Yao, Q. (2025+). Identification and estimation for matrix time series CP-factor models. Annals of Statistics, in press.
- Wang, P., Huang, G., & Lu, W. (2025). Factor-based higher-order moment portfolio optimization. Finance Research Letters, 85, 108021.
- Wang, P., & Huang, G. (2024). Measuring systemic risk contribution: a higher-order moment augmented approach. Finance Research Letters, 59, 104833.
- Huang, G., & Lu, W. (2023). High dimensional dynamic higher-order portfolio selection based on the varying-coefficient multi-factor semi-nonparametric distribution model. Chinese Journal of Management Science, 32, 272-280.
- Huang, G., & Lu, W. (2023). High dimensional time-varying higher-order co-moments modeling and itsapplication in portfolio selection: Based on a single factor semi-nonparametric distribution model. Journal of Management Sciences in China, 9, 125-140.
- Lu, W., & Huang, G. (2022). Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection. Statistics, 56, 537-564.
- Lu, W., Huang, G., & Boudt, K. (2020). Stock Market Rise-Fall Forecast and Quantitative Investment Strategy: Based on Time Varying MCA. Chinese Journal of Management Science, 28, 1-12.