Guanglin Huang

/ Doctor

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.

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”

Journal Papers

Huang, G., Lu, W., & Kris Boudt. (2026). Estimation of factors using higher-order multi-cumulants in weak factor models. Journal of Business & Economic Statistics, in press.
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.
黄光麟, & 鲁万波 (2023). 基于变系数多因子半参数分布的高维动态高阶矩投资组合研究. 中国管理科学, 32, 272-280.
黄光麟, & 鲁万波 (2023). 基于半参数分布因子模型的时变协高阶矩建模及其在投资组合中的应用. 管理科学学报, 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.
鲁万波, 黄光麟, & Kris Boudt. (2020). 股市涨跌预测与量化投资策略：基于时变矩成分分析. 中国管理科学, 28, 1-12.