SUN Xianming
Professor

TEL:

EMAIL: xianming.sun at zuel.edu.cn

SUN Xianming is a double doctor in science and a professor, currently serves as the Director of the Department of Financial Engineering and the Head of the Master's Supervisor Group at Zhongnan University of Economics and Law, as well as the deputy executive director of Innovation and Talent Base for Digital Technology and Finance. His research interests include financial engineering, financial technology and related fields. His research findings have been published in journals such as Journal of Economic Dynamics and Control, Journal of Economic Behavior & Organization, Journal of Futures Markets, Accounting and Finance, and Energy Economics. He has been selected into Hubei Provincial High-Level Talent Program and has been awarded titles like "Wenlan Young Scholar" and "Research Star" by Zhongnan University of Economics and Law. He has presided over more than ten scientific research projects, including the National Natural Science Foundation of China and the Fundamental Research Funds for the Central Universities. His related research once won the Excellent Paper Award at the 16th Annual Conference of Chinese Financial Engineering.


Research Interests
 Financial Engineering: Option Pricing, Portfolios
 FinTech: Data Asset Pricing, Financial Machine Learning

 

Education
Central South University and Ghent University, Ph.D. in mathematics, 2016
Central South University, MA. Sc. in probability theory, 2012
Qingdao University, B.A in applied mathematics, 2009

 

Appointments
Associate Professor of Finance, Zhongnan University of Economics and Law, 2019-present
Lecturer in Finance, Zhongnan University of Economics and Law, 2016-2019

 

Teaching
Financial Engineering, Fixed-income Security Analysis, Quantitative Investment


Selected Publications
[1] Qin Lin, Yulei Luo, and Xianming Sun. Robust investment strategies with two risky assets. Journal of Economic Dynamics and Control, 134:104275, 2022.

[2] Xiaohang Ren, Ziwei Tong, Xianming Sun, and Cheng Yan. Dynamic impacts of energy consumption on economic growth in China: Evidence from a nonparametric panel data model. Energy Economics, 107:105855, 2022.

[3] Qian Lin, Xianming Sun, and Chao Zhou. Horizon-unbiased investment with ambiguity. Journal of Economic Dynamics and Control, 114:1–17, 2020.

[4] Xianming Sun, Thorsten Schulz, Asma Khedher, and Michèle Vanmaele. Model risk and discretisation of locally risk-minimising strategies. Journal of Computational and Applied Mathematics, 311:38–53, 2017.