Since April 2021, Dr. Xun Huang has been working at Chengdu University’s Business School, where he teaches courses such as International Finance, Introduction to Finance Technology, and Fundamentals of Computer and Big Data.
Research Work:
Dr. Xun Huang has contributed to several significant publications in the field of finance. In one of his latest works, “What explains the recovery speed of financial markets from banking crises?” published in the Research in International Business and Finance journal, he explores the factors influencing the recovery speed of financial markets following banking crises. This research, available online since March 5, 2024, delves into the complexities of financial market dynamics and provides valuable insights into post-crisis recovery mechanisms. Another notable contribution by Dr. Huang is his research on measuring multi-volatility states of financial markets based on a multifractal clustering model, published in the Journal of Forecasting in 2022. This study sheds light on the intricate nature of market volatility and offers a novel approach to understanding and analyzing volatility patterns. Additionally, Dr. Huang has made significant contributions to the development of early warning systems for extreme financial risks. His research on a kernel fuzzy twin SVM model for early warning systems, published in 2021 in the International Journal of Finance and Economics, presents a sophisticated model for predicting extreme financial risks. This work demonstrates Dr. Huang’s expertise in developing advanced financial models and his commitment to enhancing risk management practices in the financial sector.