Lu Wanbo
Lu Wanbo, male, born in March 1977, PhD in Economics, professor. Currently serving as dean of the School of Management Science and Engineering at Southwestern University of Finance and Economics. He is also executive director of the National Industrial Statistics Teaching and Research Association, executive director of the Sichuan Provincial Federation of Science and Technology Youth, deputy secretary-general of the Tibet University Federation of Philosophy and Social Sciences, doctoral supervisor at Tibet University, and member of the Academic Committee of the Mount Everest Research Institute of Tibet University.
Personal Profile
1996.09—2000.07, studied applied mathematics at the School of Mathematics, Sichuan University, and obtained a bachelor's degree in science;
2000.09—2003.07, studied applied mathematics at the School of Mathematics, Sichuan University, and obtained a master's degree in science;
2003.09—2019.06, taught at the School of Statistics, Southwestern University of Finance and Economics (during this period: promoted to associate professor and appointed as a master's tutor in December 2008, promoted to professor and appointed as a doctoral tutor in December 2011);
2005.09—2009.06, Quantitative Economics, School of Statistics, Southwestern University of Finance and Economics, received a Ph.D. in Economics;
2006.02—2006.06, visiting scholar at the Department of Statistics, Tamkang University, Taiwan;
2009.09—2010.08, Visiting Scholar, Department of Statistics, University of Wisconsin-Madison;
2012.03—2012.04, completed the 14th high-level compound talent training class of the Party School of Sichuan Provincial Committee of the Communist Party of China;
2013.09, the 53rd training class for key personnel in philosophy and social sciences teaching and research from six ministries and commissions of the Central Party School was completed;
2013.10—2014.08, Postdoctoral Fellow, Free University of Brussels, Belgium;
2013.07—2022.07, Vice Dean of the School of Statistics, Southwestern University of Finance and Economics;
2018.02—2018.03, completed the National and Provincial Situation Study Course for Sichuan Province High-level Experts at China Yan'an Executive Leadership Academy;
2019.07—2022.07, Deputy Dean of the Mount Everest Research Institute and Deputy Dean of the School of Finance and Economics of Tibet University (the ninth batch of cadres aiding Tibet from the Organization Department of the CPC Central Committee and the Ministry of Education).
Academic Introduction
He has published more than 80 papers in domestic and foreign journals such as Economic Research, European Operations Research, Chinese Management Science, Statistical Research, and Scientific Research Management, and published 3 academic monographs. He has attended academic conferences and given reports in Japan, Singapore, the United States, Belgium and other places. He was promoted to associate professor at the end of 2008 and professor at the end of 2011. He is a doctoral supervisor. He has Host and participated in the completion of many projects of the National Natural Science Foundation, the Social Science Foundation and the Ministry of Education. He has won the 13th Excellent Achievement Award of Philosophy and Social Sciences in Sichuan Province, the 9th National Excellent Achievement Award of Statistical Research, and the Excellent Young Teacher of the 2007 Chengdu 100,000 College and High School Students' "One Specialty and Multiple Skills" Talent Development Activity. In August 2008, he became the first young scholar in western China to be invited to attend the German Nobel Prize in Economics Winners Conference. The Chengdu Business Daily and Education Guide reported on this. From September 2009 to September 2010, he was a visiting scholar at the University of Wisconsin-Madison. From October 2013 to August 2014, he worked as a postdoctoral fellow at the Free University of Brussels, Belgium. He is a New Century Talent of the Ministry of Education (2013), an Expert with Outstanding Contributions of Sichuan Province (2011), and an Academic and Technical Leader of Sichuan Province (2018).
Representative Papers
1. Lu Wanbo and Li Zhuyu (2002). Comparative analysis of the consumption structure and changing trend of urban and rural residents during the Ninth Five-Year Plan period in China. Mathematical Statistics and Management, 21(6): 21-26.
2. Lu Wanbo, Li Zhuyu, and Du Jiang (2004). Nonparametric estimation of return volatility and its application to the volatility of China’s stock market. Chinese Journal of Finance, 6: 128-145.
3. Lu Wanbo, Li Zhuyu (2005), Nonparametric kernel regression estimation of stock return volatility and empirical analysis of Chinese stock market, Journal of Applied Mathematics in Colleges and Universities, 20(1): 9-16.
4. Lu Wanbo (2005), ACD model and its extension: new dynamics of financial high-frequency data econometric model, Statistics and Decision, 10: 7-9.
5. Lu Wanbo (2006), Prediction of Chinese stock market volatility based on nonparametric GARCH model, Mathematical Statistics and Management, 25(4): 455-461.
6. Lu, W.- B. and Tsai, T.-R. (2009). Interval censored sampling plans for the gamma lifetime model. European Journal of Operational Research, Vol. 192(1): 116-124.
7. Lu Wanbo, Pang Hao (2010), Trading and information in China's stock market: An empirical study based on the autoregressive conditional duration model, Finance and Economics, 7: 24-32.
8. Lu, WB, and Shi, DM (2012). A New Compounding Life Distribution: The Weibull-Poisson Distribution, Journal of Applied Statistics, Vol. 39(1): 21-38.
9. Lu Wanbo , Qiu Tingting, Du Lei (2013), Research on the factors affecting carbon emissions in different economic growth stages in China, Economic Research, 48(4): 106-118.
10. Lu Wanbo , Chang Yongrui, Wang Yetao (2015), China’s outward direct investment, R&D technology spillovers and technological progress, Science Research Management, 36(3): 38-48.
11. Boudt, K. , Lu , WB and Peeters, B. (2015) Higher Order Comoments of Multifactor Models and Asset Allocation, Finance Research Letters, 13, 225-233.
12. Lu, WB, Ke, R., and Liang, JW (2016). A Moment Closed Form Estimator for the Autoregressive Conditional Duration Model, Statistical Papers, Vol. 57(2): 329-344.
13. Lu Wanbo , Chen Lei, Shi Min (2017). Research on improved insurance fund investment portfolio under the safety first principle. Journal of Management Engineering, 31(1): 149-154.
14. Lu Wanbo , Jia Jing (2018), High-speed railway, urban development and regional economic development inequality: empirical data from China, East China Economic Management, 32(2): 5-14.
15. Lu Wanbo , Yu Cuiting, Gao Yuxuan (2018), Research on the impact of social and family pension inequality on the health of rural elderly people, Economic Issues, 2: 98-107.
16. Lu Wanbo , Yu Cuiting, Gao Yuxuan (2018), Urban-rural decomposition of inequality in health opportunities for middle-aged and elderly people, Finance and Economics, 3: 42-54.
17. Lu Wanbo , Yang Dong (2018), Research on China's CPI forecasting based on semi-parametric mixing error correction model, Statistical Research, 35(10): 28-43.
18. Jia Jing, Ke Rui, Lu Wanbo, Huang Luxi (2018), Is stress during adolescence a blessing or a curse? Evidence from the “Up to the Mountains and Down to the Countryside” experience, Southern Economy, 8: 128-148.
19. Li, J.G., Lu, W.B. (2018). Smooth transition vector product error model and its application to high frequency trading data of Chinese stock market. Mathematical Statistics and Management, 37(6): 1125-1140.
20. Jia Jing, Lu Wanbo, Ke Rui (2018), Identification test of time-varying skewness and time-varying kurtosis based on regression, Statistical Research, 35(11): 116-128.
22. Lu, WB, Yang, D., Boudt, K. (2019). A Misspecification Test for the Higher Order Co-moments of the Factor Model. Statistics: A Journal of Theoretical and Applied Statistics, Vol . 53(3): 471-488.
23. Lu, WB, Gao, YX, Huang, XY (2019). Volatility Spillovers of Stock Markets between China and the Countries along the Belt and Road, Emerging Markets Finance and Trade, Vol. 55(14): 3311-3331.
24. Lu Wanbo, Huang Guanglin, and Kris Boudt (2020). Stock market fluctuation prediction and quantitative investment strategy: Based on time-varying moment component analysis. Chinese Journal of Management Science, 28(2): 1-12.
25. Lu Wanbo, Wang Jianye (2020), Co-high order moment matrix estimation based on factor model and its application, Statistical Research, 37(12) : 105-121.
26. Lu Wanbo, Kang Jinghao , Xia Shaofeng, Wang Yanfeng (2021). Research on the characteristics and triggering mechanism of intraday jump behavior of asset prices in China's stock market. Mathematical Statistics and Management, 40(1): 135-147.
27. Lu Wanbo, Dong Chun (2021), Optimizing the training model of statistics graduate students: international experience and local exploration, Academic Degree and Graduate Education, 6, 9-15.
28. Lu Wanbo, Kang Jinghao ( 2022 ), GAS-SKST-F model and its application in high-frequency multivariate volatility forecasting , Chinese Journal of Management Science, 30(1): 77-87.
29. Lu, W. B., Huang , GL (2022). Estimating theHigher -order Co-moment with Non-Gaussian Components and Its Application in Portfolio Selection, Statistics: A Journal of Theoretical and Applied Statistics, 56(3): 537-564.
30. Lu, W. B., Shi , WH (2022). Model Averaging Estimation Method by Kullback-Leibler Divergence for Multiplicative Error Model, Complexity, ArticleID7706992, 13 Pages.
Research Projects (since 2009)
1. 2009 Youth Fund Project of Humanities and Social Sciences Research of the Ministry of Education: Statistical Analysis and Application of Financial Duration in Emerging Order-Driven Markets, 2009.11-2012.12.
2. 2011 National Natural Science Foundation of China Young Scientist Fund Project: Product Error Modeling and Application Research of Non-negative Financial Time Series in Emerging Order-driven Markets, 2012.1-2014.12.
3. 2012 Southwestern University of Finance and Economics "Central University Basic Scientific Research Business Expenses Special Fund" project: Research on insurance fund investment risk control based on improved safety first principle, 2012.6-2012.12.
4. 2013 Southwestern University of Finance and Economics "Central University Basic Scientific Research Business Expenses Special Fund" project: Non-parametric conditional autoregressive range model and its application research, 2013.4-2013.12.
5. 2013 Southwestern University of Finance and Economics Decision-making Consulting and Emergency Needs Project (Deepening Major System and Mechanism Reform Series): Suggestions on releasing new demographic dividends to promote economic growth, 2013.8.
6. 2013 “New Century Excellent Talents Support Program of the Ministry of Education”: Volatility modeling and application based on price range, 2013.10-2016.12.
7. 2013 Sichuan Statistical Science Research Plan Project: An Empirical Study on the Relationship between Urbanization and Economic Development in Sichuan Province 2013sc 79 , 2013.10-2014.3.
8. 2013 Southwestern University of Finance and Economics Decision-making Consulting and Emergency Needs Project (award-winning paper of the Sixth Sichuan Province Young and Middle-aged Experts Academic Conference): Financial Support for New Urbanization Construction in Sichuan, October 2013.
9. 2014 Southwestern University of Finance and Economics "Central University Basic Research Business Expenses Special Fund" project: China's outward direct investment, international R&D technology spillover and technological progress, 2014.4-2014.12.
10. 2015 Southwestern University of Finance and Economics "Central University Basic Research Business Expenses Special Fund" project: Study on the influencing factors of the health status of middle-aged and elderly residents in Chinese communities and their urban-rural differences, 2015.1-2015.12.
11. 2016 Southwestern University of Finance and Economics "Central University Basic Research Business Expenses Special Fund" project: Research on the characteristics and triggering mechanism of intraday jump behavior of asset prices in China's stock market, 2016.1-2016.12.
12. 2017 National Natural Science Foundation of China General Project: Estimation of high-order moments of high-dimensional correlations and its application in investment portfolios, 2018.1-2021.12.
13. 2018 Sichuan Provincial Social Science Planning General Project: Research on China's Macroeconomic Situation Forecasting Based on Semi-parametric Mixing Error Correction Model (Project Approval No.: SC18B131), 2018.11-2020.12.
14. Southwestern University of Finance and Economics Key Research Base Project: Frontier Research on Financial Market Econometrics (Project Approval No.: JBK190602), 2019.05-2023.05.
15. 2019 National Natural Science Foundation of China and Flanders Research Foundation, Belgium Cooperation and Exchange Project: Research on high-order moment portfolio based on high-frequency and mixed-frequency data (Project Approval No.: 72011530149), 2020.1-2021.12.
16. 2020 Tibet Autonomous Region Philosophy and Social Sciences Special Fund Annual Project Key Project: Research on the Current Situation and Improvement Path of Tibet’s High-Quality Economic Development (Project Approval No.: 20AJY01), 2020.09-2022.12.
17. 2020 Southwestern University of Finance and Economics Special Project on Research and Interpretation of the Spirit of the Fifth Plenary Session of the 19th CPC Central Committee: Research on Internet Finance Effectively Supporting the High-quality Development of the Real Economy (Project Approval No.: JBK210503), 2021.01-2021.12.
18. 2021 National Natural Science Foundation of China Regional Science Fund Project: Research on the coordinated unification of financial stability and financial development in Tibet: Mixed-frequency indicator system and dynamic quantitative relationship (Project Approval No.: 72163029), 2022.1-2025.12.
19. 2021 Sichuan Provincial Social Science Research "14th Five-Year Plan" Statistics Special Project: Research on Sichuan Macroeconomic Prosperity Index and Main Indicators Forecast (Project Approval No.: SC21TJ015), 2022.1-2022.12.
