Kang Jinghao

Department of Computational Finance

Email: kangjh@swufe.edu.cn

Personal profile

Kang Jinghao is a postdoctoral fellow in the School of Management Science and Engineering at Southwestern University of Finance and Economics. He received his Ph.D. in Economics (Quantitative Economics) from Southwestern University of Finance and Economics in 2023. From September 2021 to September 2022, he was a visiting scholar at the Free University of Brussels, Belgium (funded by the China Scholarship Council). As the project leader, he hosts one general project funded by the special funds for basic scientific research business expenses of central universities, one interdisciplinary innovation experimental team project, and one academic innovation project of the School of Statistics of Southwestern University of Finance and Economics. As the main researcher, he participated in one National Natural Science Foundation of China general project, one international cooperation and exchange project, and one regional science fund project. He also participated in one key project of the Tibet Autonomous Region Philosophy and Social Science Special Funding, one special project of statistics for the "14th Five-Year Plan" planning of social science research in Sichuan Province, and one key project of the seventh national census in Lhasa. He has published many papers in journals such as "Chinese Management Science" and "Mathematical Statistics and Management".

Research Field

Financial Measurement, Score-Driven Models, Dynamic Portfolios, Digital Finance, High-Quality Economic Development, Etc.

Honors and Awards

2016-2018 Southwestern University of Finance and Economics, School of Statistics, First-Class Academic Scholarship for Master’s Students (twice)

2016-2018 Southwestern University of Finance and Economics, School of Statistics, Outstanding Graduate Student Scholarship (three times)

2018 Second Prize in the 15th "Huawei Cup" National Graduate Mathematical Modeling Competition

2018 Merit Student of Southwest University of Finance and Economics

2019 Southwestern University of Finance and Economics Doctoral Special Scholarship

Research Achievements

Journal Articles

1. Lu Wanbo, Zeng Pan, Kang Jinghao, Tang Jiawei (2023), Research on the impact of management discussion and analysis tone on the future performance of enterprises, Mathematical Statistics and Management, 42(03): 391-402.

2. 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.

3. 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.

Conference Papers and Reports

1. Wanbo Lu, Jinghao Kang, Kris Boudt. Realized GAS-ARCD model: A Multivariate Score-driven Time Series Models with Dynamic Shape. International Association for APPLIED ECONOMETRICS (IAAE) Annual Conference, xia meng, 2024.

2. Shuai Qinghong, Kang Jinghao, et al., China (Sichuan)-Central Asian Five Countries Cross-border E-commerce Development Report. China (Sichuan) and Uzbekistan Economic and Trade Cooperation Exchange Conference, Tashkent, 2024.

3. Kang Jinghao, Lu Wanbo, Implemented GAS-ARCD model: score-driven model with dynamic shape parameters, The 25th Annual Conference of China Management Science, Wuhan, Hubei, 2023.

4. Lu Wanbo, Kang Jinghao, and Tang Jiawei, “Discussion and Analysis of Management on Future Performance of Enterprises: An Empirical Study Based on Chinese A-share Listed Companies”, The 15th (2020) Annual Conference of Chinese Management, Chengdu, Sichuan, 2020.

Research Projects

1. 2017 National Natural Science Foundation of China General Project: Estimation of high-order moments of high-dimensional correlation and its application in investment portfolio (Project Approval No.: 71771187), Participated, Completed.

2. 2019 National Natural Science Foundation of China and the Flemish Research Foundation of Belgium cooperative exchange project: Research on high-order moment investment portfolios based on high-frequency and mixed-frequency data (Project Approval No: 72011530149), Participated, Completed.

3. This project was supported by the 2019 Central University Basic Scientific Research Business Expenses Special Fund: Multivariate Volatility Modeling of Generalized Autoregressive Score Model and Research on Investment Portfolio Risk (Project Approval No: JBK19072018100). Host, Completed.

4. Key project of the Tibet Autonomous Region Philosophy and Social Science Special Fund in 2020: Research on the current situation and improvement path of high-quality economic development in Tibet (Project Approval No: 20AJY01), Participated, Completed

5. The interdisciplinary innovation experimental team project funded by the special funds for basic scientific research business expenses of central universities in 2020: high-dimensional high-frequency co-high-order moment modeling based on generalized autoregressive score model and research on dynamic investment portfolio (Project Approval No: JBK2007097), Host, Completed.

6. 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), Participated, Under Research.

7. 2022 Outstanding Academic Innovation Project for Graduate Students of the School of Statistics of Southwestern University of Finance and Economics: Research on Multivariate Dynamic Scoring Model and Time-varying High-order Moment Modeling Based on High-frequency Data (Project Approval No: GC-202), Host, Under Research.