Xiao QIN

2009.8-present, Department of Finance, Antai College of Economics and Management, Shanghai Jiao Tong U

EDUCATIONAL BACKGROUND

• 2005.9-2009.7, Ph.D in management, major in management science and engineering (financial engineering), research area in extreme statistics and financial crises, School of Economics and Management, Beihang U
• 2003.9-2005.7, major in business management (pursue doctoral degree in advance), research area in saving and social security, School of Economics and Management, Beihang U
• 1999.9-2003.7, B.S. in economics, major in finance (insurance), research area in pension, School of Economics and Management, Beihang U
• VISITING POSITIONS
• 2009.9-10, Centre Interfacultaire Bernoulli, Ecole Polytechnique Fédérale de Lausanne, Switzerland, visiting Anthony Davison
• 2007.8-2008.8, Department of Statistics and Operations Research, University of North Carolina at Chapel Hill (UNC), USA, visiting Richard Smith
• 2007.9-2008.5, Statistical and Applied Mathematical Sciences Institute (SAMSI), USA, visiting Jim Berger

OTHER EXPERIENCE

• 2006.12-2007.6, The Conference Board (USA) China Center for Economics and Business, RA (part-time)
• 2005.7, International Econometrics Workshop, WISE, Xiamen University, student

PROFESSIONAL ACTIVITIES

• 10th Econometric Society World Congress (ESWC 2010), academic assistant
• Econometric Society, member
• Institute of Mathematical Statistics (IMS), member
• American Economic Association (AEA), member
• Economic Research Journal (in Chinese), referee

RESEARCH INTERESTS risk management, financial crises, extreme statistics (esp. modelling multivariate extremes), economic statistics

PROJECTS

1. PI, National Natural Science Foundation of China (NSFC)---'Measurement and modeling of financial systemic risk based on multivariate extremes', Jan. 2011 - Dec. 2013.
2. PI, Qingmiao foundation of Antai School of Economics and Management at Shanghai Jiao Tong University---'A new identification approach for currency crises and its application
3. participation in key program of NSFC---'Methodological study and application on modeling and forecasting China's mid-term macroeconomics', Major Program of NSFC---'Study on the international comparison on China, EU, US's productivity and China's IGEM, Innovation research group fund of NSFC---'Modelling and management of behavior-based economic complex system'
4. participation in '2007-08 Program on Risk Analysis, Extreme Events a ecision Theory' of Statistical and Applied Mathematical Sciences Institute (SAMSI) in USA, 'program on risk, rare events and extremes' of Centre Interfacultaire Bernoulli of Ecole Polytechnique Fédérale de Lausanne in Switzerland

WORK IN PROGRESS

SELECTED REFEREED PAPERS

• Qin X., Ren R.E., Modeling intensity of twin crisis based on extreme dependence (in Chinese), Journal of Finance and Economics, 2010, Vol. 36(10), pp.70-84.
• Qin X., Ren R.E., A Survey on Parametric Modeling for Multivariate Extremes and Financial Applications (in Chinese), Statistical Research, 2010, Vol. 27(7), pp.65-72.
• Qin X., Ren R.E., Comparable household saving rates between China and the United States, the Review of Income and Wealth, 2008, 54(4), 656-670 (IDS number:375AD).
• Qin X., Smith R.L., Ren R.E., Modelling multivariate extreme dependence, In 2008 Joint Stastistical Meetings (JSM) Proceedings, Risk Analysis Section. Alexandria, VA: American Statistical Association: 3089-3096.
• Ren R.E., Qin X., Measuring the comparable household saving rates between China and the U.S.: 1992-2001 (in Chinese), Economic Research Journal, 2006, Vol. 3, pp.67-81.

CONFERENCE PRESENTATIONS

• Multivariate joint tails modeling and application in extreme risk spillovers between banking systems, presented in 10th World Congress of Econometric Society, Aug. 17-21, 2010, Shanghai, China.
• A new approach for modeling and estimating expected shortfall, presented in 2010 International Conference on Management (ICM), Jul. 24-26, 2010, Shanghai, China.
• Modelling multivariate joint tails and a new class of bivariate survival functions, presented in the 6th International Conference in Extreme Value Analysis(EVA), 2009.6.22-26, Fort Collins, CO, USA.
• Modelling multivariate extreme dependence, presented in Joint Stastistical Meetings(JSM), 2008.8.3-7, Denver, CO, USA.
• Currency crisis identification with the application of threshold selection in EVT, presented in the 5th conference on Extreme Value Analysis(EVA), 2007.7.23-27, Bern, Switzerland.
• Do the Chinese really save that much? presented in the 7th Pacific Rim Conference, Western Economic Association International, 2007.1.12-14, Beijing, China.
• Modelling multivariate joint tails and a new class of bivariate survival functions, School of Management at Fudan University, academic lecture series of Department of Statistics, 2009.12.1, Shanghai, China.
• Modelling multivariate extreme dependence with application to financial contagion, WISE at Xiamen University, Young scholar forum of modern economic research, 2009.3.11, Xiamen, China.

AWARDS

• 2008.12, the 2nd prize of the 9th National Award on Excellent Studies on Statistical Research