Weihuan Huang, Ph.D.

(The name is pronounced as /weɪ hwɑːn hwɑːŋ/ in English.)

Assistant Professor (Tenure-Track)
Department of Financial Technology & Engineering
School of Management & Engineering
Nanjing University

Email: hwh@nju.edu.cn
Personal Website in Chinese: https://sme.nju.edu.cn/hwh
Office Address: Room 505, Xiexin Hall, Nanjing University (Gulou Campus), 22 Hankou Road, Nanjing 210093, Jiangsu Province, China

Experience

• Nanjing University, School of Management & Engineering
  • 2025/03–present: Tenure-Track Assistant Professor & Research Professor
  • 2022/08–2025/02: Research Assistant Professor
• Fudan University, School of Data Science
  • 2020/08–2022/07: Postdoc in Statistics, Mentor: Prof. L. Jeff Hong
• Shandong University, Institute for Financial Studies
  • 2015/09–2020/06: Ph.D. in Mathematics, Advisor: Prof. Zengjing Chen
• The University of Kansas, Department of Economics
  • 2017/09–2019/08: Joint-Ph.D. in Economics, Advisor: Prof. Zongwu Cai
• Visiting Scholar Experience
  • The Hong Kong University of Science and Technology, Department of Industrial Engineering and Decision Analytics: 2025/03/10–04/17
  • Soochow University, Center for Financial Engineering: 2018/06/15–07/15, 2019/08/14–08/28, 2020/01/07–01/15
  • Xiamen University, The Wang Yanan Institute for Studies in Economics: 2018/06/02–06/11, 2019/10/15–10/25

Research Interests

• Methods: Probability, Statistics, Simulation, Optimization
• Contextual and Crosscutting Areas: Machine Learning, Financial Engineering, Risk Management, Operations Management, Econometrics

Selected Papers

• Dongxuan Zhu, Caihua Chen, Peter W. Glynn, Weihuan Huang (2024+) Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization. Preprint.
• Weihuan Huang (2023+) Estimating Systemic Risk within Financial Networks: A Simulation-Based Nonparametric Method. Submitted.
• L. Jeff Hong, Weihuan Huang, Jiheng Zhang, Xiaowei Zhang (2023+) Staffing under Taylor’s Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules. Under Major Revision at Management Science.
• Weihuan Huang, Chenghu Ma, Yuhong Xu (2023+) Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium. Under R&R.
• Weihuan Huang, Nifei Lin, L. Jeff Hong (2024) Monte Carlo Estimation of CoVaR. Operations Research 72(6): 2337–2357.
• Zengjing Chen, Weihuan Huang, Panyu Wu (2019) Extension of the Strong Law of Large Numbers for Capacities. Mathematical Control and Related Fields 9(1): 175–190.

Awards & Honors

• 2024 Youth May Fourth Medal (Collective), from Nanjing University
• 2022 Best Paper Award (The First Prize) for Young Scholars, from Operations Research Society of China (Financial Engineering and Financial Risk Management Branch)
• 2020 Fudan Super Postdoc, from Fudan University

Teaching

• Instructor: Principles of Economics
  • For undergraduate students at Nanjing University
  • Fall 2023, Spring 2024, Fall 2024, Spring 2025
• Instructor: Advanced Functional Analysis
  • For international graduate students at Shandong University
  • Fall 2019

Adhoc Referee Service

• Journal of Econometrics
• ACM Transactions on Modeling and Computer Simulation
• Reliability Engineering & System Safety
• Journal of the Operations Research Society of China
• Asia-Pacific Journal of Operational Research
• Applied Mathematics-A Journal of Chinese Universities
• Communications in Statistics - Theory and Methods
• Operations Research Transactions (in Chinese)
• Journal of Systems & Management (in Chinese)

Academic Grants

• Principal Investigator
  • 2024/01–2026/12: Young Scientists Fund Program of NSFC (#12301601), Topic: Financial Mathematics
• Participant
  • 2024/01–2028/12: Major Program of NSFC (#72394364), Topic: Optimization
  • 2024/01–2027/12: General Program of NSFC (#72371125), Topic: Financial Engineering
  • 2022/01–2025/12: International Cooperation and Exchange Program of NSFC-RGC (#72161160340), Topic: Financial Engineering
  • 2021/01–2025/12: Major Program of NSFC (#72091211), Topic: Supply Chain Management
  • 2019/01–2022/12: General Program of NSFC (#11871050), Topic: Financial Mathematics
  • 2018/01–2020/12: Young Scientists Fund Program of NSFC (#11701331), Topic: Probability Theory
  • 2017/01–2019/12: Young Scientists Fund Program of NSFC (#11601280), Topic: Probability Theory

     (Note: NSFC = National Natural Science Foundation of China; RGC = The Hong Kong Research Grants Council.)