Weihuan Huang, Ph.D. (Chinese: 黄伟桓博士)

(The name is pronounced as /weɪ hwɑːn hwɑːŋ/ in English, and /huáng, wěi huán/ in Chinese.)

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 (南京市汉口路南京大学鼓楼校区协鑫楼505)

Biography
Weihuan Huang, Ph.D. in Mathematics from Shandong University and Postdoc in Statistics from Fudan University, currently is a Tenure-Track Assistant Professor (specially appointed as a Research Professor) at Nanjing University. His research interests encompass the methods of probability, statistics, simulation, optimization, and machine learning, with particular focus on developing new stochastic models and algorithms at their interfaces with financial engineering, risk management, operations management, and econometrics. His research work has been published in several prestigious academic journals, including *Operations Research. He is the principal investigator* of a young scientists fund program supported by National Natural Science Foundation of China.

Biography

Weihuan Huang, Ph.D. in Mathematics from Shandong University and Postdoc in Statistics from Fudan University, currently is a Tenure-Track Assistant Professor (specially appointed as a Research Professor) at Nanjing University. His research interests encompass the methods of probability, statistics, simulation, optimization, and machine learning, with particular focus on developing new stochastic models and algorithms at their interfaces with financial engineering, risk management, operations management, and econometrics. His research work has been published in several prestigious academic journals, including Operations Research. He is the principal investigator of a young scientists fund program supported by National Natural Science Foundation of China.

Experience

Nanjing University, School of Management & Engineering

2025/03–present:

Tenure-Track Assistant Professor (TTAP) & Research Professor (RP)

2022/08–2025/02:

Research Assistant Professor (RAP)

Fudan University, School of Data Science

2020/08–2022/07:

Postdoc in Statistics, Advisor: 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

(Weihuan Huang’s Academic Tree: click here.)

Short-term Visit

The University of Minnesota, Department of Industrial and Systems Engineering

2025/08/07–11/09

The Hong Kong University of Science and Technology, Department of Industrial Engineering and Decision Analytics

2025/03/10–04/17, 2026/03/04–04/28

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, and Machine Learning;
Contextual and Crosscutting Areas:
Financial Engineering, Risk Management, Operations Management, and Econometrics;
Research Paradigms:
Developing new stochastic models and algorithms to better characterize uncertainty phenomena and improve decision-making under uncertainty.

Featured Papers

Staffing under Taylor’s Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules

L. Jeff Hong, Weihuan Huang, Jiheng Zhang, Xiaowei Zhang

Management Science (Under Minor Revision)

Paper

Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium

Weihuan Huang, Chenghu Ma, Yuhong Xu

Mathematics of Operations Research (Under Major Revision)

Paper

Monte Carlo Estimation of CoVaR

Weihuan Huang, Nifei Lin, L. Jeff Hong

Operations Research 2024 72(6): 2337–2357

Paper Code

Full List of Papers

[8] Contextual Decision Making: From Predictive to Generative
- L. Jeff Hong, Weihuan Huang, Xinyao Li (2026+)
- Preprint.
[7] Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization
- Dongxuan Zhu, Weihuan Huang, Caihua Chen (2025+)
- Submitted.
[6] Estimating Systemic Risk within Financial Networks: A Simulation-Based Nonparametric Method
- Weihuan Huang (2023+)
- Submitted.
[5] Staffing under Taylor’s Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules
- L. Jeff Hong, Weihuan Huang, Jiheng Zhang, Xiaowei Zhang (2023+)
- Management Science (Under Minor Revision).
[4] Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium
- Weihuan Huang, Chenghu Ma, Yuhong Xu (2023+)
- Mathematics of Operations Research (Under Major Revision).
[3] Monte Carlo Estimation of CoVaR
- Weihuan Huang, Nifei Lin, L. Jeff Hong (2024)
- Operations Research 72(6): 2337–2357.
[2] Strong Law of Large Numbers under Moment Restrictions in Sublinear Expectation Spaces
- Weihuan Huang, Panyu Wu (2022)
- Communications in Statistics - Theory and Methods 51(24): 8671–8683.
[1] Extension of the Strong Law of Large Numbers for Capacities
- Zengjing Chen, Weihuan Huang, Panyu Wu (2019)
- Mathematical Control and Related Fields 9(1): 175–190.

Awards & Honors

2025 Jiangsu Young Elite Scientists Sponsorship Program
- from Jiangsu Province
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, Fall 2025, Spring 2026
Instructor: Advanced Functional Analysis
- For international graduate students at Shandong University
- Fall 2019

Adhoc Referee Service

Journal of Econometrics
Queueing Systems
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)
Participant
- 2024/11–2027/11: General Program of NSSFC (#24BJY089)
- 2024/01–2028/12: Major Program of NSFC (#72394364)
- 2024/01–2027/12: General Program of NSFC (#72371125)
- 2022/01–2025/12: International Cooperation and Exchange Program of NSFC-RGC (#72161160340)
- 2021/01–2025/12: Major Program of NSFC (#72091211)
- 2019/01–2022/12: General Program of NSFC (#11871050)
- 2018/01–2020/12: Young Scientists Fund Program of NSFC (#11701331)
- 2017/01–2019/12: Young Scientists Fund Program of NSFC (#11601280)

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

Presentation

2026/11/01–11/04 (Invited Group Speaker) 2026 INFORMS Annual Meeting @ San Francisco
2026/07/17–07/20 (Invited Group Speaker) Human–AI Collaborative Operations for a Better World, 2026 POMS International Conference in China @ School of Management, Xi’an Jiaotong University
2026/06/12–06/14 (Plenary Speaker & Panel Discussion Speaker) 第九届仿真方法和应用研讨会 @ Tianjin University
2025/11/01–11/02 (Discussant) 第二十二届中国金融学年会 @ Nanjing University
2024/12/18 (Lecture Speaker) @ 蚂蚁集团, Online
2024/09/06–09/07 (Lecture Speaker) 全国优秀大学生暑期夏令营二期 @ School of Management & Engineering, Nanjing University
2024/07/19–07/20 (Lecture Speaker) 全国优秀大学生暑期夏令营一期 @ School of Management & Engineering, Nanjing University
2024/06/14–06/16 (Discussant) 中国国际风险论坛和中国金融评论联合会议 @ Nanjing University
2024/04/26 (Lecture Speaker) 智能决策与控制交叉论坛 @ School of Management & Engineering, Nanjing University
2024/01/15 (Lecture Speaker) @ Beijing Institute of Mathematical Sciences and Applications (BIMSA), Online
2023/11/04–11/05 (Invited Group Speaker) 中国运筹学会金融工程与金融风险管理分会第十二届学术年会 @ Fuzhou University
2023/06/30–07/03 (Invited Group Speaker) Digital Intelligence Management and Sustainable Development, 2023 POMS International Conference in China @ School of Management, Zhejiang University
2022/12/10–12/11 (Gruop Speaker) 中国运筹学会金融工程与金融风险管理分会第十一届学术年会 @ Hebei Normal University, Online
2022/10/13 (Lecture Speaker) @ School of Mathematics and Statistics, Nanjing University of Science and Technology
2022/04/26 (Lecture Speaker) @ Center for Financial Engineering, Soochow University, Online
2021/12/18 (Invited Speaker) 山东大学金融数学理论与应用青年学者研讨会 @ Zhongtai Institute for Financial Studies, Shandong University
2021/12/03–12/06 (Group Speaker) “数学与科技”第二届全国博士后学术论坛 @ Shandong University, Online
2021/10/31 (Invited Group Speaker) 上海市工业与应用数学学会（SIAM）年会 @ Shanghai University of Finance and Economics
2020/11/7 (Invited Group Speaker) 第二届中国优选法、统筹法与经济数学研究会量化金融与保险分会学术年会 @ Shandong University of Finance and Economics, Online
2020/10/24 (Invited Group Speaker) 第二届香樟金融学论坛 @ Zhongnan University of Economics and Law, Online
2020/05/18 (Lecture Speaker) @ WISE, Xiamen University, Online
2019/05/02–05/04 (Plenary Speaker) Market Microstructure and High Frequency Data @ Stevanovich Center for Financial Mathematics, University of Chicago
2019/04/06–04/07 (Invited Group Speaker) Chinese Economists Society, North American Conference @ Department of Economics, University of Kansas
2017/05/06–05/14 (Group Speaker) Fields-China Joint Industrial Problem Solving Workshop in Finance @ Fields Institute, University of Toronto

Updated: Feb 14, 2026.

Weihuan Huang (黄伟桓)

Weihuan Huang, Ph.D. (Chinese: 黄伟桓 博士)