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 (南京市汉口路南京大学鼓楼校区协鑫楼505)
| Biography |
|---|
| Weihuan Huang (Chinese: 黄伟桓), 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 probability, statistics, simulation, optimization, with particular focus on developing new stochastic models and algorithms at their interfaces with machine learning, financial engineering, risk management, operations management, 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, 2026/03/04–04/23
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;
- 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
Management Science (Under Minor Revision)
Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium
Mathematics of Operations Research (Under Major Revision)
Full List of Papers
- Dongxuan Zhu, Weihuan Huang, Caihua Chen (2025+) Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization. Submitted.
- 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 “Minor 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 “Major Revision” at Mathematics of Operations Research.
- Weihuan Huang, Nifei Lin, L. Jeff Hong (2024) Monte Carlo Estimation of CoVaR. Operations Research 72(6): 2337–2357.
- Weihuan Huang, Panyu Wu (2022) Strong Law of Large Numbers under Moment Restrictions in Sublinear Expectation Spaces. Communications in Statistics - Theory and Methods 51(24): 8671–8683.
- 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
- 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.)
Updated: Feb 14, 2026.