Helong Li
South China University of Technology
Helong Li received his Ph.D. in information computing science from the department of Scientific Computing and Computer Applications at the Sun Yat-Sen University, in 2006. Since 2006, he has been with School of Economics and Finance, South China University of Technology (SCUT), China, where he is professor and PhD. supervisor.
As a senior research associate, he worked in the City University of Hong Kong in 2008. As a visiting scholar, he worked to conduct quantitative investment research in the school of business, Stony Brook University during 2013. In December 2017, he was appointed as the deputy director of the Chinese management committee of “China-Kazakhstan Horgos international border cooperation center” as a member of the 18th group of doctor service corps of the Organization Department of the CPC Central Committee.
His research interests include quantitative investment, financial engineering and risk management, management engineering and optimization calculation, evolutionary computation, etc. In recent years, he has published more than 40 papers in core journals at home and abroad. He has hosted more than 30 national and provincial research projects and won the second prize at the GuangDong science and technology awards.
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Articles by Helong Li
Does the asymmetric exponential power distribution improve systemic risk measurement?
The authors use a parametric estimation for CoVaR and compare the goodness-of-fit and backtesting of AEPD with other commonly used distributions using data from the Chinese banking sector from 2008-2019.