Xiaoqian Zhu

University of Chinese Academy of Sciences

Xiaoqian Zhu is an Associate Professor in School of Economics and Management, University of Chinese Academy of Sciences. Her research interests focus on financial risk management and big data analysis, including financial fraud analysis, operational risk modeling, and textual analysis. She has published over 50 papers in international journals, including Humanities and Social Sciences Communications, Review of Quantitative Finance and Accounting, Quantitative Finance, and a short article in Nature. She has also earned 5 best paper awards from well-known international conferences.

Articles by Xiaoqian Zhu

Original research

How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity

The authors put forward a method for banks to choose the most appropriate dependence type based on an empirical analysis of the Chinese Operational Loss Database.

04 Sep 2023

Operational risk measurement: a loss distribution approach with segmented dependence

This paper proposes an approach, called the loss distribution approach with segmented dependence (LDA-SD), which can model the different dependencies of HFLI and LFHI losses in the framework of LDA.

11 Feb 2019

Original research

A general framework for constructing bank risk data sets

This paper proposes a general framework for constructing bank risk data sets, which provides an integrated process from data sources to comprehensive risk data sets.

03 Oct 2018