Research

Agoraki, M.E.K., Wu, H., Xu, T. and Yang, M., 2024. Money never sleeps: Capital flows under global risk and uncertainty. Journal of International Money and Finance, 141, p.103013. 

Han, W., Newton, D., Platanakis, E., Wu, H. and Xiao, L., 2024. The diversification benefits of cryptocurrency factor portfolios: Are they there?. Review of Quantitative Finance and Accounting, pp.1-50.

Wang, X., Wang, M. and Wu, H., 2024. Geopolitical risk and corporate cash holdings in China: Precautionary motive and agency problem perspectives. International Review of Financial Analysis, 93, p.103235.

When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization (Reject&Resubmit in Management Science)

• • Conference: EUROFIDAI-ESSEC Paris December Finance Meeting 2023, Erasmus University Rotterdam FinEML Conference 2023, FMA Europe 2023 Conference, EFMA 2023 conference, 2022 Chinese Finance Annual Meeting (CFAM), Cardiff Fintech Conference 2022, UC Berkeley CDAR Risk Seminar (invited), Birmingham School of Mathematics Seminar (invited)

  • Award & Honor: Research Excellence Award ($1000) - Financial Investment Talent Development Fund awarded by CFAM; the highest evaluation from Session Chair and Program Chairs with the recommendation for publication in the European Financial Management journal - EFMA 2023 conference

Talk vs. Walk: Lessons from Silent Sustainable Investing of Mutual Funds

• • Conference: the 3rd Welsh Postgraduate Research Conference, the South West Doctoral Training Partnership Summer School, the Jean Monnet Summer School, the EFiC 2023 Conference,  the Welsh Quarterly Finance Seminar Series (invited), EAA 2024 (scheduled), 31st Finance Forum | the Annual Meeting of the Spanish Finance Association (AEFIN) (scheduled)

  • Award & Honor: scholarships for the best papers of the PhD Mentoring Day awarded by AEFIN; Invitation to the FinReg Blog of Duke Financial Economics Center at Duke University; Responsible Investment Research Blog; SSRN's Top Ten download list in ESG for over ten times

Time is the Witness: Bank Failure Prediction via a Multistage AI Model (Under Review)

Can ESG investing shape corporate green innovation? (Target Journal: Research Policy)

Shaping Financial Investment Decision-Making: From Machine Learning to Generative AI (pdf upon request)

Imbalanced ESG investing? - Through the Lens of Mutual Funds (pdf upon request)

Leading two planned projects on Fintech and mutual funds targeting FT50 journals 

Working Member of Europe Union COST Action CA19130 - Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI)

Journal Referee: European Journal of Operational Research, Journal of International Money and Finance, Annals of Operations Research, Economics Letters, European Journal of Political Economy, International Review of Financial Analysis, Emerging Markets Finance and Trade