深圳大学管理学院助理教授，硕士生导师，于华南理工大学工商管理学院获得管理科学与工程博士学位，于华南农业大学数学与应用数学学院获得理学学士学位。研究方向为资产配置与风险管理，相关论文发表在INFORMS Journal on Computing、Computers and Operations Research、Journal of Forecasting、Engineering Computations等国内外期刊。

资产配置、金融风险管理、情景树、精确和智能算法

Zhang W, He X. A new scenario reduction method based on higher-order moments[J]. INFORMS Journal on Computing, 2022, 34(4): 1903-1918. (UTD)

He X, Zhang W. An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures[J]. INFORMS Journal on Computing, forthcoming. (UTD)

He X, Zhang W. Two-stage international portfolio models with higher moment risk measures[J]. Computers & Operations Research, 2023, 154: 106200.

He X, Zhang W. Vine copula‐based scenario tree generation approaches for portfolio optimization[J]. Journal of Forecasting, 2024.

Deng X, He X, Huang C. A new fuzzy random multi-objective portfolio model with different entropy measures using fuzzy programming based on artificial bee colony algorithm[J]. Engineering Computations, 2021, 39(2): 627-649.

数字金融、管理研究方法