Sixuan He / Steven He / 何斯玄

Marrakesh, Morocco, 2018

Education

• Ph.D. in Mathematical Economics and Finance
  Wuhan University, 2022 – 2026 (expected)
  Supervisor: Cheng Liu
  Research focus: Financial Econometrics, Network Science

• M.S. in Econometrics and Quantitative Economics
  University of Wisconsin–Madison, 2020 – 2022

• B.S. in Management
  Shanghai University of Finance and Economics, 2016 – 2020

• B.S. in Economic Statistics (Second Major)
  Shanghai University of Finance and Economics, 2017 – 2020

• Exchange Student in Business Administration
  Universitat Pompeu Fabra, 2018

Research Interests

Mathematical Economics and Finance
Specializing in Financial Risk, High-frequency Data, Network Regression, Community Detection

Publications

• He, Sixuan, and Cheng Liu. 2026. “High-dimensional Multivariate Realized Volatility Forecasting with Community Network Structure.” Journal of Business & Economic Statistics.
  DOI: 10.1080/07350015.2026.2632810

Working Papers

• He, Sixuan, and Cheng Liu. 2025. “High-Dimensional Realized Tail Risk Forecasting Based on Tail-Event Driven Networks.” January 2025 – September 2025.
• He, Sixuan, and Cheng Liu. 2023. “The Propagation Path of Jump Risk in the Stock Market.” September 2022 – June 2023.

Teaching Experience

• Wuhan University, Teaching Assistant
  • Intermediate Econometrics (Fall 2023)
  • Advanced Macroeconomics (Spring 2024)

Skills

• Programming: Python, R, Stata, MATLAB, SQL, LaTeX
• Python Libraries: NumPy, Pandas, Matplotlib, Scikit-learn
• Tools: Git, EViews, MS Office, Jekyll, OpenClaw
• Familiar with: Stata, R, Jekyll