Projects per year
Personal profile
Research interests
Mathematics & Statistics - Financial Big Data
Business & Economics - High-dimensional statistics
Mathematics & Statistics - Large covariance matrices
Mathematics & Statistics - Large portfolio management
Mathematics & Statistics - High-frequency and/or high-dimensional data analysis
Mathematics & Statistics - Population models
Mathematics & Statistics - Stochastic interacting particle systems
Business & Economics - High-dimensional statistics
Mathematics & Statistics - Large covariance matrices
Mathematics & Statistics - Large portfolio management
Mathematics & Statistics - High-frequency and/or high-dimensional data analysis
Mathematics & Statistics - Population models
Mathematics & Statistics - Stochastic interacting particle systems
Related documents
Education/Academic qualification
PhD in Statistics, PhD, The University of Chicago
2008
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 3 Good Health and Well-being -
SDG 10 Reduced Inequalities
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Dive into the research topics where Xinghua ZHENG is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 12 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Predictive modeling of large cross-sectional intraday risks
ZHENG, X. (PI)
1/01/26 → 31/12/27
Project: Research
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Spectral properties of sample covariance matrix under high-dimensional volatility models
ZHENG, X. (PI)
3/10/22 → 28/02/25
Project: Research
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Estimate Large Efficient Portfolios When No Risk-free Asset Is Available
ZHENG, X. (PI)
1/01/22 → 30/06/25
Project: Research
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Contributing to the Development of Hong Kong into a Global Fintech Hub
HUANG, A. (CoPI), YOU, H. (CoPI), CHEN, T.-Y. (CoPI), CHAN, W.-S. (CoPI), ZHANG, C. (CoPI), YEUNG, D. Y. (CoPI), SO, M. K. P. (CoPI), CHEN, Y. (CoI), YANG, Y. (CoI), CHAN, K. K. C. (CoPI), HUI, K. L. (CoPI), TAM, K. Y. (PI), JAMES, L. F. (CoPI), LING, S. (CoPI), YU, P. L. H. (CoPI), ZHENG, R. (CoPI), BHATTACHARYA, U. (CoPI), YUE, W. T. (CoPI), HONG, W. (CoPI), ZHENG, X. (CoPI), XU, Y. (CoPI), FONG, Y. F. (CoPI), LI, Y. (CoPI) & ZHANG, X. (CoPI)
RGC - Theme-based Research Scheme
1/01/19 → 31/12/22
Project: Research
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
CHEN, Z., Ding, Y., LI, Y. & ZHENG, X., Mar 2026.Research output: Contribution to conference › Conference Paper › peer-review
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
CHEN, Z., Ding, Y., LI, Y. & ZHENG, X., Mar 2026.Research output: Contribution to conference › Conference Paper › peer-review
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
CHEN, Z., Ding, Y., LI, Y. & ZHENG, X., Mar 2026, p. 1-26. 26 p.Research output: Contribution to conference › Conference Paper › peer-review
Open Access -
Tests for Principal Eigenvalues and Eigenvectors
Fan, J., Li, Y., Xia, N. & Zheng, X., 4 Jun 2026, (E-pub ahead of print) In: Journal of the American Statistical Association. p. 1-11 11 p.Research output: Contribution to journal › Journal Article › peer-review
Open Access -
Cross-Sectional Learning and Inference for the Stochastic Discount Factor
CHEN, Z., Ding, Y., LI, Y. & ZHENG, X., 14 Aug 2025, 74 p.Research output: Working paper › Preprint
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
ZHENG, X. (Invited speaker)
22 Sept 2026Activity: Talk or presentation › Invited
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
ZHENG, X. (Invited speaker)
22 Nov 2025Activity: Talk or presentation › Invited
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Estimating the Efficient Frontier When There's No Risk-free Asset
ZHENG, X. (Invited speaker)
13 Nov 2025Activity: Talk or presentation › Invited
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
ZHENG, X. (Invited speaker)
12 Nov 2025Activity: Talk or presentation › Invited
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Cross-Sectional Learning and Inference for the Stochastic Discount Factor
ZHENG, X. (Invited speaker)
11 Nov 2025Activity: Talk or presentation › Invited