Xianhua Peng

553 total citations
16 papers, 331 citations indexed

About

Xianhua Peng is a scholar working on Finance, Management Science and Operations Research and General Economics, Econometrics and Finance. According to data from OpenAlex, Xianhua Peng has authored 16 papers receiving a total of 331 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 11 papers in Management Science and Operations Research and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Xianhua Peng's work include Risk and Portfolio Optimization (8 papers), Credit Risk and Financial Regulations (7 papers) and Stochastic processes and financial applications (5 papers). Xianhua Peng is often cited by papers focused on Risk and Portfolio Optimization (8 papers), Credit Risk and Financial Regulations (7 papers) and Stochastic processes and financial applications (5 papers). Xianhua Peng collaborates with scholars based in United States, Hong Kong and China. Xianhua Peng's co-authors include Steven Kou, C. C. Heyde, Xiaoguang Lu, Qiansheng Cheng, Xinwen Hou, Sipan Li, Xue Dong He, Alexey Kuznetsov, Burkhardt Funk and Pim Cuijpers and has published in prestigious journals such as Management Science, Biological Psychiatry and IEEE Transactions on Image Processing.

In The Last Decade

Xianhua Peng

16 papers receiving 318 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Xianhua Peng United States	9	171	170	112	54	26	16	331
Frédéric Vrins Belgium	11	54 0.3×	171 1.0×	73 0.7×	25 0.5×	24 0.9×	61	390
Alec N. Kercheval United States	8	107 0.6×	148 0.9×	114 1.0×	6 0.1×	30 1.2×	19	273
Hans Buehler United States	10	145 0.8×	289 1.7×	113 1.0×	9 0.2×	5 0.2×	17	384
Blanka Horvath United Kingdom	8	68 0.4×	161 0.9×	76 0.7×	11 0.2×	7 0.3×	29	257
Bogdan Grechuk United Kingdom	10	140 0.8×	79 0.5×	63 0.6×	11 0.2×	31 1.2×	29	251
Jae Youn Ahn South Korea	9	106 0.6×	60 0.4×	63 0.6×	50 0.9×	159 6.1×	33	339
Henryk Zähle Germany	9	184 1.1×	138 0.8×	68 0.6×	5 0.1×	96 3.7×	27	343
Piotr Nowak Poland	10	96 0.6×	114 0.7×	136 1.2×	14 0.3×	67 2.6×	28	279
Rolf Tschernig Germany	9	47 0.3×	134 0.8×	149 1.3×	11 0.2×	76 2.9×	18	333
Ahmet Göncü China	9	134 0.8×	165 1.0×	225 2.0×	17 0.3×	20 0.8×	33	360

Countries citing papers authored by Xianhua Peng

Since Specialization

Citations

This map shows the geographic impact of Xianhua Peng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Xianhua Peng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xianhua Peng more than expected).

Fields of papers citing papers by Xianhua Peng

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xianhua Peng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Xianhua Peng. The network helps show where Xianhua Peng may publish in the future.

Co-authorship network of co-authors of Xianhua Peng

This figure shows the co-authorship network connecting the top 25 collaborators of Xianhua Peng. A scholar is included among the top collaborators of Xianhua Peng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Xianhua Peng. Xianhua Peng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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16 of 16 papers shown

Čihařová, Markéta, Ward van Breda, Xianhua Peng, et al.. (2024). Use of Machine Learning Algorithms Based on Text, Audio, and Video Data in the Prediction of Anxiety and Posttraumatic Stress in General and Clinical Populations: A Systematic Review. Biological Psychiatry. 96(7). 519–531. 5 indexed citations

Peng, Xianhua, et al.. (2023). Reinforcement Learning for Financial Index Tracking. SSRN Electronic Journal. 1 indexed citations

He, Xue Dong, Steven Kou, & Xianhua Peng. (2021). Risk Measures: Robustness, Elicitability, and Backtesting. Annual Review of Statistics and Its Application. 9(1). 141–166. 12 indexed citations

He, Xue Dong & Xianhua Peng. (2018). Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk. Operations Research. 66(5). 1268–1275. 11 indexed citations

Kou, Steven, et al.. (2017). Asset Pricing with Spatial Interaction. Management Science. 64(5). 2083–2101. 22 indexed citations

Peng, Xianhua, et al.. (2017). On the sample path properties of mixed Poisson processes. Operations Research Letters. 46(1). 1–6. 1 indexed citations

Peng, Xianhua. (2016). Default Clustering and Valuation of Collateralized Debt Obligations. Rare & Special e-Zone (The Hong Kong University of Science and Technology). 3 indexed citations

Kou, Steven & Xianhua Peng. (2014). Expected shortfall or median shortfall. RePEc: Research Papers in Economics. 1(1). 1450007–1450007. 19 indexed citations

Kou, Steven & Xianhua Peng. (2014). On the Measurement of Economic Tail Risk. SSRN Electronic Journal. 16 indexed citations

10.

Kou, Steven, Xianhua Peng, & C. C. Heyde. (2013). External Risk Measures and Basel Accords. Mathematics of Operations Research. 38(3). 393–417. 96 indexed citations

11.

Kuznetsov, Alexey & Xianhua Peng. (2012). On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps. Stochastic Processes and their Applications. 122(7). 2610–2638. 5 indexed citations

12.

Kou, Steven, Xianhua Peng, & C. C. Heyde. (2012). External Risk Measures and Basel Accords. SSRN Electronic Journal. 14 indexed citations

13.

Peng, Xianhua, et al.. (2008). Connecting the top-down to the bottom-up: pricing CDO under a conditional survival (CS) model. Winter Simulation Conference. 578–586. 6 indexed citations

14.

Peng, Xianhua, et al.. (2008). Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. 2008 Winter Simulation Conference. 1. 578–586. 6 indexed citations

15.

Heyde, C. C., Steven Kou, & Xianhua Peng. (2007). What Is a Good External Risk Measure: Bridging the Gaps between Robustness, Subadditivity, and Insurance Risk Measures. 35 indexed citations

16.

Li, Sipan, Xiaoguang Lu, Xinwen Hou, Xianhua Peng, & Qiansheng Cheng. (2005). Learning multiview face subspaces and facial pose estimation using independent component analysis. IEEE Transactions on Image Processing. 14(6). 705–712. 79 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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