Dr. Shengkun Xie

Assistant Professor

DepartmentGlobal Management Studies

EducationBSc, MSc, PhD

Phone416-979-5000, ext. TBD

https://sites.google.com/view/shengkunxie/

Overview

Shengkun Xie conducts high-quality research in risk modeling, insurance ratemaking, and the analysis of statistical plan data. His teaching portfolio spans Business Statistics, Business Mathematics, Data Analytics, Business Forecasting, and Applied Machine Learning. Dr. Xie holds a Ph.D. in Applied Statistics (2010), as well as two master’s degrees—an MSc in Financial Mathematics (2006) and an MSc in Actuarial Science (2005). He also holds a BSc in Computing and Information (1999).

In 2010, Dr. Xie joined the Signal Analysis Research Group in the Department of Electrical and Computer Engineering at Ryerson University as a MITACS Elevate Strategic Postdoctoral Fellow, where he conducted research on advanced health technologies. His research expertise includes data analytics, statistical machine learning, statistical computing, predictive modeling, pattern recognition, and multivariate methods. His work has been externally funded by NSERC and MITACS. Alongside his academic responsibilities at TRSM, Dr. Xie served as a statistical consultant at the Financial Services Commission of Ontario from 2012 to 2015.

Since 2010, he has been an active reviewer for reputable journals, conferences, and MITACS Accelerate Internship proposals. He has also contributed extensively to the research community as a scientific program committee member for several international conferences, including the International Conference on Data Science, Technology and Applications (DATA), where he regularly presents research and chairs sessions.

Google Scholar profile

Publishings
Xie S, and Shingadia T (2025) Explainable Machine Learning Framework for Predicting Auto Loan Defaults, Risks (external link, opens in new window) . 13(9):172. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S, Gan C (2025). Modeling Age-to-Age Development Factors in Auto Insurance Through Principal Component Analysis and Temporal Clustering. Risks. (external link, opens in new window) 2025; 13(6):100. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S, Zhang J (2025). Spatial Modeling of Auto Insurance Loss Metrics to Uncover Impact of COVID-19 Pandemic. Mathematics. (external link, opens in new window) 2025; 13(9):1416. (SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1).
Liu K, Ban X, Xie S (2025). Fuzzy Reinforcement Learning Based Control of Linear Systems with Input Saturation, ISA Transactions. Volume 158. (external link, opens in new window) (SCI, JIF 6.3, WOS JIF: Q1, SJR: Q1, CiteScore 11.7: Q1).
Combert F, Xie S, Lawniczak A (2025). Bi-Partitioned Feature Weighted K-Means Clustering for Detecting Insurance Fraud Claim Patterns. (external link, opens in new window) Mathematics 2025, 13(3), 434;(SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1).
Xie S, Gan, C., & Lawniczak, A. T. (2024). Analyzing Decision-Making in Cognitive Agent Simulations Using Generalized Linear Mixed-Effects Models. (external link, opens in new window) Mathematics, 12(23), 3768. (SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1)
Xie S (2024). Analyzing the Influence of Telematics-Based Pricing Strategies on Traditional Rating Factors in Auto Insurance Rate Regulation. (external link, opens in new window) Mathematics, 12(19), 3150. (SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1)
Xie S, Gan, C, Lawniczak AT (2024). Gaussian Mixture Regression Model with Sparsity for Clustering of Territory Risk in Auto Insurance. Asia-Pacific Journal of Risk and Insurance. (external link, opens in new window) vol. 18, no. 2, 2024, pp. 175-206. (ABDC: B rank)
Xie S, Gan C, Lawniczak AT (2024). Non-negative Sparse Matrix Factorization for Soft Clustering of Territory Risk Analysis. (external link, opens in new window) Annals of Data. Science. (CiteScore 6.5, Q1).
Xie S, & Ho N (2024) Unified Spatial Clustering of Territory Risk to Uncover Impact of COVID-19 Pandemic on Major Coverages of Auto Insurance (external link, opens in new window) . Risks, 12 (7),108. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S, Zhang J (2024). Handling Highly Imbalanced Data for Classifying Fatality of Auto Collisions Using Machine Learning Techniques. (external link, opens in new window) Journal of Management Analytics. 11(3), 317–357.(SSCI, JIF 5.9, WOS JIF; Q1, SJR: Q1, CiteScore 10.9: Q1)
Xie S and Li Y (2024) Analyzing Size of Loss Frequency Distribution Patterns: Uncovering the Impact of the COVID-19 Pandemic (external link, opens in new window) , Risks 12(2), 40; (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S (2024). Estimating Risk Relativity of Driving Records using Generalized Additive Models: A Statistical Approach for Auto Insurance Rate Regulation (external link, opens in new window) , Asia-Pacific Journal of Risk and Insurance, vol. 18, no. 1, 2024, pp. 55-86. (ABDC: B rank)
Xie S, Zhang J (2023). TOPSIS-Based Comprehensive Measure of Variable Importance in Predictive Modelling. (external link, opens in new window) Expert Systems with Applications, 120682. (SCI, IF:8.5; WOS JIF Q1; SJR: Q1; CiteScore 12.6, Q1)
Xie S (2023). Modelling Auto Insurance Size-of-Loss Distributions Using Exponentiated Weibull Distribution and De-grouping Methods. (external link, opens in new window) Expert Systems with Applications, 231, 120763. (SCI, IF:8.5; WOS JIF Q1; SJR: Q1; CiteScore 12.6, Q1)
Xie S and Gan, C (2023). Classification of Territory Risk by Generalized Linear and Generalized Linear Mixed Models (external link, opens in new window) , Journal of Management Analytics, Volume 10, 2023 - Issue 2, Pages: 223-246. (SSCI, JIF 5.9, WOS JIF; Q1, SJR: Q1, CiteScore 10.9: Q1)
Xie S, Gan C (2023). Estimating Territory Risk Relativity Using Generalized Linear Mixed Models and Fuzzy C-Means Clustering (external link, opens in new window) . Risks. 2023; 11(6):99. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S, Shi K (2023) Generalised Additive Modelling of Auto Insurance Data with Territory Design: A Rate Regulation Perspective (external link, opens in new window) . Mathematics. 11(2):334. (SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1)
Xie S, Luo R, Li Y (2022) Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data (external link, opens in new window) . Risks, 10(10),194. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S, Lawniczak AT, Gan, C (2022). Optimal Number of Clusters in Explainable Data Analysis of Agent-Based Simulation Experiments. (external link, opens in new window) Journal of Computational Science, 62, 101685. (SCI, JIF 3.3, WOS JIF: Q1; SJR: Q1, CiteScore 5.9: Q1)
Xie S (2022). Feature Extraction of Auto Insurance Size of Loss Data Using Functional Principal Component Analysis (external link, opens in new window) , Expert Systems with Applications, 198, 116780. (SCI, IF:8.5; WOS JIF Q1; SJR: Q1; CiteScore 12.6, Q1)
Xie S, Luo R (2022) Measuring Variable Importance in Generalized Linear Models for Modeling Size of Loss Distributions. (external link, opens in new window) Mathematics; 10(10):1630. (SCI, JIF 2.2, WOS JIF: Q1; SJR: Q1, CiteScore 4.6: Q1)
Correa da Cunha, H, Singh, V, Xie S (2022). The Determinants of Outward Foreign Direct Investment from Latin America and the Caribbean: An Integrated Entropy Based TOPSIS Multiple Regression Analysis Framework (external link, opens in new window) . Journal of Risk and Financial Management. 15(3), 130-151. (ABDC: B rank)
Xie S (2021). Wavelet Power Spectral Domain Functional Principal Component Analysis for Feature Extraction of Epileptic EEGs. (external link, opens in new window) Computation. 9(7): 78-97. (JIF:2.2; SJR: Q2; CiteScore 3.3, Q2).
Xie S (2021). Improving Explainability of Major Risk Factors in Artificial Neural Networks for Auto Insurance Rate Regulation. Risks (external link, opens in new window) . 9(7): 126-147. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S (2019). Defining Geographical Rating Territories in Auto Insurance Regulation by Spatially Constrained Clustering. Risks 2019,7(2),42. (ABDC: B rank; JIF:1.5; SJR: Q2; CiteScore 5.0, Q1).
Xie S and Lawniczak A (2018). Estimating Major Risk Factor Relativities in Rate Filings Using Generalized Linear Models (external link, opens in new window) . International Journal of Financial Studies. 2018, 6(4), 84. (ABDC: B rank; CiteScore 2.6, Q2).

For a complete list of publications and links of the papers, see the following sites:

Teaching

Undergraduate courses taught

Course code	Course title
QMS 102	Business Statistics I
QMS 110	Applied Mathematics for Business
QMS 130	Quantitative Business Analysis
QMS 202	Business Statistics II
QMS 230	Statistics for Accounting and Finance
QMS 442	Multiple Regression for Business
QMS 522	Linear Algebra
QMS 702	Calculus for Business
QMS 703	Business Forecasting Techniques

Research Funding

Year	Research	Funding
2010 – 2012	MITACS Elevate Strategic Post-doc Fellowship	($55,000 per annum

Honours & Awards

Year	Honour / Award
2008 - 2009	Ontario Graduate Scholarships ($15,000)
2007 - 2008	Ontario Graduate Scholarships in Science and Technology ($5,000)
2006 - 2007	University Graduate Scholarships ($3000), University of Guelph
2005 - 2006	University Graduate Scholarships ($3000), Wilfrid Laurier University,
2004 - 2005	University Graduate Scholarships ($3000), University of Western Ontario