JIANG Zhiqiang  Associate Professor  |  Finance Tel. +86-21-64253634 | E-mail: zqjiang.ecust@qq.com

SUMMARY

• DISCIPLINE

    Finance 

• FACULTY QUALIFICATION

    Scholarly Academic(SA)

• COURSES TAUGHT

    Numerical Analysis

    MATLAB and Financial Calculation

    Matlab Application

• EDUCATION

    East China University of Science and Technology, Ph.D., 2011, China

    ETH Zurich, Ph.D., 2008-2009, Switzerland

    East China University of Science and Technology, Bachelor, 2005, China

• WORK EXPERIENCE

    East China University of Science and Technology, since 2011, China

    Boston University, Visiting Scholar, 2011.07-2011.09

    Boston University, Visiting Scholar, 2015.03-2016.03 

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    The Cooling-off Effect of Price Limits in the Chinese Stock Markets, Physica A-Statistical Mechanics and Its Applications, 2018, 505:153-163.

    Engineering Fronts in 2018, Engineering, 2018, (4):748-753.

    Short Term Prediction of Extreme Returns Based on the Recurrence Interval Analysis, Quantitative Finance, 2018, 18(3):353-370.

    Interconnectedness and Systemic Risk of China's Financial Institutions, Emerging Markets Review, 2018, 35:1-18.

    Volatility Connectedness in the Chinese Banking System: Do State-owned Commercial Banks Contribute More?, Journal of International Financial Markets, Institutions & Money, 2018, 57:205-230.

    Joint Multifractal Analysis Based on Wavelet Leaders, Frontiers of Physics, 2017, 6.

    Multifractal Cross Wavelet Analysis, Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2017, 6.

    Two-state Markov-chain Poisson Nature of Individual Cellphone Call Statistics, Journal of Statistical Mechanics, 2016, 2016 (7).

    The Dynamic Correlation between Policy Uncertainty and Stock Market Returns in China, Physica A-Statistical Mechanics and Its Applications, 2016, 461(1):92-100.

    Who Are the Net Senders and Recipients of Volatility Spillovers in China's Financial Markets?, Finance Research Letters, 2016, 18:255-262.

    Extreme Risk Spillover Effects in World Gold Markets and the Global Financial Crisis, International Review of Economics & Finance, 2016, 46:55-77.

    Testing the Weak-Form Efficiency of the WTI Crude Oil Futures Market, Physica A-Statistical Mechanics and Its Applications, 2014, 405:235-244.

    Statistically Validated Mobile Communication Networks: The Evolution of Motifs in European and Chinese Data, New Journal of Physics, 2014, 16(8).

    Triadic Motifs in the Dependence Networks of Virtual Societies, Scientific Reports, 2014, 4.

    Systemic Risk and Spatiotemporal Dynamics of the US Housing Market, Scientific Reports, 2014, (4).

    Extreme Value Statistics and Recurrence Intervals of NYMEX Energy Futures Volatility, Economic Modelling, 2014, 36:8-17.

    A Predictability Study on the Return Rate of China's Stock Market, Journal of Management Sciences in China, 2018 (in Chinese).

• INDUSTRY/RESEARCH PROJECTS

    Study on Evolution, Modelling and Dynamics of Complex Spatial Social Network, Research grants: ¥220,000.00, 2012-2015.

    Study on Complex Financial Network-based Manipulation in China’s Stock Marketing, The Dawn Project of Wuhan City, Research grants: ¥20,000.00, 2012-2017.