Faculty
WANG Donghua
Professor
Education
Huazhong University of Science and Technology, Ph.D, 2004, Wuhan, China
East China University of Science and Technology, Master, 1998, Shanghai, China
East China University of Science and Technology, Bachelor, 1995, Shanghai, China
Teaching (2023-2024)
MBA
Data Modelling and Decision-making
MF
Fixed Income Securities Analysis
Financial Practice Programme
Financial Quantitative Methodology
Academic Writing and Literature Search
Bsc
Multivariate Statistics
SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)
JOURNAL ARTICLES
WANG Donghua. 2023. Discount ratios, relative deprivation and crowdfunding success rates. Systems Engineering-Theory & Practice.
ZHENG Qinghuan, WANG Donghua. 2023. Construction of an Integration Mechanism between Innovation and Entrepreneurship and Curriculum Civics - Based on Action Learning Approach. Innovative talent education.
FANG Tianhui, WANG Donghua. 2022. Forecasting the crude oil prices with an EMD-ISBM-FNN model. Energy.
FANG Tianhui, WANG Donghua. 2022. Forecasting Crude Oil Prices with a WT-FNN Model. Energies.
WANG Donghua. 2020. A study on the linkage between the international crude oil market and the Chinese stock market with large volatility based on Hawkes process. Chinese Journal of Management Science, 1-8.
WANG Donghua. 2020. Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China. Applied Economics, 2020(9): 1-24.
WANG Donghua. 2020. Realized volatility forecasting and volatility spillovers: Evidence from Chinese non-ferrous metals futures. International Journal of Finance & Economics, 2020: 1-19.
WANG Donghua*. 2020. Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits. Journal of Empirical Finance, 2020(57): 52-70.
TEACHING AWARDS RECEIVED
Innovation and Practice of ‘Knowing and Doing’ Quantitative Financial Analysis Talent Cultivation Mode Facing the Development of Fintech and Focusing on Financial Big Data, Grand Prize at School Level, 2019
Reform and integration of undergraduate and master’s programmes in ‘Risk management and insurance’, Second prize at school level, 2019
RESEARCHAWARDS RECEIVED
Donghua Wang, Oriental Scholar, 2022
Development and Application of Key Technologies for Measurement, Early Warning and Traceability of Operational Risk in Banks, Second-class Prize of Shanghai Science and Technology Award, 2020
INDUSTRY/RESEARCH PROJECTS
Research on the transnational contagion mechanism of systemic financial risks under extreme financial risk events, Others, 2023
Exploration and practice of quantitative financial talent training model in the context of new liberal arts concept and financial technology, University-Industry Collaborative Education Program, 2022
Research on financial support for regional coordinated development in the new era, National Social Science Fund of China, 2022
Orientalist, Oriental Scholar, 2022
A study of institutional investor information interaction and stock market risk: a multilayer network-based perspective, National Natural Science Foundation of China, 2022
Development and Demonstration Application of Manufacturing Collaboration Platform in Yangtze River Delta Region Based on Internet of Things, Others, 2021
Research on the Behaviour of Small and Medium-sized Investors and Investor Services of Insurance Institutions under the Perspective of Financial Technology, Consulting Project, 2021
Psychological tone and investment behaviour of institutional investors and its impact on stock market risk, Consulting Project, 2021
Annual Observation of Shanghai’s Science and Technology Finance Ecology, Shanghai Science and Technology Commission Soft Science Research Program, 2021