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Salford Business School

Dr Jia Zhai

Lecturer in Finance and Economics

Biography

I am a Lecturer in Finance. Prior to joining the University of Salford in January 2016, I was Lecturer in Finance with Ulster Business School, Ulster University, UK, and University of Liverpool Xi’an Jiantong, China. I have also held visiting positions in the Management School, University of Henan, China and University of Dongbei Finance and Economics, China. 

My research is mainly in the areas of FinTech, asset pricing, derivatives, and applied financial econometrics. I have published a number of articles in leading international journals, including the Journal of Expert System with Applications, Decision Support System, Review of Quantitative Finance and Accounting, and the European Journal of Finance. 

I have taught a range of modules at both undergraduate and postgraduate levels. These include financial markets, derivative securities, risk management, financial intermediaries, and quantitative methods. I have also supervised a number of PhD students in the broad areas of corporate social responsibility, financial manipulation, and credit risk modelling.

 

Teaching

  • Undergraduate: Financial Instruments and Markets, Financial Risk Management
  • Postgraduate: Financial Engineering, Risk Management, Derivative Securities, Quantitative Methods

PhD supervision:

I am very interested in supervising PhD students in the following subjects:

  • Corporate social responsibility
  • Green financial market
  • FinTech
  • Risk Management and control in financial markets
  • Trading strategies in financial markets

 

Research Interests

FinTech, trading strategies, asset pricing, derivatives, applied financial econometrics, corporate finance with quantitative method;

Qualifications and Memberships

HEA Associate Membership

Publications

 

Academic Publications

  1. Y. Yao, Y. Cao, X. Ding, J. Zhai, J. Liu, Y. Luo, “A paired neural network model for tourist arrival forecasting”, Expert Systems with Applications, 114: 588-614, Dec 2018. (ABS 3, IF: 3.928)
  2. J. Zhai, Y. Cao, X. Ding, “Data analytic approach for manipulation detection in stock market”, Review of Quantitative Finance and Accounting, 50(3):897–932, Apr 2018. (ABS 3, IF: 0.68)
  3. S. Liu, J. Zeng, H. Gong, H. Yang, J. Zhai, Y. Cao, et al, “Quantitative analysis of breast cancer diagnosis using a probabilistic modelling approach”, Computers in Biology and Medicine, 92:168-175, Jan 2018. (SCI, IF:1.836)
  4. Y. Yao, J. Zhai, Y. Cao, X. Ding, J. Liu, Y. Luo, “Data analytics enhanced component volatility model”, Expert Systems with Applications, 84:232–241, Oct 2017. (ABS 3, IF: 3.928)
  5. J. Zhai, Y. Cao, Y. Yao, X. Ding, Y. Li, “Coarse and fine identification of collusive clique in financial market”, Expert Systems with Applications, 69:225–238, Mar 2017. (ABS 3, IF: 3.928)
  6. J. Zhai, Y. Cao, Y. Yao, X. Ding, Y. Li, “Computational intelligent hybrid model for detecting disruptive trading activity”, Decision Support Systems, 93:26-41, Jan 2017. (ABS 3, IF: 3.222)
  7. J. Coakley, G. Dotsis, X. Liu, J. Zhai, “Investor sentiment and value and growth stock index options”, European Journal of Finance, 20:1211-1229, Feb 2013. (ABS 3, IF: 0.795)

 

Conference Proceedings:

  • ‘Volatility Modelling and Prediction: the Role of Price Impact’, 31st Australian Finance and Banking Conference, Sydney, Australia, 13-15th,  December, 2018
  • ‘A Neural Network Enhanced Volatility Component Model’ & ‘Cracking Open the Black Box: A Neural Network-Based Option Valuation Model’, EURO 29th annual conference, Valencia, Spain, 8-11th July. 2018.
  • ‘Order Book Events: The Price Impact and its Implication for Volatility’, 2018 China Finance Review International Conference (CFRIC), Antai College of Economics & Management, Shanghai Jiao Tong University, 10th June, 2018
  • ‘Order Book Events: The Price Impact and its Implication for Volatility’. Annual Meeting, Asian Finance Association, Tokyo, Japan, 25-27th June, 2018.
  •  ‘Cracking open the black box: A neural network-based option valuation model’ Frontiers of Factor Investing, University of Lancaster, 23-24th  April, 2018
  • ‘A Neural Network Enhanced Volatility Component Model’, PFMC - Paris Financial Management Conference, annual conference, Dec 2017
  • ‘On Calibration Of Stochastic Volatility Model: A Comparison Study’, IEEE Computational Intelligence for Financial Engineering and Economics, CIFEr, March 2014
  • ‘Stochastic Volatility Model Calibration: A Computational Study’, World Finance Conference, July 2014