PhD Students

Ao Yang

Research topic:

Momentum via Machine Learning

Supervisor: 

Principal supervisor: Dr Qing Ye
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor:

Publication: 

• Ao Yang Yang, A., Ye, Q., & Zhai, J. (2023). Volatility forecasting with Hybrid-long short-term memory models: Evidence from the COVID-19 period. International Journal of Finance & Economics, 1–21. https://doi.org/10.1002/ijfe.2805

E-mail Pure Portal

Chengxin Gu

Research Interests: Empirical Asset Pricing, Machine Learning.

Research topic:

Empirical asset pricing of Stock and Option via machine learning

Supervisor: 

Principal supervisor: Dr Edwin Ruan
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor: Professor Chardin Wese Simen

E-mail Pure Portal

Haojun Ji

Research topic:

Path-dependent portfolio theory and asset pricing

Supervisor: 

Principal supervisor: Professor Xuezhong He
IBSS co-supervisor: Dr Jiatao Liu
UoL co-supervisor: 

E-mail Pure Portal

Yintai Ding

My research focuses on advancing option pricing models through machine learning techniques, particularly exploring neural networks and transfer learning to improve accuracy in pricing European and American Options. I serve as a teaching assistant for FIN 208 and FIN 406 TC, guiding students in Python-based pricing simulations and ML applications in finance.

Research topic:

Option Pricing Based Machine Learning Models

Supervisor: :

Principal supervisor: Dr Jia Zhai
IBSS co-supervisor: Dr Shimeng Shi
UoL co-supervisor: 

E-mail Pure Portal

Yufeng Chen

Research topic:

Cross Section of Options and Aggregate Stock Returns

Supervisor:

Principle supervisor: Dr Edwin Ruan
IBSS co-supervisor: Dr Jia Zhai
UoL co-supervisor: Professor Chardin Wese Simen

E-mail Pure Portal

Yuqi Zhang

My research focuses on corporate strategic decision-making, particularly in cross-border M&A, CSR-driven governance frameworks, and the interplay between risk-taking behaviors and organizational resilience. I employ quantitative methods to analyze how these factors shape firm performance and stakeholder value. As a teaching assistant for finance courses, I designed case workshops and guided students in applying financial models to real-world scenarios. Beyond academia, I actively engage in sustainability-focused industry forums, bridging theory with ESG practices. My interdisciplinary approach combines strategic management insights with empirical finance methodologies to address evolving challenges in global business ecosystems.

Research topic:

Managers Utilize Voluntary Disclosure to Elicit Feedback Effects: Evidence from M&A deals.

Supervisor:

Principle supervisor: Dr Chia-feng Yu
IBSS co-supervisor: Dr Shan Wu
UoL co-supervisor: Dr Sushil Sainani

Publication:

Bai, M., Zhang, Y., & Yu, C.-F. (2024). Do Firms Gamble for Resurrection from COVID-19? Economics Letters, 241, Article 111835.

E-mail Pure Portal

Yutong Song

Research Interests: Corporate Governance Teaching Experience: Teaching Assistant for ECO 004 (Trends in Economics and Finance)

Research topic:

Diversified or Divided? An Examination of Faultlines in the Board and Corporate Investment Efficiency

Supervisor:

Principle supervisor: Professor Stephen Gong
IBSS co-supervisor: Dr Zhaoran Gong
UoL co-supervisor: Professor Shantanu Banerjee

E-mail Pure Portal

Zhonghui Jiang

My research centers on the intersection of transaction costs, asset pricing, and portfolio management, with a particular focus on the role of implicit frictions—such as market impact—in shaping optimal investment strategies and factor models. I am especially interested in how trading costs influence the design, implementation, and performance evaluation of factor-based strategies across different market environments.

Research topic:

Asset Pricing and Portfolio Management under Transaction Costs

Supervisor: 

Principle supervisor: Dr Yajun Xiao
IBSS co-supervisor: Professor Xuezhong He
UoL co-supervisor: Professor Charlie Cai

E-mail Pure Portal