Projects per year
Personal profile
Personal profile
Dr Jia Zhai joined IBSS at XJTLU in 2020. Her research is mainly in the areas of using AI method in finance, e.g., machine learning on asset pricing, derivatives, sentiment analysis and quantitative analysis. Other interests may include sustainable finance, open banking and investment decision making. She has published a number of articles in leading international and national journals, including the European Journal of Operational Research, Journal of Expert System with Applications, Decision Support System, Quantitative Finance, International Review of Financial Analysis, and the European Journal of Finance, 管理科学学报 etc. She has been the guest editor, associate editors, and reviewers for several leading journals, e.g. British Accounting Review, Expert Systems with Applications, Finance Research Letters, Journal of Chinese Economic and Business Studies etc. Her research outputs have been presented at world-leading conferences, e.g. INFORMS, EURO, Asia FA, EFMA. In the last few years Jia obtained competitive grants funded by NSFC Young Project (PI), NSSFC, Education Bureau China, and ESRC UK, with the collaboration of external universities. She has been collaborating with international universities, e.g. University of Edinburgh, Liverpool, Birmingham etc., and chinese universiteis, e.g. University of Fudan, Central University of Finance and Economics etc. She also initiated and led a few industrial collaborative projects with capital management, financial technology and information technology firms. She has been invited to give professional talks or serve as charing committees on the theme of AI and Finance, e.g., digitalization, data innovation, emerging technology in finance.
She has taught a range of modules at both undergraduate and postgraduate levels. She has also supervised several PhD students in the areas of financial machine learning, ESG and option pricing and cryptocurrency market.
Research interests
AI (ML) in finance;
Sentiment analysis, behavioral biases;
Derivatives
Cryptocurrency
Open banking
Sustainable / green finance
Experience
Assistant Professor in Financial Mathematics - XJTLU - 2010 - 2012
Lecturer in Finance - Ulster University - 2013 - 2016
Lecturer in Finance and Economics - University of Salford - 2016 -2020
Senior Associate Professor - XJTLU - 2020 to present
Teaching
Final Year Project, 2020 - present
MSc Dissertation, 2020 - present
Empiricial Asset Pricing, 2021 - 2022
Time Series Analysis, 2021 - 2022
Fundamentals of Fintech, 2022 - present
Machine Learning in Finance, 2022 - present
Foundations of Finance, 2021 - present
Awards and honours
All-round Academic Excellence Award, 2022 & 2023;
独墅湖高教区科教骨干人才,2022;
PGRS scholarship, 2022
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
MSc, University of Essex, 2006
PhD, University of Essex, 2011
Research areas
- AI(ML) in fnance
- derivatives
- asset pricing
- data innovation
- sustainable finance
Person Types
- Staff
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Collaborations and top research areas from the last five years
Projects
- 4 Finished
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Machine Learning and Image Data - Evidence from the Chinese Stock Market
3/06/24 → 31/08/24
Project: Internal Research Project
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Research on machine learning model based on option pricing theory
1/01/22 → 31/12/24
Project: Governmental Research Project
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Mind the gap: building your emergency fund before the next Covid-19 pandemic – Open banking data and machine learning optimization method
1/09/21 → 31/08/24
Project: Internal Research Project
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Diabetes burden and firm value: The role of labor
Quan, S., Cheng, P. & Zhai, J., Jul 2025, In: International Review of Financial Analysis. 103, 104211.Research output: Contribution to journal › Article › peer-review
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Diabetes burden and firm value: The role of labor
Quan, S., Cheng, P. & Zhai, J., 2025, (Accepted/In press) In: International Review of Financial Analysis.Research output: Contribution to journal › Article › peer-review
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Do climate risks impede green innovation?
Quan, S., Cheng, P. & Zhai, J., Aug 2025, In: International Review of Financial Analysis. 104, 104295.Research output: Contribution to journal › Article › peer-review
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Do Climate Risks Impede Green Innovation?
Quan, S., Cheng, P. & Zhai, J., 2025, (Accepted/In press) In: International Review of Financial Analysis.Research output: Contribution to journal › Article › peer-review
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Supply network centrality and ESG performance: A resource dependence perspective
Quan, S., Cheng, P. & Zhai, J., Jun 2025, In: Finance Research Letters. 79, 107322.Research output: Contribution to journal › Article › peer-review
Activities
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Digital Technology for Sustainability and Finance Forum
Jia Zhai (Chair)
Apr 2025Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Cryptocurrency Perpetual Futures Returns
Jia Zhai (Speaker)
15 Aug 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Implied Volatility is (almost) Past-Dependent : linear vs non-linear models
Jia Zhai (Speaker)
1 Jul 2024Activity: Talk or presentation › Invited talk