Projects per year
Personal profile
Personal profile
Shimeng Shi obtained her PhD in Finance from Durham University. She has working experience in both academia and industry. Her current research interests include FinTech, NLP in Finance, Cryptocurrency Derivatives, Credit Derivatives, and Green Finance.
Research interests
Cryptocurrency Derivatives
Green Finance
Credit Derivatives
Financial Technology (ML and NLP in Finance)
Experience
Assistant Professor in Finance, XJTLU, Suzhou, China, 2020/07-Present
Lecturer in Finance and Banking, Curtin University (Malaysia campus), Miri, Malaysia, 2018/01-2018/12
Quantitative Research Intern, Moodys Analytics, London, the U.K., 2017/06-2017/09
Education/Academic qualification
FHEA, Higher Education Academy, UK
Ph.D., Finance, Durham University, UK
M.Sc., Applied Data Analytics, Australian National University, Australia
M.Sc., Finance and Investment, Durham University, UK
B.A., Economics, Nankai University, China
Person Types
- Staff
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Collaborations and top research areas from the last five years
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The Moderation Role of R&D Intensity in the Effect of Environmental and Production Factors Towards the Financial Performance of Agricultural-Listed Companies
Hwang, J. Y. T., Malek, N. I. B. A., Liwan, A., Shi, S. & Brahmana, R. K.
1/10/23 → 30/09/26
Project: Governmental Research Project
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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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California Carbon Allowance Futures
Shi, S. & Zhai, J., 2024, (Accepted/In press) In: Finance Research Letters.Research output: Contribution to journal › Article › peer-review
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Informational inefficiency on bitcoin futures
Shi, S., Zhai, J. & Wu, Y., May 2023, In: European Journal of Finance. 30, 6, p. 642-667 26 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
A nonlinear dynamic approach to cash flow forecasting
Pang, Y., Shi, S., Shi, Y. & Zhao, Y., Jul 2022, In: Review of Quantitative Finance and Accounting. 59, 1, p. 205-237 33 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
Bitcoin futures risk premia
Shi, S., 22 Aug 2022, In: Journal of Futures Markets.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
江苏省工业区块链应用发展白皮书
Shi, S., 2022, 江苏省工业区块链应用发展白皮书.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
Activities
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Unlocking Smart Money: Linking Cryptocurrency Investors' Insights to Crypto Stock Prices
Shimeng Shi (Supervisor), Jia Zhai (Co-supervisor) & Ning Zhang (Co-supervisor)
25 Jun 2024 → 6 Aug 2024Activity: Supervision › Completed SURF Project
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2024 XJTLU Asset Pricing and Derivatives Workshop
Shimeng Shi (Participant)
22 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Understanding the real effects of smart investors
Ning Zhang (Supervisor), Shimeng Shi (Co-supervisor) & Jia Zhai (Co-supervisor)
17 Jun 2024 → 25 Aug 2024Activity: Supervision › Completed SURF Project
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2024 China International Risk Forum and China Finance Review International Joint Conference
Shimeng Shi (Participant)
14 Jun 2024 → 16 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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THE 7th CHINA DERIVATIVES YOUTH FORUM
Shimeng Shi (Participant)
16 Dec 2023 → 17 Dec 2023Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …