Projects per year
Personal profile
Personal profile
Yi Hong received his Ph.D from University of Warwick in 2011. Currently, he is the Programme Director (PD) of Financial Mathematics (UG) Programme, and also is the Deputy Director of Research Institute of Quantitative Finance (RIQF). Before joining XJTLU, he worked as a risk analyst in interest-rate derivatives at Lloyds TSB Bank Group, UK. and had experiences in information technology industry. Dr. Hong’s research area is mainly on asset pricing and financial risk management in derivatives markets, volatility trading and asset allocation and study on hedge funds in China.
Research interests
Asset Pricing and Allocation
Financial Econometrics
Financial Risk Management
Stochastic Modelling
Experience
Xian Jiaotong Liverpool University (2011‐Present)
Visiting Research Follow, Shanghai Advanced Institute of Finance (SAIF) (2015-2017)
Risk Analyst in Interest RatesDerivatives, Lloyds TSB Bank Group, UK (2005-2006)
Teaching
MTH322 Probability Measures and Asset Pricing
MTH319 Financial Engineering
MTH222 Financial Modeling with VBA
MTH202 Introduction to Financial Mathematics
MTH016 Introduction to Financial Modelling
MTH008 Multivariable Calculus
Awards and honours
Visiting Scholar at Shanghai Advanced Institute of Finance (SAIF) (2015-2017)
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):
Person Types
- Staff
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Valuation of American and Barrier Options under Continuous-Time Markov Chains and Applications
Hong, Y., Zhou, Y., Yang, C., Wu, Y. & Xu, M.
1/01/23 → 31/12/25
Project: Internal Research Project
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Social media on firm’s ‘black lives metters' (BLM) marketing initiatives and impact on firm financial performance
Xun, J., Hong, Y., Guo, B. & Zhan, Y.
1/09/21 → 31/08/24
Project: Internal Research Project
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Credit card debt puzzle: empirical analysis and behavioral intervention
Jia, M., Hong, Y. & Horvath, G.
1/01/20 → 31/03/24
Project: Internal Research Project
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An Exploration of Retail Consumer Behaviour in the Metaverse within the Context of Technological Innovation
Ma, C., Xun, J., Ye, Z. & Hong, Y., Nov 2024, (Accepted/In press).Research output: Contribution to conference › Paper › peer-review
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High frequency volatility of oil futures in China: Components, modeling, and prediction
Hong, Y., Xu, X. & Yang, C., 2 Aug 2024, (E-pub ahead of print) In: Journal of Forecasting.Research output: Contribution to journal › Article › peer-review
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High frequency volatility of oil futures in China: Components, modeling and prediction
Hong, Y., Xu, X. & Yang, C., 6 Aug 2024, In: Journal of Forecasting. 2024Research output: Contribution to journal › Article › peer-review
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Integrating Mixed Reality into Traditional Retail: Transforming the Future Shopping Experience
Liang, W., Xun, J., Dolega, L. & Hong, Y., Nov 2024, (Accepted/In press).Research output: Contribution to conference › Paper › peer-review
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Digital transformation for Chinese service firms: the role of business intelligence and analytics use on firm financial and non-financial performance
Yang, D., Xun, J. & Hong, Y., 2023, Academy of International Business Special Theme Conference: Sustainable Development and International Competitiveness of Small and Medium-sized Enterprises in the Post COVID-19 Era. 10-11 June 2023 University of Nottingham Ningbo China..Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
Activities
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Annual Symposium of XJTLU RIQF (2024) (Event)
Yi Hong (Member)
2 Aug 2024 → 3 Aug 2024Activity: Membership › Membership of committee
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UG open day
Yi Hong (Participant)
26 Jun 2024 → 1 Jul 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Economic Scenario Generation (ESG) for Equity Markets
Yi Hong (Supervisor), Linglong Yuan (Co-supervisor) & Chen Yang (Supervisor)
1 Jun 2024 → 31 May 2027Activity: Supervision › PhD Supervision
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Government Bond Yields in China: Dynamic Term Structure and Economic Scenario Generation
Yi Hong (Speaker)
9 May 2024 → 10 May 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Emerging Markets Finance and Trade (Journal)
Yi Hong (Reviewer)
27 Apr 2024 → 4 May 2024Activity: Peer-review and editorial work of publications › Publication Peer-review