Projects per year
Personal profile
Personal profile
Dr Jia Zhai joined IBSS at XJTLU in 2020. Previously she taught at the University of Salford, Ulster University in UK and XJTLU since 2010. Her research is mainly in the areas of financial technology and applied financial econometrics, e.g. machine learning in finance, option pricing, sentiment analysis, and volatility forecasting. Other interests may include green finance, open banking and investment decision making.She has published a number of articles in leading international journals, including the Journal of Expert System with Applications, Decision Support System, Quantitative Finance, Review of Quantitative Finance and Accounting, and the European Journal of Finance. She has been the reviewer for several peer-review journals, e.g. International Journal of Finance and Economics, Expert Systems with Applications 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 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, Dongbei University of Finance and Economics etc. She initiated and led the MSc Financial Technology (FinTech) at Salford as Program Director. She has taught a range of modules at both undergraduate and postgraduate levels. She has also supervised several PhD students in the areas of corporate social responsibility, financial manipulation, and volatility connectedness.
Research interests
Sentiment analysis
Volatility forecasting
Asset pricing models
Machine Learning in Finance
Open banking
Green finance, the impact of green factors in financial performance
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
MSc Dissertation 2020
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
Person Types
- Staff
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Research on machine learning model based on option pricing theory
1/01/22 → 31/12/24
Project: Governmental Research Project
-
Machine Learning and Image Data - Evidence from the Chinese Stock Market
3/06/24 → 31/08/24
Project: Internal Research Project
-
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
-
-
Bankruptcy Forecasting – Market Information with Ensemble Model
Cao, Y., Luo, Y., Wei, P., Zhai, J. & Shi, S., 26 Nov 2024, (Accepted/In press) In: British Accounting Review.Research output: Contribution to journal › Article › peer-review
-
California Carbon Allowance Futures
Shi, S. & Zhai, J., 2024, (Accepted/In press) In: Finance Research Letters.Research output: Contribution to journal › Article › peer-review
-
Implied Volatility is (almost) Past-Dependent : linear vs non-linear models
Wen, C., Zhai, J., Wang, Y. & Cao, Y., 30 Jun 2024, In: International Review of Financial Analysis. 95, Part BResearch output: Contribution to journal › Article › peer-review
-
The open banking era: An optimal model for the emergency fund
Liu, J., Huang, S., Fu, Q., Luo, Y., Qin, S., Cao, Y., Zhai, J. & Yang, S., 15 Jun 2024, In: Expert Systems with Applications. 244, 122915.Research output: Contribution to journal › Article › peer-review
-
Bridging the gap–the impact of ChatGPT on financial research
Cao, Y. & Zhai, J., Mar 2023, In: Journal of Chinese Economic and Business Studies. 21, 2, p. 177-191 15 p.Research output: Contribution to journal › Article › peer-review
Open Access21 Citations (Scopus)
Activities
-
Cryptocurrency Perpetual Futures Returns
Jia Zhai (Speaker)
15 Aug 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
-
Implied Volatility is (almost) Past-Dependent : linear vs non-linear models
Jia Zhai (Speaker)
1 Jul 2024Activity: Talk or presentation › Invited talk
-
The Summer Institute of Finance (SIF) will host its fourteenth annual conference on July 14-15, 2024
Jia Zhai (Participant)
Jul 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
-
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
-
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