Projects per year
Personal profile
Personal profile
Yi Hong received his Ph.D from University of Warwick in 2011. Currently, he is the Head of of Financial Mathematics Division, 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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The Impact of AI-Personalized Learning Plans on Student Learning
1/09/25 → 31/08/26
Project: Internal Research Project
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Research on Economic Scenario Generation
Hong, Y. (PI)
1/01/24 → 31/12/25
Project: Collaborative Research Project
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Valuation of American and Barrier Options under Continuous-Time Markov Chains and Applications
Hong, Y. (PI), Zhou, Y. (Team member), Yang, C. (Team member), Wu, Y. (Team member) & Xu, M. (Team member)
1/01/23 → 31/12/25
Project: Internal Research Project
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AI-integraed Learning and Teaching in FM(UG) Modules
Hong, Y. (PI)
1/09/24 → 31/08/25
Project: Internal Research Project
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Business Intelligence Adoption for Chinese Banks: The Impact on Firm Performance
Yang, D., Xun, J. & Hong, Y., 27 Apr 2025, 2025 International Conference on Resource Sustainability - Responsible Innovation Management in the Digital Era (icRS RIDE 2025).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Designing Loyalty in the Metaverse: How Immersion and Digital Personas Create Relationship Benefits
Ma, C., Xun, J., Ye, Z. & Hong, Y., 8 Oct 2025, (Accepted/In press) Proceedings of the Logistics Research Network (LRN) 2025 China Conference.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Greeks-Neutral Option Excess Returns
Xu, Y., Hong, Y., Liu, P. J. & Zhang, Z., May 2025, In: Journal of Futures Markets. 45, 8, p. 1049-1070 22 p.Research output: Contribution to journal › Article › peer-review
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How Institutional Investors Impact Stocks: Evidence from Chinese Mutual Funds
Xu, Y., Bai, L., Hong, Y. & Zhang, Z., May 2025, 2025 First Conference on Contemporary Financial Development Trends and Transformations (CFDTT).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
File222 Downloads (Pure) -
Market-consistent economic scenario generation system for treasury bond yields with the Smith-Wilson method
Du, J. & Hong, Y., 15 Aug 2025, In: Expert Systems with Applications. 286, 128002.Research output: Contribution to journal › Article › peer-review
Activities
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FM Division Teaching&Research Event(2025)
Hong, Y. (Organiser)
Aug 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Informational Content of Futures Options in China
Hong, Y. (Supervisor)
Jun 2025 → Sept 2025Activity: Supervision › Completed SURF Project
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UG Open Day
Hong, Y. (Participant)
May 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Imag(in)ing Volatility Dynamics
Hong, Y. (Speaker)
May 2025Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Emerging Markets Finance and Trade (Journal)
Hong, Y. (Reviewer)
Apr 2025Activity: Peer-review and editorial work of publications › Editorial work