Prof. WANG, PhD CFA, Academic Director of iMF, Haina Research Scientist, has worked at both academic field and financial institutions such as investment banks with both long-term industrial and academic experiences in Japan, United Kingdom and China, etc.
Education
03/2007, PhD in Information Engineering, University of Tokyo
03/2002, Bachelor in Information Science, University of Tokyo
2012－2017，China Institute of Finance and Capital Markets, Associate Researcher
2010－2012, Credit Suisse, Financial Analyst
2007－2009, Barclays Capital, Quantitative Analyst
Publications
Papers
The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade, China Finance Review International, Vol. 6 Iss 3 pp. 304 318, First Author.
Trading volume and Serial correlation in crude oil futures returns. International Journal of Financial Engineering, 2021:2150016. First Author.
Investigation on Transition of RMB Forward Exchange Rate Pricing Mechanism Based on Error Correction Model with Structural Mutation, International Journal of Financial Engineering, 2022, First Author.
Decentralized Counterparty Matches and Automatic Settlement of Interest Rate Swap Through Blockchain’s Smart Contracts, ICPCSEE 2022, EI Indexed, Corresponding Author
What Can Be Predicted Regarding Option Prices and Volatility Using Neural Network? – Evidence from Stock Index Option Series in China, Journal of Finance and Market Research, Corresponding Author, 2022.7
Dynamic Security Mechanism for Lightweight IoT Devices Access to Blockchain Services, ICBTA 2021, EI Indexed, Corresponding Author.
Books
Book Title:日本金融与货币研究，Hua Wang，Southwest Jiaotong University Press，2021.11 ISBN 978-7-5643-7843-1
The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade, China Finance Review International, Vol. 6 Iss 3 pp. 304 318, First Author.
Trading volume and Serial correlation in crude oil futures returns. International Journal of Financial Engineering, 2021:2150016. First Author.
Investigation on Transition of RMB Forward Exchange Rate Pricing Mechanism Based on Error Correction Model with Structural Mutation, International Journal of Financial Engineering, 2022, First Author.
Decentralized Counterparty Matches and Automatic Settlement of Interest Rate Swap Through Blockchain’s Smart Contracts, ICPCSEE 2022, EI Indexed, Corresponding Author
What Can Be Predicted Regarding Option Prices and Volatility Using Neural Network? – Evidence from Stock Index Option Series in China, Journal of Finance and Market Research, Corresponding Author, 2022.7
Dynamic Security Mechanism for Lightweight IoT Devices Access to Blockchain Services, ICBTA 2021, EI Indexed, Corresponding Author.
Books
Book Title:日本金融与货币研究，Hua Wang，Southwest Jiaotong University Press，2021.11 ISBN 978-7-5643-7843-1
.png?imageView2/1/w/30/h/30/format/webp)
Room 310, ZIBS Building
+86 (0)573-87572640
huawang@intl.zju.edu.cn
.png?imageView2/1/w/36/h/36/format/webp)
.png?imageView2/1/w/36/h/36/format/webp)
.png?imageView2/1/w/36/h/36/format/webp)
.png?imageView2/1/w/36/h/36/format/webp)
