WANG Hua

WANG Hua

Haina Research Scientist




Professor Hua Wang, PhD CFA, Haina Research Scientist, at Zhejiang University International Business School (ZIBS). Professor Wang has worked at both academic field and financial institutions such as investment banks with near 20 years of 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


Work Experience

  • 2023 - present,ZIBS,Haina Research Scientist

  • 2019-2022,Shenzhen Technology University,Professor

  • 2018-2019,Hongkong Exchange,Vice President

  • 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. 

  • Tsinghua Financial Review. 2017, (09) The Direct Market Intervention by the Bank of Japan and Its Implications, DOI: 10.19409/j.cnki.thf-review.2017.09.029

  • Tsinghua Financial Review. 2015, (12) The Issuance and Listing System as well as Regulatory Framework of Japanese Stocks, DOI: 10.19409/j.cnki.thf-review.2015.12.022

  • Research on the Supervision and Risk Control Mechanisms of Program Trading, Financial Futures Research, Issue 27, 2014

Books

    • Book Title: Research on Japanese Finance and Monetary Policy,Hua Wang,Southwest Jiaotong University Press,2021.11 ISBN 978-7-5643-7843-1

Domestic Invention Patents

  • A blockchain-based federated transfer learning method and device for financial data information, with the authorization announcement date: June 2, 2023.

  • A transaction method and system for blockchain user identity authentication implemented via smart contracts, with the authorization announcement date: August 2, 2022.

  • A data management method and system based on blockchain and federated transfer learning, with the authorization announcement date: May 3, 2024.

  • A cross-institutional information sharing method and related device for university teaching and course grades, with the authorization announcement date: March 26, 2024.

  • A privacy protection method and related device for shared information based on the metaverse, with the authorization announcement date: August 20, 2024.

  • A data interaction method, device, and storage medium between financial terminals and blockchain, with the authorization announcement date: August 16, 2024.

  • A data sharing method, device, and storage medium for energy trading processes, with the authorization announcement date: August 9, 2024.


Research Interests

Financial Engineering

  • Financial Technology

    Green Finance

  • Financial Regulation


Teaching Courses

  • Financial Products and Markets

  • Financial Derivatives

  • FinTech Industry Development

  • Quantittive Risk Modeling