+86 (0)573-87572640
huawang@intl.zju.edu.cn
Room 310, ZIBS Building
Prof. WANG, PhD CFA, 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
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.
清华金融评论. 2017,(09) 日本央行直接入市及其影响，DOI：10.19409/j.cnki.thf-review.2017.09.029
清华金融评论. 2015,(12) 日本股票发行上市制度与监管制度, DOI：10.19409/j.cnki.thf-review.2015.12.022
程序化交易的监管与风控机制研究, 金融期货研究，2014年第27期
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
Domestic Invention Patents
一种基于区块链的金融数据信息联邦迁移学习方法及装置， 专利号: ZL 2021 1 0287227.9， 授权公告日：2023年06月02日
基于智能合约实现区块链用户身份认证的交易方法及系统， 专利号： ZL 2021 1 0533183.3，授权公告日： 2022年08月02日
Research Interests
Financial Markets
IT
Fintech
Teaching Courses
