Xiaotian Zhu - Visiting Professors - Peking University HSBC Business School(PHBS)

Visiting Teaching Associate Professor

Xiaotian Zhu

Ph.D.,Finance, Old Dominion University

Research Interests: Quant modeling and algorithmic trading for equities, equity derivatives and fixed income

zhuxiaotian@phbs.pku.edu.cn

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Biography

Research Fields:
Quant modeling and algorithmic trading for equities, equity derivatives and fixed income

Education:
PhD in Finance, OLD DOMINION UNIVERSITY, USA, 2007;
MS in Computational Finance, NATIONAL UNIVERSITY OF SINGAPORE, SINGAPORE, 2004;
BA in Finance, XI’AN JIAOTONG UNIVERSITY, CHINA, 1998

Working Experience:
2013.3- present, Head of – Delta One Trading, CITIC SECURITIES, BEIJING & SHENZHEN, CHINA;
2010.1-2013.3, Algorithmic Trading, AVP – Delta One Trading, CREDIT SUISSE, NEW YORK, USA;
2007.8-2010.1, Sr. Quantitative Analyst, VP – Global Securitized Product, JPMORGAN NEW YORK, USA;
2004.2-2005.4, Research Assistant – Center of Financial Engineering, NATIONAL UNIVERSITY OF SINGAPORE SINGAPORE
1998.8-2001.7, Investment Analyst – Corporate Investment Department, CHINA DUTY FREE COMMODITY GROUP SHENZHEN, CHINA

Research Teaching

Predicting Stock Index Increments Using Neural Networks: The Role of Trading Volume under Different Horizons, -Journal of Expert Systems with Applications, Vol. 34,Issue 4, May 2008, pp. 3043-3054.

Earnings Management through Real Activities Manipulation before Mergers and Acquisitions, -Journal of Finance and Accountancy, Vol. 13, July 2013.

Trading Volume and Price Pattern in China’s Stock Market: A Momentum Life Cycle Explanation, -Journal of Behavioral Studies in Business, Vol. 5, July 2012.

Arbitrage Risk and Post-Repurchase-Announcement Drift, -Journal of Business and Finance Research, volume 3, Issue 1, Fall/Winter 2011.

Forecasting Stock Index Increments Using Neural Networks with Trust Region Methods, -Proceedings of IEEE IJCNN 2003, pp. 260-265, Volume 1.

An Artificial Intelligence Based Enterprise Information System for Financial Investment, -Proceedings of IEEE SMC 2006, pp. 4067-4072, Volume 1.

Short Selling around Corporate Acquisitions, - Presented on the 2007 FMA, SFA and 2008 EFMA Annual Meetings.

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