Dr Chaoyan Wang is currently Assistant Professor at Contemporary Chinese Studies, Faculty of Humanities and Social Sciences at University of Nottingham Ningbo Campus. Previously, she was a faculty member at University of Nottingham (UK) and University of York (UK). She teaches Business and Economy in Contemporary China, Economy and Society in Contemporary China, and Economic Development in Contemporary China. Her research has focused on empirical studies of applied issues in China’s financial markets, including asset pricing of the Chinese cross-listed companies from the perspective of market microstructure and behavioural finance. She specializes in areas of Quantitative Methods and Mathematical Finance. She is currently working on several research projects, one of which is to incorporate machine learning and artificial intelligence techniques into financial risk analysis (funded by the National Natural Science Foundation of China), and the another of which is to study the effects of finance development on China’s economic growth.
Asset pricing; Market microstructure; Quantitative methods
- Business and Economy in Contemporary China
- Economy and Society in Contemporary China
- Economic Development in Contemporary China
- Asset pricing from the perspective of market microstructure, behavioral finance
- Incorporating machine learning technique into financial risk analysis
- Relationship between economic growth and finance development
Lu Bai, Zhihong Zhang, Chaoyan Wang, Xiao Bai, Edwin R. Hancock: A Graph Kernel Based on the Jensen-Shannon Representation Alignment. In Proceedings of IJCAI, 3322-3328, 2015.
Lu Bai, Zhihong Zhang, Chaoyan Wang, Edwin R. Hancock: An Edge-Based Matching Kernel for Graphs Through the Directed Line Graphs. In Proceedings of 16th CAIP, Part II: 85-95, 2015.
Malay Dey, and Chaoyan Wang, Return Spread and liquidity: Evidence from Hong Kong ADR. Research in International Business and Finance, 26 (2012) 164– 180)
Malay Dey, and Chaoyan Wang, An Overview of the Securities Market Regulation in Post-Liberalization China and India, (Development and Financial Reform in Emerging Economies, Pickering & Chatto, 2014)
Financial Risk Analysis, learning from Graph-based Kernel Machine, supported by the National Natural Science Foundation of China under Grant No. 61503422