Date:2020-07-16 Click:
Name: Du Jiangze
Title: Associate Professor
Office Phone:
Email: jiangze.du@hotmail.com
1. Introduction
Basic Information:
Du Jiangze, male, was born in April 1988 and is a native of Pinglu County, Shanxi Province. He earned a PhD in Management and now works as an associate professor and master supervisor in Jiangxi University of Finance and Economics.
Research Directions: Financial Risk Management, Business Statistics Analysis, Financial Engineering
Education Experience:
2010.06, Bachelor of Transportation, Jilin University
2015.10, Doctor of Management Science, City University of Hong Kong
Work Experience:
2015-2019, Lecturer, School of Finance, Jiangxi University of Finance and Economics
2020-Present, Associate Professor, School of Finance, Jiangxi University of Finance and Economics
2. Teaching Experience
Courses Taught:
Foreign Students: Investment, Financial Time Series Analysis, Financial Economics, Financial Data Analysis and Programming
Postgraduate: Python and Its Application
Undergraduate: Financial Engineering, Financial Risk Measurement and Analysis, Insurance, Investment
3. Research Achievements
Projects Hosted:
1. Science and Technology Project of the Education Department of Jiangxi Province, Systemic Risk Measurement and Analysis of Listed Financial Institutions in China, 2019-2020, 20,000 yuan.
2. Humanities and Social Sciences Project of Jiangxi Colleges and Universities, Research on the Measurement of RMB Exchange Rate Liquidity Risk, 2019-2020, 10,000 yuan.
3. Key Project for Jiangxi Educational Reform, The Synchronous Development of Integrating Specialized Courses with Ideological and Political Education, and the Ideological and Political Courses-Based on the Study of Ideological and Political Education Reform in the Course of Insurance, 2019/01-2020/12, 20,000 yuan.
Projects Participated:
1. General Project of the National Natural Science Foundation, Research on the Impact of Incentive Contracts for Institutional Investors on Asset Prices, 2020/01-2023/12, 480,000 yuan.
2. Regional Project of the National Natural Science Foundation, Research on the Effect Decomposition of Bulk Agricultural Product Price Connotation Attributes-Data Mining Integration Technology Based on Independent Variable Disturbance Cycle, 2020/01-2023/12, 296,000 yuan.
4. Regional Project of the National Natural Science Foundation, Selection Mechanism and Empirical Research of Securities Portfolio Based on Stress Test Constraints, 2020/01-2023/12, 280,000 yuan.
5. Youth Project of the National Natural Science Foundation, Systematic Financial Risk Measurement and Its Application in Macroeconomic Forecasting Based on GAS Model, 2019/01-2021/12, 180,000 yuan.
Papers:
1. Wang Jying-Nan, Du Jiangze*, Chiu Ya-Ling. Can Online User Reviews be More Helpful? Evaluating and Improving Ranking Approaches. Information & Management, 2020, Published Online. (SSCI, SCI)
2. Du Jiangze, Yu Runfang, Li Jin*, Lai Kin Keung. Do the Markov Switching Based Hybrid Models Perform Better in Forecasting Exchange Rates? Emerging Markets Finance and Trade, 2019, 55(7): 1497-1515.
3. Wang Jying-Nan, Du Jiangze*, Hsu Yuan-Teng. Measuring Long-term Tail Risk: Evaluating Performance of Square-root-of-time Rule. Journal of Empirical Finance. 2018, 47: 120-138. (SSCI)
4. Du Jiangze, Wang Jying-Nan*, Lai Kin Keung. The Importance of Hedging Currency Risk: Evidence from CNY and CNH. Economic Modelling, 2018, 75 (2018): 81-92. (SSCI)
5. Du Jiangze, Yu Runfang*, Lai Kin Keung. Identification and Prediction of Currency Crisis: Markov Switching-Based Approach. Singapore Economic Review. 2018, forthcoming. (SSCI)
6. Du Jiangze*, Lai Kin Keung, Copula-Based Risk Management Models for Multivariable RMB Exchange Rate in the Process of RMB Internationalization. Journal of Systems Science and Complexity, 2017, 30 (3): 660-679. (SCI)
7. Jiang Chonghui, Du Jiangze*, An Yunbi, Combining the Minimum-variance and Equally-weighted Portfolios: Can Portfolio Performance be Improved? Economic Modelling, 2019, 80: 260-274. (SSCI)
8. Wang Jying-Nan, Du Jiangze*, Jiang Chonghui, Lai Kin Keung, Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network, Complexity, 2019, 7458961. (SCI Q2)
9. Wang Jying-Nan, Du Jiangze*, Chiu Ya-Ling, Li Jin, Dynamic Effects of Customer Experience Levels on Durable Product Satisfaction: Price and Popularity Moderation, Electronic Commerce Research and Applications, 2018, 28, 16-29. (SSCI, SCI)
10. Chiu Ya-Ling, Chen Lu-Jui, Du Jiangze*, Hsu Yuan-Teng, Studying the Relationship between the Perceived Value of Online Group-buying Websites and Customer Loyalty: The Moderating Role of Referral Rewards, Journal of Business & Industrial Marketing, 2018, 33(5), 665-679. (SSCI)
11.Wang Jying-Nan, Liu Hung-Chun, Du Jiangze, Hsu Yuan-Teng, Economic Benefits of Technical Analysis in Portfolio Management: Evidence from Global Stock Markets, International Journal of Finance and Economics, 2019, 24: 890-902. (SSCI)