dst 20191210 thzhi

Dr. Tianhao ZHI
Assistant Professor of Financial Mathematics
Division of Science and Technology
office: T3-401-R2

Curriculum Vitae


Ph.D. in Finance, University of Technology Sydney, Australia
Master of International Economics and Finance (Advanced), University of Queensland, Australia
Bachelor of Engineering, Shanghai Maritime University, China

Research Interests

Quantitative Finance
Chinese Economy
Banking Theory & Practices
Behavioral Economics
Non-linear Economic Dynamics

Current Teaching

Behavioural Finance
Risk Management in Finance

Selected Publications
  • Financial dilution and Minskyan instability (work-in-progress), with Corrado Di Guilmi. Paper presented at the 24th Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA), City University of London, UK, June 2019.
  • Is there a real estate bubble in China? with Zhongfei Li, Zhiqiang Jiang, Lijian Wei, Didier Sornette. Emerging Markets Review, Vol.39, 2019, 120-132.
  • “Animal spirits” and bank’s lending behaviour: a disequilibrium approach, with Carl Chiarella and Corrado Di Guilmi. Studies in Nonlinear Dynamics and Econometrics, Vol.23, 2019.
  • “Banking shadow” and housing price inflation: the case of China, with Zhongfei Li, Qi Zhou, Lijian Wei. Paper presented at the 6th Asian Quantitative Finance Conference (AQFC), Guangzhou, China, November 2018.
  • Endogenous money, credit expansion, and “monetary famine” (内生货币、信贷扩张和钱荒), with Zhongfei Li and Lijian Wei, Frontiers of Finance (金融前沿), Vol.1 (4), 2017.
  • Credit bubble, monetary famine, and stock market crash: a disequilibrium dynamic model of interbank market, with Carl Chiarella and Corrado Di Guilmi, FDG working paper, 2016.