Overview

Xundi DIAO

  • Department:Finance
  • Phone:+86 (0)21 52301591
  • Title:Associate Professor
  • Email:xund@sjtu.edu.cn
Profile
  • Xundi Diao, Doctor of Philosophy in Management (Ph.D. in Management). Currently Associate Professor and Doctoral Supervisor in the Department of Finance at Antai College of Economics and Management. Also serves as a Doctoral Supervisor for Applied Economics doctoral students; member of the Board of Directors of the Shanghai Society of Finance; member of the Financial Systems Engineering Professional Committee of the Systems Engineering Society of China; and member of the Board of Directors of the Shanghai Financial Engineering Research Association.

    Main research interests: (1) Pricing and risk management of financial derivatives; (2) Big data modeling and optimization algorithms; (3) Internet finance and fintech.

    Recruitment needs: Doctoral students and postdoctoral researchers with strong interest in derivatives markets, commodity markets, big data, and related fields.

    Placement of some graduated graduate students (including postdocs): CITIC Securities, Guotai Junan Securities, China Banking and Insurance Regulatory Bureau, China Development Bank, China Merchants Bank, Fullgoal Fund, Caitong Securities, Alibaba, Shenzhen Stock Exchange, DolphinDB, Yifangda Asset Management, Ant International, and staying on as faculty members, , among others.

    Academic and Working Experience

    · 2016.08-    Assistant Professor/Associate Professor/Doctoral supervisor, Antai College of Economics & management, Shanghai Jiao Tong University

    · 2013.06-2016.07  Assistant Professor, School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University

    · 2014.07-2014.12  Visiting Scholar, The Chinese University of Hong Kong

    · 2014.03-2014.04  Research Associate, The Chinese University of Hong Kong

    · 2010.06-2013.05 Postdoctoral Fellow, Antai College of Economics & management, Shanghai Jiao Tong University

    ·  2008.03-2009.07  Research Assistant, The Hong Kong Polytechnic University

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Research
  • Publication Record:
    Published or accepted over 40 papers in renowned domestic and international journals, including Economic Theory, European Journal of Operational Research, Quantitative Finance, Journal of Empirical Finance, Annals of Operations Research, Energy Economics, Accounting and Finance, Pacific-Basin Finance Journal, The Journal of Derivatives, Management Review (Chinese), Journal of Industrial Engineering and Engineering Management (Chinese), among others.

    Key Publications in English:

    The detailed please see :https://orcid.org/0000-0002-7691-7208

    Book (2/4):

    The Impact of Financial Services and Product Innovation in the Context of the Internet. Beijing: Science Press, December 2024.

    Principal Investigator (PI) of Grants:

    • Key Project of the National Social Science Foundation of China (NSSFC): “Research on Financial Support for Pricing Power over International Commodities” (08/2023–12/2026).

    • General Project of the National Natural Science Foundation of China (NSFC): “The Impact of Semi-Variance, Co-Semi-Variance, and Their Asymmetry on Option Pricing” (01/2018–12/2021).

    • Young Scientist Project of the NSFC: “Risk Aversion and Market Equilibrium of Firms Considering Production Structure” (01/2013–12/2015).

    • China Postdoctoral Science Foundation Project: “Sequential and Simultaneous Game Strategies in Futures Markets Considering Price Signals” (10/2011–12/2012).

    Participant in Major Grants:
    Served as a key participating member and core research associate in major projects of the NSFC (including Key Programs, Major International Joint Research Projects, and Special Projects), as well as major and key projects of the NSSFC.

    Journal Referee Service:
    Operations Research, Energy Economics, Economics Letters, Emerging Markets Finance and Trade, Quarterly Review of Economics and Finance, Finance Research Letters, Financial Innovation, China Finance Review International, International Review of Economics and Finance, North American Journal of Economics and Finance, Research in International Business and Finance, and others.

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Teaching
  •  Core Courses:

    ·        Fixed Income Securities Analysis (Undergraduate, Master's, MBA)

    ·        Financial Derivatives (PhD)

    ·        Financial Modeling and Its Application with R Examples (Undergraduate)

    Teaching Honors:

    ·        Shanghai Municipal Key Course (2020) – Fixed Income Securities Analysis (2nd out of 3 instructors)

    ·        National First-Class Undergraduate Course (2023) – Fixed Income Securities Analysis (2nd out of 3 instructors)


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