Education
Ph.D. (Majored in Financial Engineering, School of Management), HUST, 2016
M. A. (Majored in Financial Engineering, School of Management), HUST, 2012
B. A. (Majored in Management Science, School of Science), Nanchang University, 2009
Overseas Visiting
Visiting Ph.D. (in Real Estate Finance, Department of Land Economy), University of Cambridge, Britain, 2015-Mar.-2016-Mar.
Current Position & Past Employment history
Lecturer in Department of Finance, School of Management, Huazhong University of Science & Technology, China, 2018-Sept.-present.
Associate Researcher in Financial Engineering, Lingnan (University) College, Sun Yat-sen University, China, 2016-Nov.-2018-Sept.
Research Interests
Systemic crisis and financial networks, Risk Measurement and Management, Real estate finance
Research Grants
【1】Core Participator: “Big data based intelligent early warning and prevention systems for district financial security”, Joint fund project of National Natural Science Foundation of China (NSFC), 2019-Jan.-2022-Dec.
【2】Director: “Systemic Risk Measurement and Management based on financial Networks and Bank Heterogeneity”, Research project of National Natural Science Foundation of China (NSFC), 2018-Jan.-2020-Dec.
【3】Core Participator: “Pricing, numerical simulation and risk management of real estate financial asset and derivatives”, Major program of National Natural Science Foundation of China (NSFC), 2013-Jan.-2017-Dec.
【4】Participator: “Pricing, numerical simulation of credit derivatives”, Research project of National Natural Science Foundation of China (NSFC), 2009-Jan.-2011-Dec.
Publication
【1】Yang Deng, Yan Zeng, Zhirui Li. Real estate Prices and Systemic Banking Crises. Economic Modelling. Accepted, 2018.
【2】Yang Deng, Xubiao He. Pricing Credit Default Swap based on Conditional Monte Carlo Method. System Engineering Theory and Practice, 2017, 37(8): 2043-2051.
【3】Pu Gong, Yang Deng, Zuhui Hu. Principal component importance sampling for bank credit portfolio risk management. Journal of Management Science in China, 2012, 15(11): 3-10.
【4】Yang Deng, Helen X.H. Bao, Pu Gong. Increasing Tail Dependence of International Real Estate Markets. International Real Estate Review, 2018, 21(2): 145-168.
Working Paper
【1】Volatility Connectedness Network in Global Securitized Real Estate Markets. (With Dr. Helen X.H. Bao)
【2】Hanyang Wang, Yang Deng, Wenlian Lin. Political Affinity and Equity Market Contagion: Evidence from the Chinese Stock Market Turbulence in 2015-2016.
Conference & Presentation
Yang Deng, Zhirui Li, Yan Zeng. Real Estate Price and Systemic Banking Crisis. The 15th International Conference on Financial Systems Engineering and Risk Management, 2017-Oct., Beijing.
