Name: ZHI, Tianhao
Position: Assistant Professor, Financial Mathematics

  • PhD 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 Areas
  • Quantitative Finance;
  • Chinese Economy;
  • Macroeconomics;
  • Banking Theory & Practices;
  • Behavioral Economics;
  • Non-linear Economic Dynamics.
Selected Publications and Working Papers
  • 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.
Courses Taught/Teaching at UIC
  1. FINM4033: Financial Modelling
  2. FINM3093: Investments
  3. FINM3043: Behavioural Finance
  4. FINM2013: Time Series for Finance and Macroeconomics
  5. FINM3003: Risk Management in Finance
  6. FINM3023: Fixed Income Securities and their Derivatives
  7. ECON2053: Economics