Financial engineering and FinTech, corporate finance, macroeconomic policy, applied probability, and stochastic modelling

Wei Jiang joined the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology as an Assistant Professor in August 2019. He received Ph.D. in Quantitative Finance from National University of Singapore (2018), and both M.S. in Financial Mathematics (2012) and B.S. in Mathematics (2009) from Peking University. Prior to his Ph.D. study, he worked as a Financial Analyst in China Merchants Finance Holding Co., Ltd.

2. Xinfu Chen, Min Dai, Wei Jiang and Cong Qin (2022), Asymptotic Analysis of No-transaction Region for Two Illiquid and Correlated Stocks, Mathematical Finance

3. Min Dai, Xavier Giroud, Wei Jiang and Neng Wang (2024), A q Theory of Internal Capital Markets, Journal of Finance

4. Wei Jiang, Thomas Sargent, Neng Wang, and Jinqiang Yang (2024), Managing Government Debt, Proceedings of the National Academy of Sciences

5. Wei Jiang, Thomas Sargent, Neng Wang, and Jinqiang Yang, A p Theory of Government Debt and Taxes. Journal of Finance, forthcoming

6. Min Dai, Wei Jiang, Steven Kou, and Cong Qin, From Hotelling to Nakamoto: The Economics of Bitcoin Mining, working paper

7. Wei Jiang, Shuaijie Qian and Jialu Shen, An Investment Theory with Lags and Adjustment Costs, working paper, MFA 2022, AFBC 2022

8. Wei Jiang, Shize Li and Jialu Shen, Portfolio Decisions with Nonlinear-Dependent Labor and Stock Markets, working paper, FMARC 2024, AEA 2023, SFS Asia Cavalcade 2022

9. Wei Jiang, Jussi Keppo, Yu Long, and Omkar D. Palsule-Desai, Optimal Stockist Selection and Contract Design: Evidence from a Supply Chain in India, working paper, MSOM Supply Chain SIG 2024

10. Wei Jiang, Thomas Sargent and Neng Wang, Implementing a Ramsey Plan, working paper

IEDA 4331 Quantitative Methods in Financial Engineering

IEDA 4520 Numerical Methods for Financial Engineering