Yanting Ji（Aaron）

BriefEducation and Work Background

1. Zhejiang University of Science and Technology, Department of Mathematics, Associate Professor, 2020-Present.

2. Zhejiang Shuren University, Hangzhou, Department of Finance, Associate Professor, 2018-2020.

3. Beijing Institute of Technology, Zhuhai, Department of Financial Engineering, Assistant Professor, 2016-2018.

4. Swansea University, Doctor of Philosophy, Major in Financial Mathematics. 2012-2016

5. Swansea University, Master of Science, Major in Financial Mathematics. 2011-2012

6. The Australian National University, Bachelor of Science, Major in Mathematics. 2007- 2010

Email:yanting.ji@zust.edu.cn

Main Research Interests
Mymain research area is mathematical finance. In the past few years, I worked on the artificial intelligence and its application in financial risk management. Recently,my research interest extended to ESG topics, which includes green financial derivatives and well as mathematical demography.

Moreover, I am a Financial Risk Manager (FRM), and I am working onExamsof Fellow of Society of Actuaries.

In practice, I work as an angel investor, focusing on green innovation and technology.

Main Research Projects

1.Zhejiang Research Base Key Project of Philosophy, and Social Sciences of Zhejiang Modern Service Industry Research Center (no. 20JDZD071).

Main Published Papers

1. Tao, X., Wang, M., & Ji, Y. (2023). The application of graph-structured cox model in financial risk early warning of companies. Sustainability, 15(14), 10802.

2. Ying, S., Fang, Q., & Ji, Y. (2023). Research on green innovation efficiency measurement and influencing factors in the three major coastal urban agglomerations in China.

   Frontiers in Environmental Science.

3. Ji, B., Tao, X., & Ji, Y. (2022). Barrier Option Pricing in the Sub-Mixed Fractional Brownian Motion with Jump Environment. Fractal and Fractional, 6(5), 244.

4. Yang, Z., Zhang, L., Tao, X., & Ji, Y. (2022). Heston-GA Hybrid Option Pricing Model Based on ResNet50. Discrete Dynamics in Nature and Society, 2022.

5. Ji, Y. (2021). Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type. Journal of Inequalities and Applications, 2021(1), 1-21.

6. Ji, Y., & Yuan, C. (2017). Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 326, 337-357.