ZHANG Changyong

Dr. Changyong Zhang

Dr. ZHANG Changyong
PhD, MPhi, MSc, BEng
Associate Professor

Contact Details
Telephone: +60 85 630100 ext: 2743
Location: Heron 2 Room 19
Email: changyong.zhang@curtin.edu.my
Staffportal: https://staffportal.curtin.edu.au/staff/profile/view/Changyong.Zhang

 

Bio

Changyong Zhang earned a Bachelor of Engineering in Mechanical Engineering and Automation from South China University of Technology, a Master of Science in High Performance Computation for Engineered Systems from National University of Singapore (Singapore-MIT Alliance) (Advisor: Jie Sun), a Master of Philosophy in Network Planning and Optimisation from Imperial College London (Advisor: Robert Rodošek), and a Doctor of Philosophy in Applied Mathematics from the University of Southern California (Advisor: Remigijus Mikulevičius).

Prior to joining Curtin University Malaysia in 2015 as an associate professor in the Department of Finance and Banking, Changyong Zhang had been affiliated with Xi’an Jiaotong-Liverpool University as a lecturer in the Department of Mathematical Sciences, the University of Leoben as a postdoctoral researcher in the Department of Mathematics and Information Technology (Advisor: Erika Hausenblas), and Uppsala University as a postdoctoral researcher in the Department of Mathematics (Advisor: Kaj Nyström).

Along with teaching experience in Finance and Mathematics related courses, Changyong Zhang’s research interests lie in interdisciplinary fields, including Financial Economics, Operations Research, and Stochastic Analysis, with papers being published in a number of ABDC-ranked and WoS-indexed journals.

 

Research

Curtin University Malaysia

Department of Finance and Banking, Principal Investigator                                Apr 2016 – Mar 2019

  • Weak Euler Approximation for Stochastic Differential Equations with Applications in Finance

(CSCRS: Curtin Sarawak Collaborative Research Scheme)

Team Members: Dr. Md Atiqur Rahman Khan, Prof. Remigijus Mikulevicius, Dr. Changyong Zhang (PI)

Department of Finance and Banking, Co-Investigator                                          Aug 2016 – Jul 2018

  • A Dynamic General Equilibrium Model to Mitigate Greenhouse Gas Emissions: The Malaysian Agriculture Sector

(FRGS: Fundamental Research Grant Scheme)

Team members: Dr. Muhammad Cheema, Dr. Pauline Poh Ling Ho, Dr. Md Atiqur Rahman Khan, Dr. Kenneth R. Szulczyk (PI), Dr. Ching Seng Yap, Dr. Changyong Zhang

Department of Finance and Banking, Co-Investigator                                          Jan 2019 – Dec 2020

  • Information-Seeking Behaviour of the Rural Dwellers in the Digital Age: The Savolainen’s Model

(FRGS: Fundamental Research Grant Scheme)

Team members: Dr. Pauline Poh Ling Ho, Mr. Alpha Anak Ngadan, Dr. Nga Huong Tiew (PI), Dr. Ching Seng Yap, Dr. Changyong Zhang

Uppsala University

Department of Mathematics, Postdoctoral Researcher                                         Aug 2012 – Oct 2014

  • Liquidity Risk — High Frequency Data and Algorithmic Trading

(RJ: Riksbankens Jubileumsfond – The Swedish Foundation for Humanities and Social Sciences)

University of Leoben

Department of Mathematics and Information Technology, Postdoctoral Researcher Feb 2012 – Jul 2012

  • Nonlinear Filtering with Respect to Levy Noise

(FWF: Fonds zur Forderung der wissenschaftlichen Forschung – Austrian Science Fund)

University of Southern California

Department of Mathematics, Graduate Assistant                                                   Aug 2005 – Dec 2010

  • Numerical Weak Approximation of Stochastic Differential Equations Driven by Lévy Processes

Imperial College London

Centre for Planning and Resource Control, Graduate Assistant                            Oct 2002 – Jun 2005

  • A Dynamic Decomposition Method for the Unique-Path OSPF Weight Setting Problem

National University of Singapore

Singapore-MIT Alliance, Internship Researcher                                                      Jan 2001 – May 2001

  • A Heuristic for Real-Time Container Load Sequencing

(PSA International Pte Ltd)

 

Teaching

Curtin University Malaysia

Department of Finance and Banking, Associate Professor                                    Aug 2015 – Present

  • Corporate Finance (Fall 2015, Spring 2017, Fall 2017, Spring 2018, Spring 2019, Spring 2020)
  • Introduction to Finance Principles (Spring 2016, Fall 2016, Spring 2018)
  • Introduction to Derivative Securities (Spring 2019, Fall 2019, Spring 2020)
  • Introductory Business Financial Modelling (Fall 2015, Spring 2016, Fall 2016, Spring 2017, Fall 2017, Fall 2018, Fall 2019)

Xi’an Jiaotong-Liverpool University

Department of Mathematical Sciences, Lecturer                                                    Sep 2011 – Jan 2012

University of Southern California                                                          

Department of Mathematics, Teaching Assistant                                                    Aug 2006 – Dec 2010

  • Basic Mathematical Skills (Fall 2006, Fall 2010)
  • Calculus II (Spring 2007, Fall 2008)
  • Fundamental Principles of Calculus (Spring 2010)
  • Introduction to Mathematical Statistics (Fall 2007)
  • Numerical Analysis (Fall 2006)
  • Probability Theory (Spring 2008)
  • Statistics for Management and Economics (Spring 2009, Fall 2009)

Pepperdine University                                                                       

Seaver College of Letters, Arts, and Sciences, Summer Lecturer                           May 2007 – Jun 2007

  • Probability & Linear Algebra (Summer 2007)

 

Service

Curtin University Malaysia

  • Department of Finance and Banking, Research Seminars Initiator & Coordinator, Fall 2017, Fall 2018
  • Faculty of Business, R&D Committee Member, 10/2015 – 12/2019
  • Faculty of Business, Research Cluster Leader of Financial Market and Macroeconomic Dynamics, 10/2015 – 12/2019
  • Faculty of Business, Reviewer of FRGS grant applications, 04/2016, 02/2017, 03/2018, 03/2019
  • Faculty of Business, Recruitment Panel Member, 02/2017, 06/2017, 10/2018
  • Faculty of Business, Reviewer of foundation units, 10/2016, 05/2017, 10/2017, 05/2018, 10/2018, 05/2019
  • Office of Research and Development, Curtin Malaysia R&D Committee Member, 02/2020 –

Xi’an Jiaotong-Liverpool University

  • Department of Mathematical Sciences, IT Officer, 09/2011 – 01/2012

 

Mentoring

Curtin University Malaysia

Department of Finance and Banking, Co-Supervisor                                             Jan 2016 – Present

  • Alpha anak Ngadan (PhD), Momentum Profits and Herding Behavior in Emerging Asian Equity Markets and Real Estate Investment Trusts (01/2016 – )
  • Bilal Aslam (MPhil), Weak Euler Scheme for Stochastic Differential Equations with Applications in Finance (09/2017 – )
  • Xiaoqian Wu (MPhil), Determinants and Consequences of Using Digital Finance Platform for Personal Financial Management in Rural China (06/2017 – )
  • Die Zhou (MPhil), Optimization of Recruitment Process for AI Smart Home Startups in China (05/2019 – )

 

Publications

Journal Articles 

Conference Proceedings

Book

Others

 

Talks

 

Refereeing 

  • Afro-Asian Journal of Finance and Accounting (ABDC: C)
  • Annals of Operations Research (ABDC: A; WoS)
  • Discrete Applied Mathematics (WoS) (For Mathematical Reviews)
  • European Journal of Operational Research (ABDC: A*; WoS) (For Mathematical Reviews)
  • International Journal of Operational Research (ABDC: C) (For Mathematical Reviews)
  • Journal of Industrial & Management Optimization (ABDC: B; WoS) (For Mathematical Reviews)
  • Journal of the Operational Research Society (ABDC: A; WoS)
  • Networks (WoS) (For Mathematical Reviews)
  • Operations Research (ABDC: A*; WoS) (For Mathematical Reviews)
  • Optimization Methods and Software (WoS) (For Mathematical Reviews)

 

Memberships

  • Eurasia Business and Economics Society
  • The Econometric Society

 

Extracurricular

  • TMBT Ultra Trail Marathon 2019, 30km, Kota Belud and Ranau, Malaysia, Sep 14th, 2019
  • Miri Marathon 2019, 42.195km, Miri, Malaysia, Mar 17th, 2019
  • Canada Hill Survival 2019, 12.6km, Miri, Malaysia, Jan 6th, 2019

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