Prof. Dr. Jianing Zhang

Institution

School of Business

Room

W 3.08

Degree Programs

Digital Marketing Management (M.A.)International Management (B.A.)Business Administration (B.A.)

Phone

+49 821 5586 2973

E-Mail

jianing.zhang(at)tha.de
  • Applied Data Science
  • Machine & Deep Learning in Business Analytics
  • Credit Modeling
  • Quantitative Finance
  • Lead Scientist for Artificial Intelligence at TTZ Landsberg am Lech
Publications
2026Eisele, S., Zhang, J., Danzinger, F. (2026). Modeling Product Returns in Remanufacturing: A Markov Chain Approach. In: Kohl, H., Seliger, G., Dietrich, F., Campana, G. (eds.) Safe and Sustainable Value Creation by Design. GCSM 2025. Lecture Notes in Mechanical Engineering. Springer, Cham.
 Huang, Q., Pol, P., Zhang, J. (2026). LLM-Based Synthetic Ground Truth Generation for Audio-Based Emotion Classification via In-Context Learning. In: Proceedings of the International Conference on Applied Innovation in IT. April 22, 2026. Vol. 14, Issue 2, pp. 155–162.
2016Time-Consistency of Risk Measures with GARCH Volatilities and Their Estimation (with C. Klüppelberg), *Statistics & Risk Modelling*, 32(2), pp. 103–124, 2016.
2015Dual representations for general multiple stopping problems (with C. Bender, J. Schoenmakers), Math. Finance, 25(2), pp. 339–370, 2015.
2014Forward-backward systems for expected utility maximization (with U. Horst, Y. Hu, P. Imkeller, A. Réveillac), Stochastic Processes and Their Applications, 124(5):1813–1848, 2014.
2013Optimal dual martingales, their analysis, and application to new algorithms for Bermudan products (with J. Schoenmakers, J. Huang), SIAM J. Fin. Math. 4-1, pp. 86–116, 2013.
 Libor Model with Expiry-Wise Stochastic Volatility and Displacement (with M. Ladkau, J. Schoenmakers), Int. J. of Portfolio Analysis & Management, Vol. 3(1), pp. 224–249, 2013.
 Non-standard BSDEs and Multiple Optimal Stopping Problems with Applications to Securities Pricing, Dissertation for the degree of “Dr. rer. nat.” in Mathematics, Humboldt University of Berlin, 2013.
2012Existence and Stability of Measure Solutions for BSDEs with Generators of Quadratic Growth (with A. Fromm, P. Imkeller), “Stochastic Analysis and Applications to Finance (Essays in Honor of Jia-An Yan),” Editors: T. Zhang and X.Y. Zhou, World Scientific Publishing, pp. 137–168, 2012.
2011FBSDEs with time-delayed generators: Lp-solutions, differentiability, representation formulas, and path regularity (with G. dos Reis, A. Réveillac), *Stochastic Processes and Applications* 121(9):2114–2150, 2011.
 Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization (with P. Imkeller, A. Réveillac), Int. J. Th. App. Finance 14(5):635–677, 2011.
 Results on Numerics for FBSDEs with Drivers of Quadratic Growth (with P. Imkeller, G. dos Reis), “Contemporary Finance (Essays in Honor of Eckhard Platen),” Editors: C. Chiarella and A. Novikov, Springer-Verlag, 2010.
Publications by Jianing Zhang

DaTeam-VR – Data-Driven Team Insights in Virtual Reality