Prof. Dr. Jianing Zhang
contact.institution
School of Businesscontact.room
W 3.08contact.degreePrograms
Betriebswirtschaft (B.A.)International Management (B.A.)Marketing-Management Digital (M.A.)contact.phone
+498215586-2973contact.email
jianing.zhang(at)tha.de- Applied Data Science
- Machine & Deep Learning in Business Analytics
- Credit Modeling
- Quantitative Finance
- Lead Scientist für Künstliche Intelligenz am TTZ Landsberg am Lech
| Publikationen | |
| 2026 | Eisele, 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 International Conference on Applied Innovation in IT. 2026/04/22. Vol. 14, Issue 2, pp. 155–162. | |
| 2016 | Time-consistency of risk measures with GARCH volatilities and their estimation (with C. Klüppelberg), Statistics & Risk Modelling, 32(2), pp. 103-124, 2016. |
| 2015 | Dual representations for general multiple stopping problems (with C. Bender, J. Schoenmakers), Math. Finance, 25(2), pp. 339-370, 2015. |
| 2014 | Forward-backward systems for expected utility maximization (with U. Horst, Y. Hu, P. Imkeller, A. Réveillac), Stochastic Process. Appl. 124(5):1813-1848, 2014. |
| 2013 | Optimal 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 zur Erlangung des akad. Grades „Dr. rer. nat.“ im Fach Mathematik, Humboldt-Universität zu Berlin, 2013. | |
| 2012 | Existence and stability of Measure Solutions for BSDE with generators of quadratic growth (with A. Fromm, P. Imkeller), „Stochastic Analysis and Applications to Finance (Essays in honour of Jia-An Yan), Editors: T. Zhang and X.Y. Zhou, World Scientific Publishing, pp. 137-168, 2012. |
| 2011 | FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity (with G. dos Reis, A. Réveillac), Stochastic Process. Appl. 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 FBSDE with drivers of quadratic growth (with P. Imkeller, G. dos Reis), „Contemporary finance (essays in honour of Eckhard Platen)“, Editors: C. Chiarella and A. Novikov, Springer-Verlag, 2010. | |