Dr Qianru (Jennifer) Shang
Assistant Lecturer
Email: qianru.shang@tudublin.ie
Dr. Qianru (Jennifer) Shang is a Lecturer/Assistant Professor in Business Analytics at TU Dublin Faculty of Business, within the School of Business Technology, Retail & Supply Chain. Her research interests lie in Financial Data Analytics, FinTech, and Quantitative Finance, with a particular emphasis on applying machine learning methods to solve financial problems.
Qianru’s research has been published in leading journals, including the Journal of Futures Markets and the Journal of Derivatives. She has presented her work at prominent finance conferences such as the Bachelier World Congress, the INFINITI Conference on International Finance, and the Irish Academy of Finance Conference. In addition, she serves as a Principal Investigator for the FinTech project and is supervising two PhD students.
Qianru has taught various Business Analytics and Finance modules at both undergraduate and postgraduate levels, including Financial Data Analytics, Marketing Analytics, Financial Asset Valuation, Time Series Analysis, and Quantitative Analysis. She previously worked as a quantitative analyst at Citi Ireland.
Current Research Focus
Qianru’s current research focuses on the lattice methods and machine learning techniques for option pricing.
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Academic Journal Publications
- Shang, Q., & Byrne, B. (2021). American option pricing: optimal lattice models and multidimensional efficiency tests. Journal of Futures Markets, 41(4), 514-535.
- Shang, Q., & Byrne, B. (2019). American option pricing: an accelerated lattice model with intelligent lattice search. The Journal of Derivatives, 27(1), 92-108.
Working Papers
- Shang, Q., & Byrne, B. (2024). The optimal exercise boundary in trinomial option pricing models. Manuscript submitted for publication.
- Shang, Q., Byrne, B., & Zhang, Y. (2023). Accounting for employee stock options: accelerating convergence. Manuscript in preparation.
Academic Conferences
- “American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search.” The 3rd Annual Conference of the Irish Academy of Finance, 2022
- “American Option Pricing: An Accelerated Trinomial Model and Optimal Exercise Boundary Theory.” The Disrupting Thinking Research Event, 2021
- “An Efficient Search Routine for Uncovering the Early Exercise Boundary in American Option Lattice Structures.” The INFINITI Conference on International Finance, 2019
- “Accounting for Employee Stock Options: Accelerating Convergence.” The 10th World Congress of the Bachelier Finance Society, 2018
- “Accounting for Employee Stock Options: A Small Refinement to the Lattice Approach.” The INFINITI Conference on International Finance, 2017
Research Grant
- TU Dublin ARISE PhD Scholarship, 2024
Research Project: FinTech: Machine Learning for Option Pricing. Awarding Body: Technological University R&I supporting Enterprise scheme, supported by TU Dublin and co-financed by the Government of Ireland and the European Union. Duration: 48 months. Role: Principle Investigator. Industry Partner: Allied Irish Banks (AIB). Amount: €135,500.