Is there any way to add some jQuery animations in each slide of a slider created with Views Slideshow module?
You might want to try the Views Slideshow Xtra module
Views Slideshow Xtra is an enhancement module for Views Slideshow, providing the ability to create overlays for a Views Slideshow. HTML elements are placed in overlays, with overlay visibility controlled by toggling the CSS display property, so that overlays are displayed with their corresponding slide. Animation of the overlay displays is also supported.