Chao Zhang
Status
Postgraduate Student
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications
Sparse DNNs with Improved Adversarial Robustness, 2018
Alpha Go Everywhere: Machine Learning and International Stock Returns, 2021
Cross Impact of Order Flow Imbalances: Contemporaneous and Predictive, 2021
Volatility forecasting with machine learning and intraday commonality, 2022
Tail-GAN: Nonparametric Scenario Generation for Tail Risk Estimation, 2022
Graph-based Methods for Forecasting Realized Covariances, 2022
Teaching
Statistical Computing, HT 2020.
Statistical Machine Learning: HT 2020, 2021.
Research interests
Machine Learning, Quantitative Finance, Financial Econometrics
Prizes, awards, and scholarships
• 2018, NIPS Travel Awards
• 2019 - 2022, Clarendon Scholarship & Cyril and Phillis Long Scholarship