Chao Zhang
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Machine Learning, Quantitative Finance, Financial Econometrics
• 2018, NIPS Travel Awards
• 2019 - 2022, Clarendon Scholarship & Cyril and Phillis Long Scholarship
Statistical Computing, HT 2020.
Statistical Machine Learning: HT 2020, 2021.
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