Chao ZHANG (张超)
Scholar

Chao ZHANG (张超)

Google Scholar ID: ug8EzPoAAAAJ
HKUST (GZ)
Machine Learning in Finance
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Citations & Impact
All-time
Citations
471
 
H-index
7
 
i10-index
7
 
Publications
14
 
Co-authors
17
list available
Contact
Emailchao.zhang94@outlook.comCVOpen ↗
Resume
Academic Achievements
  • Recent Working Papers:
  • 1. Trading Volume Alpha (2024) - with Ruslan Goyenko, Bryan Kelly, Tobias Moskowitz, Yinan Su.
  • 2. A Similarity-based Approach to Covariance Forecasting (2023) - with Alvaro Cartea, Mihai Cucuringu, Mark Jennings.
Research Experience
  • Position: Assistant Professor at the FinTech Thrust of HKUST (GZ).
Background
  • Research Interest: Machine Learning in Finance; Professional Field: FinTech; Brief Introduction: Assistant Professor at the FinTech Thrust of HKUST (GZ).
Miscellany
  • Personal interests and hobbies not mentioned.
Co-authors
9 total
Mihai Cucuringu
Mihai Cucuringu
Professor of Mathematics, UCLA; Department of Statistics, University of Oxford
Xiaowen Dong
Xiaowen Dong
University of Oxford
Yiwen Guo
Yiwen Guo
Research Scientist
Changshui Zhang
Changshui Zhang
Dept. Automation, Tsinghua University, Beijing, China
Renyuan Xu
Renyuan Xu
Stanford University
Yinan Su
Yinan Su
Johns Hopkins University Carey Business School
Bryan Kelly
Bryan Kelly
Yale School of Management
Álvaro Cartea
Álvaro Cartea
University of Oxford and Oxford-Man Institute