Chao ZHANG (张超)
Scholar

Chao ZHANG (张超)

Google Scholar ID: ug8EzPoAAAAJ
HKUST (GZ)
Machine Learning in Finance
Homepage↗Google Scholar↗
Citations & Impact
All-time
Citations
471
 
H-index
7
 
i10-index
7
 
Publications
14
 
Co-authors
17
list available
Contact
Emailchao.zhang94@outlook.comCVOpen ↗
Publications
14 items
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
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
17 total
Mihai Cucuringu
Mihai Cucuringu
Professor of Mathematics, UCLA; Department of Statistics, University of Oxford
Co-author 2
Co-author 2
Co-author 3
Co-author 3
Xiaowen Dong
Xiaowen Dong
University of Oxford
Yiwen Guo
Yiwen Guo
Research Scientist
Co-author 6
Co-author 6
Changshui Zhang
Changshui Zhang
Dept. Automation, Tsinghua University, Beijing, China
Renyuan Xu
Renyuan Xu
Stanford University