关注
Chao ZHANG (张超)
Chao ZHANG (张超)
University of Oxford
在 eng.ox.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Sparse DNNs with Improved Adversarial Robustness
Y Guo*, C Zhang*, C Zhang, Y Chen
NeurIPS, 2018
1782018
Alpha Go Everywhere: Machine Learning and International Stock Returns
D Choi, W Jiang, C Zhang
Available at SSRN 3489679, 2023
322023
Cross-Impact of Order Flow Imbalance in Equity Markets
R Cont, M Cucuringu, C Zhang
Quantitative Finance 23 (10), 1373-1393, 2023
28*2023
Volatility Forecasting with Machine Learning and Intraday Commonality
C Zhang*, Y Zhang*, M Cucuringu, Z Qian
Journal of Financial Econometrics 22 (2), 492–530, 2023
282023
Tail-GAN: Learning to Simulate Tail Risk Scenarios
R Cont, M Cucuringu, R Xu, C Zhang
arXiv preprint arXiv:2203.01664, 2022
26*2022
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning
C Zhang*, Z Zhang*, M Cucuringu, S Zohren
arXiv preprint arXiv:2111.09170, 2021
212021
Forecasting Realized Volatility with Spillover Effects: Perspectives from Graph Neural Networks
C Zhang*, XS Pu*, M Cucuringu, X Dong
Available at SSRN 4375165, 2023
18*2023
Graph-based Methods for Forecasting Realized Covariances
C Zhang, XS Pu, M Cucuringu, X Dong
Available at SSRN, 2022
62022
Cryptocurrency Volatility Forecasting Using Commonality in Intraday Volatility
E Djanga, M Cucuringu, C Zhang
Proceedings of the Fourth ACM International Conference on AI in Finance, 436-444, 2023
12023
Trading Volume Alpha
R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang
Available at SSRN 4802345, 2024
2024
A Similarity-based Approach to Covariance Forecasting
Á Cartea, M Cucuringu, M Jennings, C Zhang
Available at SSRN 4652980, 2023
2023
Data-driven Methods for Simulation and Forecasting of Financial Time Series
C Zhang
DPhil thesis, University of Oxford, 2023
2023
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