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Chao ZHANG (张超)
Chao ZHANG (张超)
University of Oxford
Verified email at stats.ox.ac.uk - Homepage
Title
Cited by
Cited by
Year
Sparse dnns with improved adversarial robustness
Y Guo*, C Zhang*, C Zhang, Y Chen
NeurIPS, 2018
1672018
Alpha go everywhere: Machine learning and international stock returns
D Choi, W Jiang, C Zhang
Available at SSRN 3489679, 2023
312023
Tail-gan: Learning to simulate tail risk scenarios
R Cont, M Cucuringu, R Xu, C Zhang
arXiv preprint arXiv:2203.01664, 2022
22*2022
Cross-Impact of Order Flow Imbalance in Equity Markets
R Cont, M Cucuringu, C Zhang
Quantitative Finance 23 (10), 1373-1393, 2023
20*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
182023
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
182021
Graph Neural Networks for Forecasting Realized Volatility with Spillover Effects
C Zhang*, XS Pu*, M Cucuringu, X Dong
Available at SSRN 4375165, 2023
15*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
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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Articles 1–11