Follow
Chao ZHANG (张超)
Chao ZHANG (张超)
HKUST (GZ)
Verified email at hkust-gz.edu.cn - Homepage
Title
Cited by
Cited by
Year
Sparse DNNs with Improved Adversarial Robustness
Y Guo*, C Zhang*, C Zhang, Y Chen
NeurIPS, 2018
1962018
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
412023
Alpha Go Everywhere: Machine Learning and International Stock Returns
D Choi, W Jiang, C Zhang
Available at SSRN 3489679, 2023
372023
Cross-Impact of Order Flow Imbalance in Equity Markets
R Cont, M Cucuringu, C Zhang
Quantitative Finance 23 (10), 1373-1393, 2023
37*2023
Tail-GAN: Learning to Simulate Tail Risk Scenarios
R Cont, M Cucuringu, R Xu, C Zhang
arXiv preprint arXiv:2203.01664, 2022
37*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
282021
Forecasting Realized Volatility with Spillover Effects: Perspectives from Graph Neural Networks
C Zhang*, XS Pu*, M Cucuringu, X Dong
International Journal of Forecasting, forthcoming, 2024
26*2024
Graph-based Methods for Forecasting Realized Covariances
C Zhang, XS Pu, M Cucuringu, X Dong
Journal of Financial Econometrics, forthcoming, 2024
122024
Trading Volume Alpha
R Goyenko, BT Kelly, TJ Moskowitz, Y Su, C Zhang
Available at SSRN 4802345, 2024
22024
A Similarity-based Approach to Covariance Forecasting
Á Cartea, M Cucuringu, M Jennings, C Zhang
Available at SSRN 4652980, 2023
12023
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
Cryptocurrency Volatility Forecasting with Applications in Trading
E Djanga, M Cucuringu, C Zhang
Available at SSRN 5048674, 2025
2025
Geometric Deep Learning for Realized Covariance Matrix Forecasting
A Bucci, M Palma, C Zhang
arXiv preprint arXiv:2412.09517, 2024
2024
Data-driven Methods for Simulation and Forecasting of Financial Time Series
C Zhang
DPhil thesis, University of Oxford, 2023
2023
OMI Research Newsletter–December 2022
C ZHANG, X PU, M CUCURINGU, X DONG
The system can't perform the operation now. Try again later.
Articles 1–15