Statistics
Publications
4
Citations
108
H-Index
4
Active since
2022
Affiliations
Chao Zhang is an author at University of Oxford specializing in time series forecasting, business, and finance.
Publications per year
2022–2024
4
4
Volatility Forecasting with Machine Learning and Intraday Commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu et al. · Journal of Financial Econometrics · 2023 · 45 citations · Full text
Business, Data Science, Finance +17
Cross-impact of order flow imbalance in equity markets
Rama Cont, Mihai Cucuringu, Chao Zhang · Quantitative Finance · 2023 · 26 citations · Full text
Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu et al. · SSRN Electronic Journal · 2022 · 25 citations · Full text
Business, Data Science, Finance +17
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