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Yi Cao

Senior Associate Professor, Machine Learning; Asset Pricing

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20122024

Research activity per year

Personal profile

Personal profile

I have held the position of Associate Professor in Financial Technology at the University of Edinburgh for six years. Prior to this appointment, I served as an Assistant Professor in Business Analytics at the University of Surrey for two and a half years, and as an Assistant Professor in Computational Finance at the University of Essex for six months. Before embarking on my academic career, I gained valuable industry experience, working as a Quantitative Analyst on the options desk at Susquehanna International Group for two years. Additionally, I spent approximately seven years as an engineer in the telecommunications industry.

 

Research interests

My research interests lie in the topics of machine learning and asset pricing. They include, but are not limited to:

  • Economics-aware machine learning models
  • Machine learning-enhanced asset pricing models
  • Optimization algorithms in financial markets, credit risk assessment, and loan pricing platforms

In recent years, the primary focus has been the exploration of financial theory-enabled data-driven models, both theoretically and empirically.

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 3 - Good Health and Well-being
  • SDG 7 - Affordable and Clean Energy
  • SDG 8 - Decent Work and Economic Growth
  • SDG 13 - Climate Action

Related documents

Education/Academic qualification

PhD, Machine Learning In Financial Market Manipulation, Ulster University

1 Apr 2011 → 15 Dec 2015

Award Date: 15 Dec 2015

Master, Computer Science, Florida International University

1 Sept 2003 → 30 Apr 2005

Award Date: 30 Apr 2005

Master, Wireless Communication, National University of Singapore

1 Jul 2002 → 31 Jul 2003

Award Date: 31 Jul 2003

Bachelor, Automatic Control, Beihang University

1 Sept 1998 → 15 Jul 2002

Award Date: 15 Jul 2002

Person Types

  • Staff

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