Projects per year
Personal profile
Personal profile
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):
Related documents
Education/Academic qualification
Bachelor, Automatic Control, Beihang University
Master, Computer Science, Florida International University
Master, Wireless Communication, National University of Singapore
PhD, Machine Learning In Financial Market Manipulation, Ulster University
Person Types
- Staff
Fingerprint
- 6 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 1 Not started
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Optimal Loan Allocation - A Platform Perspective
1/07/25 → 30/06/28
Project: Internal Research Project
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Commodity futures option valuation – An ensemble model
Cao, Y., Zhai, J., Wen, C., Zong, L. & Yang, A., Sept 2025, In: International Review of Financial Analysis. 105, 104372.Research output: Contribution to journal › Article › peer-review
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How AI is shaping accounting and finance
Cao, Y. & Zhang, W., 3 May 2025, In: British Accounting Review. 101650.Research output: Contribution to journal › Article › peer-review
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Bankruptcy Forecasting – Market Information with Ensemble Model
Cao, Y., Luo, Y., Wei, P., Zhai, J. & Shi, S., 26 Nov 2024, (Accepted/In press) In: British Accounting Review.Research output: Contribution to journal › Article › peer-review
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Green credit policy and corporate climate risk exposure
He, F., Duan, L., Cao, Y. & Wen, S., 1 May 2024, In: Energy Economics. 133, p. 107509 1 p.Research output: Contribution to journal › Article › peer-review
28 Citations (Scopus) -
Implied Volatility is (almost) Past-Dependent : linear vs non-linear models
Wen, C., Zhai, J., Wang, Y. & Cao, Y., 30 Jun 2024, In: International Review of Financial Analysis. 95, Part BResearch output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Activities
- 1 PhD Supervision
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Investor Misreaction, investor attention, and Macroeconomic Events in the Options Market
Lu Zong (Supervisor) & Yi Cao (Co-supervisor)
1 Mar 2023 → 28 Feb 2026Activity: Supervision › PhD Supervision