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Yi Cao

Senior Associate Professor, Machine Learning; Asset Pricing

Calculated based on number of publications stored in Pure and citations from Scopus
20122025

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 was working as a Quantitative Researcher on the options desk at Susquehanna International Group in Philadelphia for two years.

 

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

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

Research areas

  • Machine Learning
  • Asset Pricing
  • Sustainable Finance

Person Types

  • Staff

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Collaborations and top research areas from the last five years

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View all 56 research outputs
  • 2 Editorial work
  • 1 Organising an event e.g. a conference, workshop, …
  • 1 PhD Supervision