Regular biography
ZHANG ChengYu is an Assistant Professor in Finance at the Antai College of Economics & Management, Shanghai Jiao Tong University. He joined the university in 2024 after completing his Ph.D. in Finance from McGill University in 2024. Prior to that, he earned a Master of Management in Finance from McGill University (2016-2017) and an Honours Bachelor of Science with Distinction in Statistics (Quantitative Finance) from the University of Toronto (2011-2016). His research focuses on Finance, and he teaches courses such as Introduction to FinTech.
Scholar-generated biography
Chengyu Zhang is an Assistant Professor in Finance at Shanghai Jiao Tong University. His research focuses on the intersection of finance and machine learning, particularly in asset pricing and option returns. Zhang's work explores how big data and advanced algorithms can enhance financial modeling and prediction. His publications examine topics such as the joint cross section of option and stock returns, attention-guided deep learning in asset pricing, and the impact of liquidity on volatility risk premiums. His research contributes to understanding market dynamics and improving investment strategies through innovative analytical techniques.