This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

2022

Zhibai Zhang
Adjunct Professor at NYU Tandon

Profile

Zhibai Zhang is a Vice President at an investment bank in NYC and an adjunct professor at NYU Tandon where he has taught financial machine learning. He is focused on applying quantitative methods to build systematic equity derivatives trading strategies. Prior to the current role, he was a Vice President at Guggenheim Partners where he built multiple machine learning based quantitative trading strategies on cross-asset futures. He has published on financial machine learning applications, volatility prediction and option pricing.

Agenda Sessions

  • Using Machine Learning to Predict Realized Volatility

    2:00pm