Qi Zhang
Qi Zhang

Contact: qi.zhang-9@student.uts.edu.au

Entered PhD Program: July 2019

PhD Supervisor: Jianxin Wang

 

 

 

 

 

Research topics:

  • Asset Pricing
  • Market Microstructure
  • Machine Learning
  • Text Analysis
  • Transfer Learning in Finance Applications

Teaching areas:

  • Undergraduate finance coursework
  • Econometrics

Academic Background and Work Experience:

My name's Qi Zhang and I'm a final-year PhD in finance student from the University of Technology Sydney (UTS). I received my Bachelor and Honours degrees from the University of Melbourne before moving to Sydney. 

My research interests are empirical asset pricing, machine learning, Fintech, Natural Language Processing in Finance, and market microstructure. In my PhD thesis, I study how information and sentiment are incorporated into asset prices and porfolio construction based on textual news. In doing so, I draw techniques from state-of-the-art machine learning techniques (BERT and XGBoost) and incorporate them into portfolio construction and volatility analysis frameworks. 

I'm available for job-related interviews now. You may contact me on qi.zhang-9@student.uts.edu.au and more information is available here: https://sites.google.com/view/qizhang-fintech.

My job market paper may be found on SSRN here: https://papers.ssrn.com/abstract=4900825.

Acknowledgement of Country

UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.