Biography

My name's Qi Zhang and I'm a recent PhD (in Finance) graduate 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 for latest versions of my working papers should you be interested.