ZHANG, ZHEKAI
Ph.D. Researcher
Adam Smith Business School
University of Glasgow
Phone:
+44 (0)7754 288 255
​
Email:
​
Address:
11 Southpark terrace,
Business School Ph.D. Center,
G12 8LG
​
​
Welcome to my website
I'm Zhekai, a Ph.D. researcher in Quantitative Finance (Economics), Adam Smith Business School, University of Glasgow. My main research interests are Asset Pricing with the focus on Foreign Exchange Market, Market Microstructure, Financial Techonology and Econometric Modelling.
For more information, please see my Curriculum Vitae
RESEARCH
Working Papers
Credit Portfolio Optimization: A Genetic Alogrithm Approach
Review and Resubmit at Emerging Market Finance and Trade
Conference Presentations:
-
2019 Internatioanl Finance Conference, Imperial college Business School
Seminars/Workshops:
-
2018 Adam Smith Business School Economics PhD Workshop
Conference Presentations:
Seminars/Workshops:
-
2019 Adam Smith Business School Economics PhD Workshop
Understanding the Information Flows in FX Factors
With Mario Cerrato, Danyang Li
Conference Presentations:
-
The 8th International conference on Futures and Other Derivatives, Zhejiang University
Seminars/Workshops:
-
2019 Adam Smith Business School Accounting/Finance PhD Workshop
An Anatomy of Commodity Futures Excess Returns in China
With Xuan Zhang
Conference Presentations:
-
The 8th International conference on Futures and Other Derivatives, Zhejiang University
-
Finance in a Changing Global Enviornment 2019
​
Work in Progress
Market Microstructure Predictions on Foreign Exchanges: An Application of Long Short-Term Memory Neural Networks
With Xiangyu Zong
Conference Presentations:
Seminars/Workshops:
Financial Derivatives and Financial Systemic Risk
With Xuan Zhang, Minjoo Kim and Yang Zhao
Conference Presentations:
Seminars/Workshops:
Policy Effect of National Carbon Emission Trading Market: Evidence from China
With Qinglong Shao
Conference Presentations:
Seminars/Workshops:
CONTACT ME
Zhekai Zhang
Ph.D. in Quantitative Finance
​
Phone:
+44 (0)7754 288 255
Email:
​