Dr Zihao Zhang is a postdoctoral researcher at the Oxford-Man Institute and Machine Learning Research Group at the University of Oxford. He received the Ph.D. degree from the University of Oxford, supervised by Prof. Stephen Roberts and Dr. Stefan Zohren. He holds an MSc in Applied Statistics from the University of Oxford and a BSc in Economics and Statistics from the University College London.
- Machine Learning, Deep Learning, and Reinforcement Learning.
- Bayesian inference and Bayesian neural networks.
- Deep Learning in financial applications including financial prediction, position sizing, market making and portfolio optimisation.
- Microstructure financial data including limit order book and market by order data.