郑羽




郑羽，博士，副教授
地址：四川省成都市温江区柳台大道555号格致楼315室
电子邮箱：zhengyu@swufe.edu.cn
教育背景
2013-2017伦敦帝国理工学院，数量金融博士
2009-2010英国约克大学，数学金融硕士
2004-2008上海东华大学，工学/金融学双学士
工作经历
2019-至今，西南财经大学金融学院
2017-至今，伦敦ArrayStream Technologies金融科技公司，CEO
2014-2015，UBP瑞士联合私人银行（伦敦），算法交易研究员
2011-2012，UCL伦敦大学学院，机器学习研究员
2008-2009，北京宏源证券，投资研究员
学术研究兴趣
金融科技，机器学习，随机理论
讲授课程
金融机器学习，随机分析
学术研究
Fintech (CCF)
(1) Yu Zheng, Yongxin Yang, and Bowei Chen. "Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction."Proceedings of the ACM SIGKDD Conference on Knowledge Discovery & Data Mining. 2021.
(2) Yu Zheng, Bowei Chen, Timothy Hospedales, and Yongxin Yang. "Index tracking with cardinality constraints: A stochastic neural networks approach."Proceedings of the AAAI Conference on Artificial Intelligence. Vol. 34. No. 01. 2020.
(3) Yu Zheng, Timothy Hospedales, and Yongxin Yang. "Diversity and Sparsity: A New Perspective on Index Tracking."ICASSP 2020-2020 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2020.
(4) Yongxin Yang,Yu Zheng, and Timothy Hospedales. "Gated neural networks for option pricing: Rationality by design."Proceedings of the AAAI Conference on Artificial Intelligence. Vol. 31. No. 1. 2017.
Bioinformatics
(1) Zhao, Sen, Yuanqiang Zhang, ,…,Yu Zheng, ,…, and Nan Wu. "Diagnostic yield and clinical impact of exome sequencing in early-onset scoliosis (EOS)."Journal of medical genetics58.1 (2021): 41-47.
(2) Nan Wu, Zhen Zhang, ,…,Yu Zheng, ,…, and Zhihong Wu. "Mutational landscape and genetic signatures of cell‐free DNA in tumour‐induced osteomalacia."Journal of cellular and molecular medicine24.9 (2020): 4931-4943.
研究课题
(1) Machine Learning for Financial Technology, ESRC IAA Business Booster Fund Seed Funding
(2)新财经政产学研协同育人创新模式探究