金融科技、金融工程与风险管理
郑羽
教授
郑羽，教授。研究方向包括金融科技、人工智能、云原生计算和金融工程。
教育背景
- 2013—2017年，英国帝国理工学院，数量金融博士
- 2009—2010年，英国约克大学，数学金融硕士
- 2004—2008年，东华大学，工学、金融学双学士
论文发表
- Bowei Chen, Yufei Huang, Yu Zheng, and Xiaofeng Liu. From prediction to prevention: Using text mining and explainable machine learning for urban bus accident analytics. Risk Analysis, 2026.
- Rui Cheng, Xiangfei Jia, Qing Li, Rong Xing, Jiwen Huang, Yu Zheng, and Zhilong Xie. FAT: Frequency-Aware Pretraining for Enhanced Time-Series Representation Learning. Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining, Vol. 2, 2025.
- 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 and Data Mining, 2021.
- 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, 34(1), 2020.
- 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, 2020.
- Yongxin Yang, Yu Zheng, and Timothy Hospedales. Gated neural networks for option pricing: Rationality by design. Proceedings of the AAAI Conference on Artificial Intelligence, 31(1), 2017.
- Zefu Chen, Yu Zheng, et al. PhenoApt leverages clinical expertise to prioritize candidate genes via machine learning. American Journal of Human Genetics, 109(2), 270–281, 2022.
- Jiaqi Liu, Hengqiang Zhao, Yu Zheng, et al. DrABC: deep learning accurately predicts germline pathogenic mutation status in breast cancer patients based on phenotype data. Genome Medicine, 14, 21, 2022.
专业方向
- 金融科技
- 人工智能
- 云原生计算
- 金融工程
研究专长
- 机器学习
- 时间序列建模
- 智能金融系统
主要获奖
- 四川省“天府峨眉计划”高层次人才
- 成都市“蓉漂计划”高层次人才