金融与贸易系

姓名:张焱义

性别:男

职称:校聘副教授,百人计划B岗

E-mail: yanyi.zhang@kuleuven.com

学习经历:本科毕业于合肥工业大学,物流管理专业,获管理学学士学位;硕士毕业于荷语鲁汶大学,统计与数据科学专业,获理学硕士学位;博士毕业于荷语鲁汶大学,信息系统工程方向,商业经济学博士学位

研究方向:基于人工智能的金融投资

主讲课程: 《统计学》

科研信息:

论文及著作:

1. Zhang, Yanyi, and Johannes De Smedt. "Index tracking using shapley additive explanations and one-dimensional pointwise convolutional autoencoders." International Review of Financial Analysis 95 (2024): 103487.

2. Zhang, Yanyi, and Johannes De Smedt. "Index tracking via reparameterizable subset sampling in neural networks." INFOR: Information Systems and Operational Research 62.4 (2024): 618-628.

3. Gregnanin, Marco, et al. "Signature-based portfolio allocation: a network approach." Applied Network Science 9.1 (2024): 54.

4. Van Wallendael, Larry, et al. "Mitigating downside risk: ESG integration in portfolio construction with stock preselection using machine learning and mean-CVaR optimization." The Quarterly Review of Economics and Finance (2026): 102118.

5. Zhang, Yanyi, and Johannes De Smedt. "Cardinality constrained index tracking in an end-to-end way: Soft or hard?." International Review of Economics & Finance (2026): 105024.