Staff profile

Yawen Zheng is an Assistant Professor of Finance at Durham University Business School, UK. Before this she was a graduate research and teaching assistant at the University of Liverpool Management School.

Yawen’s research started from her PhD on forecasting stock market returns, which focused on new methodologies such as machine learning methods in finance. Yawen’s research interests cover a wide variety of subjects in financial economics and currently Yawen is working on a number of projects that analyse how machine learning methods can be used by financial agents.

Mini-Biography

Yawen joined the Business School as an assistant professor in Finance in 2022. Her main research interests include asset pricing, forecasting, financial markets, machine learning methods in finance, and financial econometrics. She holds a BSc in e-Finance and an MSc (with Distinction) in Finance, both from Liverpool University. Yawen studied for her PhD in Economics and Finance at the University of Liverpool, receiving the Outstanding PhD Student award in 2021-22. 

• Forecasting
• Network Analysis
• Financial Markets
• Big Data Analysis
• Financial Econometrics
• Machine Learning Methods in Finance

Journal Article

• Ellington, M., Stamatogiannis, M. P., & Zheng, Y. (2022). A study of cross-industry return predictability in the Chinese stock market. International Review of Financial Analysis, 83, https://doi.org/10.1016/j.irfa.2022.102249