Yidong Zhang

Mentor: Dr. Mahandrarajah Nimalendran

Warrington College of Business Administration

I enjoy the process of working on challenging problems in an experimental setting.

Major

Finance

Minor

Statistics

Research Interests

  • Structured Finance
  • Machine Learning
  • Modelling

Academic Awards

  • University Scholars Program (2017-2018)

Organizations

  • Gator Student Investment Fund

Volunteer

N/A

Hobbies and Interests

  • Poker
  • Hiking

Research Description

Predicting Default Rates Using Machine Learning
My project will seek to predict changes in default rates by using a variety of SVMs. The inputs to the SVMs will be a collection of accounting and market variables. Data for default rates, bond ratings, and accounting variables will be retrieved through Bloomberg, WRDS (Wharton Research Data Services), and other sources. If successful, the project will produce a family of SVMs that can accurately predict changes in default rates. These SVMs will also provide insight into which variables are most important in the prediction of default rates.