Chris Cao, Yangfan

Chris Cao, Yangfan

  • Lecturer
Department of Business Analytics
  • ºìÐÓÊÓƵ Business School
SDGs Focus

Biography

Chris Cao is a lecturer at the Department of Business Analytics in ºìÐÓÊÓƵ Business School, ºìÐÓÊÓƵ University, Malaysia. He holds a Ph.D. in Management, a Master’s in Analytics, and a Bachelor’s in Management Accounting. His research focuses on risk forecasting, machine learning, deep learning, and text mining. 

Academic & Professional Qualifications

  • PhD in Management, Universiti Putra Malaysia, Malaysia (2024)
  • Master of Analytics, Northeastern University, US (2020)
  • Bachelor in Accounting, Nanfang College, China (2018)

Research Interests

  • Market Risk
  • Risk Forecasting
  • Machine Learning
  • Text Mining
  • Time Series Modelling

Teaching Areas

  • Business Analytics

Courses Taught

  • Principles of Business Analytics

Notable Publications

  1. Smooth Transition Exponential Smoothing Method in Value-at-Risk Estimates (2024). Journal: International Journal of Business and Society 

  1. Enhancing Market Risk Prediction: Integrating Deep Learning with GARCH Models for Accurate Value at Risk (VaR) and Expected Shortfall (ES) Forecasting (2025). Journal: International Journal of Information and Decision Sciences 

Achievements & Accolades

FRM 

CQF Institute