Introduction

I am currently working as a research assistant at Rotman FinHub at University of Toronto. My research focus on financial applications of machine learning techniques. To begin with, we employ NLP methodologies to analyze news text and earnings announcements. This approach enables us to quantify market uncertainty and explain post-announcement returns. Secondly, we leverage Variational Auto-Encoders to model the evolutions of implied volatility surfaces and asset prices. We also integrate deep learning techniques with numerical methods to model equilibrium dynamics of financial markets and wealth share.

Publications

Journal Articles

  1. 2026 Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
    GitHub Doc JFDS Snapshots JFDS arXiv

    Yuntao Wu , Jiayuan Guo , Goutham Gopalakrishna , Zissis Poulos

    The Journal of Financial Data Science, vol. 8 (2), pp. 97–128, Apr. 2026

    • Accepted by SFMES (Simulation of Financial Markets and Economic Systems) Workshop at ICAIF'24. Website Poster
    • More experiments in the paper are in this GitHub Repo
  2. 2025 A Variational Autoencoder Approach to Conditional Generation of Possible Future Volatility Surfaces
    GitHub JFDS Paper

    Jacky Chen , John Hull , Zissis Poulos , Haris Rasul , Andreas Veneris , Yuntao Wu

    The Journal of Financial Data Science, vol. 7 (3), pp. 86–114, Jul. 2025

Conference & Workshop Papers

  1. 2025 Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
    LIPIcs arXiv

    Srisht Fateh Singh , Reina Ke Xin Li , Samuel Gaskin , Yuntao Wu , Jeffrey Klinck , Panagiotis Michalopoulos , Zissis Poulos , Andreas Veneris

    7th Conference on Advances in Financial Technologies (AFT 2025), October 7–10, 2025

  2. 2025 Aligning Multilingual News for Stock Return Prediction
    Poster arXiv SSRN

    Yuntao Wu , Lynn Tao , Ing-Haw Cheng , Charles Martineau , Yoshio Nozawa , John Hull , Andreas Veneris

    AI for Finance Symposium'25 Workshop at ICAIF'25, November 15, 2025, Singapore

  3. 2025 Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
    ACM Proceeding structure-earnings-news Poster arXiv SSRN

    Yuntao Wu , Ege Mert Akin , Charles Martineau , Vincent Grégoire , Andreas Veneris

    6th ACM International Conference on AI in Finance (ICAIF'25), November 15–18, 2025, Singapore

  4. 2023 Narrative Monetary Policy Uncertainty
    IFC Bulletin dataset visualization SSRN

    Charles Martineau , Zissis Poulos , Yuntao Wu , Cameron Thompson , Maryam Haghighi , Jun Yuan , John Hull

    Proceedings of the Irving Fisher Committee Satellite Seminar held at the ISI 64th World Statistics Congress, co-organised with the Bank of Canada, Ottawa, Canada, 15 July 2023

Working Papers

  1. 2026 ALIENs for Continuous Time Economies
    GitHub SSRN

    Goutham Gopalakrishna , Yuntao Wu

  2. 2026 Measuring Price Effects of Multilingual Global News with Large Language Models
    SSRN

    Kevin Benson , Ing-Haw Cheng , Maurice Granger , John Hull , Charles Martineau , Yoshio Nozawa , Vasily Strela , Yuntao Wu , Jun Yuan

  3. 2024 The Attention-Based Excess Bond Premium
    SSRN arXiv

    Kevin Benson , Ing-Haw Cheng , John Hull , Charles Martineau , Yoshio Nozawa , Vasily Strela , Yuntao Wu , Jun Yuan

  4. 2023 Forecasting Using Text-Based Uncertainty Measures
    SSRN

    Kevin Benson , John Hull , Yoshio Nozawa , Zissis Poulos , Vasily Strela , Yuntao Wu

Thesis

2024 Navigating Market Uncertainty: News Narrative Analysis and Synthetic Volatility Modeling
UofT Library

MASc Thesis

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