Yidong Zhang

Mentor: Dr. Mahendrarajah Nimalendran
Warrington College of Business
""I believe that by studying the financial markets through quantitative methods, I can discover some of the deepest truths regarding decision making under incomplete information. Underneath the prices, there lies an infinitely complex chain of buyers and sellers, who each have their own beliefs and motivations for acting the way they do. Because of this, I believe financial markets are paragons of the uncertainty and irregularity that is embedded into the heart of complex systems. ""





Research Interests

  • Price fluctuations
  • Risk management
  • Market shocks

Academic Awards

  • Emerging Scholars Program 2015-2016
  • Warrington College of Business Dean's List
  • WPVA Essay Scholarship Award


  • Gator Student Investment Fund
  • UF Gator Poker Club


Hobbies and Interests

  • Competitive golf
  • Texas Hold'em
  • Pencil sketching

Research Description

Application of Multi Fractal Model (MFM) for High Frequency Financial Data
"My research project is a deep dive into Benoit B. Mandelbrot’s last great achievement: the Multifractal Model of Asset Returns (MFM). Through my research, I aim to create a usable manifestation of the MFM through a combination of Microsoft Excel and a programming language. After I have developed a usable manifestation of the MFM, I can take the next step and apply my model in at least two different ways. The first would be to develop risk profiles for portfolios through Monte Carlo simulations. The second application would be to use the model to describe financial data over different time frames such as a year, a month, a day, an hour, or a millisecond (a.k.a. high frequency data). I plan to compare the “fit” of the MFM and similar models to data over the different time frames described above, with a focus on the “fit” to high-frequency data. "