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Yuntao Wu

University of Toronto

105 St George Street

Toronto, Ontario M5S 3G8

Canada

  • University of Toronto

SCHOLARLY PAPERS

7

DOWNLOADS

2,268

TOTAL CITATIONS

10

Scholarly Papers (7)

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1.

A Variational Autoencoder Approach to Conditional Generation of Possible Future Volatility Surfaces

Number of pages: 31 Posted: 29 Nov 2023
Jacky Chen, John C. Hull, Zissis Poulos, Haris Rasul, Andreas Veneris and Yuntao Wu
University of Toronto, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, University of Toronto and University of Toronto
Downloads 624 (106,593)

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Implied volatility surfaces, variational autoencoders, long short-term memory

2.

ALIENs for Continuous Time Economies

Swiss Finance Institute Research Paper No. 21-34
Number of pages: 71 Posted: 18 May 2021 Last Revised: 13 Apr 2026
Goutham Gopalakrishna and Yuntao Wu
Rotman School of Management, University of Toronto and University of Toronto
Downloads 606 (110,789)
Citation 10

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3.

The Attention-Based Excess Bond Premium

Number of pages: 72 Posted: 05 Dec 2024 Last Revised: 25 Nov 2025
Kevin Benson, Ing-Haw Cheng, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 304 (252,268)

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Excess bond premium, textual analysis, credit spreads, macroeconomy, growth, LASSO, news, politics

4.

Measuring Price Effects of Multilingual Global News with Large Language Models

Number of pages: 70 Posted: 12 Dec 2025 Last Revised: 10 Jun 2026
Kevin Benson, Ing-Haw Cheng, Maurice Granger, John C. Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
Royal Bank of Canada, University of Toronto - Rotman School of Management, Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, University of Toronto, Royal Bank of Canada, University of Toronto and University of Toronto
Downloads 289 (274,231)

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Large Language Models, International Finance, Textual Analysis

5.

Forecasting Using Text-Based Uncertainty Measures

Number of pages: 31 Posted: 29 Nov 2023
Kevin Benson, John C. Hull, Yoshio Nozawa, Zissis Poulos, Vasily Strela and Yuntao Wu
Royal Bank of Canada, University of Toronto - Rotman School of Management, University of Toronto, University of Toronto - Rotman School of Management, Royal Bank of Canada and University of Toronto
Downloads 197 (387,924)

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commodities, inflation, narrative uncertainty, machine learning, natural language processing

6.

Narrative Monetary Policy Uncertainty

Number of pages: 27 Posted: 12 Oct 2023
Charles Martineau, Zissis Poulos, Yuntao Wu, Cameron Thompson, Maryam Haghighi, Jun Yuan and John C. Hull
University of Toronto - Rotman School of Management and UTSC Management, University of Toronto - Rotman School of Management, University of Toronto, University of Toronto, Government of Canada - Bank of Canada, University of Toronto and University of Toronto - Rotman School of Management
Downloads 130 (561,789)

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monetary policy uncertainty, risk premia, central bank communication, machine learning, natural language processing

7.

Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns

Number of pages: 9 Posted: 08 Oct 2025 Last Revised: 25 Nov 2025
Yuntao Wu, Mert Akin, Charles Martineau, Vincent Grégoire and Andreas Veneris
University of Toronto, University of Toronto, University of Toronto - Rotman School of Management and UTSC Management, HEC Montreal - Department of Finance and University of Toronto - Department of Electrical and Computer Engineering, and Department of Computer Science
Downloads 118 (617,542)

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