Research Areas
Qualifications
Biography
Guanhao (Gavin) Feng is an assistant professor of business statistics at the City University of Hong Kong and a scientist in the Lab for AI-Powered FinTech. His publications have appeared in prestigious journals such as the Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and International Economic Review. He is the PI for several research grants, including the HKRGC ECS and GRF grants, as well as the NSFC youth scientist fund. Gavin’s research has also received recognition through industry awards, including the AQR Insight Award (1st prize), Crowell Prize (2nd prize), and PwC 3535 Finance Forum Annual Best Paper Award.
Gavin earned his Ph.D. and MBA from the University of Chicago in 2017. His research interests cover Bayesian statistics, empirical asset pricing, machine learning in finance, and time-varying econometrics.
Awards
Award Title | Institution |
---|---|
HKIMR Open-bid Applied Research Programme Award | Hong Kong Institute for Monetary and Financial Research |
2022 INQUIRE Europe Research Grant Award | INQUIRE Europe |
PwC 3535 Finance Forum Annual Best Paper Award | PwC Mainland China & Hong Kong |
Crowell Prize, Second Prize | PanAgora Asset Management |
2019 INQUIRE Europe Research Grant Award | INQUIRE Europe |
AQR Insight Award, First Prize | AQR Capital Management |
Unigestion Alternative Risk Premia Research Grant Award | Paris-Dauphine House of Finance |
Research Grants
Teaching Activities (current academic year)
Academic Year | Level | Title |
---|---|---|
2023-2024 | Bachelor's Degree | Regression Analysis |
Postgraduate Degree | Statistical Data Analysis |
Administrative Assignments
Period | Name | Position |
---|---|---|
2020 - 2023 | MSc in Business Data Analytics | Programme Leader |
2019 - 2020 | BSc Computational Finance and Financial Technology | Deputy Programme Leader |