PI: "Time-Varying Coefficient Modeling for Factor Selection in Asset Pricing", General Research Fund - HKRGC, (2024-2026), Guanhao Feng, Jiangshan Yang
co-PI: "Estimating and Testing Time Variation Modeling Misspecification", General Research Fund - HKRGC, (2024-2026), Liyuan Cui
co-PI: "Regression Tree for Portfolio Optimization and Imbalanced Data", General Research Fund - HKRGC, (2023-2025), Jingyu He, Xin He
PI: "Capital Market Opening and Risk Management: Evidence from Mainland-Hong Kong Stock Connect", Youth Scientists Fund - NSFC, (2023-2025), Guanhao Feng
PI: "Textual Analysis of Corporate Bond Market", General Research Fund - HKRGC, (2022-2024), Guanhao Feng, Junbo Wang, Xin He
PI: "A Bayesian Hierarchical Approach in Asset Pricing", Strategic Research Grant - CityUHK, (2020-2022), Guanhao Feng
PI: "A Deep-Learning Approach in Asset-Pricing Anomalies", Early Career Scheme - HKRGC, (2019-2021), Guanhao Feng
PI: "Factor Investing: Hierarchical Ensemble Learning", Strategic Research Grant - CityUHK, (2019-2021), Guanhao Feng
PI: "Data Science in Marketing", Start-up Grant - CityUHK, (2018-2020), Guanhao Feng