Prof. FENG Guanhao Gavin (馮冠豪教授)

Guanhao (Gavin) Feng focuses on tackling empirical challenges in asset pricing and FinTech by developing methodological solutions that leverage machine learning, generative AI, Bayesian statistics, and financial econometrics. His work has been published in leading journals, including the Journal of Finance, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, and Journal of Econometrics. He is the Principal Investigator for various external research grants, including the HKRGC ECS and GRF grants, as well as the NSFC Youth Science Fund. Gavin also serves as a Research Fellow at the Asian Bureau of Financial and Economic Research (ABFER) and an Associate Editor for journals such as Management Science and the Journal of Financial Econometrics. He has received several honors for his research, including awards from INQUIRE Europe, the Hong Kong Institute for Monetary and Financial Research, and the AQR Insight Award.

Gavin is an Associate Professor of Finance and Statistics at the City University of Hong Kong and the Director of the College of Business Research Centre of Fintech and Business Analytics (FBAC). He earned his Ph.D. and MBA from the University of Chicago in 2017.

Awards

Research Grant

• 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

Teaching Activities (current academic year)

Administrative Assignments

External Academic Activities

Selected Publications