Dr. FENG Guanhao Gavin (馮冠豪博士)

Ph.D. - Business Administration (University of Chicago)
M.B.A. - Economics and Finance (University of Chicago)
B.S. - Mathematics (Penn State University)
B.S. - Economics (Penn State University)

Assistant Professor

Dr. FENG Guanhao Gavin (馮冠豪博士)

Contact Information

Address: 7-276, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34428346
Fax: +852 34420189
E-mail:
gufeng@cityu.edu.hk
Personal Web:
https://www.gavinfeng702.com
Public CV: Download

Research Areas

  • Financial econometrics
  • Empirical asset pricing
  • Machine learning
  • Quantitative finance

Gavin Feng is an assistant professor of business statistics at the City University of Hong Kong. He obtained his PhD and MBA degrees from the University of Chicago in 2017. His research interests include financial econometrics, empirical asset pricing, machine learning, and quantitative finance.

 

Gavin's research work has been invited to present at major academic conferences (AFA, CICF, Informs, and SoFie) and practitioner conferences (CQAsia, Wolfe Research, and INQUIRE Europe). His collaborative work "Taming the Factor Zoo" earned the 2018 AQR Insight Award and was published at the Journal of Finance. His other collaborative work "Deep Learning in Characteristics-Sorted Factor Models" received the second prize of the 2019 Crowell Prize, Unigestion Alternative Risk Premia Research Grant Award, and INQUIRE Europe Research Grant Award.

Awards

Award Title Institution
PwC 3535 Finance Forum Annual Best Paper Award PwC Mainland China & Hong Kong
Crowell Prize, Second Prize PanAgora Asset Management
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 Grant

  • PI: "A Bayesian Hierarchical Approach in Asset Pricing", Strategic Research Grant - City University of Hong Kong , Amount: 100,000 HKD (2020-2022) , Guanhao Feng
  • PI: "A Deep-Learning Approach in Asset-Pricing Anomalies", Early Career Scheme - Hong Kong Research Grants Council , Amount: 373,349 HKD (2019-2021) , Guanhao Feng
  • PI: "Factor Investing: Hierarchical Ensemble Learning", Strategic Research Grant - City University of Hong Kong , Amount: 100,000 HKD (2019-2021) , Guanhao Feng
  • PI: "Data Science in Marketing", Start-up Grant - City University of Hong Kong , Amount: 300,000 HKD (2018-2020) , Guanhao Feng

Teaching Activities (past 2 academic years)

Academic Year Level Title
2020-2021 Postgraduate Degree Statistical Data Analysis
  Research Degree Management Science Seminar Series IV
2019-2020 Postgraduate Degree Predictive Modeling in Marketing
    Statistical Modelling in Economics and Finance
  Research Degree Management Science Seminar Series II
    Management Science Seminar Series III
    Statistical Methods for Business Research

Administrative Assignments

Period Name Position
2019 - Now BSc Computational Finance and Financial Technology Deputy Programme Leader
2018 - Now Msc in Quantitative Analysis for Business Programme Committee

Publications

Journal Publications and Reviews