Dr. FENG Guanhao Gavin (馮冠豪博士)

Ph.D. - Business Administration (University of Chicago)

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
SSRN Web:
http://papers.ssrn.com/author=2541802
Public CV: Download

Research Areas

  • Financial time series
  • Empirical asset pricing
  • Machine learning
  • Quantitative finance

Gavin Feng joined the City University of Hong Kong in 2017 as an assistant professor in statistics. His research interests include financial time series, 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 accepted 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.

 

Opportunities:

 

For prospective students looking for research assistant work or Ph.D. admission, please email me with your resume/CV and a brief email statement of your interests. 

Awards

Award Title Institution
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 Deep-Learning Approach in Asset-Pricing Anomalies", Early Career Scheme - Hong Kong Research Grants Council , Amount: 373,349 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

Administrative Assignments

Period Name Position
2019 - Now BSc Computational Finance and Financial Technology Deputy Programme Leader

Publications

Journal Publications and Reviews