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

Research Areas

  • Bayesian Statistics
  • Empirical Asset Pricing
  • Financial Technology
  • Machine Learning in Finance

Guanhao (Gavin) Feng is an assistant professor of business statistics at the City University of Hong Kong. He is also the program leader of MSc. in Business Data Analytics, a faculty affiliate at the School of Data Science, and a PI in the Lab for AI-Powered FinTech. Gavin's research publications have appeared in the Journal of Finance and Journal of Econometrics. Gavin obtained his Ph.D. and MBA degrees from the University of Chicago in 2017. His research interests include Bayesian statistics, empirical asset pricing, financial technology, and machine learning in finance.

 

Gavin has been co-organizing the Hong Kong Conference for Fintech, AI, and Big Data in Business <https://cityuhkfintech.com/>.

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 Grant

  • 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)

Academic Year Level Title
2022-2023 Postgraduate Degree Statistical Data Analysis

Administrative Assignments

Period Name Position
2020 - Now MSc in Business Data Analytics Programme Leader
2019 - 2020 BSc Computational Finance and Financial Technology Deputy Programme Leader

Publications

Journal Publications and Reviews