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)
M.B.A. - Economics and Finance (University of Chicago)
B.S. - Mathematics (Penn State University)
B.S. - Economics (Penn State University)
Assistant Professor
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 econometrics
- Empirical asset pricing
- Machine learning
- FinTech
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 (Quantitative Analysis for Business stream), a faculty affiliate at the School of Data Science, and a Co-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 financial econometrics, empirical asset pricing, machine learning, and fintech.
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: "Textual Analysis of Corporate Bond Market", General Research Fund - Hong Kong Research Grants Council , Amount: $693,824 (2022-2024) , Guanhao Feng, Junbo Wang, Xin He
- 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 (current academic year)
| Academic Year | Level | Title |
|---|---|---|
| 2021-2022 | 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 |
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