Biography
Guanhao (Gavin) Feng is an assistant professor of business statistics at the City University of Hong Kong and a scientist in the Lab for AI-Powered FinTech. His publications have appeared in prestigious journals such as the Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and International Economic Review. He is the PI for several external research grants, including the HKRGC ECS and GRF grants, as well as the NSFC youth scientist fund. Gavin’s research has also received recognition from the finance industry, including the AQR Insight Award (1st prize), Crowell Prize (2nd prize), PwC 3535 Finance Forum Annual Best Paper Award, as well as research awards from INQUIRE Europe and HKIMR.
Gavin earned his Ph.D. and MBA from the University of Chicago in 2017. His research interests cover Bayesian finance, machine learning in empirical asset pricing, time-varying financial econometrics, and China’s capital markets.
Areas
- Bayesian finance
- Machine learning in empirical asset pricing
- Time-varying financial econometrics
- China’s capital markets
Education
PhD, Stevens Doctoral Program, 2017
University of Chicago Booth School of Business
B.S. in Economics and Mathematics, 2012
Penn State University Schreyer Honors College