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 research grants, including the HKRGC ECS and GRF grants, as well as the NSFC youth scientist fund. Gavin’s research has also received recognition through industry awards, including the AQR Insight Award (1st prize), Crowell Prize (2nd prize), and PwC 3535 Finance Forum Annual Best Paper Award.
Gavin earned his Ph.D. and MBA from the University of Chicago in 2017. His research interests cover Bayesian statistics, empirical asset pricing, machine learning in finance, and time-varying econometrics.
Areas
- Bayesian statistics
- Empirical asset pricing
- Machine learning in finance
- Time-varying econometrics
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