Biography

Guanhao (Gavin) Feng studies how financial data can improve asset-pricing models and investment decisions. His research connects model selection and financial econometrics with economically guided machine learning, using Bayesian methods and generative AI where they address the financial question. His work has been published in leading journals, including the Journal of Finance, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and Journal of Business & Economic Statistics. He is the Principal Investigator for various external research grants, including the HKRGC ECS and GRF grants, as well as the NSFC Youth Science Fund. Gavin also serves as a Research Fellow at the Asian Bureau of Finance and Economic Research (ABFER) and an Associate Editor for journals such as Management Science and the Journal of Financial Econometrics. He has received several honors for his research, including awards from INQUIRE Europe, the Hong Kong Institute for Monetary and Financial Research, and the AQR Insight Award.

Gavin is an Associate Professor of Finance and Statistics at the City University of Hong Kong and the Director of the FinTech and Digital Assets Centre (FDAC). He is also the Founding Program Director of the MSc in FinTech and Digital Assets and the Director of Master's Programmes for the College of Business. He earned his Ph.D. and MBA from the University of Chicago in 2017.