Gavin Feng joined the City University of Hong Kong in 2017 as an Assistant Professor. His research interests include financial time series, empirical asset pricing, machine learning, and quantitative finance. One primary goal of his research is to develop statistical and machine learning methods for predicting asset returns in the cross-section and time series.
Gavin's research work is frequently invited to present at major academic conferences, including AFA, CICF, and SoFie, as well as various university seminars and finance institution workshops. His collaborative work on taming the factor zoo in asset pricing earned the 2018 AQR Insight Award and was accepted at Journal of Finance. His other collaborative work on deep learning in asset pricing was awarded by the Unigestion Alternative Risk Premia Research Academy.