Prof. FENG Guanhao Gavin (馮冠豪)

Guanhao (Gavin) Feng focuses on developing methodological solutions, including machine learning, Bayesian statistics, and financial econometrics, to address big data challenges in empirical asset pricing. His work has been published in leading journals such as the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and International Economic Review. He is the principal investigator for various external research grants, such as the HKRGC ECS and GRF grants, and the NSFC youth scientist fund. Gavin’s research has been acknowledged by practitioners, receiving research awards from INQUIRE Europe, Hong Kong Institute for Monetary and Financial Research, and the AQR Insight Award.

冯冠豪博士专注于开发量化投资新方法，包括机器学习、贝叶斯统计和金融计量经济学，以解决实证资产定价中的大数据挑战。他的工作已发表在诸如Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Econometrics, 和International Economic Review等知名期刊上。他担任多项外部研究资助项目的PI，如香港研究资助局的ECS和GRF资助项目，以及中国自然科学基金的青年科学基金。冯博士的研究得到了从业者的认可，获得了例如来自INQUIRE Europe和香港货币金融研究所的研究奖，还有AQR Insight Award。