Guanhao (Gavin) Feng is a PhD and MBA candidate from the University of Chicago Booth School of Business. His research interests include statistical methods in finance, empirical asset pricing, time series econometrics, and machine learning application in economics.
Gavin was born and raised in Guangzhou, China. In 2012, he graduated with B.S. in Honors Economics and Mathematics from Schreyer Honors College of Penn State University. In Chicago Booth, his PhD dissertation focuses on bridging the gap between empirical asset pricing studies and statistical learning methodologies. Gavin also has research papers in volatility forecasting, applied probability modeling in sports analytics, and Bayesian methods in finance.