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Guanhao Feng

Personal Details

First Name:Guanhao
Middle Name:
Last Name:Feng
Suffix:
RePEc Short-ID:pfe488
[This author has chosen not to make the email address public]
https://sites.google.com/view/gavinfeng/

Affiliation

香港城市大学


http://www.cityu.edu.hk
Hong Kong SAR
Tat Chee Avenue, Kowloon, Hong Kong SAR
+852 3442 7654

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023. "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers 31424, National Bureau of Economic Research, Inc.
  2. Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Growing the Efficient Frontier on Panel Trees," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
  3. Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
  4. Guanhao Feng & Jingyu He, 2019. "Factor Investing: A Bayesian Hierarchical Approach," Papers 1902.01015, arXiv.org, revised Sep 2020.
  5. Guanhao Feng & Jingyu He & Nicholas G. Polson, 2018. "Deep Learning for Predicting Asset Returns," Papers 1804.09314, arXiv.org, revised Apr 2018.

Articles

  1. Feng Guanhao & Polson Nicholas & Xu Jianeng, 2016. "The market for English Premier League (EPL) odds," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(4), pages 167-178, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2019-02-04 2023-01-30 2023-08-21. Author is listed
  2. NEP-BIG: Big Data (2) 2018-05-14 2019-02-11. Author is listed
  3. NEP-FMK: Financial Markets (2) 2018-05-14 2023-01-30. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2019-02-04
  5. NEP-FOR: Forecasting (1) 2019-02-11
  6. NEP-IFN: International Finance (1) 2018-05-14

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