Quantactix Lab

We conduct research and provide solutions in Fintech, investment
and risk management with the state-of-the-art machine learning techniques.

Industry consultings are welcome.

Post-doc, Ph.D. student and Research Assistant positions are available. We are proud of the placement of our alumni.

WHO WE ARE

We are professors from City University of Hong Kong, focusing on providing quantitative tactics to solve problems in investing, portfolio management, risk management and general machine learning algorithms.

Professors

Zhi Chen

Financial Analytics, Risk Management, Revenue Management
Ph.D. National University of Singapore

Guanhao Feng

Financial Technology, Machine Learning in Finance
Ph.D. Chicago Booth

Jingyu He

Asset pricing, Fintech, General Machine Learning
Ph.D. Chicago Booth

Investment, Porfolio, Risk and Revenue Management

Factors, portfolio optimization and risk management.

Business Analytics and FinTech

Apply the state-of-the-art machine learning to solve business problems. Big data, unstructured text, alternative data, machine learning.

General Machine Learning Models

Geernal purpose machine learning algorithms or models for regression, classification and causal inference.

Team members

Ph.D. students Visiting Ph.D. students
  • Jun Zhang
Research Assistants
  • Sibo Li (HKAIFT)
  • Yingshan Zhou (HKAIFT)
Alumni with first placement
  • Xin He, Ph.D. (Assistant Professor at Hunan University)
  • Jiangshan Yang, Research Assistant (Ph.D. in Finance, City University of Hong Kong)
  • Yuanzhi Wang, Research Assistant (HKAIFT and Ph.D. in Management Sciences, City University of Hong Kong)
  • Chengxi Li, Research Assistant (HKAIFT)
  • Jianxin Ma, Research Assistant (Ph.D. in Finance, University of Warwick)
  • Mengyi Hao, Research Assistant (M.S. in FinTech, Imperial College London)
  • Yuhe Wu, Research Assistant (M.S. in Computational Math, Carnegie Mellon University)
  • Ruoheng Sheng, Research Assistant (M.S. in Financial Engineering, Columbia University)
  • Chi Zhang, Research Assistant (M.S. in Data Science, Melbourne University)
  • Tian Xie, Research Assistant (M.S. in Financial Math, Columbia University)
  • Lingqiao Zhu, Research Assistant (M.S. in Business Analytics, UC Berkeley)
  • Shuqi Yang, Research Assistant (M.S. in Financial Math, Columbia University)
  • Jingyi Yue, Research Assistant (KPMG, Hong Kong)
  • Gaomin Wu, Research Assistant (M.S. in Data Science, New York University)
  • Scott Au, Research Assistant (Emerging Portfolio Fund Research, Hong Kong)
  • Shentao Yang, Research Assistant (Ph.D. in IROM, UT Austin McCombs School of Business)