Quantactix Lab develops statistical, operation research, and machine learning methods to conduct empirical and theoretical research, and provide practical solutions in Fintech, quantitative investment, and financial risk management.
We welcome collaborations and consultations with both industry and academic.
Funded Ph.D. student positions are available. Please send your CV and transcript to quantactix.lab@outlook.com if interested.
Latest News
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Guest Lectures by Prof. Semyon Malamud on Machine Learning in Finance
2025.1.10
From January 8 to 10, we had the pleasure of hosting Prof. Semyon Malamud from EPFL for a series of guest lectures, covering machine learning and artificial intelligence methods and their application to asset pricing research. Over three sessions, Prof. Malamud discussed the significant role that ML/AI has already played in enhancing our understanding of finance and economics and explored the various research growth areas where ML/AI could be pivotal in the coming years. The lectures also addressed both theoretical and empirical aspects of high-dimensional models, including the "virtue of complexity". We thank Prof. Malamud for sharing his expertise and inspiring our academic community.
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QLAB Welcomes Prof. Semyon Malamud with a Visit to Victoria Peak
2025.1.10
On January 9, the QLAB team went for a hike to Victoria Peak. Hiking together to the top, the group enjoyed stunning views of Hong Kong’s skyline and harbor. It was a memorable outing that combined intellectual exchange with a shared appreciation for the city’s natural beauty.
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QLAB Visit to Cheung Chau Island
2024.12.14
On December 13, the QLAB team, including professors and PhD students, spent a day on Cheung Chau Island of Hong Kong. The group enjoyed exploring the island’s unique sights, trying local snacks, and chatting in a relaxed setting. It was a delightful outing that brought everyone closer together outside the usual academic environment.
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Dr. Gavin Feng's Paper Accepted by Journal of Banking and Finance
2024.11
In November 2024, the paper "Predicting Individual Corporate Bond Returns", authored by Guanhao Feng, Xin He, Yanchu Wang, and Chunchi Wu, was accepted by Journal of Banking and Finance.
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Dr. Gavin Feng and Dr. Jingyu He's Paper Accepted by Journal of Financial Economics
2024.10
In October 2024, the paper "Growing the Efficient Frontier on Panel Trees", authored by Cong Lin, Guanhao Feng, Jingyu He, and Xin He, was accepted by Journal of Financial Economics.
Research Expertise with Publication Track Records
Quantitative Investment, Portfolio Optimization, and Risk Management
- Asset pricing factors and characteristics in equities and corporate bonds.
- Macroeconomics-driven research in treasury bonds and currencies.
- Robust optimization developments in financial risk management.
Business Analytics and Fintech
- Empirical research and consultation in business analytics.
- Economic-guided AI developments in Fintech research.