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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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 Banking and Finance.
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.