Latest News

  • 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.

  • 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.

  • 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.

  • 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.

  • 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.

  • QLAB Team Members Secure Three 2024 NSFC Grants 2024.08.23

    On August 23, the National Natural Science Foundation of China (NSFC) announced the results of the 2024 centralized application review process. QLAB team members successfully secured three grants, including one for the Excellent Young Scientists Fund (优青项目), one for the General Projects (面上项目), and one for the Young Scientists Fund (青年项目). The approved projects are as follows:

    • Name Project Title Project Type
    Zhi Chen Robust Optimization Theory and Its Applications Excellent Young Scientists Fund
    Liyuan Cui Unified Analytical Method for Individual Heterogeneity and Time-Varying Mechanisms in High-Dimensional Cross-Sectional Data and Its Application in Capital Asset Pricing General Project
    Jingyu He llusion of stock return predictability: find the heterogeneity Young Scientists Fund
  • Dr. Jingyu He Won the GRF Research Grant 2024.06.30

    Dr. Jingyu He has been awarded the General Research Fund (GRF) grant from the Hong Kong Research Grants Council as the principal investigator for the project titled “Are asset pricing models sparse?”. This grant will support the research from Jan 2025 to Dec 2027.

  • Dr. Jingyu He and Dr. Gavin Feng Won the Best Paper Award at CFTRC2024 2024.04.24

    On April 19-20, the 2024 China Fintech Research Conference (CFTRC2024) was held at Shanghai Jiao Tong University.
    Dr. Jingyu He delivered a presentation on "Uncommon Factors and Asset Heterogeneity in the Cross Section and Time Series" (Lin William Cong, Guanhao Feng, Jingyu He, Junye Li) , which received the Best Paper Award at the conference.