报告题目：Time-Varying Factor Selection: A Sparse Fused GMM Approach

主讲嘉宾：Guanhao Feng（冯冠豪），City University of Hong Kong（香港城市大学）

Guanhao (Gavin) Feng is an assistant professor of business statistics at the City University of Hong Kong. He is also the program leader of MSc. in Business Data Analytics, a faculty affiliate at the School of Data Science, and a PI in the Lab for AI-Powered FinTech. Gavin's research publications have appeared in the Journal of Finance and Journal of Econometrics. Gavin obtained his Ph.D. and MBA degrees from the University of Chicago in 2017. His research interests include Bayesian statistics, empirical asset pricing, financial technology, and machine learning in finance.

报告时间：2023年04月04日(周二) ，16:30-18:00

地 点：

线下：厦门大学经济楼N302

腾讯会议 ID：479 3348 6244