معرفی
Dr Anqi Liu is a Senior Lecturer in Financial Mathematics at the School of Mathematics, Cardiff University. She specializes in market microstructure, trading behavior, time series models, Hawkes processes, and fractal activity time geometric Brownian motion (FATGBM) in finance, with a focus on FinTech applications including cryptocurrencies and blockchain technology.
- BSc in Mathematics and Applied Mathematics, Northwest University, China
- MSc and PhD in Financial Engineering, Stevens Institute of Technology, USA
Her research integrates quantitative finance and computational finance methodologies to improve pricing and risk modeling frameworks for financial markets, emphasizing systemic perspectives. Recent work explores trading behavioral patterns in crypto markets and blockchain-based financial network reactions to systemic events.
Key research trends include:
- Applications of Hawkes processes and entropy approaches to market dynamics
- Agent-based modeling of financial networks and behavioral patterns
- Machine learning integration for sentiment analysis and trading strategies
- Systemic risk evaluation in traditional and crypto markets
- Novel pricing models like FATGBM extensions
Scientific contributions include:
- Stevens Innovation and Entrepreneurship Scholarship (4 years during PhD)
She has published extensively in journals like Quantitative Finance, European Journal of Finance, and Entropy, with recent works analyzing SVB collapse contagion effects and cryptocurrency price bubbles using wavelet analysis. Her supervision areas include cryptocurrency market microstructure, Hawkes processes, and agent-based modeling in behavioral finance.
حوزههای پژوهشی
