معرفی
Fei Liu is an Assistant Professor in Finance at IPAG Business School in Paris since 2019, with prior academic roles as Guest Lecturer at EISTI–CyTech (2019-2021) and Teaching Assistant at the University of Liverpool (2014-2016). Holding a PhD in Mathematics from the University of Liverpool (2018), Liu possesses strong quantitative foundations and has passed multiple Society of Actuaries (SOA) preliminary examinations.
Liu's academic credentials include:
- PhD in Mathematics (2014-2018), University of Liverpool: Dissertation on "Modeling and forecasting stochastic volatility in stock markets"
- MPhil in Mathematics (2011-2013), University of Liverpool: Research on "Risk modeling in insurance and finance, identifying roles of risks in ruin probabilities"
- Bachelor's Degree in Mathematics (2007-2011), University of Liverpool
Research focuses on bridging mathematical finance with real-world applications, particularly in algorithmic trading and risk management systems. A significant thrust explores AI-driven approaches to financial decision-making and the quantitative integration of ESG factors into sustainable investment frameworks. Liu investigates how sentiment analysis from news and social media can enhance portfolio construction and market prediction models, especially in volatile geopolitical contexts.
Recent publications (2022-2025) reveal a pronounced shift toward sustainable finance applications, with multiple studies on ESG sentiment integration for portfolio optimization and market analysis. Concurrently, Liu maintains strong contributions to volatility modeling in cryptocurrency markets and high-frequency trading, demonstrating consistent expertise in applying machine learning to complex financial time series data across diverse asset classes.
Liu's scholarly work appears in reputable journals including Annals of Operations Research, Journal of Forecasting, and Quantitative Finance, though no specific awards are documented in the source material.
