Linqi Wang

Linqi Wang is a Lecturer in Financial Mathematics at Queen Mary University of London's School of Mathematical Sciences. She holds a PhD in Statistics and Econometrics from Université catholique de Louvain and completed a postdoctoral fellowship at the University of Cambridge's Faculty of Economics. Her research focuses on developing novel models for financial market data, emphasizing volatility, correlation, liquidity, and their applications to risk management, portfolio allocation, and asset pricing. She is affiliated with the Centre for Probability, Statistics and Data Science.

Education: PhD in Statistics and Econometrics (Université catholique de Louvain), Postdoctoral Research (University of Cambridge).

Research interests include financial econometrics, time series analysis, forecasting, and quantitative finance. Her work bridges theoretical advancements with practical applications in financial markets. Recent publications address dynamic portfolio strategies, liquidity modeling, and asymmetric interest rate models.

Publications highlight contributions to econometric modeling, volatility dynamics, and financial data analysis. No scientific awards are explicitly mentioned in the provided text.

Her affiliations include Queen Mary's School of Mathematical Sciences and the Centre for Probability, Statistics and Data Science, reflecting her interdisciplinary research focus.