معرفی
Zhenya Liu is a Professor of Finance at EM Normandie since 2023. He holds a PhD in Economics from Renmin University of China (1993) and has held academic and industry roles at institutions including Renmin University, University of Birmingham, and JP Morgan Futures (China). His expertise spans financial econometrics, quantitative investment strategies, and risk management. He has authored over 20 books and 60 papers in top journals like Journal of Econometrics and Journal of Empirical Finance.
Research focuses include stochastic optimal stopping time, random matrix theory, and machine learning applications in finance. His work addresses environmental risks, digital finance, and commodity markets. He has presented at conferences such as FEM-2021 and the European Financial Management Association.
Key contributions include studies on stock market bubbles, risk-neutral skewness in commodities, and functional data analysis in financial time series. His interdisciplinary approach bridges econometrics with real-world financial challenges.
