Fei Liu
Assistant Professor of Finance
Education
2018: PhD in Mathematics, University of Liverpool, UK
2013: MPhil in Mathematics, University of Liverpool, UK
2011: BSc in Mathematics, University of Liverpool, UK
Research Areas
Mathematical Finance, Algorithmic Trading, Modeling of Volatility
Teaching Areas
Statistics, Probability, Investment Management, Quantitative Finance, Financial Markets, Risk Management
Contact
Email: fei.liu@ipag.fr
Phone: +33 1 5363 3600
Campus: Paris
Fei Liu is a lecturer in Finance with a strong research interest in the area of modeling financial time series. Fei focuses on pragmatic applications of scientific results towards real-world problems of algorithmic trading and risk management. A particular research interest includes complex systems as can be found in the interactions witnessed within the realm of high-frequency trading.
Chen, Y., Liu, J., & Liu, F. (2015). Ruin with insurance and financial risks following the least risky FGM dependence structure. Insurance: Mathematics and Economics, 62, 98-106.
Liu, F., Pantelous, A. A., & von Mettenheim, H. J. (2018). Forecasting and trading high frequency volatility on large indices. Quantitative Finance, 18(5), 737-748.
Since 2019: Lecturer, IPAG Business School, France
2014-2016: Graduate Teaching Assistant, University of Liverpool, UK
2013-2014: Graduate Management Trainee, China Merchants Bank, China