» Fei Liu

Fei Liu

Assistant Professor of Finance


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


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 Economics62, 98-106.

Liu, F., Pantelous, A. A., & von Mettenheim, H. J. (2018). Forecasting and trading high frequency volatility on large indices. Quantitative Finance18(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