LIU Wei
Title：Associate Professors
School ofStatistics and Mathematics
ShanghaiLixinUniversityof Accounting andFinance,
No. 995 Shangchuan Rd, Shanghai.
Tel: (86-21) 50218609
Email:liuwei@lixin.edu.cn
AREAS OF INTEREST
Teaching:Time series analysis,Non-parametric statistics,Financial Risk Management
Research:Financial Statistics,Financial Risk Management
EDUCATION BACKGROUND
09/2002- 06/2007East China Normal University
Doctor of Science(successive postgraduate and doctoral programs of study)
09/1998- 06/2002Middle China Normal UniversityBachelor of Science
HONORS AND GRANTS
Teaching Quality Award(2015)
The third prize of the second Shanghai University Young Teachers Teaching Competition(2016)
A good teacher in my mind(2016)
Excellence Award for scientific research management(2017)
EXPERIENCE
Full Time：
11 years
Courses Taught：
Time series analysis,Non-parametric statistics,Financial Risk Management,PUBLICATIONS
1.Liu Wei:The Analysis on Public Opinion and Its Evolution at Home and Abroad under“Belt and Road”Initiative. statistics and information forum, 2018 (6), 34-42.
2.LIU Wei ,SHEN ChunGen：Research on High-Frequency Trading Regulation Based on Current Choppy Stock Market（2016），Economic System Reform，No.3.137-143
3.Shen, Chungen, Lei-Hong Zhang, and Wei Liu. A stabilized filter SQP algorithm for nonlinear programming. Journal of Global Optimization 65.4 (2016): 677-708.
4.LIU Wei ,FENG Yong：Research on Homogeneity Tendency of Quantitative Fund Trading in China（2015），Shanghai Finance，No.4,83-86.
5.LIU Wei,HAO RuiLi：Study on Systemic Risk of Quantitative Funds Based on Conditional Value at Risk（2015），Financial Theory and Practice，No.9,26-31.
6.LIU Wei ,SHEN ChunGen：Research on Program Trading Strategies Based on Combination of Technical Analysis Indicators（2015），Economic Mathematics，No.3，87-92.
7.LIU Wei：Research on Study of the Current Situation and Risk Monitoring Scheme of Program Trading in the Era of Big Data（2015），Contemporary Economic Management，N0.12，66-69.
8.FENG Yong ,LIU Wei：Research on The Market Fairness of Procedural Trading and The Related Civil Liability under The Rule of Law（2015），Theory Monthly，No.7,115-119.
9.Wei Liu, Weian Zheng，Stochastic volatility model and technical analysis of stock price，Acta Mathematica Sinica, English Series，27（7），1283-1296，2011.
10.LIU Wei,Hypothesis testing of stock price model，Acta Mathematicae Applicatae Sinica，33（4），723-731，2010.
11.Wei Liu, Jing Wang，Some properties of technical analysis indicators based on stochastic volatility model，Mathematica Applicata,，23(2)，461-466，2010.
12. LIU Wei ,YANG Tinggan，Research on risk measurement of stock market technical analysis，Finance and Economy，386，57-59，2010.
13.LIU Wei ,Statistical analysis of technical analysis under Black-Scholes model，Journal of Yangzhou University（Nature Science Edition），13（3），28-30，2010.
14.Xudong Huang, Wei Liu，Properties of some statistics for AR-ARCH model with application to technical analysis，Journal of Computational and Applied Mathematics，225，522-530，2009.
15.Xudong Huang, Wei Liu，The technical analysis index of stochastic autoregressive volatility model and the properties of corresponding statistic，Journal of East China Normal University（Nature Science Edition）, 2008（1），44-50，2008.
16.Xudong Huang, Wei Liu，Markov modulated geometric Brown motion and Bollinger Bands，Applied probability and statistics，2007（4），428-433，2007.
17.Wei Liu, Xudong Huang, Weian Zheng,，Black-Scholes model and Bollinger Bands，Physica A，371，565-571，2006。
18.Xudong Huang, Wei Liu，Theoretical analysis of technical index of stock market model based on GARCH，Economic Mathematics，2007（3），254-259，2007.
19.LIU Wei ,REN Yunwen：Empirical likelihood inference for censored median regression model（2005),Applied Mathematics，18(3),489-496.
