Projects per year
Personal profile
Personal profile
Dr. David LiuBefore joining the faculty at Xian JiaoTong-Liverpool University, Dr. David (Lianfeng) LIU was a distinguished professor at CUGB where he focused his research on Mathematical Modelling of Granular Dynamics and Particle Flows. He was previously Lecturer of Mathematics at Northern Consortium UK, as well as Postdoctoral Research Fellow in Oxford University (Department of Engineering Sciences), where he conducted research on Constitutive Mathematical Modelling using advanced numerical methods. He had ever held Research Associate positions at Aston University (UK), Newcastle University (UK) respectively, and Honorary Visiting Scholar at University of New South Wales (Australia). He had served as Acting Head of Department of Mathematical Sciences at XJTLU from 2007 to 2011. His recent research was sponsored by the Natural Science Foundation of Jiangsu Province on the project (Project No. BK20131179) entitled “Discrete Element Modelling of Impact Attritions of Agglomerates of Fine Particles”, which was carried out jointly with the Department of Computer Science at XJTLU and the University of Birmingham UK. He published research outcomes in the fields of Financial Options, Artificial Intelligence, and Physics. He had published more than 80 research papers. His research findings had appeared in the international peer-reviewed journals such as Communication in Nonlinear Science and Numerical Simulation, Powder Technology, Journal of Materials Science Letters, Journal Physics D: Applied Physics, Expert Systems with Applications, International Journal of Materials and Product Technology, Physica A, International Journal of Engineering Science, International Journal of Mathematics in Operational Research, Journal of Financial Engineering, Fintech and Journal of Data Science.
Research interests
Discrete Element Modelling of Fine Particles
Neural Networks for Financial Derivatives
Pricing of Financial Options
Markov Regime Switching Model
Financial Risk Management
Experience
Senior Associate Professor, Department of Mathematical Sciences, XJTLU, 2010 - now
Acting Head of Department, Department of Mathematical Sciences, Xian JiaoTong-Liverpool University - 2007 to 2011
Lecturer of Mathematics and ICT, Northern Consortium UK (NCUK) - 2006 to 2007
Chair Professor of Computational Mechanics, CUGB - 2004 to 2006
Research Accociate, Newcastle University, UK - 2000 to 2001
Post-doctoral Research Fellow, Granular Dynamics Research Group, Aston University, UK - 1998 to 2000
Honorary Visiting Scholar, University of New South Wales, Sydney, Australia - 1997 to 1998
Teaching
Computational Methods in Finance (Postgraduate)
Risk Management (Year 4)
Foundations of Financial Computing (Year 2)
Introduction to Financial Mathematics (Year 3)
Introduction to Applied Mathematics (Year 2)
Engineering Mathematics (Year 2)
Awards and honours
2018, Long-term Service (>10 years) Award by Math department, XJTLU (26 Sept 2018)
2014 Fellow of Higher Education Academy (UK)
2010 , CPS amp;#8211; Certificate in Professional Studies in Higher Education (awarded in May 2010 by Liverpool University)
2008 , Adjunct Professor of Xiapos;an Jiaotong University
2008 , Honorary Recognized Teacher by Liverpool University UK (12 March 2008)
2008 , Suzhou Municipal Outstanding Teacher Award in Higher Education (2008)
2008 , Suzhou government Awards for high-level Scholars (2008)
Education/Academic qualification
PDRA, Oxford University, - 2003
Ph.D. , Northeastern University, - 1995
CPS, Liverpool University, - 2009
Person Types
- Staff
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Collaborations and top research areas from the last five years
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the building of financial computing service public platform
Project: Governmental Research Project
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Completion of the research project: DEM-CFD modelling of flows and breakages of small agglomerates in fluid
1/08/24 → 1/09/24
Project: Other
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Granular dynamics simulation of flows and collisions of non-spherical agglomerates of fine particles in fluid using DEM-CFD
1/09/18 → 31/08/21
Project: Internal Research Project
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Empirical Study on Option Pricing under Markov Regime Switching Economics
Liu, D., Feb 2024, In: Ann. Appl. Math.. 40, p. 21-42Research output: Contribution to journal › Article › peer-review
Open Access -
Option Pricing in The Approach of Integrating Market Risk Premium: An Application to OTM Options
Liu, D., May 2024, (Submitted) In: international journal of financial engineering.Research output: Contribution to journal › Article › peer-review
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Study on Hybrid Neural Networks for Pricing Shanghai 50ETF Options
Liu, D., Jul 2024, (Submitted) In: Artificial Intelligence and Applications.Research output: Contribution to journal › Article › peer-review
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Are Hybrid Neural Networks Promising Tools for Chinese Options?
Liu, D., 2023, (Submitted) In: Journal of Systems Science and Information.Research output: Contribution to journal › Article › peer-review
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Option pricing using deep convolutional neural networks enhanced by technical indicators
Liu, D. & Wu, Y., 2023, Proceeding of 2023 9th IEEE International Conference on Cloud Computing and Intelligence Systems, CCIS 2023. Zhang, X., Zhou, M., Wang, W., Chen, W., Zou, Y. & Liu, Y. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 143-147 5 p. (Proceeding of 2023 9th IEEE International Conference on Cloud Computing and Intelligence Systems, CCIS 2023).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
2 Citations (Scopus)
Activities
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Advances in International Finance (Journal)
David Liu (Reviewer)
Aug 2024Activity: Peer-review and editorial work of publications › Editorial work
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Research on Machine Learning-Based Bond Default Risk Prediction
David Liu (Supervisor)
Jan 2024Activity: Supervision › Master Dissertation Supervision
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Study on the impact of the level of financial development on the urban-rural income gap
David Liu (Supervisor)
Jan 2024Activity: Supervision › Master Dissertation Supervision