Fei Liu

Assistant Professor in Finance

Contact


Email: fei.liu@ipag.fr

Phone: +33  1 40 79 64 40

Campus: Paris
 

Fei_Liu

Education

 

  • PhD in Mathematics
    2014 – 2018, University of Liverpool, United Kingdom
    Project: Modeling and forecasting stochastic volatility in stock markets.
  • Master of Philosophy (MPhil) in Mathematics
    2011 – 2013, University of Liverpool
    Project: Risk modeling in insurance and finance, identifying the roles of risks in insurance and finance in ruin probabilities, determining risk measures.
  • Bachelor’s Degree in Mathematics
    2007 – 2011, University of Liverpool
  • Passed preliminary examinations of the Society of Actuaries (SOA), including: Probability, Financial Mathematics, Models for Financial Economics, Models for Life Contingencies, Construction, and Evaluation of Actuarial Models.
  • Biography
  • Selected publications
  • Professional experiences


Fei Liu is an assistant professor in Finance with a strong research interest in modeling financial time series. Fei focuses on the pragmatic applications of scientific results to real-world challenges in algorithmic trading and risk management. In addition, Fei's research explores the intersections of Artificial Intelligence (AI), Environmental, Social, and Governance (ESG) factors, and sustainable finance. A key focus is understanding the role of AI in financial decision-making, the integration of ESG considerations into quantitative models, and the implications of sustainability on financial stability and investment strategies.

 

  • 1st revision submitted. MCDA Strategies for Portfolio Optimization: A Case Study on Vietnamese Stock Market Dynamics. Annals of Operations Research. 2025.
  • 1st revision submitted. Influence of Social Sustainable Development Goals Sentiment on Listed Companies. Research in International Business and Finance, Special Issue on Social Finance. 2025.
  • Portfolio management with ESG news sentiment. Bankers, Markets, and Investors. 2024 (FNEGE 4) DOI:10.54695/bmi.172.0072
  • Sustainable Investing, Chapitre 13 : Portfolio Management with News-Based Sustainability Scores, pp. 337-374. Ron Große, Viet Hoang Le, Fei Liu, Hans-Jörg von Mettenheim. World Scientific Publishing. 2024. DOI : 10.1142/9789811297786_0013
  • Analysis of the Relevance of Sentiment Data for the Prediction of Excess Returns in a Multi-Asset Framework (avec Desforges P, Geissler C). Journal of Forecasting. 2023. (FNEGE 3, ABS 2*) DOI : 10.1002/for.2967
  • Deep Learning and Technical Analysis in Cryptocurrency Markets (avec Goutte S, Le VH, v. Mettenheim HJ). Finance Research Letters. 2023. (FNEGE 3, ABS 2*) DOI : 10.1016/j.frl.2023.103809
  • News-based Sentiment: Can It Explain Market Performance Before and After the Russia-Ukraine Conflict? (avec Le VH, v. Mettenheim HJ, Goutte S). Journal of Risk Finance. 2022. (ABS 1*) DOI : 10.1108/JRF-06-2022-0168
  • Pricing Inefficiencies and Feedback Trading: Evidence from Country ETFs (avec Kallinterakis V, Shao J). International Review of Financial Analysis. 2020. (FNEGE 3, ABS 3*) DOI : 10.1016/j.irfa.2020.101498
  • Forecasting and Trading High Frequency Volatility on Large Indices (avec v. Mettenheim HJ). Quantitative Finance. 2018. (FNEGE 3, ABS 3*) DOI : 10.1080/14697688.2017.1414489
  • Ruin with Insurance and Financial Risks Following the Least Risky FGM Dependence Structure (avec Chen Y, Liu J). Insurance: Mathematics and Economics. 2015. (FNEGE 3, ABS 3*) DOI : 10.1016/j.insmatheco.2015.03.007

 

  • Assistant Professor, IPAG Business School, Paris, 2019 - Present
    Courses taught: Statistics, Quantitative Finance, Risk Management, International Finance, Wealth Management, Python for Finance, etc.
  • Guest Lecturer, EISTI – CyTech, Cergy, 2019-2021
    Course: FinTech, RegTech, and InsurTech.
  • Teaching Assistant, University of Liverpool, United Kingdom, 2014 - 2016
    Courses: Statistics, Probability, Financial Mathematics.
  • Management Intern, China Merchants Bank, China, 2013 - 2014.

Research Areas

 

  • Mathematical Finance,
  • Algorithmic Trading
  • Modeling of Volatility

Teaching Areas

 

  • Statistic
  • Probability
  • Investment Management
  • Quantitative Finance
  • Financial Markets
  • Risk Management
  • Business Model

Events

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