Research Interests

Financial Econometrics, Machine Learning, Asset Pricing, Risk Management, Big Data

Citizenship

Canadian Citizen with U.S permanent residency

Programming Experience

R, Python, Matlab, Spark, H2O, SQL, Stata, Java, and LaTeX. Certified in SAS from Statistics Canada.

I am a sixth-year PhD in Economics at Western University, researching problems in asset pricing and risk management by developing and applying new modeling techniques in financial econometrics, machine learning, and big data. I will be on the 2020-2021 job market.

If you have any questions or comments, please contact me at fliu227@uwo.ca or 519-590-2232.