Francis Liu

High Dimensional Nonstationary Time Series | Francis Liu

E-mail:	francis.liu [at] hu-berlin.de
Phone:	+49 30 2093-99599
Office: Office hours:	Dorotheenstr. 1, room 004 Upon agreement
Postal address:	IRTG 1792 School of Business and Economics Humboldt-Universität zu Berlin Unter den Linden 6 10099 Berlin, Germany

2019 - present	PhD student in Statistics, Humboldt-Universität zu Berlin
2017 – 2019	M. Sc. in Business Intelligence and Process Management, Berlin School of Economics and Law
2013 – 2015	BBA in Marketing, City University of Hong Kong

Research Interest Applied Machine Learning and Quantitative Finance Robust hedging and trading strategies Working Papers Hedging Cryptos with Bitcoin Futures Presentations "Crypto-backed P2P Lending: Batch Liqduiation" in the first Victoria Peak Conference "Crypto-backed P2P Lending" in Workshop Cryptocurrency: Pricing and Markets Teaching Statistics SS 2020 (in Berlin School of Economics and Law) Mathematics for Business and Economics SS 2021 (in Berlin School of Economics and Law) Other Organiser of Victoria Peak Conferences Administrator of knowledge system https://gitlab.wiwi.hu-berlin.de/ Videos Word Embeddings https://quantinar.ro/course/83/P2P Crypto Based P2P Lending: Batch Liquidation https://quantinar.ro/course/58/P2P Codes Financial Report Analysis BERT W3V GLOVE on Quantlet https://github.com/QuantLet/Financial-Report-Analysis-BERT-W2V-GLOVE Hedging Effectiveness Plots on Quantlet https://github.com/QuantLet/Hedging-Effectiveness-Plots

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series