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Kefu Liao

Kefu Liao

(he/him)

Teams and roles for Kefu Liao

Overview

I am a Teaching Associate at Cardiff University with a PhD in Financial Econometrics (Viva passed with First Category), an MSc in Financial Economics (Distinction), and an MSc in Social Science Research Methods (Distinction), all from Cardiff University.

I am also a data-driven analyst with a strong foundation in statistical modeling, data visualization, and data governance, backed by my PhD research in Econometrics and presentations at world-leading econometrics conferences. I specialize in transforming complex datasets into actionable insights using Excel, Power BI, R, and MATLAB.

My previous roles, including Data Analyst at Shanghai Pudong Development Bank and Research Assistant on a UKRI-funded project, have honed my ability to clean, manage, and analyze data, ensuring accuracy and reliability for decision-making. I thrive in dynamic environments, demonstrating strong problem-solving skills, adaptability to new technologies, and effective communication with both technical and non-technical stakeholders.

Additionally, my experience in mentoring and teaching statistical research methods has strengthened my ability to convey complex data insights clearly. Passionate about leveraging data to drive business solutions, I am eager to bring my analytical expertise, technical skills, and collaborative mindset to business innovation.

Publication

2024

Thesis

Research

Conference papers

Good and bad volatility estimation for drift-diffusion process and the impact of signed jumps on volatility forecasting
Fifteenth Annual SoFiE (The Society for Financial Econometrics) Conference, Sungkyunkwan University, Seoul, June 2023
Asian Meeting of the Econometric Society, Nanyang Technological University, Singapore, July 2023
International Association for Applied Econometrics Conference 2024, University of Macedonia, Thessaloniki, Greece, June 2024
Frontiers of Factor Investing 2024 Conference, Lancaster University, Lancaster, April 2024 
Accounting & Finance section seminar 2024, Cardiff University, Cardiff, February 2024
Tri-University Annual Conference 2024, Cardiff University, Cardiff, July 2024
Welsh Post-Graduate Research Conference (WPGRC), Cardiff, June 2023
Drift bursts, volatility forecasting, and the variance risk premium
Financial Econometrics Conference, Lancaster University, March 2023 
Accounting & Finance section seminar 2024, Cardiff University, June 2024
Empirical evidence of stock codrift bursts and its implications to market variance prediction
The 6th International Conference on Econometrics and Statistics, EcoSta, June 2023)
The 25th International Conference on Computational Statistics, London, COMPSTAT, August 2023
The 17th International Conference on Computational and Financial Econometrics, CFE, December 2023, Berlin 
Cardiff Fintech conference 2023, Cardiff University, November 2023
Accounting & Finance section seminar 2023, Cardiff University, November 2023 
The role of jumps in anticipating volatility
European Financial Management Association Annual Conference, Cardiff University, June 2023
British Accounting & Finance Association Annual Conference, the University of Sheffield, April 2023
 
 
Research project
 
Reserch asistant in the research project of Cardiff University 2023-2024: Using science data to predict spinout survival
Prject works are presented in Entrepreneurial Ecosystems in Cities and Regions conference, Kellogg college, Oxford University, May 2024
 
 
Journal article peer review

Peer review for Economic Modeling 2024

 

Others

Participate in Fourth Annual Volatility and Risk Institute Conference Managing Compound Risks in a Polycrisis World 2023, New York Univeristy Stern School of Business

Teaching

BS1501 Applied Stats and Maths in ECON and Business (Tutorial) (Undergraduate, year 1)

BS3577 Corporate Finance and Strategy (Tutorial) (Undergraduate, year 3)

CP0255 Developing Research Methods II (Tutorial) (Undergraduate, year 2)

CP0273 Developing Research Methods II (Tutorial) (Undergraduate, year 2)

BS2508: Corporate Financial Management (Tutorial) (Undergraduate, year 2)

Contact Details