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Anqi Liu

Dr Anqi Liu

Users
Available for postgraduate supervision

Teams and roles for Anqi Liu

Overview

Research Group

Operational Research Group

Research Interests

  • Hawkes process in finance.
  • Financial networks.
  • Financial technology (FinTech) such as cryptocurrencies, digital economy, new markets.
  • Fractal activity time geometric Brownian motion (FATGBM) modelling for derivative pricing.
  • Market microstructure and trading behaviour.

Research Grants

  • Establishing a Cryptocurrency Volatility Indicator with Sentiment (CVIS). PI. Funder: UKFin+ Pilot Funding Stream £18,991. April 2025 - July 2025.
  • Mitigating Stress and Confusion in Credit Contracts using Machine Learning and Simplification. PI. Funder: UKFin+ Agile Funding Stream £10,000. February 2025 - June 2025.
  • Typology of Cryptocurrency Traders: Analyzing Cryptocurrency Trading utilizing In-depth Behavioural Patterns. Co-I. Funder: Wales Data Nation Accelerator (WDNA) Super Sprint Project £27,599. January 2022 - March 2022.

Publication

2025

2024

2023

2021

2020

2018

2017

2016

2015

2014

Articles

Conferences

Research

My research interests include time series models of financial returns, trading behavioral analysis and Hawkes process in finance. I have been collaborating with a number of financial researchers in the area of quantitative finance and computational finance, and has published a series of papers in international journals and conferences. The overall goal of this research line is to improve existing pricing and risk evaluation framework, especially from the systemic perspective, for financial markets. I work on applications of a variety modelling techniques, such as time series and stochastic models, optimization strategies, machine learning algorithms, in finance. I am experienced in finance data analysis and computing techniques.

Teaching

  • Finance II: Investment Management
  • Market Microstructure and Trading Theory
  • Trading, Market Design and Applications

Biography

Dr Anqi Liu holds a BSc in Mathematics and Applied Mathematics from the Northwest University, China; and an MSc and a PhD in Financial Engineering from Stevens Institute of Technology, USA. Her expertise lies in quantitative and computational finance, with a primary research focus on cryptocurrency markets. Her broader research interests include financial networks and system modelling, Hawkes processes in finance, financial time series models, and trading behaviour simulations. She has established multidisciplinary skills and a strong research record in empirical finance and AI-driven financial modelling. In recent years, she has led and co-led FinTech projects funded by the UKFin+ Network and the Alan Turing Institute, contributing to the development of meaningful academic-industrial collaborations. She has been Associated Editor for International Review of Economics and Finance, and Guest Editor for The Journal of Futures Markets.

Supervisions

  • Cryptocurrency market microstructure.
  • Hawkes processes applications in Finance.
  • Financial networks and systemic risks.

Current supervision

Contact Details

Email LiuA5@cardiff.ac.uk
Telephone +44 29208 70908
Campuses Abacws, Room Abacus/4.49, Senghennydd Road, Cathays, Cardiff, CF24 4AG