About Dr. Liu's Research
Dr. Liu's research incorporates a variety of data, including stock and accounting data, high-frequency stock data, stock option data, and textual information from various financial sources. The project also emphasizes the practical training of highly qualified personnel in machine learning, financial econometrics, and risk management, fields that are increasingly in demand across academia, government, and industry. The anticipated outcomes of this project include high-quality publications and significant contributions to the financial industry's understanding of risk modeling under Basel 3. Dr. Liu’s work has already garnered interest from prominent institutions such as the European Central Bank and the Bank of Canada, highlighting its potential impact on both academic and regulatory practices.