Fred Liu | Graduate & Postdoctoral Studies

Fred Liu

Portrait of Economics and Finance professor at the University of Guelph, Fred Liu.




About my research…

My primary fields of interest reside within the intersection of financial econometrics (finance and statistics), machine learning, asset pricing, and risk management. Currently, I am working on several projects adapting machine learning to large and high-dimensional financial datasets. One project studies the high-frequency predictability of individual stocks, and another project aims to improve market risk measurement using machine learning techniques.

How my research improves life…

My research can benefit investors, risk managers, and regulators. Investors are often interested in anticipating short-term financial market movements, which can be forecasted using the machine learning models in my forthcoming paper. Risk managers need to understand the behavior of extreme losses of their financial assets and its implications for capital requirements, which is studied in my market risk paper.

Why choose grad studies at U of G?

Finance research is extremely important to discover new knowledge and develop a deep understanding of capital markets and the financial system. It is our social responsibility to leverage our knowledge to help society identify and measure the risk hidden in the financial system and contribute to its safety and stability.