I am a third-year Ph.D. candidate working under the joint supervision of Prof. Saul Jacka and Prof. Vicky Henderson. Before entering my Ph.D. study, I was an MMORSE student at the University of Warwick.

RESEARCH INTERESTS

My current research interests are within the field of Mathematical Finance including optimal stopping and risk measures.

PUBLICATIONS AND PREPRINTS

Vicky Henderson, Saul Jacka, Ruiqi Liu
The Support and Resistance Line: An Analysis via Optimal Stopping
Preprint, 2020 [arXiv]

TEACHING

2020-2021 (Term 2 & 3) ST221 Linear Statistical Modelling

2020-2021 (Term 1) ST208 Mathematical Methods / ST218 Mathematical Statistics Part A

2019-2020 (Term 2) ST202 Stochastic Processes

2019-2020 (Term 1) ST339 Introduction to Mathematical Finance

2018-2019 (Term 2) ST115 Introduction to Probability

2017-2018 (Term1) ST116 Mathematical Techniques

TALKS

13th European Summer School in Financial Mathematics, Vienna, 31 August - 4 September 2020

Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems, January 2020

The 6th Young Finance Scholar's Conference, University of Sussex Business School, Brighton, June 2019

Contact details

MSB 3.14
Department of Statistics
University of Warwick
Coventry CV4 7AL

Email: Ruiqi dot Liu at warwick dot ac dot uk