Jian LIU

Associate Professor

Contact Information

Address:	China Institute for Actuarial Science (CIAS) Central University of Finance and Economics (CUFE) Shahe Higher Education Park, Changping District, Beijing, P.R.China 102206
Email:	liujian@cufe-ins.sinanet.com
Telephone:	(+86)18612490837

Employment

July.2013-       Central University of Finance and Economics, China.

     

Education

January.2011-July.2013 Post doctoral fellow in School of Banking and Finance, University of International Business and Economics, China.

Supervisor:    Professor Weixing Wu

Sept.2005 – July.2010 PhD in Centor for Combinatorics, Nankai University, China

Supervisor:    Professor Yongchuan Chen

Sept.2001 – July.2005  Bachelor in School of Science,

Beijing Jiaotong University, China

Research Interests

Behavioral finance, derivatives pricing, risk management, combinatorics

Courses Taught

Ÿ CT1 Financial Mathematics (Core Technical subject of the UK Institute and Faculty of Actuaries exams)

Ÿ CT5 Contingencies (Core Technical subject of the UK Institute and Faculty of Actuaries exams)

Ÿ Actuarial Principles

Ÿ Principle of Optimal

Publications

Refereed Journals:

Ÿ Jian Liu, Y.Z. Wang, On the 3-dissections of partitions and bipartitionswith even parts distinct, Utilitas Mathematica,forthcoming. (SCI)

Ÿ Lei Liu, Jian Liu, Xiaoxu Guo. Financial Risk and Risk Contagion: A Study of the Macro-Financial Network with A CCA Model. Financial Regulation Research(金融监管研究), No. 9, 2019, 35—50.

Ÿ Yu Wang, Xinrong Xiao, Jian Liu, Lei Liu. A Review of Studies on Financial Network Structure and Contation. Financial Regulation Research(金融监管研究), No. 2, 2019, 79—96.

Ÿ Yu wang, Jian Liu, Lei Liu. Financial Risk and Financial Regulation: From Theoretical Basis to Policy Framework. Modern Management Science(现代管理科学), No. 12, 2018, 48--50.

Ÿ Jian Liu, Y.Z. Wang, Arithmetic properties of a restricted bipartition function, Electron. J. Combin.,22(3),#P3.8,2015. (SCI)

Ÿ Xinrong Xiao, Jian Liu. The Progress of Research on Financial Contation and Investment Behavior Based on Network Theory. EconomicPerspective(经济学动态), No. 5, 2015, 139—146.

Ÿ Jian Liu, Weixing Wu, Jingfeng Xu, Haijian Zhao, An Accurate Binomial Model for Pricing American Asian Option, Journal of Systems Science and Complexity, 27(5), 993-1007, 2014.（SCI，EI）

Ÿ L.S. Lin, Jian Liu, Y.Z. Wang, A Combinatorial Proof of an Identity from Ramanujan’s Lost Notebook, Electron. J. Combin.,20(2),#P58,2013. (SCI)

Ÿ Xinrong Xiao, Jian Liu, Haijian Zhao. The Behavior Contation of Institutional Investors: A Study Based on the Perspective of Investor’s Network. Management World(管理世界), No. 12, 2012, 35--45.

Ÿ Jingfeng Xu, Jian Liu, A Note on Set Families and Codes, Ars Combinatoria, vol. CV, 293-298, 2012. (SCI)

Ÿ Jingfeng Xu, Jian Liu, Haijian Zhao, Financial Forecasting: Comparative Performance of Volatility Models in Chinese Stock Markets, Proceedings--The Fourth International Joint Conference on Computational Sciences and Optimization, 1220-1225, Kunming, China , 2011. (EI)

Ÿ Jian Liu, J.Q. Liu, Set Systems with Cross L-intersection and K-wise L-intersecting Families, Discrete Math., 309, 5920-5925, 2009. (SCI)

Research Grants

As a leader:

Ÿ 2018-2020 Science Foundation for Youths supported by Natural Science Foundation of China, “Investment behavior contagion and the implication for asset price based on social networks” (71703184).

Ÿ 2014-2016 Youth Doctor Development Fund Project of Central University of Finance and Economics, “Analysis of investor behavior based on social networks” (QBJ1402).

Ÿ 2012-2013 Project funded by China Postdoctoral Science Foundation, “Numerical Method for Pricing Path-dependent Options and its Application” (2012M510377).