Rui Peng Liu
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46359
Link to Research Output
- Ruipeng. Liu, T. Di Matteo, and Thomas. Lux, True and Apparent Scaling: The Proximity of the Markov-switching Multifractal Model to Long-range Dependence. Physica A, 383, 35-42, 2007.
- "Best Paper Award" by Global Finance Association in the 12th Annual Global Finance Conference, June 2005.
- "Best Poster Award" by Australian Research Council and Australian National University. SPIE Complex System Conference, Dec. 2007
- Financial Modelling
- Quantitative Methods for Finance
- Portfolio Investments and Financial Planning
- Quantitative finance
- Long memory volatility modelling.
- Financial econometrics, empirical finance, risk measurement and management.
- Complex system, Econophysics
- Scientific committee member of WEHIA 2008 Winter conference
- Society for Economic Science with Heterogeneous Interacting Agents (ESHIA/WEHIA)
- Financial Management Association (FMA)
- Society for Computational Economics (SCE)