姓名：刘旭
职称：讲师
教研室（系）：中加统计
联系方式：liuxu3298@gmail.com
一、教育背景与工作经历
2011.9-2015.6 山东财经大学，获统计学（主修）/金融学（辅修）学士学位
2016.9-2018.6 山东财经大学，获应用统计（专硕）硕士学位
2018.8-2023.5 佛罗里达州立大学数理统计，获统计学博士学位
2024.2-至今 山东财经大学，讲师
二、教学科研及荣誉奖励
（1）论文发表
2023, Jonathan R. Bradley, Shijie Zhou and Xu Liu,“Deep hierarchical generalized transformation models for spatio-temporal data with discrepancy errors。”Spatial Satistics, Vol 55.
2024, Xu Liu, Adrian Barbu, Fred Huffer, Xu-Feng Niu, “Forecasting Midprice Movement of HFT Data With Bayesian Stochastic Attention-Based Neural Bag of Feature Models”Journal of Financial Econometrics, Volume 25, Pages 494–514.
2024+, Xu Liu, Xufeng Niu, “Augmented Process Models for Implied Volatility Dynamics: A DHGT Approach to High-Frequency Trading Analysis”, Journal of Financial and Quantitative Analysis.
2024+,Xu Liu, “Bayesian Hierarchical Modeling for Complex Time Series Construction: A Framework for Analyzing Latent Components and Structural Dependencies ”,Journal of Time Series Analysis.
（2）会议报告
2024，刘旭，“Forecasting Midprice Movement of HFT Data with Implicit Feature Learning”，量化金融与保险分会年会。
2024，刘旭 ，“Forecasting Midprice Movement of HFT Datawith Bayesian Stochastic Attention-BasedNeural Bag of Implicit Feature Models”，第2届全国统计与数据科学联合会。
（3）参与基金
Multi-distribution, Multivariate, and Multiscale Spatio-Temporal Models with Applications to Official Statistics, NSF-SES, 2019.9-2023.8;4/6
Optimization and Promotion Research Shandong Province Computing Industry, from China Engineering Science and Technology Development Strategy Shandong Research Institute, 2024.3-2025.3.5/6