美国Purdue University，管理学博士

2018-2024年 南方科技大学商学院，副教授、博士生导师

2025年至今 福耀科技大学数字经济与管理学院，副教授

2023年第十一届深圳市哲学社会科学科普著作类优秀成果奖

主持“中国近代股份制企业会计信息数据库的构建与商业发展的实证分析” 重点项目， 用友基金会， 2019-2022年

【学术论文】

[1]Wei-han Liu and Xingfu Xu 2024 “Forecasting real oil returns using a deep forest ensemble approach” Finance Research Letters 24 (Part B): 106153.

[2]Xingfu Xu and Wei-han Liu 2024 “Forecasting the equity premium: Can machine learning beat the historical average?” Quantitative Finance 24(10):1445-1461.

[3]Liu, Wei-Han, Jow-Ran Chang, and Guojun Yang 2024 “An Improved Criterion for Almost Marginal Conditional Stochastic Dominance” Review of Quantitative Finance and Accounting 62:1251–1290.

[4] Gan, Lirong and Wei-han Liu 2023“Option pricing based on the residual neural network, Computational Economics, https://doi.org/10.1007/s10614-023-10413-3.

[5]Liu, Wei-Han and Daniel Nguyen 2023 ”Portfolio management using time-varying vine copula: An application on the G7 equity market indices” European Journal of Finance 29(11): 1303-1329.

[6]Liu, Wei-Han 2023 “Attaining stochastic optimal control over debt ratios in U.S. markets” Review of Quantitative Finance and Accounting 61:967–993.

[7]Liu, Wei-Han 2023 “Re-evaluating the major factors in the low origination rate of the reverse mortgage market” Review of Pacific Basin Financial Markets and Policies 26(02): 2350014.

[8]Liu, Wei-Han and Jow-Ran Chang 2022 “What can inverse VIX contribute to an investment portfolio?” International Journal of Finance & Economics 27(3): 3791-3798.

[9]Liu, Wei-Han and Qian Long Kweh 2022 “Reexamining nonlinear effects of intellectual capital on firm efficiency” Annals of Operations Research 315:1319–1344.

[10]Liu, Wei-Han and Jow-Ran Chang 2021 “Revisiting and refining the comparison of conventional and Islamic markets’ performance” Applied Economics 53(38):4371-4385.

[11]Liu, Wei-Han and Jow-Ran Chang 2021 “Can the improved CMBO strategies beat the CMBO Index?” Journal of Derivatives 28(3):163-183.

[12]Liu, Wei-Han. 2021 “Revisiting of the Samuelson Hypothesis on energy futures” Quantitative Finance 21(12): 2089-2101.

[13]Liu, Wei-Han. 2020. “Are gold and government bond safe-haven assets? An extremal quantile regression analysis” International Review of Finance 20(2):451-483.

[14]Liu, Wei-Han. 2019 “An empirical re-examination of extreme tail behavior: Testing the assumptions of the power laws and the generalized Pareto distribution on the financial series” Applied Economics 51(30): 1-15.

[15]Liu, Wei-Han. Jow-Ran Chang, and Mao-Wei Hung 2019 “Revisiting generalized almost stochastic dominance” Annals of Operations Research 281(1): 175–192.

【专著】

[1]Wei-han Liu. 2022. The Business Strategies of Major Companies in Contemporary China (近代中国商道列传), published by the Social Science Academic Press (社会科学文献出版社, 中国)

[2]Wei-han Liu and Je-Sheng Huang. 2009. Development Strategies for the Futures Industry under the Financial Market Integration Trend, the Chinese National Futures Association, 2009. (刘威汉,  黄哲盛 金融市场整合下的期货商因应之道, 中华民国期货业商业同业公会出版)

[3]Wei-han Liu 2004. Risk Management in Financial and Banking Industries: Theories, Application, and Trends (财金风险管理─理论、应用与发展趋势). BestWise Co., Ltd. (智胜文化) Taipei, Taiwan. ISBN: 957-729-404-9 (simplified Chinese version is available at October, 2005 and published by the Peoples’ University Press, 中国人民大学出版社)