Scholar
Guangwu Liu
Google Scholar ID: Mm7aj28AAAAJ
Professor of Management Science, City University of Hong Kong
Citations & Impact
Citations
460
H-index
10
i10-index
10
Publications
20
Co-authors
0
Publications
Resume (English only)
Academic Achievements
- Awards:
- - The 2012-2013 Early Career Award (The Research Grants Council of Hong Kong)
- - The 2012 Outstanding Simulation Publication Award (INFORMS Simulation Society)
- Research Grants:
- - "Adaptive sampling methods for ranking and estimation problems" (2024-2025, HK$779,652, General Research Fund - The Hong Kong Research Grants Council)
- - "Financial Systemic Risk Measures based on Monte Carlo Simulation: Theory and Methods" (2022-2025, RMB1,185,561, NSFC/RGC Joint Research Scheme - National Natural Science Foundation of China & The Hong Kong Research Grants Council)
- - "Simulation Methods for Sensitivities of Expectations with Nested Discontinuity" (2022-2023, HK$543,993, General Research Fund - The Hong Kong Research Grants Council)
- - "Machine learning methods for portfolio risk measurement" (2020-2022, HK$750,656, General Research Fund - The Hong Kong Research Grants Council)
- - "Measuring the performance of simulation metamodels" (2018-2020, General Research Fund - The Hong Kong Research Grants Council)
- - "A likelihood ratio method for nested simulation" (2017-2019, General Research Fund - The Hong Kong Research Grants Council)
- - "Joint Chance Constrained Programming: A Gradient Perspective" (2016-2018, General Research Fund - The Hong Kong Research Grants Council)
- - "An optimal stopping approach to portfolio risk measurement" (2014-2016, General Research Fund - The Hong Kong Research Grants Council)
- - "A change-of-variable approach to conditional Monte Carlo" (2013-2015, General Research Fund - The Hong Kong Research Grants Council)
- - "A kernel method for pricing and hedging American path-dependent options" (2012-2014, Early Career Scheme - The Hong Kong Research Grants Council)
- - "Fast simulation of capital allocation for credit portfolios" (2011-2013, General Research Fund - The Hong Kong Research Grants Council)
- - "A conditional Monte Carlo method for simulating conditional expectations" (2010-2012, General Research Fund - The Hong Kong Research Grants Council)
- - "Fast simulation of American option pricing" (2009-2011, Start-Up Grant - City University of Hong Kong)
Research Experience
- Professor
- - Department of Decision Analytics and Operations, City University of Hong Kong
Education
- PhD in Industrial Engineering and Logistics Management (The Hong Kong University of Science and Technology)
- BSc in Information and Computing Science (Tsinghua University)
Background
- Research Interests: Financial Engineering, Risk Management, Stochastic Simulation, Machine Learning, Business Analytics
Co-authors