个人简历

刘珂，男，香港城市大学商学院博士，具有飞行器设计、机械工程、金融多个学科的复合背景，并具有多家证券投资公司与基金从业经历，以及多年金融市场交易实战经验。工作经历主要在海外（香港及挪威），近年来工作重点在交易策略研发及量化投资团队负责管理，涉及股指期货与期权等衍生工具，以及股票多因子策略等。2018年重回学术界，经学校青年百人计划引进加入经济与贸易学院，致力于将多年实战观察转化成科学问题进行系统研究。

教育背景
2007–2010 香港城市大学商学院，获哲学博士（PhD）学位
2004–2007 清华大学，精密仪器与机械学系，获工学硕士学位（学术型）
2000–2004 北京理工大学，飞行器工程系，获学士学位
在校荣誉：
CityU Research Tuition Scholarship (2007，全奖外的额外奖学金)
香港科技大学博士全奖Offer (2007)
清华大学光华奖学金 (2006)
北京理工大学航天长征奖学金 (2003)
北京理工大学优秀学生一等奖学金 (2002 & 2003)
职业经历
2018.9-至今 广东工业大学经济与贸易学院，特聘讲师
2015.11–2017.3 香港天易资本集团，投资经理
2014.8–2015.10 挪威商学院（奥斯陆），PhD Research Fellow
2013.8–2014.8 香港城市大学商学院，Research Fellow
2011.10–2012.9 香港利通证券公司，交易员及策略分析师
2010.9–2011.9 香港城市大学商学院，Senior Research Associate

教授课程
本科生：《量化投资》
研究生：《金融数据分析》

研究领域

"投资交易策略、机器学习、行为金融学"

近期论文

[1]. Ke Liu, Kin Keung Lai, Jerome Yen, Qing Zhu. ‘A Model of Stock Manipulation Ramping Tricks’. Computational Economics, 2015(1): 135-150.
[2]. Ke Liu, Kin Keung Lai, Jerome Yen, Qing Zhu. ‘Model of Bias-driven Trend Followers and Interaction with Manipulators’. International Journal of Information Technology and Decision Making, Jan. 2014. DOI: 10.1142/S0219622014500485.
[3]. Ke Liu, Ying Liu, Xiangfeng Liu. ‘Dynamic Response Analysis to Seal Chamber Pressure Perturbation of a New Double Spiral Groove Face Seal’. Lubrication Engineering, 2007(2): 120-122. (In Chinese)
[4]. Ke Liu, Ying Liu, Xiangfeng Liu. ‘New Turbulent Lubrication Model in Hydrodynamic Face Seal’. Lubrication Engineering, 2006(10): 110-112. (In Chinese)
[5]. Ke Liu, Ying Liu, Xiangfeng Liu. ‘Effects of Main Structural Parameters on Seal Performance of a New Double Spiral Groove Face Seal’. Lubrication Engineering, 2006(7): 147-149. (In Chinese)
[6]. Xiangyang Liu, Ping Zhang, Zhenhai Han, Ke Liu. ‘Research on the Identification Algorithm for Time Constant of Piezoelectric Sensor’. Chinese Journal of Scientific Instrument, 2006, 27(z2): 1667-1668. (In Chinese)
[7]. Haywood Cheung, Kin Keung Lai, Ke Liu. ‘Performance of Biased Trend-Following Stock Investor in Mainland China and Hong Kong’. Proceedings of the Fourth International Joint Conference on Computational Sciences and Optimization. IEEE Computer Society, Page 548-552.,April 2011
[8]. Ke Liu, Kin Keung Lai, Jerome Yen. ‘Theoretical Model of Stock Trading Behavior with Biases’. International Conference of Financial Engineering, WCE20l0. June 29~July 2, London, UK, 2010
[9]. Ke Liu, Kin Keung Lai, Sy-Ming Guu. ‘Dynamic Credit Scoring on Consumer Behavior using Fuzzy Markov Model’. The Fourth International Multi-Conference on Computing in the Global information Technology (ICCGI 2009). August 23-29, 2009, Cannes, France, 2009
[10]. Ke Liu, Kin Keung Lai, Sy-Ming Guu. ‘A Fuzzy Markov Model for Consumer Credit Behavior Dynamics’. The 2009 IEEE International Joint Conference on Computational Sciences and Optimization, IEEE Computer Society, April 2009
[11]. Ke Liu, Ying Liu, Xiangfeng Liu. ‘Opening Force Analytical Model for Dynamic Response Analysis of Hydrodynamic Face Seal’. The 12th IFTOMM World Congress. France, June 2007