Faculty profile
Fulei Liu
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Guelph directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $100,000
Well-Informed Regulatory Decision-Making Through Advancing the Accuracy and Interpretability of Macro-Financial Forecasts Across Multiple Horizons via Dynamic Multi-Horizon Deep Learning with Innovative Feature Engineering
SSHRC · 2026 · Principal investigator
- $125,000
Enhancing the Accuracy and Interpretability of Macro-Financial Tail Risk Forecasts via Dynamic Multi-Quantile Deep Learning with Feature Engineering to Monitor Systemic Risks
SSHRC · 2025 · Principal investigator
- $26,000
Enhancing the Accuracy and Interpretability of Market Risk Forecasts for Basel 3 Banking Regulation via Deep Learning with Feature Engineering
NSERC · 2024 · Principal investigator
Well-Informed Regulatory Decision-Making Through Advancing the Accuracy and Interpretability of Macro-Financial Forecasts Across Multiple Horizons via Dynamic Multi-Horizon Deep Learning with Innovative Feature Engineering
Principal investigators: Liu, Fulei
Enhancing the Accuracy and Interpretability of Macro-Financial Tail Risk Forecasts via Dynamic Multi-Quantile Deep Learning with Feature Engineering to Monitor Systemic Risks
Principal investigators: Liu, Fulei
Enhancing the Accuracy and Interpretability of Market Risk Forecasts for Basel 3 Banking Regulation via Deep Learning with Feature Engineering
Principal investigators: Liu, Fulei
Keywords: financial econometrics; time series; machine learning; artificial intelligence; value at risk; expected shortfall; risk management; deep learning; neural networks; basel 3
Enhancing the Accuracy and Interpretability of Market Risk Forecasts for Basel 3 Banking Regulation via Deep Learning with Feature Engineering
Principal investigators: Liu, Fulei
Keywords: financial econometrics; time series; machine learning; artificial intelligence; value at risk; expected shortfall; risk management; deep learning; neural networks; basel 3
Enhancing the Accuracy and Interpretability of Canadian Macro-Financial Tail Risk Forecasts via Multi-Quantile Deep Learning with Feature Engineering to Monitor Systemic Risks at the Bank of Canada
Principal investigators: Liu, Fulei
Keywords: Macroeconomic risk; systemic risk; artificial intelligence; deep learning; machine learning; quantile regression
Accurate and Interpretable High-Frequency Option Liquidity Forecasts using Machine Learning with Innovative Variable Engineering
Principal investigators: Liu, Fulei
Keywords: Option; Liquidity; Machine Learning; Variable Engineering; Big Data; High-Frequency; Neural Network; Autoencoder; Liquidity Risk Management; Natural Language Processing
Using Machine Learning and Big Data to Improve the Accuracy and Interpretability of Volatility Forecasts
Principal investigators: Liu, Fulei
Keywords: Volatility; Forecasting; Machine Learning; Big Data; Economic Variables; Neural Network; Deep Learning; Risk Management; Fintech; Artificial Intelligence
Using Machine Learning and Big Data to Improve the Accuracy and Interpretability of Volatility Forecasts
Principal investigators: Liu, Fulei
Keywords: Volatility; Forecasting; Machine Learning; Big Data; Economic Variables; Neural Network; Deep Learning; Risk Management; Fintech; Artificial Intelligence
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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