Shuyan LIU > Curriculum Vitea

lundi 2 avril 2012
par  Shuyan Liu

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Shuyan LIU

born on January 1st 1982 in Nanjing (China), single.

Current position

Associate Professor at Université Paris 1 Panthéon Sorbonne, member of SAMM since September 2010.

Research topics

Regular variation of time series
Stable distributions on convex cones
Simulation and estimation of parameters for multivariate stable distributions
Point processes
Application to astronomical and financial data

Publications

Y. Davydov and S. Liu, Transformations of multivariate regularly varying tail distributions, Revue Roumaine de Mathématiques Pures et Appliquées 55 (2010), 6, 483-492.

R. Stoica, S. Liu, Y. Davydov, M. Fouchard, A. Vienne and G. B. Valsecchi, Order statistics and heavy-tail distributions for planetary perturbations on Oort cloud comets, Astronomy and Astrophysics 513 (2010), A14.

S. Liu, Illustration par quelques exemples des lois strictement stables dans un cône convexe, (en préparation, arXiv : 1302.3403).

Y. Davydov and S. Liu, Estimation of parameters of regularly varying distributions on convex cones, (en préparation, arXiv : 1006.5655).

J. Segers and S. Liu, Multivariate MA(∞) processes with heavy tails and random coefficients, (en préparation, hal-00624123).

Education

10/2005-12/2009 Ph.D. thesis in Applied Mathematics at Université Lille 1
Title : Stable distributions and point processes : relationship and estimation of parameters
Advisor : Y. Davydov
Mention : Très honorable
Defense date : December 10th 2009
 
10/2004-07/2005 M.Sc. in Applied Mathematics at Université Lille 1
 
09/2002-01/2004 Master in Applied Mathematics at Hohai University, Chine

Scientific Career

02/2010-08/2010 Postdoctoral Scholar in the Institute of Statistics of the Université Catholique de Louvain, under the supervision of Johan Segers
 
09/2008-12/2009 Temporary researcher and teacher (A.T.E.R.) at Université Lille 1
 
10/2005-09/2008 Research grant of MESR

Teaching Activities

2010-present Associate Professor at Université Paris 1 Panthéon Sorbonne (about 200h/year)
 
2010 Postdoctoral at Université Catholique de Louvain (10h)
 
2008-2009 Temporary researcher and teacher (A.T.E.R.) at Université Lille 1 (126h)
 
2007-2008 Instructor at École Nationale Supérieure des Arts et Industries Textiles (64h)

Last modified : 19/02/2013