教授简介 研究领域 学术成果
上海财经大学数学学院教授,博士生导师,滴水湖高级金融学院双聘教授,校教师教学发展中心副主任,中国工业与应用数学学会理事。入选上海市青年科技启明星计划,浦江人才计划,晨光学者计划等,荣获上海高校青年教师教学大赛一等奖,上海市教学能手称号,上海市教学成果一等奖等。主持多项国家自然科学基金项目、上海市科委项目和上海市教委项目,发表论文在《中国科学:数学》,《SIAM J. Numerical Analysis》,《SIAM J. Scientific Computing》,《SIAM J. Imaging Sciences》,《J. Computational Physics》,《Inverse Problems》等权威期刊,其中2篇入选ESI高被引论文,联合出版专著2本、教材1本,相关研究工作曾获得上海市主要领导批示。曾担任上海市教委主办的第19-21期上海市属高校新教师岗前培训授课专家。
反问题的理论与算法,大数据建模与方法,金融风控,量化投资策略
代表性论著
(1)J. Yang, M. Ding andK. Liu*, On the uniqueness of inverse problems for the reduced wave equation with unknown embedded obstacles,Inverse Problems, accepted for publication.
(2)K. Liu*, Fast Imaging of Sources and Scatterers in a Stratified Ocean Waveguide,SIAM J. Imaging Sciences, 14(1) 224-245, 2021.
(3)H. Ammari, Y. Chow andK. Liu*,Optimal Mesh Size for Inverse Medium Scattering Problems,SIAM J. Numerical Analysis58(1) 733-756, 2020.
(4)严阅,陈瑜,刘可伋,罗心悦,许伯熹,江渝,程晋*,基于一类时滞动力学系统对新型冠状肺炎疫情的建模和预测,中国科学50(3) 385-392, 2020.
(5)K. Liu*, Near-field Imaging of Inhomogeneities in a Stratified Ocean Waveguide,J. Computational Physics398 (2019), 108901.
(6)M. Ding, J. Li,K. Liuand J. Yang*, Imaging of Local Rough Surfaces by the Linear Sampling Method with Near-field Data,SIAM J. Imaging Sciences10(2017), 1579–1602.
(7)H.Ammari, Y. Chow,K. Liuand J. Zou, Optimal Shape Design by Partial Spectral Data,SIAM J. Scientific Computing37(2015), B855-B883.
(8)Y. Chow, K. Ito,K. Liuand J. Zou, Direct Sampling Method for Diffusive Optical Tomography,SIAM J. Scientific Computing37(2015), A1658-1684.
(9)K. Liuand J. Zou, A Multilevel Sampling Algorithm for Locating Inhomogeneous Media,Inverse Problems29 (2013), 095003.
2、主持项目情况
(1)国家自科面上项目2021-2024
(2)上海市自科面上项目2020-2023
(3)上海市科委科技启明星计划2019-2022
(4)国家自科青年项目2017-2019
(5)上海市教委晨光计划2016-2018
(6)上海市科委浦江人才计划2016-2018
(7)上海市科委金融大数据重大科技攻关子项目2014-2016
(8)中信集团大数据横向项目2019.5-2019.12