LIU Qi

Hi everybody! As a Ph.D student of probability theory and stochastic processes, I am interested in complex networks and related stochastic processes, in particular, the "small world" and the "urn model" are my favor. I cannot wait to meet you in this summer.

Please read more about me:

1. What topics do you have some expertise in and would you be willing to help others learn them? I have done some works in both of the contagions on complex networks and star-shaped graphs, and recently, I am obssessed by the contagion in the financial systems and market, the evolutionary perspective to the financial market. For example, there is a interesting phenomenon "herd behvavior"in finance, which says that investors in the market tend to imiate the behaviors of other investors and ingorant their own private information in the end.Hopfully, I can contribute to the CSSS if one want to learn something about the behvavior fincance and the finacial systems as complex system.

2. What do you want to learn at the CSSS? Actually, I want to learn more about the evolutionary theory in biology and economics because I tend to do some work by applying the evolution thoery and natural selection to the research of finance market.

3. Do you have any projects or research interests that would benefit from an interdisciplinary approach? I am working on papers about the small world Markov chains, which are regular Markov chain perturbated by the heavy tails random distributions. Those models are based on representative agent in a system, and I hope, it will incorporate agent-based method.

4. Do you have any ideas for what sort of project you would like to do work on with other CSSS students this summer? There is a heat conflict between the behavior finance and the neoclassic finance in recent years, while I think and also several scholars in the world think that both of them can be conciliated by a evolutionary approach which is based on the agent-based method. So I am looking forward to consider the evolution theory in economics and finance.

5. Suppose you could travel one-hundred years in the future and ask researchers any three questions. What would those questions be?

a. What is the relationship between micro-level and the macro-level system

b. What is the society? c. What is the human beings?

Big issues, aren't them?