Anqi Liu

512 total citations
21 papers, 330 citations indexed

About

Anqi Liu is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Anqi Liu has authored 21 papers receiving a total of 330 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 13 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. Recurrent topics in Anqi Liu's work include Financial Markets and Investment Strategies (9 papers), Complex Systems and Time Series Analysis (7 papers) and Stock Market Forecasting Methods (6 papers). Anqi Liu is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Complex Systems and Time Series Analysis (7 papers) and Stock Market Forecasting Methods (6 papers). Anqi Liu collaborates with scholars based in United States, United Kingdom and China. Anqi Liu's co-authors include Steve Y. Yang, Qiang Song, Mark E. Paddrik, Alan G. Hawkes, Jing Chen, Jing Chen, Andrei Kirilenko, Chenquan Gan, Yi Qian and Qingyi Zhu and has published in prestigious journals such as Journal of Banking & Finance, Neurocomputing and Communications in Nonlinear Science and Numerical Simulation.

In The Last Decade

Anqi Liu

19 papers receiving 314 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Anqi Liu United States	9	181	173	135	56	32	21	330
Gabriele Ranco United Kingdom	3	90 0.5×	114 0.7×	130 1.0×	81 1.4×	20 0.6×	4	297
Soonho Kim South Korea	6	210 1.2×	151 0.9×	135 1.0×	29 0.5×	19 0.6×	15	295
Sebastiano Manzan United States	14	223 1.2×	363 2.1×	121 0.9×	84 1.5×	9 0.3×	36	548
Michael Hagenau Germany	5	99 0.5×	101 0.6×	204 1.5×	110 2.0×	27 0.8×	7	293
Peter Zadrozny United States	14	125 0.7×	269 1.6×	53 0.4×	44 0.8×	30 0.9×	35	469
Hiroki Sakaji Japan	10	76 0.4×	101 0.6×	172 1.3×	143 2.6×	44 1.4×	94	353
Marc-André Mittermayer Switzerland	4	97 0.5×	98 0.6×	190 1.4×	127 2.3×	41 1.3×	7	307
Steven Gjerstad United States	7	97 0.5×	199 1.2×	185 1.4×	23 0.4×	17 0.5×	20	361
Adam Avakian United States	5	132 0.7×	173 1.0×	67 0.5×	29 0.5×	31 1.0×	6	312
Irene Aldridge United States	7	158 0.9×	140 0.8×	124 0.9×	29 0.5×	15 0.5×	20	270

Countries citing papers authored by Anqi Liu

Since Specialization

Citations

This map shows the geographic impact of Anqi Liu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anqi Liu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anqi Liu more than expected).

Fields of papers citing papers by Anqi Liu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anqi Liu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anqi Liu. The network helps show where Anqi Liu may publish in the future.

Co-authorship network of co-authors of Anqi Liu

This figure shows the co-authorship network connecting the top 25 collaborators of Anqi Liu. A scholar is included among the top collaborators of Anqi Liu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anqi Liu. Anqi Liu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Leonenko, Nikolai, et al.. (2025). Student Models for a Risky Asset with Dependence: Option Pricing and Greeks. Austrian Journal of Statistics. 54(1). 138–165. 1 indexed citations

Zhang, Junhuan, et al.. (2024). Cryptocurrency Price Bubble Detection Using Log-Periodic Power Law Model and Wavelet Analysis. IEEE Transactions on Engineering Management. 71. 11796–11812. 3 indexed citations

Liu, Anqi, et al.. (2023). Trading patterns in the bitcoin market. European Journal of Finance. 1–18. 5 indexed citations

Gan, Chenquan, Yi Qian, Anqi Liu, & Qingyi Zhu. (2022). Search-driven virus spreading on Social Internet of Things: A dynamical perspective. Communications in Nonlinear Science and Numerical Simulation. 114. 106624–106624. 8 indexed citations

Liu, Anqi, Jing Chen, Steve Y. Yang, & Alan G. Hawkes. (2020). The Flow of Information in Trading: An Entropy Approach to Market Regimes. Entropy. 22(9). 1064–1064. 16 indexed citations

Foley, Sean, Anqi Liu, & Elvis Jarnecic. (2019). Forming an orderly line - How queue-jumping drives excessive fragmentation. SSRN Electronic Journal. 2 indexed citations

Liu, Anqi, et al.. (2017). Interbank contagion: An agent-based model approach to endogenously formed networks. Journal of Banking & Finance. 112. 105191–105191. 50 indexed citations

Yang, Steve Y., Anqi Liu, Jing Chen, & Alan G. Hawkes. (2017). Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events. SSRN Electronic Journal.

Song, Qiang, Anqi Liu, & Steve Y. Yang. (2017). Stock portfolio selection using learning-to-rank algorithms with news sentiment. Neurocomputing. 264. 20–28. 53 indexed citations

10.

Yang, Steve Y., Anqi Liu, Jing Chen, & Alan G. Hawkes. (2017). Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events. Quantitative Finance. 18(2). 295–310. 22 indexed citations

11.

Yang, Steve Y., et al.. (2017). Genetic programming optimization for a sentiment feedback strength based trading strategy. Neurocomputing. 264. 29–41. 21 indexed citations

12.

Liu, Anqi, et al.. (2016). Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks. SSRN Electronic Journal. 18 indexed citations

13.

Liu, Anqi, et al.. (2016). News sentiment to market impact and its feedback effect. Environment Systems & Decisions. 36(2). 158–166. 15 indexed citations

14.

Yang, Steve Y., et al.. (2016). Interbank Contagion with Suboptimal Bilateral Exposures: An ABM Approach to Endogenously Form Networks. SSRN Electronic Journal.

15.

Song, Qiang, et al.. (2015). An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy. ORCA Online Research @Cardiff (Cardiff University). 898–904. 3 indexed citations

16.

Song, Qiang, et al.. (2015). An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy. SSRN Electronic Journal. 2 indexed citations

17.

Yang, Steve Y., et al.. (2015). Twitter financial community sentiment and its predictive relationship to stock market movement. Quantitative Finance. 15(10). 1637–1656. 94 indexed citations

18.

Liu, Anqi, et al.. (2015). News Sentiment to Market Impact and its Feedback Effect. SSRN Electronic Journal. 2 indexed citations

19.

Yang, Steve Y., et al.. (2014). Twitter financial community modeling using agent based simulation. ORCA Online Research @Cardiff (Cardiff University). 5. 63–70. 6 indexed citations

20.

Yang, Steve Y., et al.. (2013). Twitter Financial Community Modeling Using Agent Based Simulation. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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