Luu Duc Thi

Email: thi.luu@fulbright.edu.vn

Fields of Interest:  

• Financial Economics 
• Quantitative Economics and Finance 
• Network and Complexity Science, Agent Based Models 
• AI and ML in Economics and Finance, Big Data in Economics and Finance 

Education:  

• PhD:             02/2017, University of Kiel, Germany 
• PostDocs:     2016-2017, OFCE-SciencePo, France 

Bio: Dr. Luu received his PhD in Quantitative Economics from the University of Kiel, after which he was a postdoctoral researcher at the Observatoire Francais des Conjonctures Economiques (OFCE) – Sciences Po, France. 

Since 11/2017, Dr. Luu has worked as a lecturer and researcher at the Department of Economics – University of Kiel (Germany). He has offered different courses and seminars in economics, finance, applied network science, and mathematics at various undergraduate and graduate programs. 

His main research interests span different topics, especially in Quantitative Economics and Finance, Financial Economics, Econophysics, Agent Based Models, Network Science, and Applications of AI and ML in Economics and Finance. 

Select Publications:  

• Grassi, R., P. Bartesaghi, G. P. Clemente, and D. T. Luu (2022). The multilayer architecture of the global input-output network and its properties. Journal of Economic Behavior & Organization 204, 304–341. https://doi.org/10.1016/j.jebo.2022.10.029 
• Guerini, M., D. T. Luu, and M. Napoletano (2022). Synchronization patterns in the European union. Applied Economics, 1–22. https://doi.org/10.1080/00036846.2022.2101607 
• Luu, D. T. (2022). Portfolio correlations in the bank-firm credit market of Japan. Computational Economics (60), 529–569. https://doi.org/10.1007/s10614-021-10157-y 
• Luu, D. T., M. Napoletano, P. Barucca, and S. Battiston (2021). Collateral unchained: Rehypothecation networks, concentration and systemic effects. Journal of Financial Stability 52, 100811. https://doi.org/10.1016/j.jfs.2020.100811 
• Lux, T., D. T. Luu, and B. Yanovski (2020). An analysis of systemic risk in worldwide economic sentiment indices. Empirica 47, 909–928. https://doi.org/10.1007/s10663-019-09464-3 

• Luu, D. T. and T. Lux (2019). Multilayer overlaps and correlations in the bank-firm credit network of Spain. Quantitative Finance 19(12), 1953–1974. https://doi.org/10.1080/14697688.2019.1620318 
• Luu, D. T.  and T. Lux (2018). Identifying patterns in the bank–sector credit network of Spain. Journal of Network Theory in Finance 4, 1–38. https://doi.org/10.21314/JNTF.2018.037 
• Luu, D. T., T. Lux, and B. Yanovski (2017). Structural correlations in the Italian overnight money market: An analysis based on network configuration models. Entropy 19(6), 1–63. https://doi.org/10.3390/e19060259

Courses:  

• Courses in Financial Economics, Theories for Financial Markets, International Financial Markets, Empirical Finance, Asset and Derivative Pricing 

• Courses in Statistics and Econometrics for Financial Markets, Computational Finance 
• Courses in Applied Network Science, Agent-Based Models