Ying Liu is seeking a position in mathematical finance. She has a Master's degree in Mathematical Finance from Illinois Institute of Technology and a Bachelor's degree in Financial Engineering from Tianjin University of Finance and Economics. For her Yelp Challenge project, she used text mining techniques in R to analyze restaurant reviews and develop a logistic regression model to predict ratings with 70% accuracy. She has experience using MATLAB for projects such as delta hedging strategies and pricing options with Monte Carlo simulations. Her professional experience includes a business development internship at Taikang Life Insurance Co. Ltd.
Analytics is the application of computer technology ,statistics and domain knowledge to solve problems in business and industry ,to aid efficient and effective design making.
Analytics is the application of computer technology ,statistics and domain knowledge to solve problems in business and industry ,to aid efficient and effective design making.
Data Science enthusiast, performing data analysis and predictive modelling using various machine learning algorithms. Sound knowledge of statistics used to gather insights from data and making data driven decisions.
PetroSync - Risk and Simulation Modelling for Oil and Gas ApplicationsPetroSync
Uncertainty is inherent in many aspects of the oil and gas sector, and major investments are made in upstream and downstream areas in the presence of risk and uncertainties. Decisions involving asset acquisitions, exploration, appraisal, drilling, field development, equipment purchases, fiscal negotiations, cost estimation, capital investment planning and general business case analysis all require quantitative support.
The course is extremely hands-on and focusses on the direct implementation of the techniques. Dozens of models will be built from scratch across a range of applications, and using a range of approaches
1. Ying Liu
3420 S. Cottage Grove Avenue, Chicago, IL 60616 (312)256-5025 yliu249@hawk.iit.edu
EDUCATION
Illinois Institute of Technology Master of Science
Mathematical Finance 09/2014 - 06/2016
Relevant Courses: Application of Software SAS; Econometrics; Simulated Securities Trading; Financial Risk
Management; Statistics; Macroeconomics; Microeconomics
TianjinUniversityofFinanceandEconomics Bachelor
Financial Engineering 09/2010 - 07/2014
Relevant Courses: Theory and Practice of Fixed Income Modeling (EXCEL); Monte Carlo Methods in Finance
(MATLAB); Computational Finance (Python); Data Mining (R); Bayesian Econometrics(MATLAB)
PROJECT
Yelp Challenge – Restaurant Review Text Mining
Assessed the relationship between user review and Yelp numeric rating so that the review from other sources
can be converted into standard Yelp rating
Used R to extract Json data containing businesses information of restaurants from Yelp challenge website.
Performed preliminary text mining on 3,000 reviews, such as generating document term-matrix, text selection
and creating wordcloud graph.
Developed logistic regression model to predicted rating segment based on unigram, bigram and trigram
frequency with 70% accuracy.
Coordinated team members in the project and tracked the progress of the team
Delta Hedging portfolio
Used Matlab to calculate volatility parameters and perform the hedging strategy
Simulated hedging strategy using market data and compared result of different strategies
Led the project team with 3 team members and presented the final result to the class on behalf the team.
Monte Carlo method to price Asian/European option
Used geometric Brownian motion formula to generate Monte Carlo simulation path of the stock in Python
Created Matlab function to simulate 99.9th VaR of the investment portfolio
PROFESSIONAL EXPERIENCES
Taikang Life Insurance Co., Ltd
Business Development Intern 07/2012 – 09/2012
Assisted manager analyzing business development direction and pursued potential individual/entity client
Learnt and involved in life insurance product development process, including product design, risk assessment,
pricing, and sales.
PROGRAMMING SKILLS
Proficient in MS Office, Python, MATLAB, SAS, R