About me

I have been a research fellow at NUS since 2018. Supported by a project entitled “Efficient solvers for high dimensional data science and machine learning problems”, I am now investigating some machine algorithms and their performances on high dimensions. To name a few, Markov Chain Monte Carlo (MCMC) method, stochastic gradient descent (SGD), and etc.

Prior to this, when I was a Ph.D. student, my research was about quantifying volatility information of stock assets at any given time by using high-frequency observations, say tick-by-tick data, limit order book data. This plays a crucial role in option pricing, portfolio selection, risk management, and etc.

Work Experience

• 2018.07-Present, Research Fellow, Department of Mathematics, National University of Singapore. Supervisor: Xin TONG.
• 2013.08-2017.06, Teaching Assistant, Department of Mathematics, University of Macau.

Education Background

• 2015.08-2018.06, Ph.D., Department of Mathematics, University of Macau. Supervisor: Zhi LIU.
• 2013.08-2015.06, Master, Department of Mathematics, University of Macau.
• 2009.09-2013.06, Bachelor, School of Mathematics and Statistics, Lanzhou University.

Research Interest

• Financial econometrics
• Statistical machine learning

Personal Interest

• Basketball, Fitness, Reading, Photography

Contact

• Email: matliuq(at)nus.edu.sg; yb57442(at)connect.umac.mo
• Address: 07-25, Block S17, National University of Singapore, 10 Lower Kent Ridge Road, Singapore 119076

 

 

Updated on 2021.02.23.