Jiaming Liu Email & Phone Number

Seattle, Washington, United States

Beijing, China

Performed risk factor analysis with Lasso Regression for trading strategies design, achieving 23% annualreturn & decreasing maximum drawdown to 3% evaluated by out of sample backtestingBuilt 18 different training environments by designing different observation states and rewards functions basedon OpenAI Gym to simulate 1200 stocks’ trade in the Asia market during 3 yearsCreated automated trading agents with deep reinforcement learning algorithms PPO, DDPG, and A2CApplied grid search for hyperparameter tunning of neural networks, improving annual return by 12%

Shanghai, China

Utilized Variance Inflation Factor to find multicollinearity problem among 60 datasets, and applied Principal Component Analysis to remove highly correlated variablesPreprocessed data by checking the validity of data and diagnosing missing data, accomplishing KNNalgorithm to carry out data imputation

Shanghai City, China

Inserted Python dataframes into SQL server table, running SQL statements to verify the results of insertionInferred equipment failure occurrences using time series analysis ARIMA model with 76% accuracy

Master Of Science - Ms, Applied Mathematics

Bachelor Of Arts - Ba, Mathematics