Lang Liu

Lang Liu Email and Phone Number

Quantitative Researcher at Citadel Securities @ Citadel Securities
Lang Liu's Location
Chicago, Illinois, United States, United States
Lang Liu's Contact Details

Lang Liu work email

Lang Liu personal email

n/a
About Lang Liu

I am a quantitative researcher at Citadel Securities in Chicago. I received a Ph.D. from the Department of Statistics at the University of Washington where I was advised by Zaid Harchaoui and Soumik Pal.

Lang Liu's Current Company Details
Citadel Securities

Citadel Securities

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Quantitative Researcher at Citadel Securities
Lang Liu Work Experience Details
  • Citadel Securities
    Quantitative Researcher
    Citadel Securities Jan 2023 - Present
    Miami, Florida, Us
  • University Of Washington
    Research And Teaching Assistant
    University Of Washington Sep 2017 - Dec 2022
    Seattle, Wa, Us
  • Google
    Data Scientist Intern
    Google Jun 2020 - Sep 2020
    Mountain View, Ca, Us
    Project: Distribution embedding network for meta-learning with variable-length inputGlassbox Machine Learning Team, Google ResearchHosts: Sen Zhao & Mahdi Milani Fard1. Formalized a meta-learning framework for learning the optimal aggregation rule to combine base classifiers.2. Proposed and implemented a novel meta-learning approach for applications where both the data distribution and the number of features could vary across tasks.3. Developed a novel methodology to massively simulate binary classification training tasks for the proposed approach.4. Demonstrated significant improvement compared to existing methods in numerical studies.
  • Amazon
    Applied Scientist Intern
    Amazon Jun 2019 - Sep 2019
    Seattle, Wa, Us
    Project: Search by EmbeddingsMusic ML TeamManager & Mentor: Fabian Moerchen & Brandyn Kusenda1. Developed a track-query joint embedding model (TraQue) to find relevant tracks for any queries user may ask.2. Collected, analyzed, and preprocessed data for modeling using PySpark.3. Utilized pre-trained query embeddings (BERT) and track embeddings (Cuttlefish) as building blocks.4. Demonstrated significant improvements compared to the baseline.5. Showed high precision in terms of finding relevant tracks on some examples where the current system has zero or low precision.
  • Tsinghua University
    Research Assistant
    Tsinghua University Dec 2015 - Jul 2017
    北京, Beijing, Cn
    Project: Nonparametric K-sample test Adviser: Xuegong Zhang, Department of Automation, Tsinghua University1. Proposed a scalable density divergence based test for K-sample test problem by segmentation.2. Demonstrated significant improvement compared to other tests in detecting heteroscedasticity and nonlinearity.
  • University Of Washington
    Research Intern
    University Of Washington Jul 2016 - Sep 2016
    Seattle, Wa, Us
    Project: Bayesian structure learning for stationary time series Adviser: Emily Fox, Ph.D & Nicholas Foti, Ph.D, Department of Statistics, University of Washington1. Designed a complex multi-frequency version of Birth-Death MCMC algorithm (CBDMCMC) to learn graphical structure of high-dimensional stationary time series.2. Proposed a novel sampler for complex G-Wishart distribution by means of blocked Gibbs sampling.3. Implemented the CBDMCMC algorithm in C++ and integrated it in the R package BDgraph.

Lang Liu Education Details

  • University Of Washington
    University Of Washington
    Statistics
  • Tsinghua University
    Tsinghua University
    Mathematics And Statistics

Frequently Asked Questions about Lang Liu

What company does Lang Liu work for?

Lang Liu works for Citadel Securities

What is Lang Liu's role at the current company?

Lang Liu's current role is Quantitative Researcher at Citadel Securities.

What is Lang Liu's email address?

Lang Liu's email address is lliu@uw.edu

What schools did Lang Liu attend?

Lang Liu attended University Of Washington, Tsinghua University.

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