Yaqiong Liu

Phone: (310)254-0634 | Email: moefate@g.ucla.edu | Address: 747 Gayley Avenue, Los Angeles, CA
Educational Background_______________________________________________________________________________
University of California, Los Angeles Expected June 2019
Bachelor of Science, Statistics Minor in Mathematics
· GPA: 3.97 Major GPA: 4.0
· Honors: Dean's Honors List
· Coursework: Data Analysis and Regression Machine Learning Optimization Linear Algebra
Computational Statistics with R Statistical Models in Finance Statistical Consulting Stochastic Process
Course Project__________________________________________________________________________________________
Analysis of Stocks and Portfolio: March 2018 – June 2018
· Select 30 stocks from 5 industries and collect monthly data from January 2010 to now, use S&P 500 as market index.
· Calculate minimum risk portfolios under single index model, multi-index model, multi-group model and constant correlation model
with and without short sales allowed; use Blume’s and Vasicek’s techniques to adjust risk, which is around 0.03-0.08.
· Plot the performance of all portfolios compared to the market, and decompose the overall evaluation using Fama’s decomposition.
Predicting Fatality of Gun Violence: June 2018
· Deal with data of 3000 observations, and clean the data by grouping levels of qualitative variables, extracting useful phrases, and
adding external data such as income.
· Attempt different algorithm such as random forest, and generalized additive model; use cross validation to decide on the optimal
model and finally correctly predict 78.7% of test data by using extreme gradient boosting.
Simple Classifier of Documents: March 2017
· Construct a simple classifier that classifies documents in a unsupervised way – based on their sentiments’ similarities.
· Take number of documents, frequency of each word in each document, current labels and other characteristics as parameters, use
Naive Bayes Model to derive label for each documents.
· Start by randomly assigning labels 0 or 1 to each document, use Gibbs sampling to update the values of parameters and value of
labels; the sampling process favors area of higher probability and finally stabilizes the distribution of labels after some iterations.
Activities________________________________________________________________________________________________
2017 American Statistical Association Datafest: May 2017
· Analyze data about users of Expedia to offer suggestion on improving the actual booking rate.
· Use R to build decision tree model for predicting users’ final decision—to book or not to book—by analyzing user’s searching
attributes, such as the time they visited Expedia and their booking history.
· Calculate the actual booking rate of users from different channels, and then pick out the best 3 marketing channels for Expedia.
Work Experience_______________________________________________________________________________________
KPMG Huazhen LLP Guangzhou Branch July 2018 – August 2018
Consulting Intern
· Provide management consulting service to a department store company by interviewing with its staff, reading annual reports of
leading companies in wholesale industry, analyzing the current relationship between wholesale and e-commerce in China, and
making statistical report that compares development of different wholesale companies.
· As a group leader, lead a group of 6 interns to conduct the financial inspection at a Chinese telecommunication company, detect and
analyze any unusual financial data, communicate with accountants there, and be in charge of 75 control points.
· Support IT auditing of a Chinese bank and be responsible for writing the report of ITAC part.
Huarong Securities June 2016 – August 2016
Assistant of Account Manager
· Investigate the stock trading habits of 2000 clients who set up account in recent two years; then use these data and client’s trading
history to make logistic regression model that classifies clients into active and inactive categories.
· Propagate company’s new investment product and make survey of client’s attitude and advice toward this product.
· Help the manager to prepare the lecture about futures which attracted over 150 clients.
Skills____________________________________________________________________________________________________
· Programming: R, C++, SQL, Python
· Computer Application: Word, Excel, PowerPoint, Photoshop, QGIS
· Languages: Chinese, English