Xuan(Angela) Liu - Experimentation Platform Building | Causal Inference | Data Science | Advanced Analytics

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Xuan(angela) liu

Seattle, Washington, United States

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1000 followers

Timeline
About me
Experimentation Platform Building | Causal Inference | Data Science | Advanced Analytics
Education
- Heriot-watt university
  2011 - 2013
  Bachelor of science - bs actuarial science first
- Ucla anderson school of management
  2017 - 2018
  Master's degree financial engineering
  Data & Quantitative Relevant Coursework: • A/B Testing• Machine Learning: Logistic Regression, Random Forest, XGBoost, Clustering Analysis, kNN, NLP, Sentiment Analysis• Time Series: ARMA, ARIMA, GARCH, ARCH• Statistical Modeling• Advanced Stochastic Calculus• Python, R, SQL
- Imperial college london
  2013 - 2014
  Master of science - ms statistics
  Capstone - Bayesian Time Series Prediction - ‘R, Excel and SQL’ :• Developed Bayesian time series model to predict UK domestic electricity demand in 1-minute resolution.• Applied Markov Chain to simulating demand with seasonality and trend based on electrical appliances usage, consumptions and individual domestic activities, solving limited availability of data and parameters.• Generated transparent and visual demands by housing types, weekday/weekend or geographic… Show more Capstone - Bayesian Time Series Prediction - ‘R, Excel and SQL’ :• Developed Bayesian time series model to predict UK domestic electricity demand in 1-minute resolution.• Applied Markov Chain to simulating demand with seasonality and trend based on electrical appliances usage, consumptions and individual domestic activities, solving limited availability of data and parameters.• Generated transparent and visual demands by housing types, weekday/weekend or geographic distributions.Relevant Coursework: • Statistical Models• Computational Statistics• Applied Statistics• Bayesian Statistics• Fundamentals of Statistical Inference• Statistics in Retail Finance Show less
- Southwestern university of finance and economics
  2009 - 2011
  Bachelor of science - bs actuarial science
Experience
- Zhonghai investment management
  Jan 2015 - Jan 2017
  Data scientist
  Analytics, predictive model and NLP for finance market:• Achieved 8% annualized return by developing predictive model for trading strategies• Predicted returns by logistic and linear regressions on stock and firm-level features byPython and SQL; implemented model with manager and trading team • Created and maintained daily and monthly dashboards, demonstrating analysis report to help portfolio manager and trading team make well-informed rebalancing decisions• Estimated stock market reaction to 100,000+ financial news article by NLP (LDA, k-means, Python) Show less
- Universa investments l.p.
  Jan 2018 - Jan 2018
  Quantitative summer analyst
  Machine Learning Regression, Visualization: • Developed a ML model to identify stock markets opportunity based on firm-level data• Identified important features from financial report and forecasted stock returns by logistic and linear regressions using Python• Provided quantitative recommendations to portfolio manager with visualizations and key metrics
- Peoplefun
  Jan 2019 - Jan 2022
  Data scientist
  Product growth, statistical inference and data science for top-rated casual mobile game!
- Omnimarkets, llc
  Jan 2019 - Jan 2019
  Data scientist
  Prediction Model, Risk, Hive:• Designed calculation process to predict risk for clients transaction data• Estimated initial margin (transaction deposit) by regressions model and slicing analysis by Python and SQL• Verified process to manager and engineers by scenario and stress testing on 10GB data
- Amazon web services (aws)
  Jan 2022 - now
  Sr. bi engineer
Licenses & Certifications
- Data analysis and visualization
  Udemy
- Python for data science and machine learning bootcamp
  Udemy

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