MIT Sloan School of Management
I am a research assistant in the finance group of MIT Sloan School of Management, working on cryptocurrency and macrofinance under Professors Antoinette Schoar and Jonathan A. Parker. I received M.S. Statistics from UChicago in July 2019. Before that, I worked on machine learning optimization at SHUFE-RIIS and shanshu.ai in Shanghai, China. From 2014 to 2017, I studied mathematics at the University of California, Los Angeles (UCLA) and received B.S. summa cum laude with departmental honors. I co-authored a paper on large-scale machine learning optimization algorithm published in IEEE Trans. Signal Process. under NAE member Ali H. Sayed at UCLA. In the spare time, I practice quantitative trading in the Chinese stock market. I'm a native of Henan, China. Check out my Google Scholar, GitHub, and StackExchange.
Feel free to contactme @ jiagengliu.com
July. Professor Parker and co-authors' paper A Dynamic Theory of Lending Standards has appeared in the NBER WP series. See the ungated version of the paper and the data appendix that surveys the credit bureaus in the world.
Apr 22. I helped write a blog post on how credit card companies target less-educated consumers with more complicated offers.
Apr 2. I wrote a blog post on the economic effect of the public health response during the 1918 Flu.
Jul 31. I have started working at MIT. Welcome to visit me at E70-1385c (Golub Center for Finance and Policy)!
May 13. I presented my thesis on post-IPO overpricing among Chinese stocks. The paper is available upon request.
Jan 15. Our paper, Variance-Reduced Stochastic Learning by Networked Agents under Random Reshuffling, has been published in the IEEE Transactions on Signal Processing. Read the free arXiv version.