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 (on leave at Harvard Economics). I received M.S. Statistics degree 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 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. Check out my Google Scholar, GitHub, and StackExchange.
Feel free to contactme @ jiagengliu.com
- Jan 22. Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence From France has been published in the Journal of Finance.
- 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 may be available upon request.
- Jan 16. I accepted the research assistant offer from Professor Jonathan Parker and Antoinette Schoar at MIT Sloan. I will start working in mid-2019.
- 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.