Litong Liu
Cornell MFE
Education background
Chinese University of Hong Kong (Shenzhen): Bachelor of Science in Mathematics and Applied Mathematics
Cornell University: Master of Engineering in Operation Research and Information Engineering
About me
Hello! I’m a M.Eng student concentration on Financial Engineering from Operation Research and Information Engineering, Cornell University, USA.
Research interests
Interpretable machine learning, NLP, Stochstic optimization.
My current work focuses on developing interpretable machine learning algorithms for financial markets and building simulation models to solve stochastic optimization problems. These models have real-world applications in decision-making and policy design. During my undergraduate studies in math, I explored various topics to find my interests. In recent years, I have researched retail investor behavior in the stock market and developed a quantitative model to identify behavioral biases that lead to poor performance. Additionally, I studied information theory topics related to improving the efficiency of submarine signal transmission. My past research primarily focused on image processing, where I developed efficient image segmentation and object detection algorithms using traditional mathematical methods. These algorithms have practical applications in medical imaging and are particularly interesting. Thanks to the experience at Cornell, which allowed me to explore my interests, meet exceptional classmates, professors, and friends, and helped me decide my future research direction.