A M Data Scientist

Dr. Wei Liu

Adam C. Sinn ’** Department of Finance

Mays Business School

Texas A&M University

351M Wehner, 4218 TAMU

College Station, TX 77843-4218

Home: *** ********* **

College Station, TX 77845

Cell: 979-***-****

Email: ********@*****.***

Status

Permanent Resident of United States

Education

Ph.D. Finance, Texas A&M University, College Station Texas, May 2013 Ph.D. Theoretical Physics, Texas A&M University, College Station Texas, December 2004 M.S. Theoretical Physics, Peking University, Beijing China, July 1999 B.S. Mechanical Engineering, Tongji University, Shanghai China, July 1993 Employment

Clinical Associate Professor: Adam C. Sinn ’00 Department of Finance, Mays Business School, Texas A&M University; August 2022 – present

(Teach investment and systematic trading courses and carry out research in asset pricing and quantitative trading strategies. Published a few papers and two books to explore constructing efficient and smart beta portfolios to persistently deliver alpha)

Lead Research Analyst/Data Scientist: USAA Marketing and Member Insight; July 2022 – August 2022 Senior Research Analyst/Data Scientist: USAA Marketing and Member Insight; April 2019 – July 2022

(Build and maintain quantitative models to explore survey, marketing and phone call data to help company improve services and products)

Senior Quantitative Analyst: USAA Bank; July 2017 – April 2019

(Design and maintain quantitative models to help the bank deal with credit risk, default risks, loss forecast, stress tests, and marketing innovation)

Senior Financial Analyst: Iberia Bank; December 2016 – July 2017

(Design and maintain quantitative models to help the bank deal with credit risk, default risks, loss forecast, and investment)

Quantitative Researcher and Co-Founder: New Standard Investments, LLC; May 2013 – December 2016

(Design quantitative strategies for a giant mutual fund to manage their investment fund of $100 million) PostDoc: Physics Department, Texas A&M University; June 2005 – July 2008

(Apply analytical and numerical methods to study differential equations involving transport process and hydro- dynamics to understand the physics happened in heavy ion collisions) Grants and Awards

Best Paper in Investments Award at the Financial Management Association Conference in Atlanta, 2012 Mays Business School Doctoral Award for Outstanding Research, Texas A&M University, 2012 Welch Foundation Scholarship in Physics, Texas A&M University, 2000-2004 Teaching Experience

Instructor

Systematic Trading Strategies, International Finance, Business Finance, Survey of Finance, Corpo- rate Finance, The Term Structure of Interest Rates, Funding International Business, Money and Capital Markets, and Physics 202 and 218.

Dr. Wei Liu 2

Research Interests

Asset pricing (theory, empirical models, and real world applications), data science analysis across interdisciplinary fields of study, Machine learning and statistical tests in finance, financial economics, banking, investments, and business marketing.

Publications in Finance and Data Analytic

“Further Tests of the ZCAPM Asset Pricing Model,” with James W. Kolari, Jianhua Z. Huang and Huiling Liao. Journal of Risk and Financial Management. 15(3), 137, 2022.

“Multifactors Market Indexes,” with James W. Kolari. Journal of Risk and Financial Management, 15(4), 155, 2022.

“Did Capital Infusions Enhance Bank Recovery from the Great Recession?,” with James W. Kolari, T. Kyle Tippens, and Donald R. Fraser, Journal of Banking and Finance 37, 5048–5061, 2013. Books in Finance and Data Analytic

Investment Portfolio Management: Boosting Performance with Machine-Made Portfolios and Stock Market Ev- idence, with James Kolari and Seppo Pynn onen, Palgrave Macmillan, Springer Nature Press, Cham, Switzerland 2023.

Investment Strategies - New Advances and Challenges, chapter contribution entitled “The CAPM Is Not Dead: It Works Better for Average Daily Returns,” with James W. Kolari and Seppo. Pynn onen, 2023. Frontiers of Asset Pricing, chapter contribution entitled “Further Tests of the ZCAPM Asset Pricing Model,” with James W. Kolari, Jianhua Z. Huang and Huiling Liao. Preprinted from Journal of Risk and Financial Management. 2022.

A New Model of Capital Asset Prices: Theory and Evidence, with James W. Kolari and Jianghua Huang, Palgrave Macmillan, Springer Nature Press, Cham, Switzerland 2021. Working Papers in Finance and Data Analytic

“Building Better Multi-factors with Market-Based Cross Section Factors," with James W. Kolari, Jianhua Z. Huang, and Huiling Liao.

“A Quantum Leap in Asset Pricing: Explaining Anomalous Returns," with James W. Kolari, Jianhua Z. Huang, and Huiling Liao. Submitted for review to the Journal of Finance.

“A Cross-Sectional Asset Pricing Test of Model Validity,” with James W. Kolari, Jianghua Huang and Huiling Liao. Submitted for review at the Review of Finance, Fall 2023.

“An Asset Pricing Approach to Estimating the Global Minimum Variance Portfolio,” with James W. Kolari and Yao Han. Submitted to International Review of Financial Analysis.

“Momentum and Market Correlation,” with Ihsan Badshah, James W. Kolari, and Sang-Ook Shin. Publications in Physics

38 publications are available upon request.

Data Science and Other Program Proficiency

Proficiency in programming in Matlab, SAS, SQL, MS Office, and Python Good experience with FORTRAN and C/C++ when working as a physicist. Last updated: July 24, 2024

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