Rex Liu’s personal webpage

I am Rex Liu, an incoming student in the Master of Science in Computational Finance (MSCF) program at Carnegie Mellon University’s Tepper School of Business. I am currently completing my Master’s degree in Mathematics at the Courant Institute of Mathematical Sciences, New York University. During my undergraduate studies at Courant, I pursued a major in Honors Mathematics and a minor in Computer Science, alongside a minor in Cinema Studies at the Tisch School of the Arts.

Research

I’m working on my Master’s thesis advised by Prof. Jonathan Goodman, about the convergence of Markov chains and Markov chain Monte Carlo. Previously I have been doing a reading advised by Prof. Fedor Bogomolov, focusing on topological graph theory (graph embedding on surfaces, Heawood conjecture, and the four-color theorem) in Summer 2022. I joined the Ross math camp studying number theory in Summer 2019.

Selected Coursework

• Grad Level Math: Real Variables, Probability Theory, Stochastic Analysis, Large Deviation, ODEs, Linear Algebra, Convex Optimization, Machine Learning;
• Grad Level Mathematical Finance: Stochastic Calculus, Time Series Analysis, Alternative Data, Derivative Securities, Risk Management, Cryptocurrency;
• Undergrad Level: Honors Numerical Analysis, Data Structures & Algorithms, Mathematical Statistics, Honors Algebra, Combinatorics, Computer Systems Organization

Projects

• (Ongoing, master’s thesis) Convergence of Markov chains, MCMC, MALA
• (Ongoing, with a ten-page preview) Preparation for Quantitative Finance Interviews
• Convex Optimization Course Project: The Proximal Point Method: An Introduction
• Large Deviation and Interface Models Course Project: Cluster Swapping Techniques and Properties of Surface Tension, with Jianliang Ye
• Machine Learning Course Project: Class Embeddings Enter Class-conditional Diffusion Models, with Zixuan Dong, Chuanyang Jin, and Peiqi Liu
• Cryptocurrency and Blockchains Course Project: Shamir’s secret sharing, with Sushmanth Kakulla and Paul Wawszczyk
• Undergraduate Summer Research Presentation: The Heawood Conjecture: An Introduction

Interests

Cinema studies, culinary arts, and paleontology.