Cong Liu

• Developed a trading signal by generating embedding vectors from news data, focusing on creating a market-neutral strategy. • Implemented news content multi-label classification by utilizing ChatGPT and fine-tuned large language models (such as BERT) and trained ensemble neural networks and machine learning models to reduce the cost while keeping the efficiency and accuracy of news classifying. • Conducted research on Event-Driven Strategies to analyze the impact of Post Event Announcement Drift, leveraging news classification insights to inform investment strategies.

•Utilized Wind Data Service to retrieve over 13 million data records from the Oracle platform using SQL. •Assessed share stability and profitability, pinpointed undervalued sectors with significant entry barriers within the realm of China A-share CSI Level 3 industries spanning April 2016 to October 2023, created an outperformed portfolio approaching an annualized alpha of 16.94%.

• Conducted in-depth research on power battery industry chain, studying and evaluating key market players. • Conducted a comprehensive analysis of composite fluid industry, focusing on core competitiveness of a pre-IPO stage company and received high praise from firm's chairman. Authored composite collector fluid section of strategic report. • Led execution of four buy-side projects, including an analysis of diaphragm equipment industry, an in-depth examination of (semi-) solid state battery industry chain, a pivotal carbon emission analysis for lithium battery production, etc.

• Independently finished research about Competition in High End Beer. Analyzed 3 brewery firms from the perspectives of product matrix, channel strategy, marketing strategy, market feedback, etc. • Consulted 3 industry experts and going deep into the product situation and future strategy of those 3 companies, compared and analyzed their characteristic and future advantage and risks respectively.

• GPA:3.82/4, ranking 1/40 for recommending exemption from examination for graduate study • Major Courses: Introduction to Financial Engineering, Financial Big Data and Quantitative Analytics, Corporate Finance, Calculus A, Linear Algebra, Probability and Mathematical Statistics, Foundations for Financial Economics, Econometrics, Data Structures and Algorithms, etc. • Received National Scholarship (major’s only receiver) in 2021; Awarded as Outstanding Graduates in Beijing and Excellent Graduates of Tsinghua University