Mike Liang
mlian031 [at] uottawa [dot] ca
Hey I'm Mike. I study Math and Economics at the University of Ottawa where I'm also a undergraduate researcher (prev. summer research intern) under the Department of Mathematics and Statistics.
I currently maintain the Canadian Housing Observatory platform, aimed at providing clear data and comprehensive tools to improve our understanding of housing market dynamics, affiliated with the University of Ottawa. I'm broadly interested in statistical learning, optimal control problems in option pricing, dynamic programming, and time series econometrics.
I'm always happy to discuss interesting or challenging ideas in these areas. Please reach out! :)
Research
Previously, I worked on developing a generalized importance sampling framework to achieve greater variance reduction when pricing rare payoffs. Currently, I work on contagion modelling of exuberance episodes in regional Canadian housing markets via copula functions.
Broadly speaking, my work aims to improve policy-making decisions by pushing the limits of statistical learning and modelling techniques. I hope to work on countless challenging machine learning problems in the future.
Writing
For longer-form creative essays and reflections, visit my Substack.
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