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Fangzheng (Richard) Lu's Projects

crs-project icon crs-project

Designed a system that can store data of courses and registered students, which also allows students and administrators to log in and retrieve information/make modifications. Utilized different components of Object Oriented Programming (OOP): abstraction, encapsulation, inheritance, method overloading, method overriding and polymorphism.

exotic-option icon exotic-option

● Designed a lookback call option based on the Coca-Cola Company’s stocks ● Utilized the Black-Scholes-Merton (BSM) model and conducted Monte Carlo simulation to ascertain the pricing of the exotic option and the standard call option ● Analyzed the exotic option’s sensitivity to the price and implied volatility of the underlying stock

multi-sector-stock-forecast icon multi-sector-stock-forecast

● Retrieved Apple stock data ● Applied time series analysis with Python (numpy, pandas, scikit-learn, matplotlib) : fitted ARIMA and SARIMA models on training data ● Implemented the machine learning model XGBClassifier from the XGBoost library on the data frame as a comparison to traditional time series models

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