US Forest Prototype System
Feb 2022 - Apr 2022 Tools: Dash, Spring Boot, PostgreSQL, Heroku
For my project for COSI 127B, I developed a prototype system for the US Forest Registry users. This project is a web-based application that allows users to conduct CRUD operations to monitor the US forests. I used both frontend and backend validations to ensure valid user input. I also included proper query optimization, concurrency control and stored procedures to ensure system robustness and improve system efficiency.
Unit Converter
Oct 2021 - Dec 2021
Tools: React Native, Express, MongoDB,
Heroku
For my project for COSI 153A, I developed a mobile app unit converter that allows users to do conversions in six different categories (real time exchange rate included). This app also allows users to register accounts, login to save and display their conversion histories. This app uses asynchronous storage to store user information, uses axios to make HTTP requests to an Express server, and uses mongoose to let the sever exchange data with a MongoDB Atlas database.
Pricing Bonds with Embedded Options
Dec 2017 - Apr 2018
Tools: Matlab, LaTeX
For the 'It Said Data' Science competition held by Xiamen University, I worked with three of my fellow classmates on the topic Pricing bonds with Embedded Options. We calculated theoretical prices of 466 bonds embedded with redemption clauses between 2015 and 2018 using Hull-White interest rate model and Monte Carlo Simulation. During the competition, we learnt a great deal about how to apply financial knowledge to tackling real world market data.
Our team name is Chaos in Bond Markets, we ranked 3rd among the 32 teams in the competition.
Quantitative Stock Selection
Nov 2017 - Dec 2017
Tools: Jupyter Notebook, Numpy, Pandas,
Matplotlib
For my Quantitative Investment fall 2017 course project, I developed a quantitative stock selection procedure and tested my strategy on a virtual platform. I used both fundamental analysis and technical analysis to evaluate China's stock market and formed a stock pool by picking the 100 best-performing stocks. I then used Multi-Factor Model and Momentum Model to select stocks from the pool to construct my portfolio. Finally, I invested my portfolio for two months on a virtual platform with an initial balance of 1 million yuan. My cumulative return was 4.62%, which ranked the second among the 24 students in the class.
Analysis of the Economic Zone on the West Coast of Taiwan Strait
Sep 2016 - Dec 2016
Tools: Stata, MS Word
For my 2016 fall semester, I worked with two other students as research assistants to analyze the economic zone on the west coast of Taiwan strait. My focus was on the influence of economic agglomeration on labor productivity. I build dynamic panel regression methods to model the difference in labor productivity and used various methods to find the cause of such difference. I also reviewed the draft of analysis on the infrastructures of the economic zone.