dlu-umich.github.io

Hello, this is Di Lu's web page.

View My GitHub Profile

About me:

I am a second year quant finance master’s student at the University of Michigan. In this page, I would like to showcase the mathematical models and technical tools with projects I have worked on. My interests are in the fields of quantitative modeling, risk analytics and machine learning.

Student Led Workshop

The workshop of the Quant program is led by students for discussion of quant finance problems on friday morning. See here for details.

Risk Management

VaR monitor with parametric, historical, Monte Carlo VaR calculation to carve the risk profile of portfolios.

Machine Learning

In flight

Programming Practice

Mathematical Modeling:

Data Manipulation

I studied data manipulation and analysis methods from SI 816 with the School of Information. Having appied