Fanjing(Frank) Liu

Fanjing(Frank) Liu

Greater Chicago Area
482 followers 473 connections

About

C++/python Engineer looking for opportunities in greater Chicago area/Remote.

Activity

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Experience

Education

Volunteer Experience

  • PAWS Chicago Graphic

    Level 1 volunteer

    PAWS Chicago

    - 2 years 9 months

    Animal Welfare

Projects

  • Implemented vector support machine algorithm in classification.(R)

    Classified 118 federalist newspaper articles from year 1860 to 3 writers then using 70 functional words’ frequencies via SVM.

  • Implemented Quasi-Monte Carlo method to increase efficiency for Option evaluation.

    Built a GUI that numerically price all market traded options using SOBOL random number generator stock-path simulation, which was tested to reliably compute price of any option within 0.3 seconds with less than 2e-005 dollar of MSE form market price.

  • Implemented Multiple Iterative Method Algorithms for the various scientific computing.

    -

    Tested the stability and efficiency improvement of Arnoldi Iteration, GMRES, Conjugate Gradients and Bi-orthogonalization Methods. Numerically solved ODE using Multistep Method and Runge Kutta Method.

Honors & Awards

  • Award of Dean's Merit Scholarship

    -

Languages

  • English

    Native or bilingual proficiency

  • Chinese

    Native or bilingual proficiency

  • Japanese

    Professional working proficiency

  • French

    Limited working proficiency

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