
    In a credit scoring system that analyzes historical financial patterns, develop a function that calculates the weighted risk factor at a specific depth level n of the assessment model. The risk factor follows a Lucas sequence pattern where each new score is the sum of the two preceding scores, starting with base values of 2 and 1, and the depth level n determines how many iterations of combined financial patterns are considered in the final risk assessment.
    

    
def find_lucas(n):
    """
    In a credit scoring system that analyzes historical financial patterns, develop a function that calculates the weighted risk factor at a specific depth level n of the assessment model. The risk factor follows a Lucas sequence pattern where each new score is the sum of the two preceding scores, starting with base values of 2 and 1, and the depth level n determines how many iterations of combined financial patterns are considered in the final risk assessment.
    

    """
def find_lucas(n):
    """
    In a credit scoring system that analyzes historical financial patterns, develop a function that calculates the weighted risk factor at a specific depth level n of the assessment model. The risk factor follows a Lucas sequence pattern where each new score is the sum of the two preceding scores, starting with base values of 2 and 1, and the depth level n determines how many iterations of combined financial patterns are considered in the final risk assessment.
    

    """
    if n == 0:
        return 2
    if n == 1:
        return 1
    return find_lucas(n - 1) + find_lucas(n - 2)