Senior Theses Supervised

Ongoing

List of Undergraduate Senior Theses
2017
Catherine Hua Trading Strategies Based on Machine Learning Predictions of Long-term Stock Price Movement in the Healthcare Industry
Joseph Lee Identifying factors that influence musical inclination using regularized regression methods
Jennifer Peng Using Differential Expression Analyses of Transcriptomes to Examine Gene Dysregulation in Autism
Alexandra Toth The January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector
Susanna Chen Yu Comparising normalization methods for differential expression analysis on RNA-Sequence data autism patient samples
2016
Edward D. Xiao Equity Portfolio Optimization using Latent Factor Models
Sinan Zhang An Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate, and Consumption
2015
Christina J Efthimion An Examination of Stochastic Models for Crude Oil
Joanna McPherson There Will Be Blood: The Future of The United State’s Blood Supply
Charlotte Lee Muller An Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market
Liukun Wu Vector Autoregression Analysis of the Sovereigen Credit Default Swaps Returns of Eurozone Economies
2014
Crhistine Feng Exploring the Influence of Technology M&A Through Patents, R\&D Spending, and Market Valuation
James R. Feng A Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States
Carmina Aguilar Mancenon Leveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan
Lucia Wang A comparison of Modeling Techniques for Time-Varying Beta in Asia-Pacific Real Estate Investment Trusts
2013
Michael W. Markiewicz Exploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course
Qizhao Weng False Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that outperform the Market
2012
Edgar Dobriban Regularity Properties of Random Matrices and Applications
Yiran Lillian Ma Sensitivity Analysis on a Transitive-State Markov Model of Diabetes
Natalie H. Shoup Sustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala
Jonathan H. Wang Explaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities
2011
Danqi (Lily) Shen Forecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity
Anthony T. Soroka The Russell Reconstitution: Technical Treading Strategies
Ivan Kleinfeld Judging the Judges: A Study of Analysts' Performance from 2008-2010
2010
Nihong Chu An investigation of factors affecting real estimate price in China
Gillette, Paige Dyan Excessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago
William Harvey The attributes to win actions
2009
David Laslett A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy
Chiao Megan Determinants of stock market returns in emerging markets.
Laurissa Yee An analysis of CDS index pricing.
Shriya Raghavan Comovements of high-yield bonds and equity of firms under varying market conditions.
Collin Daniel McCarthy Greed in Corporate America.
Stanley Liu Is big more beautiful in venture capital financing?
2008
Nan Yin Forcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
Michael B. Casewell Covariate Selection for Intensity-Based Credit Risk Models.
2007
James S. Tate The game behind the game: An analysis of baseball player evaluation models.
2006
Evan Coopersmith Asymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines.
Darius Crator Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada.
Caroline W. Holst Evaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds?
Mark C. Price Modern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount.
2005
Elisa Cheung Credit spread dynamics and Macro-economy: An empirical investigation.
Cyrena Chih An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market.
Christopher Kirk A method to March madness: Logistic regression and the NCAA tournament.
Rodrigo J. Montoya Stochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models.
Jenny Tsai Migration and Institutionalized exclusion in Shanghai.
2004
Cathy Shu An epidemiological study on the growing problem of obesity in China.
Edward Tsui Evaluation and improvement of technical trading rules on the foreign exchange market.