Senior Thesis Titles
Class of 2020
- DETERMINING OPTIMAL AIRLINE SEATING ASSIGNMENTS TO MAXIMIZE CUSTOMER SATISFACTION
- Modelling Flash Crashes: A Contagion Approach
- Optimizing Healthcare Decisions: Evolving Big Data Into Smart Data to Analyze and Predict Medical Trends In Relation to Chronic Disease
- A Modern Look at Hedge Fund Activism Performance and the Impact of Target Company Characteristics
- Networks in a World Unknown: Public WhatsApp Groups in the Venezuelan Refugee Crisis
- Understanding and Benchmarking Private Equity via Factor Risk Analysis
- FACTOR-ADJUSTED REGULARIZED MODEL SELECTION FOR LOGISTIC REGRESSION IN THE PRESENCE OF MISSING DATA
- Unifying Caching Objectives with Learning Relaxed Belady
- An Investigation into the Safety and Collision Data of Autonomous Vehicles
- Win Probability Modelling in the NBA
- Quantifying Severe Climate Risk: An Application to Long-Term Investing
- An Environmental Analysis of Irrigation with Optimization and Weather Forecasts
- Pigskin Predictions: Estimating In-Game Win Probabilities for American Football
- A Multi-agent Stochastic Control Model for Adversarial Planning in Naval Operations
- Reaching Cruising Altitude: Optimizing Airport Arrivals for the Last Mile
- Throwing Heat: Is There a "Hot Hand" Among Baseball's Top Pitchers?
- Shoes and Snake Oil: An Analysis of the "Hype" Driven Sneaker Resale Market
- Random Forest and Gradient Boosting applications in forecasting corporate capital structure
- Towards transparent Coffee Supply Chains using Blockchain Technology
- Tailoring the NHS Health Check: Targeted, Cost-Effective Screening for Cardiovascular Disease Prevention
- Applications of Natural Language Processing on Twitter Data to Predict Stock Price Movement
- The Worth of Gender Equality in the Workforce
- An Aging Society: Implications of Population Control Policies on the Chinese Social Security System
- A “Good” Greenhouse Effect? Optimizing Large-Scale Greenhouses in Kentucky
- Sentiment Analysis for Stock Returns Using the TRNA Dataset
- Time Series Analysis: Using the Volatility Index as a Timing Indicator for the Commodity Futures Market
- Sequential Stochastic Network Structure Optimization With Applications To Addressing Canada's Obesity Epidemic
- The effect of large price changes on market competition within duopolies with an application towards the COVID19 financial crisis
- A Reinforcement Learning Based Approach to Pricing and Hedging Financial Derivatives
- End to End CNN Model for Lung Cancer Prognosis Using 3D Time Serial Imaging
- The Calibration of the Heston Model Using Neural Network Pricing Approximations
- A Possession-Based Network Theory Approach to Soccer Analysis
- Shazam Vivaldi Algorithms: An Exploration of Classical Music Classification Models
- SNAP Funded Community Gardens for New Jersey: An Operational Investigation
- TOGETHER, WE ARE WISER: APPLYING WISDOM OF CROWDS THEORY TO TECHNOLOGY VENDOR PERFORMANCE
- The Spirit of the Game: Developing an Algorithm to Create a Competitively Balanced NFL Schedule
- Transformers and Time Series Forecasting
- Improving Accuracy of Counterfactual Estimation for Sales Forecasting Using an Ensemble of ARIMA, ANN and BSTS
- Predicting YouTube Video Popularity Using Video Recommendations: A Social Network-based Approach
- Revolutionizing Residential Electricity Tariff Structure to Accommodate Distributed Energy Resources
- Enhancing Stock Price Prediction Using Quarterly Earnings Calls
- Dangers of the Ocean: Forecasting Daily Beach Patrol Rescue Numbers
- Approximate Trace Reconstruction and Related Results
- Central Bank Language Modeling to Predict Changes in Market Interest Rate Expectations
- The Sky's the Limit: Predicting the Expansion of Commercial Aviation in Dubai
- The Little Wind Farm that Could: A Comparative Analysis of Lookahead Policies for Energy Storage Problems
- Markowitz Optimization of Malaysia's Economy: A Proposed Strategy for U.S. Developmental Investment in Malaysia
- Optimisation for Planning and Design of Regional Mini-Grid Development in Rural India
- Multi-Regime, Goal-Based Retirement Solutions: Sensitivity Analysis and Post-Retirement Performance Comparison of Dynamic Strategies
- OUTPERFORMING THE MARKET: STOCHASTIC PORTFOLIO THEORY IN THE FACE OF TRANSACTION COSTS
- Military Logistics or the Modern Age: Application and Analysis Techniques on a Military Supply Chain
- Optimization of Continuous Resource Allocation in Agile Scrum Software Development
- Autonomous Driving: Understanding Innovations in Autonomous Vehicles Through Diffusion Modeling
- Deconstructing Airbnb: Pricing, Seasonality, and Optionality in the Sharing Economy
- ESG PORTFOLIO OPTIMIZATION AND RISK ANALYSIS
- Firing a Fund Manager: Examining termination strategies using multi-regime simulation
- STATISTICAL FACTOR MODELS IN U.S. EQUITY MARKETS USING PRINCIPLE COMPONENT ANALYSIS
- Machine Learning Methods on Fundamentals and Momentum for Long-Term Long/Short Equity Trading Strategies in the High Growth Technology Sector
- Developing Models for Predictive Analytics in Track and Field
- The Valuation of Proximity: An Analysis of Transportation Patterns to Predict Urbanization and Real Estate Pricing
- To Believe, or Not to Believe: Modelling Information Cascades and Sequential Learning Equilibria
- Streaming Wars Explained: Pre-Release Classification, Prediction, and Feature Selection of Movie Release Popularity on Streaming Services
- Net Profit: A Predictive Model for Estimating Win Probabilities of Professional Tennis Matches
- Hospital Reimbursement: A Powerful Tool for Medicare Patient Health
- China's Urban Housing Market: Applications of Machine Learning Methods to Price Prediction in Select Tier 1 and 2 Cities
- Modeling Information Flow in Sequential Double Auctions
- Deep Learning for Pricing and Hedging Options & Optimizing Portfolios with Applications
Class of 2019
- Assessing A Disaggregate Travel Demand Model In Oslo and Its Implications On Ride Sharing and Autonomous Taxis
- Near-Optimal Capacity Utilization In Autonomous Trucking Networks
- Self-Driving Semi-Trucks: The Implementation of Autonomous Technology
- Machine Learning-Based Strategies to Optimize Salary Cap Allocation in the National Football League
- Ridesharing and Autonomous Taxis: Analysis of a Multi-Modal Transportation Demand Model
- A Data Driven Approach to Understanding the Drivers of Employee Satisfaction Across Sectors Through the Glassdoor
- When Salary Caps Rise, Teams Shine: A Regression Analysis of the Effects of the NBA Salary Cap on Team Performance
- A Practical Application of Machine Learning to Real-Time Sports Gambling on Football
- Maternal and Infant Health in the United States: An Investigation of Pregnancy Outcomes
- Beat the Curve: Designing Adaptive Blood Glucose Management Strategies for Non-Pump Patients with Type 1 Diabetes
- Comparing Stock Portfolio Strategies Using Stochastic Volatility Models
- Eating Clean: Using Nutrition, Environmental Sustainability, and Personal Preference to Create an Ideal Diet Plan
- Life-Cycle Asset Allocation Strategies for Individual Investors
- A Quantum Version of the Multiplicative Weights Algorithm
- Application of Queuing Theory to Hotel Room Pricing
- Dynamic Ad Valuation In Real Time Bidding
- The Wisdom of Crowds: A Natural Language Processing Approach to Forecasting Sports Betting Markets Using Social Media Fan Sentiment
- A Macroeconomic-Based Risk Management Approach to Assessing the Credit Risk of Real Estate Companies in China
- A Logistic Analysis of the U.S. Permanent Labor Certification Process
- Conquering an Empire of Pain: An Optimal Learning Strategy for Identifying the Stage of Opioid Addiction
- An Analysis of Voting For Stable Cryptocurrencies
- Worst-of Options Pricing and Implied Correlation using Copula Methods
- Cryptocurrency Portfolios: Investment Optimization and Risk Analysis
- Identifying Effective Mechanisms to Reduce Teacher Attrition Rates: A Study of New York City Public Schools
- Investigating the excess risk-adjusted returns to merger arbitrage in Singapore
- Applications of Statistical Learning to Identify Risk Factors in Student Loan Default and Repayment
- Bursting the Bubble: An Analysis of Bitcoin's Peak Prices
- Gradient Information Analysis of ReLU Networks
- Using Machine Learning to Optimize Team-Based eSports Outcome Prediction
- aTaxis vs. Airlines: The Fall of Domestic Air Travel in an Autonomous Ridesharing Transportation System
- Selective Economic Progress: The Growth of Income-Inequality in India
- A Comparison of Clustering Algorithms in the Study of Hate Crime and Discrimination in India
- Lightning Bugs or Fireflies? A Machine-Learning Approach to U.S. Dialects and Presidential Elections
- Optimal Learning for Optimal Rowing: Maximizing Mechanical Efficiency
- Approximating Equilibrium in Extensive Games with Imperfect Recall via Counterfactual Regret Minimization
- Kernel-Based Outlier Detection For IoT Networks
- Making “Dependable Engines”: From Policy Search to Stochastic Lookaheads in Dynamic Supply Chain Planning
- Compounding Injustice: History and Prediction in Carceral Decision-Making
- Full Revenue Extraction for Collusion-Proof Auctions
- Improving Estimation of Factor Risk Premia via Robust Covariance Techniques
- Using Neural Network Models to Enhance a Novel Trend-Following Strategy for Market Index Investing
- App-Based Ride-Hailing versus Public Transit: An Analysis of Modern Transportation Decisions in New York City
- Optimal Learning for Rowing: Minimizing Race Time
- Scheduling Exoplanet Observations Across A Network Of Telescopes
- Bike-Sharing System: Demand Prediction and System Expansion
- Analyzing ETF Flows through the lens of factor models
- An Empirical Investigation of Asset Price Bubbles Using The Local Martingale Theory of Bubbles and Multiple-Factor Return Models
- An Optimal Learning Model for State-Level Optimization of Naloxone Kit Allocation with Non-Convex Response Rates
- Understanding the limits of Artificial Intelligence through Adversarial Examples
- Too Much of a Good Thing? A Simulation Approach to Quantifying the Effects of Competition on Autonomous Taxi Networks
- Combining Look-Back Windows for Equity Price Momentum
- Dynamic Yield Curve Forecasting with Regime-Switching Nelson-Siegel-Svensson Models
- Flattening the Duck Curve: A Network Optimization Approach to Electricity Transmission in California
- Twitch Money: The Monetization of Video Game Streaming
- Using Simulated Limit Order Book Data To Evaluate Trade Execution Strategies
- School Zone Scramble: How Beijing's Changing Education Policy Impacts Housing Prices
- Chinese Hedge Funds: Understanding Performance with CAPM and Factor Analysis
- Optimizing Energy Storage Locations in the Presence of Offshore Wind using Stochastic Dual Dynamic Programming
- Contrast Dyes and Cancer Maps: Approaches to Image Registration with Appearance Changes in Breast CT Scans
- Predicting Catastrophic Events: Flood Losses as Heavy Tailed Distributions
- A case study of the Trading Invariance Principle on Cryptocurrency
- The Optimizer’s Guide to Money Laundering: Navigating Detection Algorithms with Naïve Beam Search
- Application of Machine Learning Algorithms to Predict Customer Churn in E-commerce Platforms
- Optimal Learning Using Monte Carlo Tree Search for Epidemic Control in the Meningitis Belt
- Charting a Course for Success: A Statistical Analysis of Sociological Models in Popular Music Trends
- Alternative Swaption Price Modeling for Low Rate Environments
Class of 2018
- Analysis of the Federal Reserve’s Quantitative Easing Program: Asset Price, Yield Curve, & Liquidity Effects
- Economic, Environmental and Political Impacts on Crude Oil Price Volatility
- Multi-Task Learning for Photoplethysmographic Measurement of Heart Rate
- The Clutch Factor Quantifying NBA Performance When It Matters Most
- A Future for American Mobility: A Case for Shared Autonomous Vehicle Adoption Through aTaxi Network Optimization
- Approximate Dynamic Programming: Designing an Economically Optimal Fleet of Electric Self-Driving Cars
- Maximize Safety, Minimize Cost: A Long Term Solution to Syrian Refugee Crisis through Optimization
- Rail in the Age of Autonomous Ridesharing: Analysis of a Hybrid Transportation Demand Model
- Valuation: A Dynamic Time Warping Approach to Sentiment Time Series Classification
- Tell Me What You Think: Incorporating Insights About Consumer Behavior into Predictions of Economic Activity
- Game of Shows: Using Linear Regression and Integer Programming to Optimize Television Ratings
- Predicting Changes in Crude Oil Futures Spreads Using High Frequency Order Flows
- Analyzing the Political Leaning of Electronic Media with regards to its Coverage of South Asia: A Machine Learning Approach
- Discrimination in the Criminal Justice System: A Mechanism for Balancing Misclassification by Race
- Nowcasting: Predicting Demographics and Crime with Facebook Ad Data
- Modelling the hippocampus with leabra7, a new tool for simulating massively recurrent, biologically realistic neural networks
- A Game Theoretical Approach to Cap and Trade System Modeling and Auction Design
- Classifying News, Satire, and "Fake News": An SVM and Deep Learning Approach
- Analyzing the Effects of the New Stratified Methodology on HRRP Penalty Allocation
- Portfolio Optimization Through Wisdom of the Crowd
- Show Me the Money: Utilizing Applied Time-Series to Increase Credit Access for Small and Medium Businesses in Nigeria
- A Cross-Sectional Characterization of Risk-Neutral Option-Implied Probability Distributions
- Volatility-of-Volatility: Dynamic Models and Hedging Strategies
- Deep Coaching: A Deep Learning Approach for Human Action Recognition in Photos and Videos of Athletic Motions
- Optimal System Design for Multi-Agent Peer-to-Peer Energy Trading Networks
- Empirical Analysis of Cryptocurrency Volatility
- Learning to Earn: An Application of Reinforcement Learning to High-Frequency Trading in the U.S. Futures Market
- Identifying the Most Suitable Counties in America for Residential Ride-Sharing and Real Estate Growth Potential: A Quantitative, Geographical, and Financial Approach
- Effective & Effectively Trading Information: Exploring the Extent to Which Continuing Disclosures Affect the Secondary Market for Municipal Securities
- A National Parallelized Hybrid Activity/Agent-Based Demand Model to Characterize the Mobility of the United States
- A Vector Autoregression, Machine Learning, Regime-Based Analysis of Swap Spread Determinants
- Leave Me a Loan: Machine Learning Strategies for Loan Portfolio Management
- Analysis of Regimes in Housing and REIT Markets: 1997 - 2017
- An Analysis of Counterparty Credit Risk Estimation Methods Using Monte Carlo Simulation
- Novel results on computational methods for polynomial optimization
- Making Lemonade Out Of LIME: A Comparative Analysis Of Interpretable Machine Learning Methods
- A Study of Earthquake Seasonality in Japan Through Network Analysis
- Predicting Changes in the U.S. Treasury Futures Spread During the Roll Period
- Small Fish in a Big Pond: Using Data to predict the success of Swimmers in College
- A Stochastic Optimization Model for Managing Energy Storage Using a Driverless Fleet of Electric Vehicles
- Using Machine Learning Methods to Predict Implied Volatility Surfaces for SPX Options
- Deep Learning Methods and Methods in Drosophila Melangaster Classification and Pose Estimation
- Improving Disease Progression Models With Clinical Notes
- Modeling Opinion Dynamics as a Segmented Mean Field Game
- Modeling the French Capital Distribution Curve with a Poisson Dirichlet Process
- Overcoming Barriers to 100% Renewable Energy: Network Flow Optimization of California's Energy Transmission Grid
- Identifying Network Influencers In Social Media:A Statistical Approach
- Deep Learning Applications in Multidimensional Cash Flow Forecasting
- Energy Risk Management: Stochastic Optimization for Industrial Gas Operations
- A Mean Field Game Model of Credit Derivatives Markets
- Equity Return Prediction with Augmented Regression and Factor Models
- Counting Stars: A Pipeline for Amazon Consumer and Product Analytics with Case Studies in Discretionary Products
- How to Succeed in Basketball Without Really Trying: A support vector machine approach to draft picks and trade deals
- Options Pricing Using Neural Network Models and Variations on Volatility
Class of 2017
- A Novel Approach to Modeling Zika Case Counts for Demographic Groups
- DeepFollowing: Vision-Based Distance Estimation on Synthetically-Generated Driving Video using 3D Convolution
- Just What the Financier Ordered? A Methodology for the Securitization of Medical Device Receivables
- Commercial Auto Insurance Risk Management Strategies
- Real-Time Bidding User Response Prediction
- Time Series Behavior of Mergers & Acquisitions: The Markov Mean Filter
- Forward-Looking Factor Models of Partial Default Correlations: Identification of Systemic Importance
- Applications of Anomaly Detection: Activity Classification for IoT Devices
- Default Prediction of Commercial Real Estate Properties through the use of Support Vector Machines
- Monotonic Polynomial Regression: An Application of Sum of Squares Techniques and Semidefinite Programming
- A Graphical Model Applied to Hedge Fund Indices
- Optimal Fleet Management and Design for a Fleet of Electric Vehicles
- Modeling Dependencies Between Asian Sovereign Debt Markets with Vine Copulas
- Data Mining in Presidential Debates and Speeches: How Campaign Rhetoric Shaped Voter Opinion in the 2016 U.S. Presidential Race
- Virtual Environments as Driving Schools for Deep Learning Vision-Based Sensors in Self-Driving Cars
- Regime-Based Analysis of Actively Managed Mutual Fund Versus Equity Index Returns
- The Search for the Sustainable Fleet: Driverless Taxi System Simulations
- Investigating a Feasible, Reliable and Cost-Efficient Energy Portfolio In a Net-Zero Carbon Emissions Landscape
- A Comparison of Statistical Downscaling Methods for the Valdivian Region in Chile
- A Rebalancing Act: Optimal Implementation of the Minimum-Variance Portfolio
- Hacking Game Theory: A Computational Approach to Finite-Space Mean Field Game Models of Cybersecurity
- We Still Have to Fix That: A Queueing Theory Approach to Reducing Voter Wait Times
- Training Strategies Based on Machine Learning Predictions of Long-Term Stock Price Movement in the Healthcare Industry
- Microfinance as an Emerging Asset Class: A robo-advisory solution to broaden financial inclusion
- An Application of Computer Vision Methods for Diamond Classification: Color, Clarity and Cut
- Walking on Wall Street in Heels: A Quantitative and Sociological Approach to Gender and Recruitment in Finance
- A Queueing Theory to Approach to Forecasting Oil Futures Prices
- Stealing First? Developing a Dynamic Pricing Strategy to Challenge a Rising Secondary Ticket Market
- A Framework for Implementing Predictive Analytics in the High Frequency Trading Realm
- Securitization of the Longevity Risk: Case Study of the Reverse Mortgage
- Forecasting Device Specific Energy Consumption from Wireless Network Traffic in Smart Home Networks
- Deconstructing Gustav Mahler's Letters Through Topic Modeling
- A Statistical Analysis of the Factors that Influence US Foreign Policy
- Seeking Relief: Making the Most of Pitchers in the Modern Era of Major League Baseball
- Are We There Yet? Managing a Hypothetical Nationwide Autonomous Taxi Network
- Identifying Factors that Influence Musical Inclination Using Regularized Regression Methods
- Statistical Methods for Finding Functional Connectivity
- On the Two-Sample Statistic Approach to Generative Adversarial Networks
- Here Comes the Sun: An Application of Survival Analysis Techniques to Model Solar Asset-Backed Security Cash Flows
- Breaking Down Healthcare: Applications of Clustering and Markov Chains for Medical Claims Data
- Benefits of Switching to Organic (and Grass-Fed) Practices for Contemporary US Dairy Farmers: A Cumulative Perspective
- Modeling PJM Day-Ahead Forward Prices: A Mean Reversion, Jump Diffusion, Seasonality and Stochasticity-Focused Approach
- Analyzing GTFS Data to Study the Potential for an Autonomous Ridesharing Transit Network in Nairobi, Kenya
- Fashion Police: Application of Convolutional Neural Networks to Single-Step Apparel Recognition on Social Media in Scarce Training Data Contexts
- Influence Estimation in Interbank Lending Networks: A Machine Learning Approach
- Minimizing, through a Mixed Integer Nonlinear Programming Problem, the Cost of Reaching Hawaii's One Hundred Percent Renewable Energy Goal by 2015
- The Outdoor Action Trip Assignment Problem
- A Quantitative Investigation into Parochial Restructuring in the Diocese of Trenton
- Can Computers Learn from Emoticons? Sentiment Analysis Through Supervised Machine Learning Techniques
- Catching an Optimal Draft Pick like 1-3: Formulating a Valuation Policy for Wide Receivers in the NFL
- Twitter Trading: Modeling Twitter Processes and Finding an Optimal Trading Policy
- Short-Rate Models in a Negative Rates Regime: A Calibration Across Currencies
- Using Differential Expression Analyses of Transcriptomes to Examine Dysregulation in Autism
- Diversity in Investments: An Exploration of Portfolio Management Strategies within the United States
- Saving Private Buying: Replicating Private Equity Returns Under Different Economic Regimes
- Valuing Asymmetric Information Under Differing Market Conditions
- A Three-Factor Hedging Model for Mortgage-Backed Securities
- Modeling the Evolution of Electric Cars with Focus on the "Tesla Factor"
- Stochastic Optimization for Isolated Microgrid Energy System Design and Control
- Scaling Bayesian Optimization for High-Dimensional Iterative Experimental Design
- Optimizing the Performance of Expansion Teams with Application to the NHL's Vegas Golden Knights
- A Search for Exo-Moons in the Kepler Data via the Orbital Sampling Effect
- A High-Dimensional Visualization System with Applications to Portfolio Selection
- The January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector
- A Linear Value Function Approximation Approach to the Battery Storage Optimization Problem with Layered Markov Modeling of Renewables
- The aTaxi Revolution: Autonomous Vehicle Implementation and Ride-Sharing Optimization in the United States and China
- Learning Stochastic Binary Feedback on a Sampled Hierarchical Belief Model: Optimal Pricing of Contracts in the Truckload Trucking Market
- Micro finance and Machine Learning: A Study of Loan Classification and Risk Management
- E-Sports: A Worth-Investing Industry?
- Dnn: An R package for Feed Forward, Convolutional, and Recurrent Neural Networks
- Comparing Normalization Methods for Differential Expression Analysis on RNA-Sequence Data from Autism Samples
- The Israeli Kibbutz: A Simulation and Analysis on the Optimality of Privatization versus Degrees of Central Planning
Class of 2016
- Energy Resource Scheduling Policy Studies in the PJM Electricity Market: A Dynamic Programming Approach
- How to Succeed at Ride-Sharing Without Really Trying: A Navigation-Based Commerce and Entertainment Approach to Transportation
- Fundamentals-Based Panics: An Analysis of Bank Runs in Environments with Risky Long-Term Assets
- Understanding Variability and Uncertainty in Energy Generation Portfolios Using SMART-Invest: A Stochastic Dynamic Planning Approach
- An Analysis of Thyroid Cancer Incidence and Treatment Classification
- Probing The Accretion Histories Of Luminous Red Galaxies With Hyper Suprime-Camera Survey
- A Good-Turing Approach to Estimating the Probability of Extraterrestrial Life
- Quantifying the Potential for Dynamic Ride-Sharing of New York City’s Taxicabs
- Dynamic Cournot Models for the Production of Energy under Stochastic Demand
- A Dynamic Programming Model For Simulating Demand Response and Renewable Energy
- Cliques in Music Recommendation Engines: An Experiment Using Last.fm and Spotify Artist Similarity Networks
- Private Equity In Emerging Markets: Performance And Asset Class Diversification
- Randomness in Limited Information Based Decision Making
- Clustering and Outlier Detection: Methods and Applications in Smart Home Networks
- Combating Uncertainty with Context: Optimal Lineup Construction in Daily Fantasy Baseball
- Low Rank Approximations To Markov Decision Processes
- Exploring Electricity Price Dynamics: Fitting A Markovian Regime-Switching Garch (1,1) Model
- Convolutional Neural Networks Applied To Traffic Sign Detection In Grand Theft Auto V
- Simulated Solar Variability Effects Under High Penetration Renewable Energy Deployment
- A Queue-Based Monte Carlo Analysis of the Efficacy of Emergency Department Fast Tracks
- Time to Contact for Autonomous Vehicles:Analysis and Estimation from Image Sequences
- Sparse Median Graphs Estimation in a High Dimensional Semiparametric Model
- Predicting Gentrification in Washington, DC Using Housing Prices and Support Vector Machines
- Visualizing the Trading Networks:An Analysis of Systemic Risk in High Frequency Trading Markets
- A Nonparametric Statistical Approach to Inter-Subject Functional Connectivity Analyses of the Brain
- Taxation’s Effects on Migration in the US: Examining New Jersey’s High Tax Burden And its Implications on State Income
- Forecasting Equity Index Volatility Spreads
- The Problem of Bikeshare: Improving Rebalancing Operations for Citi Bike in New York City
- Creating a Competitive Multiplayer Pokerbot Using Strategy Stitching and Online Learning
- Financing the World and Its Peoples A Regression Analysis of Sovereign Loans and Their Socioeconomic Effects
- Temptation in Continuous Time
- Subway Optimization: New York Metro and London Underground
- RIMA, ARIMAX, or Univariate Linear Model?Modeling Sea Surface Temperature Anomalies’ Affect on California’s Crop Production
- An Evaluation of Different Hotel Revenue Management Techniques
- Optimizing Crop Management Practices with DSSAT
- A Stochastic Analysis of The Economics of Solar and Storage
- Stock Price Movement Prediction Using StockTwits and Topic-Sentiment Neural Network
- Exploring Rich Features For Sentiment Analysis With Various Machine Learning Models
- Identifying Risk Factors and Cost Anomalies in Healthcare Spending Using Medicare Claims
- Data
- A Matrix Factorization Approach to Health Record Data Mining
- Term Structure Estimation for U.S. Treasury and Corporate Bond Yields and Analysis of Credit Spreads
- Kernel Support Vector Machine Learning of Limit Order Book Dynamics for Short Term Price Prediction
- Stochastic Prediction of Mergers and Acquisitions
- Effective Autonomous Transportation: Creating A Financially And Logistically Plausible Autonomous Vehicle Solution For New Jersey
- Finding the Efficiencies in Medicine: An Analysis of Medical Quality Versus Cost With Respect to Knee Replacement Episodes
- Single Game Player Prediction And An Optimization For Daily Fantasy Baseball
- Volatility Targeting Portfolios: A Multi-Period Framework
- Fear Futures: Pricing Models and Trading Strategies for VIX Futures
- Real Estate Investment Trust Returns: An Analysis of Volatility and Correlation
- What to Watch: An Examination of Matrix Completion Techniques Used in the Netflix Prize
- The Curse Of The Bakken: Exploring The Impact Of Shale Energy On The Economy Of North Dakota
- A Ridesharing Analysis with a Hitchhiking Modification Applied to Taxi Trips in New York
- Stochastic Modeling Of Electricity Spot Prices With Mean Reversion and Jump Diffusion
- Putting the ‘Tech’ in Techno: Detecting Genres and Trendsetters in Electronic Music By Dirichlet Processes
- A Statistical Analysis of Delinquency and Prepayment Risk in Subprime Mortgage-Backed Securities
- Giving Color to the Financial Markets: Macroeconomic Information Engineering Through Machine Learning and Portfolio Optimization
- Trade the Tweet: Social Media Text Mining and Sparse Matrix Factorization for Stock Market Prediction
- Gone With the Wind: A Stochastic Model of Wind Energy Crossing Time and Error Distributions
- Forecasting Foreign Exchange Rates in Response to Federal Reserve Communication: A Machine Learning Approach
- An Analysis of Television Show Viewership Growth through SIR Virus Models
- "Correlated Default Swaps:Sovereign Credit Contagion in Latin American Markets"
- A Supervised Topic Model Based Approach for Change Point Detection in Review Data
- A Product Generation Algorithm for Revenue and Consumer Rating Optimization
- Systemic Risk in the Asymmetric Case: Theory and Experiments with Epidemiology using Semidefinite Programming
- Equity Portfolio Optimization using Latent Factor Models
- Graph Partitioning and Distance Correlation Approaches to Brain Parcellation
- Optimizing a Portfolio of Impact Investments: A Focus on Practicality and Financial Performance
- Option Valuation For Interest Rate Caplets: Rate Vol Correlation And Fair Skew
- CPYu: An Optimization of Chess Playing Through Game Tree Search Reduction and Supervised Learning
- A Regime Analysis of Hedge Fund Index Returns and Factor Loadings
- Numerical Methods for the McKean-Vlasov Equation
- Multi-State Markov Chain Modeling of Health Insurance Claims and Cost Prediction
- An Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate and Consumption
- Nested Models and Nonparametric LSTMs in Vision-Based Autonomous Driving and Developing an R Package for Bayesian-Optimized Deep Learning
- Sequential Decision-Making Problems: Online Learning for Optimization over Networks
- Make American Transportation Great Again: Autonomous Taxi Fleet Management Strategies
- A Graphical Model Approach to Study the Neural Network during Narrative Comprehension
Class of 2015
- An Analysis of Zero-Sum Games on Networks with Voter Model Dynamics
- A Comparative Analysis: A Piecewise Approach To Modeling the Co-movement of Treasury Bond Yields for Different Country Groups
- First Time’s the Charm: A Queueing Theory Approach to Reducing Hospital Readmission Rates
- Uncertainty Quantification for the Gaussian Information Bottleneck
- An Analysis of League of Legends: eSports as a Marketing Strategy
- Hedge Fund Replication: Linear and Non-Linear Techniques with Broader Factor Categorizations
- Predicting Pain: An Analysis of fMRI Data through Machine Learning Techniques
- Structured Approximate Dynamic Programming for Simulating Heterogeneous Agents in Incomplete Markets
- Votes, Stocks, Gold and Wheat: A Comparative Analysis of the Volatility Shocks in the Stock, Gold and Wheat Markets during the 2014 General Elections in India
- Securing Financial Comfort at Retirement An Analysis of Guaranteed Lifetime Withdrawal Benefit Contracts
- Homelessness Prevention with the Crisis Ministry of Mercer County: A Data Analysis Approach
- An Empirical Evaluation of Deep Architecture Classification Using Simulated Datasets
- Predicting Equity Index Volatility with Text Information
- "Truly" Empty Vehicle Repositioning and Fleet-Sizing: Optimal Management of an Autonomous Taxi System in New Jersey on a Typical Weekday
- An Examination of Stochastic Models for Crude Oil
- The Not So Perilous Sea: An Optimization Model for Fleet Positioning of Liquefied Natural Gas Carriers in Future Energy Commodity Markets
- Fact or Fantasy? Analyzing Fantasy Football Player Valuations Through Different Ranking Systems
- The Development of Internet Traffic Models to Predict Network Behavior and Detect Malicious Cyber Activity
- The Minimum Vacation Cost Problem: A Novel Generalization of the Traveling Salesman Problem with Vertex Costs and Flexible Time Windows
- Efficient Portfolio Allocation and Risk Management Techniques
- Tax Inversions: Battling the Surge to Merge
- Chaining of Donor-Recipient Pairs in the US Kidney Transplantation Network
- Voting and Social Choice in Information Networks
- Simulating a Multiple Station,Two-class Polling System with Impatience
- Queues with Velocity-Based Abandonment
- Correlation Surprises for Investment Gains: A Machine Learning Approach
- A Multi-Period Indifference-Based Equilibrium Approach to Modeling and Pricing Wind Speed Futures
- Trading on Information Shocks: Network Modeling of Market Correlation Structures
- Reconstructing the History of Modern English Bible Versions: An Application of Phylogenetic Inference Techniques
- Classification of Autism Disorder Using Functional Connectivity Networks Obtained Through Sparse Inverse Covariance Estimation
- There Will Be Blood: The Future of The United States’ Blood Supply
- Politics as (un)usual’: Political events and market fluctuations in the European Union Emissions Trading System
- An analysis of contingent convertibles, their relation to the reinsurance market, and their potential for future recession avoidance
- An Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market
- Imbalanced FMRI Classification: An Ensemble Approach
- Optimizing Insurance Product Portfolios Under Longevity Risks: A Multistage Stochastic Programming Approach
- Loan Default Prediction: Classifying Clients using Risk-Sensitive Learning
- Redistribution of Unused Pharmaceuticals from Hospitals to Safety-Net Clinics in New Jersey
- Optimizing the Residential Microgrid: A Mercer County Case Study Using Simulation and Empirical Climate Data
- Proposal for a Sign Detection Algorithm for an Autonomous Vehicle
- Levels of the Game: A Statistical and Mathematical Analysis of ATP Grand Slam Competitions from 2005-2012
- Incorporating Shift Factor Approximations into the SMART-ISO Calculation of Real-Time LMPs
- Overcoming Barriers for Impact Investing in Frontier Markets
- Exploring New Worlds: Simulating Coronagraph Data for Exoplanet Detection
- An Analysis of Momentum Trends in Volatility
- The Unobservable Queue: The Effect of Incomplete Information on Queueing Systems
- Trigger Mechanisms of Contingent Convertible Bonds New Approaches with Simulation
- Dark Ages for the Golden Arches a predictive analysis of McDonald’s Corporation’s global growth through newly accessed markets
- Modeling the Effect of Central Bank Communication on Foreign Exchange Volatility
- Estimating the Size of Hidden Populations: A Comparison of Four Modern Methods
- Princetonian Electricity: Managing an Isolated Microgrid
- The Impact of Correlation on Queueing Systems
- Losing to Win An Analysis of NBA Draft Strategies for Maximizing Franchise Value
- Favelas and Fast Lanes: A Simulation Based Analysis of the Transport Infrastructure Preparedness of the City of Rio De Janeiro for the 2016 Summer Olympics
- Heding for the Greater Good: Devising Risk-Management Strategies for Microfiance Firms
- New York City Taxicab Transportation Demand Modeling for the Analysis of Ridesharing and Autonomous Taxi Systems
- Enhancing Rebalancing Gains Through Synthetic Diversification on Commodities
- Empirical Analysis of Order Book Dynamics and Trade Impact in Futures Markets
- "When am I Going to Use This Anyway?": Motivating Students of Mathematics Utilizing the Network Structure of Wikipedia
- Vector Autoregression Analysis of the Sovereign Credit Default Swap Returns of Eurozone Economies
- Multi-task Models for Predicting the Progression of Alzheimer's from MRI
- Bitcoin: Currency or Commodity A Look into Classifying Everybody’s Favorite Cryptocurrency
Class of 2014
- Analyzing Risk Parity Investment: A Look at Historical Performance and Future Potential
- Algorithmic Redistricting: Using Clustering to Construct Fair Alternatives to Partisan Gerrymanders
- Entropy Minimization & Locating Faults Across the Electrical Network Using Customer No Light Calls
- A Statistical Model for Simulating Solar Intensity in New Jersey
- Image Processing and Computer Vision in Basketball Detection and Tracking
- An Intensive Analysis of Clustering and Dimensionality Reduction: Applying the Expectation-Maximization Algorithm and Principal Component Analysis to Classify Handwritten Digits
- Analyzing Transformer Replacement Policies: A Simulation Approach to Reducing Failure Risk
- Solar, Wind, and Storage: Optimizing for Least Cost Configurations of Renewable Energy Generation in the PJM Grid
- Copacetic: An Optimization Platform for Software Defined Networks
- Autonomous Transit Systems in Practice: An Exploration in Door-to-Door Transit in North San Jose
- The Real Moneyball: Modeling Baseball Salary Arbitration
- A Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States
- Exploring the Influence of Technology M&A through Patents, R&D Spending, and Market Valuation
- Measuring Portfolio Risk: Using the Markowitz Model, Conditional Value at Risk, and Risk Parity for Asset Allocation in Medium-Duration Investments
- Infinite-Armed Bandits with Multiple Players
- Assessing Real-Time Transportation Demand: Building an Interactive, Three-Dimensional Visualization of Traffic Flows in New Jersey
- Improving Merton: an analysis of Merton’s original default risk model, its extensions, and potential areas of further improvement
- Can Alternative Dogs of the Dow Beat Hedge Funds?
- Keeping the Lights On: An Analysis of the Dynamic Allocation Problem of Assigning Utility Repair Trucks to Outages
- Predicting the Impact of the American Airlines-US Airways Merger on Domestic Airfares
- Community Detection and Homophily in Music Sharing Online Social Networks: A Study of This Is My Jam
- Portfolio Optimization from a Risk-Management Perspective A Mathematical Approach to Portfolio Optimization in Risk Management
- Examining Volatility in the Equity and Oil Markets Through Volatility Swaps and the Volatility Skew
- Chatty Stochastic Multi-Armed Bandits
- Uncovering Systemic Corruption in the ER: An Empirical Analysis of Motor Vehicle-Related Hospital Bills and their Impact on Insurance Companies
- Operations Research and Financial Engineering Thesis: A Different Approach to Modeling Changes in Stock Prices
- Approximate Dynamic Programming Applied to Biofuel Markets in the Presence of Renewable Fuel Standards
- Optimal Yield Commodity Indices in Context of the Open Interest Term Structure
- A Follow-Up Study on the Volume-Volatility Relation in the U.S. Municipal Bond Market
- Monte Carlo Simulation in Valuing Parisian and Parasian Barrier Options
- The Startup Spring: Leveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan
- Comparing Transfer Market Activity of Europe's Top Four Soccer Leagues
- No Classroom Left Uncovered: An Application of Queueing Theory to Public Schools’ Substitute Teacher Systems
- Methods for Optimizing Hydroelectric Energy Scheduling
- Hedge Fund Replication: From a Linear Model to a Markovian Model
- Policies for Investing in Nigeria’s Power Delivery Capabilities
- Analyzing Localized Commodity Returns in the Context of Terrorist Attacks: A Two Phase Approach
- An Analysis of Economically Efficient Insurance Schemes for Automated Vehicles
- Long Term Financial Planning for Sovereign Wealth Funds and Family Offices: A Multistage Stochastic Programming Approach
- Psychological Arbitrage: An Analysis of the Dynamics of Apple's Stock Price in Neighborhoods of Round Numbers
- Traders Without Borders: A comparative study of the efficacy of trend-prediction trading strategies between Indian and U.S. markets and its implications on market efficiency
- Quantification of Central Counterparty Risk: A Clearing Member’s Perspective
- Causal Price Discrimination: An Analysis of the Healthcare Costs Associated with Motor Vehicle and Transportation Collisions
- A comparison of modeling techniques for time-varying beta in Asia-Pacific real estate investment trusts
- Neural Networks in FX Derivatives Trading: Analyzing Artificial Intelligence Techniques to Price GBP/USD Options
- A Comparative Study of Various Data Envelopment Analysis Models with Applications to Primary Healthcare Efficiency in Bahia, Brazil
- Quantifying “Clutch” Analyzing the Impact of Pressure on Fourth Down Performance in the NFL, 2002-2013
- A National Disaggregate Transportation Demand Model for the Analysis of Autonomous Taxi Systems
- Applying Bandit-Based Monte Carlo Tree Search to Playing Big Two
- CDO PRICING IN PRACTICAL TIME: GPU Accelerated Monte Carlo Methods
- A Monte Carlo Analysis of the Application of the Kelly Criterion on a Finite Time Horizon
Class of 2013
- The Application of Online Learning Algorithms to Regret Minimization
- A Survey of Strategies for the Multi-Armed Bandit Problem
- High Frequency Markets Analysis from Order Flows and Interactions
- A Few Experiments in Portfolio Management
- Stochastic Volatility Models for Pricing VIX Options Consistent with VIX and SPX Implied Volatilities: A Simulaiton Approach
- Examining the Effect of Speculation and Open Interest on the Crude Oil Futures Curve
- “Raising Capital in the New Age of Venture Finance” A Model and Analysis of Crowdfunding
- Exploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course
- False Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that Outperform the Market
- What the Stork Never Told You: An Empirical Analysis of the Pregnancy Cost for Women in Illinois from 1999-2004
- Customer Targeting in E-Commerce: A Feature Selection and Machine Learning Approach
- Shared Autonomous Taxi Networks: An Analysis of Transportation Demand in NJ and a 21st Century Solution for Congestion
- Modeling Spikes, Heavy-Tails, and Volatility Clustering in Electricity by Applying a Stochastic Time-Change to the Ornstein-Uhlenbeck Process
- Team Popularity Bias: A Study of NFL Betting Market Efficiency
- A Package Ordeal Applying Queing Theory to Model Princeton Package Room Operations
- Patient Preference Scheduling with Dynamic Rate Queues
- Keeping Them Honest: How Medical Services can Maximize Profit while Maintaining Quality of Service with and Optimal Control Policy
- A Queueing Theory Approach to Modeling Toll Plaza Delay with Applications for Commute User Cost Optimization
- Three Angry Men: A Game Theoretic Analysis of How the Two-Sided Unanimous Verdict Rule Affects Outcomes in Jury Trials
- Alternative Investing: The Search for Profitable Trading Strategies in the U.S. Commodity Markets
- Liquidity and Investment Styles in the Commodity Futures Market
- New Opportunities in the Currency Carry Trade
- Are We There Yet? A Proposal for an Autonomous Taxi System in New Jersey and a Preliminary Foundation for Empty Vehicle Routing
- The Analytic GM: Using Data Mining to Predict NFL Performance
- Exploring Alternative Treatment for Bacterial Meningitis Through Optimal Dosing Strategy: Responding to Rising Antibiotic Resistance
- The Future of Solar: An Analysis of New Jersey's Market for Solar Renewable Energy Credits (SRECs)
- Nested Newsvendor Optimal Commitment Policies in Day-Ahead and Hour-Ahead Electric Capacity Forward Markets
- Replicating Electricity Spot Prices Through Inverse Optimization of Supply Shocks
- Methods of Pair Selection in Pairwise Comparisons for Efficient List Ranking
- Fishing Within the Limits: A Sustainable Fishing Model
- Forex Market Response: Analysis of Natural Disasters and Their Impact on the Foreign Exchange Market
- Analysis of Leveraged ETF Compounding Difference
- Accounting for Population Structure in Lasso Regression for Genome-Wide Association Studies
- Modeling Spikes, Heavy-Tails, and Volatility Clustering in Electricity by Applying a Stochastic Time-Change to the Ornstein-Uhlenbeck Process
- Face Detection, Tracking Methods, and Image Processing: A MATLAB Approach
- Analyzing and Presenting Modern Temperature Trends
- The Linear Simplex Method: Investigations of Cycling and Application to Markov Decision Processes
Class of 2012
- Computational Music: Feature Distance Models and Stochastic Genre Classification Schemes
- Numerical Methods for Pricing Discretely Monitored Consecutive Parisian Options
- Food Prices and Fundamentals: Diminishing Role of Fundamentals in Determining Agricultural Commodity Prices
- Counterparty Credit Risk: An Exploration of Hidden Dangers in Exchange-Traded Products
- Bid and Ask Prices in Options Markets with Transaction Costs
- Natural Gas Power Generation in the Presence of Wind: A Mixed Integer Linear Programming Approach to the Hour-Ahead Unit Commitment Problem
- Analyzing the Regional Greenhouse Gas Initiative: A Model of Carbon Dioxide Emissions in New Jersey
- Predicting Success in High School Virtual Courses
- Leading Industries: Evidence from Emerging Markets and Application of Regime-Switching Investment Models
- A Clustering Based Algorithm for Efficient Online Nonparametric Regression
- Examining the Impact of Electric Vehicles on Today’s Power Grid
- Parametrization of Public Policies to Incentivize Investment in Geothermal Power Projects in the Phillippines
- Shared Autonomous Taxis: Implementing an Efficient Alternative to Automobile Dependency
- Applications of Recombining Stochastic Volatility Trees
- Too Big to Fail: A Market Study of the Banking Consolidation Phenomenon on Wall Street
- Dynamic Rate Queues for Efficient Staffing of Hospital Cleaning Services
- Future Prospects of OPEC and the Oil Market
- Dynamic Pricing of Electric Vehicles Charging Locations: An Application of Optimal Learning
- Online Portfolio Selection in U.S. and Emerging Markets Equities
- Redesigning Highway Interchages to Save the World: HITOSs as a New Paradigm for Sustainable Development
- A Stochastic Unit Commitment Model in the Presence of Offshore Wind Energy
- Utility Indifference Pricing in Markets with Transaction Costs: Vector Optimization Approach
- First-Passage Percolation and Stochastic Growth on Intelligent Vertices
- Fitting Regression Models to Global Temperature Trends
- Sensitivity Analysis on a Transitive-State Markov Model of Diabetes
- Adding the Missing Player: The effect of Including Consumers in the Oil Futures Market
- A Statistical Approach to Running an NBA Team
- Electricity Forward and Option Hedging System
- Optimal Temporal-Spatial Deployment of Urban Law Enforcement Personnel: Theory, Analysis and Implementation
- Imitating Masters: On Replicating the Investment Returns of Fine Art
- Electricity Markets in Our World: A View into the Construction of Stochastic Power Pricing Models
- Optimal Length-of-Stay Policies for Heart Failure Patients in a New Health Care Environment
- Analyzing, Modeling, & Trading the NASDAQ Crosses
- Sustainable Energy Economics: Optimizing the integration of Renewables in Guatemala
- Maximizing Heart Organ Flow in the Oran Transplant Network through Region Design
- Over or Under: Using Machine Learning Techniques to Beat NCAA Football Totals
- Environmental Justice Under the Allowance Trading Program: A Robust Approach to Modeling the Equity Effects of SO2 Emissions Trading
- A Comparison of Methods of Pricing Spread Options in Markets with Transaction Costs
- Explaining Credit Default Swap Premia: Analyzing the Relationship Between Global CDS Spreads and Stochastically Modeled Default Probabilities
- Modeling Systemic Risk Using Networks
- Staffing Technical Support Centers: Forecasting for Multi-Class, Processor Sharing Queues with Dynamic Arrival Rates
- An In-Depth Analysis of the Employment Situation During the 2008 Recession
- Simulation Techniques for Bayesian Image Recovery in Lenz-Family Models
- Predatory Trading on Index Rebalance Dates: Flow Abnormalities and a Case for Front-Running
- Replication and Comparison of Commodity Futures Trading Strategies
- TDLoo: Getting a Grip on To-Do Lists
- Grid Impacts of Charging Electric Vehicles in Urban Areas: A Case Study of Queens, NY
- Harry Potter’s Life in the Fast Lane: Using ORFE Magic to Forecast Speeds on State Route 167 (Hermonie Granger’s Thesis for a Muggle Studies Degree)
- Operations Research and Financial Engineering
- Senior Theses Titles
- Class of 2011
- An Analysis of a Tax on Sugar-Sweetened Soft Drinks Through an Examination of the Differential Response to Price
- The Second Half Struggle – An Optimal Second Half College Football Betting System
- Investigation of Allee Effect in Stochastic SIS Epidemic Models
- Popping Bubbles: An Analysis of Bubble Phenomenon Using Models of the Housing Markets in Beijing and Japan
- Privatizing the New Jersey Turnpike: There’s No Easy Exit
- Modeling Financial Markets: Asset Bubbles, Fat Tails, and Efficient Markets
- Simulations of Asset Bubbles with Margin Constraints and Heterogeneous Beliefs
- Non-Redundant Aperture Masking and its Application in the Analysis of Stars with Planetary System
- Corporate Bond market Transaction Costs During the Financial Crisis of the Late 2000's
- A Regression Analysis of Madden NFL Team and Player Ratings
- Option Pricing with Momentum and Mean Reversion
- An NBA Coach’s Decision: An Application of Bandit Theory in the Game of Basketball
- The Houston Mobility Challenge: Optimal Region & Assessment of a PRT Solution
- Addis Ababa Fistula Hospital: A Queueing Theory Approach to Increasing Capacity
- Controlling the Elements: Regulating Wind with Hydro in China
- A Stochastic Optimization Approach to Large-Scale Evacuation Planning
- Optimization Techniques for Fleet Planning in the Airline Industry
- Does Volatility Pay? An Analysis of VIX Trading Strategies Using Simulation
- Click or Die!: A Multi-Armed Bandit Approach to www.FunnyorDie.com Video Recommendations
- Advance Commitments for Electric Power: Applied Policies and Risk Management at Air Products and Chemicals
- Pricing Players: Valuing Major League Baseball’s Free Agents Using Auction
- Indicating Causes of Major Arm Surgeries for Professional Pitchers Using Basic Performance Statistics
- Zero Emission Vehicle Credits: An Analysis of the Potential Market
- Smart Home Appliances: Demand Management as Energy Storage
- Approximate Dynamic Programming for the Stochastic Load Curtailment Problem
- An attempt at a precise Digitalization of the Road Network of Burkina Faso
- Optimal Yield Management Strategy for the Concert Industry: The Newsvendor Problem with Pricing
- Judging the Judges: A Study of Analysts Performance from 2008-2010
- Principal Component Analysis of Corporate Yield Spreads
- Portfolio Management Strategies for Illiquid Investments
- Out-of-the-Money Put Options on Nearby Oil Futures
- Model of Queueing Congestion at Airports: A Case Study on Hartsfield-Jackson Atlanta International Airport
- A Structural Model for the FCOJ Market
- Neighborhood Nukes: Great for America? Great for the Environment? Great for Al Qaeda?
- Markov Chain and Random Walk Analysis of Professional Squash Players
- Mean Field Variational Inference for Dirichlet Process Mixtures of Generalized Linear Models and Applications in Approximate Q-Learning
- Options Pricing and Volatility Modeling Through Risk-Neutral Approximations of GARCH Processes
- The Impact of Solar Energy on the Electricity Spot Market
- Predicting Politics: A Mathematical Approach to Parsing and Evaluating Presidential Campaign Speeches
- An Analysis of Derivative Opportunities in Islamic Finance
- Cash Holidays and Stock Returns: An Individual Sector Analysis
- College Tuition: Modeling and Valuation of Contingent Claims
- The New Asian Option: Using Temperature and Rainfall to Predict and Hedge the Uncertainty in Chinese Tea Harvests
- Reconsidering Public University Debt Management in Light of the 2008 Financial Crisis: A Stochastic Optimization Approach
- Principal Component Analysis on the Volatility Term Structure of the United States Treasury and Swap Markets
- Set-Valued Deviation Measures and Portfolio Selection by Risk Minimization in Markets with Transaction Costs
- Solving the Stochastic Cash Balance Problem: An Application of Markov Decision Processes
- An Analysis of Wireless Telecommunication Churn Rates Using data Mining Methods
- Optimal Staffing in a Hospital’s Emergency Room Through Dynamic Optimization: A Queueing Perspective
- Profit vs. Altruism: Microfinance Today Expansion into Public Markets and the Developed World
- Forecasting Unemployment Rates with Spatial Autocorrelation and Regional Heterogeneity
- A Stochastic Dynamic Programming Model of Ancillary Storage Using Electric Vehicles to Offset Volatility from Wind Generation
- The Russell Reconstitution: Technical Trading Strategies
- Dissecting the Flash Crash: A Statistical Analysis of Equity, ETF, and Options Markets
- Implied Volatility of Options in Changing Market Conditions
- Bayesian Information Collection in Stochastic Optimization: An Aggregation-Based Approach
- Maintenance Scheduling for Caracas: Maintaining Power Plants in a Failing Grid
- Optimal Investment Under Asymmetric Compensation Contracts in a Discrete-Time Framework
- Cell Charging Challenges: An Optimal Pricing Strategy for a Solar Mobile Charging System in Africa
- To Foul or Not: A Study in Basketball End-Game Strategy
- Superhedging in the Presence of Proportional Transaction Costs in a Multi-Period Setting with Multiple Risky Assests
- Forecasting MLB Starting Pitchers Future Performances with Regressions and Applied Time Series Analysis
- Lake Management: Endogenous and Optimal Learning to Reduce Uncertainty
- Set-Valued Average Value at Risk with Random Transaction Costs
- The Many Engines That Could: Transporting China’s Population in 2020, Gravity Forecasting Model for Commercial Airline and Rail Travel
- Winding up the Grid: Optimal Placement of Wind Farms in China
Class of 2010
- Wheeling Paratransit through the 21st Century: Expansion of GPS Technology in Flexible Route Transportation
- Epidemiology of the H1N1 Pandemic Influenza
- From Smart Grid Vision to Reality: Agent-Based Modeling of the Smart Grid
- Building a Spot-Price Model for Natural Gas From Supply and Demand Fundamentals
- The Impacts of High-Frequency Trading
- An Investigation of Factors Affecting Real Estate Price in China
- Estimating the Risk and Return of Private Equity Investments
- Using Learning Curves to Optimize Government Subsidies for Photovoltaic Technology
- The Non-Default Component: The Influence of Liquidity Factors on Corporate Bond Spreads
- Updating of Entropy Pooling Approach View Confidence Levels Objectively via Model Averaging
- Simulation and Analysis of an Energy Portfolio Problem Using a Deterministic Linear Program
- Real-Time Dynamic Congestion Value Pricing, Express Toll Lane Design and Bus Lane Throughput Improvements for the New York-New Jersey Lincoln Tunnel
- The Impact of Emissions Leakage on Greenhouse Gas Regulation
- Excessively Conservative Attitudes to Financial Instruments and Low-Risk Hedging: A Contextual Model Proposed for the National Budget of Trinidad and Tobago
- Improving the Efficiency of the Major League Baseball Rule IV Draft: An Application of Machine Learning
- Navigation based Services: Request, Organization, Delivery and Consumption
- Language Processing Techniques for Text Classification with Applications to the Analysis of Financial News Leading to Trading Strategies
- Regime Identification in Stock Markets and its Applications in Stochastic Portfolio Optimization
- Optimal Dosing Applied to Glycemic Control for Type 2 Diabetes
- Greening the Grid: Optimal Tax Policy for Wind and Solar Technology
- Characterization and Modeling of Shipping Pick-Up and Delivery Operations
- Transportation Shocks: Analyzing Transportation Networks for Increased Traffic Flow During the Olympic Games
- Sovereign Wealth Funds: Their Performance in Global Financial Markets and its Implications for Regulatory Controls
- Modeling Locational Spreads of Natural Gas Spot Prices: Impact of Pipeline Capacity, Gas Flow, Temperature, & Storage Level
- Personal Rapid Transit: Qualitative and Quantitative Tools for Analysis
- Gray Market: Building a Secondary Market for Private Company Equity
- Towards Optimizing a PRT Network
- Stochastic Games: The Analysis of Campaign Funds on the 2008 Presidential Race
- Wind and Pumped-Hydro Power Storage: Determining Optimal Commitment Policies with Knowledge Gradient Non-Parametric Estimation
- The Valuation of Natural Gas Storage: A Knowledge Gradient Approach with Non-Parametric Estimation
- Batteries: Storing Wind
- Utility Pricing of Collateralized Debt Obligations
- The Promise of Grid Storage: Applications, Regulation, and Revenue-Maximizing Policies for Energy Arbitrage
- Over the Counter Markets
- Powering America: Optimizing Electricity Generation for the United States Until 2030
- Cuba after Castro: Modeling the Transformation from Collectivism to Capitalism
- Option-Implied Market Sentiment
- Stochastic Analysis of Number Games with Jackpots & Sales Forecasting Models for Lottery Operators
- Optimal Levels of Hourly Wind Generation Commitment and Reserve Portfolio Usage
- Utility Indifference Pricing Under Prospect Theory
- Relative Pricing of Options and Defaultable Bonds under Stochastic Volatility
- Returns and Risks of the Chinese stock market -a Discrete State Hidden Markov Model Approach
- Network Failure Localization Using Noisy Search Techniques
- Game of Numbers: A Statistical Analysis of Rotisserie Fantasy Baseball
- Optimal Information Collection and Intervention Strategy for an Infectious Disease Outbreak at Princeton University: A Partially Observable Markov Decision Process
- 20% Wind Generation and the Energy Markets A Model and Simulation of the Effect of Wind on the Optimal Energy Portfolio
Class of 2009
- Panic on Wall Street: An Implied Volatility Analysis of the Financial Crisis of 2008
- Utilizing Wind: Optimal Wind Farm Placement in the United States
- Reduced Form Pricing Model for Certified Emission Reduction Credits
- Analysis, Characterization, and Visualization of Freeway Traffic Data and the Effect of Driver Behaviors on Traffic Flows
- A Model for Pricing the Complex Implicit Options in Collar Offers
- Lost Decade: 1999 – 2008 The Case for Multi-Strategy Investment Management
- Stocking a Perishable Good: An Inventory Control Problem
- An Analysis of the Effects of News on Stock Returns Using Support Vector Machines
- Inducing Sustainability: Dynamic Firm Behavior Under Environmental Regulation
- Patterns of Fuel-Efficient Truck Fleet Driving and Routing: Analysis of GPS Data from the 2008 Oil Bubble
- Systematic Handicapping of Horse Races Using Regression and Applied Forecasting Techniques
- A Star Pattern Recognition Algorithm for Astronomical Images Using Triangles
- A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy
- U.S. Ethanol Industry: Efficiency, Profitability and Possible Side Effects
- Comovements of High-Yield Bonds and Equity of Firms Under Varying Market Conditions
- Behavior of the Base Correlation Skew in CDOs During the Subprime Crisis
- Energy Resource Allocation Under Uncertainty: Optimal Policies for the Chinese Government
- Determinants of Stock market Returns in Emerging Markets
- Long-Term Performance and Option Pricing of Leveraged ETFs
- Smart Electricity Meters: Smart Enough to Reduce CO2 Emissions? A Study on Advanced Metering and Other Emission Abatement Strategies in the U.S.
- SIZE MATTERS Is Big More Beautiful in Venture Capital Financing?
- Multi Objective Decision Making Using AHP Criteria to Solve an Advertising Planning Problem
- Combining Topic Features with Text Classification for Predicting Abnormal Returns Using News Articles
- Empirical Analysis of Deviations from Option Market Prices Using Stochastic Volatility Models
- Economics of the Nuclear Renaissance
- The Role of Energy Storage in Helping Global Energy Problems Become Gone With the Wind
- Credit Default Swap Indices: The Feedback Effect on Single-Name Credit Spreads
- R&D and Stock Markets: Modeling Prices and Predicting Crises
- Your Oil Highness: The Summer When Crude Was King An Analysis of the Crude Oil Bubble of 2008
- A Statistical Analysis of CDO Price Variation and the Role of Risk Aversion Since the Onset of the Subprime Crisis
- GradeRank: A Mathematical Approach to Contextualizing Grades
- Modeling the Impacts of Policy on Forecasted Energy Demand in Highway Transportation
- Wind Farm Valuation
- Optimal Learning in the Two-Agent Newsvendor Problem
- Optimal Learning for Drug Design in Ewing’s Sarcoma
- Greed in Corporate America
- Help is on the Way: Dynamic Optimization of the Emergency Medical Services System in the City of Philadelphia
- Exercise Patterns of Executive Stock Options: An Empirical Analysis
- Forecasting the NBA: Optimal Betting Strategies in Basketball
Class of 2008
- Project-Based Transactions in the Cap and Trade Market for Carbon Emissions
- Covariate Selection for Intensity-Based Credit Risk Models
- Valuation of Swing Options using the Longstaff-Schwartz Method
- Ex Post Disaster Loans: Optimizing the Small Business Administration's Decision Making Process
- Optimal Risk Profiling Strategies and Testing Policies for Cardiovascular Disease in Female Patients in the United States
- Optimizing Equities Statistical Arbitrage with Dynamic Programming
- The VIX Index and its Options: An Empirical Investigation
- Unyoking the Cash Cow Who should Own the New Jersey Turnpike?
- Area-Wide Value Pricing in Manhattan: Implications for Travel in the New York Metropolitan Region
- Value Opportunities in Highway Infrastructure
- Analysis of GPS Data to Better Understand The Economics of Congested Highways
- Disease Dynamics on Topologically Self-Similar Networks
- Building A Market: How Artificial Agents Can Interact To Create A Realistic Model
- Raaga Classification Using Machine Learning Techniques
- Market Expectations during a Crisis: An Analysis of the Implied Volatility Surface of Crude Oil Options
- Dynamic Congestion Pricing for Parking: Case Study for San Francisco
- Demystifying Private Equity and Venture Capital via Portfolio Replication Strategies
- An Examination of the Ethanol Industry's Effect on Agriculture and the Corn-Soybean Planting Decision in the U.S.
- The 2007 Subprime Mortgage Crisis: Valuation of Subprime Residential Mortgage-Backed Securities
- Designing the Perfect Team: Determining an Objective Strategy Towards Being an Efficient NBA General Manager
- Real Options Analysis as Applied to Research and Development Project Valuation in the Pharmaceutical Industry
- Forecasting Volatility: Option implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
- Trading Places: Optimal Exchange Mechanisms for Kidney Donor-Recipient Pairs
Class of 2007
- Recommendation Systems: Adapting Collaborative Filtering Models to Minimal
- Resource Environments
- An Approximate Dynamic Programming Approach for Routing a Bulk Carrier Vessel
- Probability Distribution Models for the Hurricane Damage Process
- Construction and Analysis of a Domestic Fashion Index
- A Binomial Approach to the Optimal Timing of Reverse Leveraged Buyouts and Their Post-OfferingPerformance
- Saving the Green: An Analysis of Hedging Strategies for the EU-ETS Carbon Dioxide Market
- “Super-Indexing the GSCT”: Portfolio Optimization in Commodity Futures Markets
- Top-Down or Bottom-Up? An Examination of Multi-Name Credit Derivative Pricing Models
- Striking a Balance Between Health Care Costs And Compliance Using Dynamic Programming
- Correlation Car Crash: Credit Crisis of May 2005
- Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading
- The Quadrivalent Human Papillomavirus Vaccine: A Cost-Benefit Analysis of Cervical Cancer Prevention Strategies
- Anticipating the Future: Financial Risk Management for Princeton University
- A Tour Through the Traveling Salesman Problem: An Implementation with Experiments
- Specific Weather Event Risk Hedging: An Examination of the Citrus Market
- Smart Cards: How Smart Are They? A New Look at Travel Behavior
- Distribution of Antiviral Drugs During Pandemic Influenza
- Optimal-Server Staffing: Queueing Analysis of Airline Check-In and Baggage Handling
- Algorithms for Solving and Generating Sudoku Puzzles
- Optimal Exercise Patterns and Valuation of Employee Stock Options: An Approximate Dynamic Programming Approach
- The Client-Facing Apptroach to Mass Transit: Modeling Rliability on the Washington Metro
- Strategic Spending: Equilibrium Strategies in Multi-Period Campaign Spending Games
- Oil Supply Strategies: An Analysis of the Efficacy of Cooperative Solutions
- The Carry-To-Risk Portfolio Model: A Monte Carlo Approach to Optimality
- The Game Behind the Game: An Analysis of Baseball Player Evaluation Models
- Approximate Dynamic Programming for Equity Portfolio Selection
- Pricing Catastrophe Bonds and Industry Loss Warranties Within a Compound Poisson Process Framework
- Housing Futures And Options on the Chicago Mercantile Exchange: Trading Analysis and Implications for Business and Individuals
- Random Walk With a Movable Boundary
- Optimizing Seed Stock Levels in the Wireless Industry
- Dynamic Modeling of Optimal Housing Tenure Choice for Low-Income Households
Class of 2006
- Optimal Portfolio Rebalancing: An Approximate Dynamic Programming Approach
- Are Multiple Acts of Deception Preferable to One? A Comparison of Hierarchical and Centralized Resource Allocation
- Centralization and the Robustness of Military Supply Chains: A Scenario Analysis for the Design of Fuel Distribution Infrastructure
- Dynamic Jet Fuel Hedging Strategies
- Life Saving Decisions: A Model For Optimal Blood Inventory Management
- Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada
- An Optimization Analysis of Eating at Popular Restaurant Chains
- A Dynamic Programming Approach to Decision Making in Texas Hold’em Poker
- Multivariate Analysis of NCAA Division I-A Football For The Purpose Of Predicting Games
- Portfolio Optimization Involving Short Sales
- The Interaction of Behavioral Agent Characteristics and Stock Prices: An Evaluation via Artificial Markets
- An Analysis of Market Efficiency in the National Basketball Association Betting Market
- The Effects of Uncertainty in Oil Reserves: Stochastic Resource Levels in Cournot Competition
- Revenue Management in Major League Baseball
- Forecasting Currency Volatility and Evaluating its Impact on Quantitative FX Strategies
- The Soccer World Cup: A Mathematical Approach
- Dynamic Optimal Portfolio Rebalancing: Strategies for Corporate Finance
- Mergers and Acquisitions: A Behavioral Economics Approach
- A Parametric Analysis of Private Equity Performance
- An Investigation of Efficiency in National Football League In-Game Betting Markets
- Improving the Spatial Accuracy of Digital Maps: An Algorithm to Align the Road Network to Real GPS Data
- Fueling Change in The United States: An Analysis of Gasoline Price Elasticity
- Optimal Gambling Strategies & Their Financial Applications
- Can PRT Perform? Surge Management Analysis Applied
- The Valuation of Real-Time Information for Road Surface Navigation Systems
- News or Noise: Text Classification of Financial News Using Support Vector Machines
- Modeling Treatment Patterns & Outcomes of Schizophrenic Patients
- Interest Rate Model Calibration: An Analysis of Rank vs. Stability
- Path Theory: A Model of Pedestrian Route Choice
- The Effect of Political Reforms on Interest Rates as Turkey Negotiates Accession to the European Union
- Dynamic Optimal Staffing of Police Patrol Services
- Asymmetric Objectives & Inefficient Markets: A Non-Parametric Predictor for Major League Baseball Games And the Evaluation of Betting Lines
- Volatility Dynamics in the Money Market
- Evaluating the Hedge Fund Hype: Is There A True Performance Profile of Hedge Funds?
- A Modern Examination of Lee’s Investor Sentiment Theory behind the Closed-End Fund Discount
- Discipling The World From Home: A Relative Efficiency Analysis of International Student Ministry in United States Universities
- Analizing Exercise Behavior After IPO Lockups: A Theoretical Incentive Model to Optimize Shareholder Exercise Strategy
- Empirical Analysis of Executive Stock Option Block Exercise
- Pricing Crash Options Under Jump Diffusion Models
- A Discrete Model for Real Options and a Fair Gamble
- Applications of the Beer Distribution Game in Supply Chain Decision Making
- Modeling the Allocation of Trailers in the Southeastern United States for Future Hurricane Preparation
- Approximate Dynamic Programming Methods For Speeder Apprehension
- Measuring Risk in Sectors of the S&P 500: Value-at-Risk and Expected Shortfall Using GARCH
- Path Estimation Using Cellular Handover
- An Optimization Model for Evaluating Earthquake Mitigation Strategies in San Francisco
- Optimal Trading: Dynamic Stock Liquidation Strategies
- The Value of Marriage: Valuing the Pacification Effect on Young Men
- Forecasting Motion Picture Box-Office Returns and Analysis of the Hollywood Stock Exchange
- Investigating the Risk-neutral Intensity Process for the Electricity and Other Sectors
- A Physical Approach to Asset Bubbles
Class of 2005
- Playing Games with the Environment: A Quantitative Analysis of CO2 Abatement Strategies
- The Stock Market Overreaction Mystery: Human Judgment Bias in Financial Decision-Making
- The Structure and Effectiveness of Price Hedging Contracts Implemented by Independent
- Oil and Gas Producers
- Modeling Optimal Stocking Strategy for Booksellers with Emphasis on Browse Purchase
- Optimal High School Sizes in Relation to School Demographics
- Risk Assessment in the California Energy Crisis
- Investment Under Uncertainty: Optimal Strategies of CO2 Emitting Firms Under the
- Kyoto Global Emissions Trading Market
- U. S. Trust Fund Management: Federal Spending Under the Influence of Trust Fund
- Surpluses
- Insights into the Nature of Successful Acquisitions: An Empirical Approach
- Approximate Dynamic Programming for Aerial Refueling
- A Method to March Madness: Logistic Regression and the NCAA Tournament
- A Model for the Dynamic Management of Power Transformers
- Below the Financial Mendoza Line: Identifying Relocation and Contraction Candidates
- in Major-League Baseball
- An Analysis of the Practical Application of Pari-mutuel Pricing Systems
- Valuing Executive Stock Options with Blackout Periods
- The Wisdom of Gamblers? An Analysis of Efficiency in NFL Betting Markets and a Profitable Betting Algorithm
- Google Versus Goldman: Can Dutch Auctions Revolutionize Wall Street?
- Effects of Nonstationary Emergency Call Arrival Rates on an Ambulance Response System
- Catastrophic Bonds Linked to Terrorism: Quantifying and Pricing Terrorism Risk in the United States
- A Queuing Theory Analysis of the Princeton University Office of Information Technology Help Desk Center
- The Wealth of Nations: An Analysis to the Correlation between United States Economic Indicators and the Probability of Default of Emerging Market Countries
- Exploring American Demand for Canadian Pharmaceuticals: A Balance between Capital Market Theory A Moral Responsibility
- Identity in Print: Authorship Attribution Using Markov Chains of liberal and Grammatical Components
- Risk Measures and Capital Regulation
- Describing the Dependence Structures between Temperature and Natural Gas Prices
- Interaction-Induced Enhancement of Portfolio Credit Risk
- Credit Spread Dynamics and the Macro-Economy: An Empirical Investigation
- An Investigation of Incomplete Information Models of Default: A Case Study of Enron’s Collapse
- Neural Networks: An Analysis of the Types of Networks to use with Specific Stock Industries
- Revenue Maximization for Software; Dynamically Solving the Versioning and Pricing Problems
- Hello, Is Anybody In There? The Search for the Optimal Route-Planning and Decision-Making Method for Autonomous Ground Vehicle Control
- Information Acquisition and Baseball= A Study of the Statistical Value of Batting Average
- Modeling the Spread of HIV-AIDS and the Financial Resource Needs in China
- The Washington Road Tunnel Project: Integrating the Campus of Princeton University
- How Much are they Really Worth? Optimization of the NBA Free Agent Market
- Managing Terrorist Risk at Sea Ports: A National Security Dilemma
- Buying and Selling Movies: An Analysis of the Hollywood Stock Exchange
- Measuring the Relative Accessibility of the Princeton Campus for People with Disabilities
- Optimization Strategies for Portfolios Containing Hedge Funds: An Investigation of Modern Portfolio Theory and the Effects of Regime Shifts
- Stochastic Modeling of the PCS Loss Index: A Sensitivity Analysis and its Implications for Catastrophe Bond Pricing Models
- Putting a Price on Performance: A Study of Risk Hedging in Major League Baseball
- Migration and Institutionalized Exclusion in Shanghai
- Cities of Foam: Exploring Nigeria’s Potential for Privatized, Low- Cost Housing Development
- Ideal Damping Factor for Simulating Portfolio Returns: A Market Representative Approach
Class of 2004
- The End of Congestion: Developing a Large Scale “Floating Car Data” System
- Evolving Signals to Solve a Coordination Problem
- Competition in the Airline Industry: The Battle Between Legacy And Low Cost Carriers
- Capacity Constraints in Repeated Competition: An Extended Game Theory
- Approach to Duopoly
- Stochastic Transportation Networks: Distribution of Link and Path Travel Times
- Modeling the Impact of Funding on Tuberculosis Control in India
- Proposed Changes to Princeton Dining Services Under a Four Year
- Residential College System
- Modernizing Stocks and “Barry Bonds”: Evaluating Players and Optimal
- Team Strategy in Baseball Free Agent Markets
- Stocks and “Barry Bonds”: Evaluating Players and Optimal Team Strategy
- in Baseball Free Agent Markets
- Stochastic Efficiency in Portfolio Optimization: Properties and Computation
- Learning to Buy Futures: An Approximate Dynamic Programming Approach
- Improving the Lots: Actuarial Testing, Survival Analysis, and Megan’s Law
- Credit Risk Extensions to the Markovian Model
- An Epidemiological Study on the Growing Problem of Obesity in China
- A Statistical Analysis of 1990s New Yorker Fiction
- Evaluation and Improvement of Technical Trading Rules on the Foreign
- Exchange Market
- An Analysis of Expected Shortfall as a Method of Measuring Risk in Credit Portfolios
- Real Options: A Comparative Evaluation of Existing Models
- Improving the ORFE Engineering Program Through Stimulation
- Hedge Funds: When and Where to Invest
- Using Monte Carlo Simulation to Determine the Exercise and Price of
- Bermuda Options
- The Case for Executive Stock Options: Tailoring Option Plans to Maximize Shareholder
- Value
- Extendible Options: Pricing and Analysis A Comparison of the Auction and
- Bookbuilding Methods for Initial Public Offerings
- A Rounding Model for Option Pricing
- Hedging European Options in the Presence of Transaction Costs
- Corporate Accounting Fraud: Are There Statistical Indications?
- The Term Structure of Credit Default Swaps in a Structural Yield Model
- Time as Money: Applying Financial Risk Metrics to Shortest Path Problems
- PRT: After 35 Years of Innovation is the Future Finally Here?
- Princeton Admissions Modeling: Linear Optimization for Predicting Academic
- Results and Underperformance
- Optimal Direct-To-Consumer Advertising for the Pharmaceutical Industry
- Severe Acute Respiratory Syndrome: Financial Analysis and Methods for Impact
- Reduction
- Pricing to a Different Tune: A Mathematical Model for the Sale of Music in the Digital
- Marketplace
- How Much Is Enough? Optimizing Loans at the International Monetary Fund
- Value Optimization for Trucking Networks
- Identifying Inefficiencies in Current Methods of Determining Baseball
- Contracts
- The Option to Abandon as Applied to the Sequential Investment Problem
- Negative Prices in Competitive Electricity Markets
- Re-engineering Portfolio Theory: Optimizing the Diversification of Moet Hennessy-Louis
- Vuitton (LVMH)
Class of 2003
- Comparison of the Asymptotic Virtual and Test Sojourn Times for the Time Dependant M/M/I Processor Sharing
- Comparing Prevalent Inter-Bank Payment Systems and Possible Improvements through
- the Application of Queuing Algorithms: A Simulation Approach.
- Quantitative Evaluation of Consistent Forward Rate Processes.
- An Quantitative Analysis of the 2000 California Electricity Crisis
- From Horses to Hedging: An Analysis of Parimutel Pricing Systems for Financial
- Derivatives.
- Detecting Terrestrial Planets in the Cosmos: Optimization Algorithms for the Correction of Phase Aberrations in the Shaped Pupil Coronagraph
- Inflation-Linked Bonds: Multi-Period Asset Allocation Strategies.
- Modernizing Microfinance: Comparison of Credit Scoring Methods.
- A First Step Toward Automated Map Realignment.
- Valuing Employee Stock Options with a Modified American Option Pricing Model.
- Basic Human Decision Making: An Analysis of Route Choice Decisions by Long-Haul
- Truckers.
- Making Efficient Change in American Public Education.
- Optimal Baseball Betting Strategies: An Analysis of the Money Line.
- Buy the Book: Optimization the Forecasting Strategies of the Princeton University Store
- Textbook Department.
- A Mathematical Study of the Price Stability of Various Sectors in the US Financial
- Market.
- Arbitrage Valuation in Incomplete Markets: A Study of Employee Stock Options.
- A Comparative Analysis of Credit Risk Models and their implications for Capital
- Adequacy.
- Estimating the Term Structure of Interest Rates Using Linear Programming and
- Parsimonious Functional Forms.
- Treating Cancer with Computers: An Optimization Methods for Radiotherapy Treatment
- Design.
- The Effect of Derivatives on the Commercial Banking Industry.
- Brass Paradox and Traffic Equilibrium
- Collateralized Debt Obligations: An Examination of the Various Structures, The Market
- Place, Credit Risk, and Over-Collateralization.
- Approximate Dynamic Programming for Fleet Management.
- The Price of Spending More: Re-examining the Luxury Tax in Major League Baseball.
- Reacting in Real Time: Using Historical and Real-Time Information in Forecasting Link
- Travel Times.
- Beyond Bar Codes: A Benefits Analysis of Auto-ID Technology in Retail.
- Rezoning for Revenue: A Goal Programming Approach to Property Taxation.
- The Economic Effects of Defense Spending In Israel
- Assess the Roles of Race and Gender in the Achievement Disparity Found in the New
- York City Voucher Experiment.
- The Value of Developed Real Estate Using Real Options.
- Your Team is Going Broke: Now Switch to Variable Ticket Pricing. An Analysis of NBA
- Game Attendances to be Used with Revenue Management Techniques.
- Does Post Merger Performance Warrant the Premia and the Fees?
- The Correlation Between S02 Allowance Transactions and Emissions Rates: An
- Empirical Analysis.
- Optimal Initial and Seasoned Equity Offering Strategies for Technology Firms in the
- 1900s.
- Pop goes the Market: An Analysis of the Current Real Estate Industry as Seen Through
- the Patterns of Past Bubbles.
- Achieving Road Safety through Information: Bringing Real-Time Weather Data to In-
- Vehicle Navigation Systems.
- Price Volatility Risk Management in the Ethanol Industry.
- Assimilating Distributed Expert Knowledge: The Updateability of Map Information.
- Taking AIM at Stock Price Fluctuations: Applications of Financial Engineering and
- Artificial Intelligence Methodology to Correlate Stock Prices and News Events.
- Speculation, Liquidity, and Information: The Puzzle of Chinese B-Shares
- The Influence of Nationally Recognized Statistical Rating Organization: An Analysis of the Effects of Different Types of Moody’s Rating Downgrades on the Equity Market.
Class of 2002
- Optimization with a Pattern Metric: An Application for Mutual Fund Investing
- Orange County, Back in Black: An Evaluation of the Post-Bankruptcy Rehabilitation of the Municipal Investment Pool of Orange County, CA
- Financial Techniques for Pricing Catastrophic Risk: A Look at Asian Option Approaches
- The Cooperative and Adaptive Information Chains: What is the Right Information Chain For Your Product?
- Mathematical Models for the Marketing Trade: The Development and Application of Decision Science Models in New Product Management
- An Empirical Approach to Pricing Options
- Making a Connection: A Study of Cellular Communication
- Modeling Extreme Rainfall in Lahore, Pakistan, Using Extreme Value Theory and Copulas
- An Analysis of Venture Capital Returns From 1980-2001
- The Optimization of Pricing Decisions Over a Dynamic Shipping Network Using Stochastic Gradient Algorithms
- The Volatile Nature of Mergers: A Study of Merger-Induced Volatility Shifts and Their Impact on Call Option Pricing
- Collateralized Fund Obligations: Harnessing the 'Money Machines' for Fixed Income Investors
- Assignment Decision for an Icelandic Fishing Fleet
- A Disaggregate, Time-Dependent Morning Work Trip Demand Model and Data Set for New Jersey: Methods, Results and Applications
- Jump Process Approaches to the Modeling of Default Risk
- Bandwidth Pricing Under Network Arbitrage Conditions
- Market-Based Solutions for Peak Hour Congestion in the Trenton-New Brunswick Route
- 1 Corridor
- Adaptive Expectations and the Term Structure of Implied Volatility
- Modeling the Spread of HIV/AIDS and the Allocation of Financial Resources for Prevention Methods in Zimbabwe
- Operation Pluto: A Mission to the Planet of Darkness
- Baseball Pitching Strategies Using Stochastic Optimization
- Energy Risk Management for the University Power Plant
- Pay Now, Lose Later: Overpricing the First Round of the NFL Draft
- Blood Bank Inventory: An Application of Queuing Theory
- Analyze Share Purchases: Changes in the Returns, Variances, and Distributions of Stock Prices
- Designing Weather Derivatives: Hedging the Weather Risk for the Philadelphia Zoo
- Optimization of Valuation Techniques with an Emphasis on Seed and Early Stage Companies
- Managing Political Risk: Linking Risk Ratings to Economic Indicators
- The Future of Income-Contingent Student Loans and a Case Study of the NYU School of Law's LRAP
- Optimal High School Size in an Urban Environment
- Equity Market Overvaluation (1995-2000)? A Mutual Fund Flows and Earnings Study
- Pricing Reinsurance Premiums Using Conditional Loss Combinations
- Avoiding the Currency Crisis Trap on the Way to Development: Optimal International Reserves for Emerging Markets
- A Calculation and Analysis of Implied Volatility For American-Style Stock Options
- Estimating Default Correlations
- Intradaily Patterns and Long Memory in Heteroskedastic Processes: The Turkish Lira and the Euro
Class of 2001
- Resettable Executive Stock Options
- Stock Option and Long-term Incentive Issues for Executive Compensation
- Risk Management: An e-Business Perspective
- A Second-order Description of Implied Volatility from an Asymptotic Analysis of Stochastic Volatility Models
- Modeling Consumer Choice in the Health Insurance Market
- Quasi-Data Envelopment Analysis: A Guide to Fairer, and More Personalized College Rankings
- A Technique for Evaluation and Improvement of Digital Map Databases Using GPS Data
- En-Route Commerce and Advanced Route Choice for Personal Travel Assistants
- The Origins of Randomness in the Volatility of Asset Returns
- Modeling Common Stock Returns Using Brownian Motion and a Poisson Process with a Deterministically Changing Arrival Rate
- Forecasting the Hong Kong & Singapore Markets Using the Arbitrage Pricing Theory
- An Analysis of Spin-Off Value Creation: An Agency Theoretic Approach
- The Role of Underwriter Reputation in the Initial Public Offering Process
- Multidimensional Corporate Profile: Synthesizing the Layers of the Industrial Organization Model
- Consumer Decisions: A Model for the Flow of Information
- Sensitivity of Value at Risk for European Options to Simplifying Assumptions and Parameter Estimation
- Sizing Research and Development Portfolios in the Pharmaceutical Industry
- Incorporating Uncertainty in Nonprofit Budgeting
- Application of Stochastic Dominance and Exponentially Weighted Moving Averages on the Pharmaceutical and Biotechnology Industries
- Multi Product Inventory With Substitution In An Electronic Commerce Setting
- Learning to fly: An Adaptive Dynamic Programming Approach for the Air Mobility Command Problem
- The Future of the Strategic Petroleum Reserve
- Impact of Alternative Energy Resources on OPEC Strategy: A Dynamic Model
- A Practical Approach to Corporate Default Probability
- A New Look at Tender Offer Premiums and Their Predictive Power
- The Sound of Money: A Financial Engineering Approach to Recording Contract Profit Maximization
- Mixed-Integer Programming in Portfolio Construction
- Experiments in Electronic Publishing: Pricing Serial Novels?
- Spanish 21: An Investigation of Optimal Playing Strategies
- The Economic Impact of Charter Schools and Educational Vouchers on the Princeton Regional School District
- Parity in the National Football League: The Change in Competitive Balance as a Result of the 1993 Collective Bargaining Agreement
Class of 2000
- Optimal Portfolio Selection of Private Equity Investments
- Options On High Yield Debt: A Theoretical Pricing Methodology and Market Implementation Analysis
- The International Flight to Quality: Evaluating Liquidity Risk in Fixed-Income Markets
- Catastrophe Bonds: An Evaluation Past Present Future
- A Theory of The Firm: Structure, Investment Strategy and Risk Analysis to Maximize Capital Owner Wealth
- Hedging Mother Nature: A Statistical Overview of Weather Derivatives and the Implementation of a Proposed Non-Parametric Simulation Model
- Risk Aversion, Investor Behavior and IPO Pricing: Can deception really make us better off?
- Convertible Bond Pricing and Markets: An Analysis of the Spread between Theoretical and Trading Prices
- The Variance Gamma Option Pricing Model: An Empirical Evaluation & Comparison to Black-Scholes
- The Importance of Flexibility: Real Options Valuation of Pharmaceutical Research and Development Projects
- Option Valuation Under Stochastic Stock Price Volatility: The Constant Elasticity of Variance Model
- Scenario-Based Optimization Framework For Mergers & Acquisitions In Earthquake Insurance Businesses
- Yield Trends in the Asset-Backed Securities Market 1985-1999
- The Benefits of Various Objective Functions Associated with the Linearized Optimal Power Flow Problem
- Substitutable Inventory and the Value of Observable Consumer Preference in E-commerce
- Analysis of Transportation Policies as They Affect Magnet Students in the Houston Independent School District
- The Application of Minimum Cost Machine Scheduling Algorithms to Job Shop Manufacturing
- Analysis of the Sampling Mechanism for Providing Travel Time Information
- Forecasting Professional Football Scores and Optimizing a Portfolio of Wagers on NFL Games
- A Report From The Flight Deck: An Empirical Analysis of the Fractional Jet Ownership Industry
- The Feasibility and Effectiveness of the Planned Comprehensive Mass Transit System in Denver
- The Application of Constrained Optimization Towards Improved Statistical Analysis of fMRI Images
- Elements of Automated Intelligent Vehicles: Image Recognition and Collision Avoidance
- Bandwidth Allocation in Packet Networks Using Class and Delay Based Queueing
- Improving Individual Decision-Making Through Increased Access to Information