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 ‚ÄúGood‚Äù 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