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