1. Modeling Stock Return Volatility, a Comparative Approach Open Access Author: Krimetz, Robert Title: Modeling Stock Return Volatility, a Comparative Approach Area of Honors: Data Sciences Keywords: Stock Volatilitytime series modelsBayesian ModelsProbabilistic ProgrammingMarkov chain Monte CarloHamiltonian Monte CarloImplied VolatilityRealized Volatility File: Download Krimetz_Robert_Modeling_Stock_Return_Volatility_a_Comparative_Approach.pdf Thesis Supervisors: Matthew D Beckman, Thesis SupervisorAnh Tuan Le, Thesis Honors AdvisorJeremy Seeman, Faculty Reader
2. Comparing Efficacy of Secondary School Bell Schedules at Mitigating Infectious Diseases Open Access Author: Sim, Julian Title: Comparing Efficacy of Secondary School Bell Schedules at Mitigating Infectious Diseases Area of Honors: Statistics Keywords: StatisticsInfectious DiseaseNetworksERGMEpidemiologyGraph TheoryEpiModel File: Download Sim_Julian_Comparing_Efficacy_Of_Secondary_School_Bell_Schedules_At_Mitigating_Infectious_Diseases.pdf Thesis Supervisors: David Hunter, Thesis SupervisorMatthew D Beckman, Thesis Honors Advisor
3. Evaluating Orderbook Imbalance as a Midpoint Forecaster Open Access Author: Gabbireddy, Vineeth Title: Evaluating Orderbook Imbalance as a Midpoint Forecaster Area of Honors: Statistics Keywords: Orderbook ImbalanceHFTMarket Making File: Download Thesis-_Gabireddy_corrected.pdf Thesis Supervisors: Christoph Hinkelmann, Thesis SupervisorMatthew D Beckman, Thesis Honors Advisor
4. A-ManPG for sparse PCA via penalized matrix approximation Restricted (Penn State Only) Author: Huang, Justin Title: A-ManPG for sparse PCA via penalized matrix approximation Area of Honors: Statistics Keywords: machine learningpcaunsupervised learningoptimizationsparse pca File: Login to Download Thesis Supervisors: Lingzhou Xue, Thesis SupervisorMatthew D Beckman, Thesis Honors Advisor