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Author:

Krimetz, Robert

Title:

Modeling Stock Return Volatility, a Comparative Approach

Area of Honors:

Data Sciences

Keywords:

Stock Volatility
time series models
Bayesian Models
Probabilistic Programming
Markov chain Monte Carlo
Hamiltonian Monte Carlo
Implied Volatility
Realized Volatility

File:

Download Krimetz_Robert_Modeling_Stock_Return_Volatility_a_Comparative_Approach.pdf

Thesis Supervisors:

Matthew D Beckman, Thesis Supervisor
Anh Tuan Le, Thesis Honors Advisor
Jeremy Seeman, Faculty Reader

Author:

Sim, Julian

Title:

Comparing Efficacy of Secondary School Bell Schedules at Mitigating Infectious Diseases

Area of Honors:

Statistics

Keywords:

Statistics
Infectious Disease
Networks
ERGM
Epidemiology
Graph Theory
EpiModel

File:

Download Sim_Julian_Comparing_Efficacy_Of_Secondary_School_Bell_Schedules_At_Mitigating_Infectious_Diseases.pdf

Thesis Supervisors:

David Hunter, Thesis Supervisor
Matthew D Beckman, Thesis Honors Advisor

Author:

Gabbireddy, Vineeth

Title:

Evaluating Orderbook Imbalance as a Midpoint Forecaster

Area of Honors:

Statistics

Keywords:

Orderbook Imbalance
HFT
Market Making

File:

Download Thesis-_Gabireddy_corrected.pdf

Thesis Supervisors:

Christoph Hinkelmann, Thesis Supervisor
Matthew D Beckman, Thesis Honors Advisor

Author:

Huang, Justin

Title:

A-ManPG for sparse PCA via penalized matrix approximation

Area of Honors:

Statistics

Keywords:

machine learning
pca
unsupervised learning
optimization
sparse pca

File:

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Thesis Supervisors:

Lingzhou Xue, Thesis Supervisor
Matthew D Beckman, Thesis Honors Advisor