Senior Theses Supervised
| Undergraduate List | |
| 2012 | |
| Yiran Lillian Ma | Sensitivity Analysis on a Transitive-State Markov Model of Diabetes |
| Natalie H. Shoup | Sustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala |
| Natalie H. Shoup | Explaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities |
| 2011 | |
| Danqi (Lily) Shen | Forecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity |
| Anthony T. Soroka | The Russell Reconstitution: Technical Treading Strategies |
| Ivan Kleinfeld | Judging the Judges: A Study of Analysts' Performance from 2008-2010 |
| 2010 | |
| Nihong Chu | An investigation of factors affecting real estimate price in China |
| Gillette, Paige Dyan | Excessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago |
| William Harvey | The attributes to win actions |
| 2009 | |
| David Laslett | A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy |
| Chiao Megan | Determinants of stock market returns in emerging markets. |
| Laurissa Yee. | An analysis of CDS index pricing. |
| Shriya Raghavan | Comovements of high-yield bonds and equity of firms under varying market conditions. |
| Collin Daniel McCarthy |
Greed in Corporate America. |
| Stanley Liu | Is big more beautiful in venture capital financing? |
| 2008 | |
| Nan Yin |
Forcasting volatility: Option Implied Volatility vs.
Historic High-Frequency and Low-Frequency Volatility
|
| Michael B. Casewell |
Covariate Selection for Intensity-Based Credit Risk Models. |
| 2007 | |
| James S. Tate |
The game behind the game: An analysis of baseball player evaluation models. |
| 2006 | |
| Evan Coopersmith |
Asymmetric objectives & Inefficient Markets: A Non-Parametric
Predictor for Baseball Games and the Evaluation of Betting Lines. |
| Darius Crator |
Towards an American Model: The Impact of Venture
Capital Investment Characteristics on Performance:
A Comparative Study of the United States, United Kingdom and Canada. |
| Caroline W. Holst |
Evaluating the Hedge Fund Hype:
Is There a Truer Performance Profile of Hedge Funds? |
| Mark C. Price |
Modern Examination of Investor Sentiment Theory behind
the Closed-End Fund Discount. |
| 2005 | |
| Elisa Cheung |
Credit spread dynamics and Macro-economy: An
empirical investigation. |
| Cyrena Chih |
An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market. |
| Christopher Kirk |
A method to March madness: Logistic regression and
the NCAA tournament. |
| Rodrigo J. Montoya |
Stochastic modeling of the PCS Loss Index:
A sensitivity analysis and its implications for catastrophe
bond pricing models. |
| Jenny Tsai |
Migration and Institutionalized exclusion in
Shanghai. |
| 2004 | |
| Cathy Shu |
An epidemiological study on the growing problem of
obesity in China. |
| Edward Tsui |
Evaluation and improvement of technical trading
rules on the foreign exchange market. |