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Blais, Marcel Y.
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FinTech Project B23 - Creating A Minimum Viable Product for Worcester Red Sox’s Enterprise Mobile Application
Keyword:
TypeScript
,
Regression Analysis of Ticket Sales
,
Mobile App
,
Dynamic Pricing, Ticketing, Rewards
,
React Native
, and
Interactive Map
Creator:
Barry, Mohamed
,
Rosenstein, David
, and
Duran, Miguel
Advisor:
Wong, Wilson
,
Sarnie, Robert
,
Saberi, Sara
,
Blais, Marcel Y.
,
O'Connor, Michael
, and
Cuneo, Joshua M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-02-21
Resource Type:
Major Qualifying Project
An Examination of Share Buyback Program Execution
Keyword:
Buyback
,
Machine Learning
,
Repurchase
,
Corporate Finance
,
LSTM
, and
RNN
Creator:
Chiocchio, Robert
Advisor:
Sturm, Stephan
,
Hansen, Peter H.
,
Blais, Marcel Y.
, and
Paffenroth, Randy Clinton
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-03-21
Resource Type:
Major Qualifying Project
FinTech Project B23 - Enhancing Investment Management - Data Science
Keyword:
ChatGPT OpenAI
,
Data Science
,
Large Language Model (LLM)
,
Prompt Engineering
,
Financial Deal Documents
, and
Azure Data Lake
Creator:
Liao, Maya
,
Shemesh, Nathan
,
Amicarella, Dante
, and
LaRusso, Sarah
Advisor:
Sarnie, Robert
,
Blais, Marcel Y.
,
Wong, Wilson
, and
Danke, Manasi
Publisher:
Worcester Polytechnic Institute
Date Created:
12/13/2023
Resource Type:
Major Qualifying Project
FinTech Project B23 - Micronotes - Process Automation & Data Matching
Keyword:
Machine Learning
,
Geospacial Zip Code Analysis
,
Data Matching
,
Azure Databricks
,
Big Data
, and
Process Automation
Creator:
Curley, Griffin
,
Goings, William
, and
McCormick, Mirandi
Advisor:
Ryan, Jim
,
Blais, Marcel Y.
,
Sarnie, Robert
,
Wong, Wilson
, and
Danke, Manasi
Publisher:
Worcester Polytechnic Institute
Date Created:
2023-12-15
Resource Type:
Major Qualifying Project
FinTech Project B23 - Fidelity - Customer Data Exploration and Analysis with a Geo-Spatial Focus
Keyword:
Power BI
,
Dashboard
,
Streamlit-Folium
,
Asset Mapping
,
Customer Analytics
, and
Geo-Spatial
Creator:
Phan, Sandra
,
Lafond, Jack
, and
Jerusal, Janette
Advisor:
Sarnie, Robert
,
Blais, Marcel Y.
,
Danke, Manasi
, and
Ryan, Jim
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-01-11
Resource Type:
Major Qualifying Project
Neutron Efficiency Determination of a PIPs detector
Creator:
Dombrowski, Nicole
Advisor:
Blais, Marcel Y.
and
Medich, David Christopher
Publisher:
Worcester Polytechnic Institute
Date Created:
2023-04-27
Resource Type:
Major Qualifying Project
Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning
Keyword:
intermarket analysis
,
technical analysis
,
efficient market hypothesis
,
machine learning
, and
financial forecasting
Creator:
Diamond, N'yoma
and
Perkins, Grant
Advisor:
Sturm, Stephan
,
Liu, Xiaozhong
, and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-10-25
Resource Type:
Major Qualifying Project
Development of Predictive and Prescriptive Analytical Models Using Customer, Revenue, and Usage Data
Keyword:
Random Forests
,
Decision Trees
,
Customer Lifetime Value
,
Predictive Analytics
,
Churn Prediction
, and
Machine Learning
Creator:
Wu, Shiyu
,
Bazakas-Chamberlain, William
,
O'Connor, Michael
, and
Kihu, Abigael
Advisor:
Sarnie, Robert
,
Blais, Marcel Y.
,
Wong, Wilson
, and
Pins, George D
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-12-14
Resource Type:
Major Qualifying Project
Analyzing Housing Market Trends with Data and External Factors
Keyword:
Databricks
,
Seasonal-Trend Decomposition with LOESS (STL)
,
Power BI
,
ARIMA
,
Real Estate
, and
Fintech
Creator:
Proko, Aleksander
,
Zhu, Yueting
,
Bolduc, Alex
, and
Brunelle, Reagan
Advisor:
Blais, Marcel Y.
,
Sarnie, Robert
,
Elmes, Michael B.
, and
Wong, Wilson
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-12-14
Resource Type:
Major Qualifying Project
Fidelity: AI Based Anomaly Detection
Keyword:
Classification and Regression Decision Trees (CART)
,
ARIMA
,
AI Anomaly detection
,
Seasonal Trend Decomposition using LOESS (STL)
,
Snowflake SQL
, and
Financial data
Creator:
Koshkarova, Aruzhan
,
Sirois, Mitchell
,
Kumar, Nathan
, and
Zhou, Austin
Advisor:
Blais, Marcel Y.
,
Sarnie, Robert
, and
Wong, Wilson
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-12-15
Resource Type:
Major Qualifying Project
Worcester IS Fab Lab MQP Blockchain and Machine Learning Report
Keyword:
Filecoin
,
machine learning
,
IPFS
,
fintech
,
pavement predictions
, and
blockchain smart contract
Creator:
Morreale, Cameron
,
Debare, Joshua
,
Shang, Qingbei
,
Konadu, Mabel
, and
Moody, Kelsey
Advisor:
Blais, Marcel Y.
,
Zhang, Haichong
,
Wong, Wilson
, and
Sarnie, Robert
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-12-15
Resource Type:
Major Qualifying Project
Impact of Intermarket Data on Stock Market Prediction
Keyword:
financial forecasting
,
Forex
,
intermarket analysis
,
bonds
,
futures
, and
machine learning
Creator:
Wright, Jillian
and
Cosma, Brad
Advisor:
Sturm, Stephan
,
Blais, Marcel Y.
, and
Liu, Xiaozhong
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-10-25
Resource Type:
Major Qualifying Project
FinTech Project B21 - Fidelity - Procurement Categorization of the Current Spend Trends
Keyword:
Machine learning
,
Agile Scrum
,
Scikit-Learn
,
Python
,
Natural language processing
, and
Categorization of spend trends
Creator:
Ingram, Neville
Advisor:
Wong, Wilson
,
Blais, Marcel Y.
, and
Sarnie, Robert
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-03-23
Resource Type:
Major Qualifying Project
Portfolio Optimization Using Reinforcement Learning
Keyword:
Q-Learning
,
Reinforcment Learning
,
Complexity Analysis
,
DDQN
, and
Stock Model
Creator:
Owuor, Hezi
,
Davis, Jason
, and
Schwarzrock, Erich
Advisor:
Sturm, Stephan
,
Paffenroth, Randy Clinton
, and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-03-24
Resource Type:
Major Qualifying Project
FinTech Project B21 - Angelo Gordon - Migration Patterns
Keyword:
WallStreetBets
,
Machine learning
,
sentiment analysis
,
linear regression
,
employment trends
, and
FinTech
Creator:
Gebler, Luke
,
Nicklas, Andrew
, and
Ma, Zhifei
Advisor:
Wong, Wilson
,
Sarnie, Robert
, and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2021-12-14
Resource Type:
Major Qualifying Project
FinTech Project B21 - Fidelity - Procurement Categorization of the Current Spend Trends
Keyword:
Categorization of spend trends
,
Agile Scrum
,
Natural language processing
,
Python
,
Scikit-learn
, and
Machine learning
Creator:
Reneson, Olivia
,
Zeng, Ziqian
, and
Deratzou, Luke
Advisor:
Wong, Wilson
,
Sarnie, Robert
, and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2021-12-15
Resource Type:
Major Qualifying Project
Supplier Onboarding and Vendor Digital Identity for State Street Corporation Global Services’ Procurement Operations
Creator:
Lao, Lisandra
Advisor:
Sturm, Stephan
,
Ciaraldi, Michael J.
,
Blais, Marcel Y.
, and
Sweeney, Kevin M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2019-03-22
Resource Type:
Major Qualifying Project
Vendor Digital Identity for State Street Corporation
Creator:
Dunbar, Mikala Elizabeth
Advisor:
Blais, Marcel Y.
and
Sweeney, Kevin M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2019-04-22
Resource Type:
Major Qualifying Project
Calibration of an Optimal Bidding Model for the Mobile Advertisement Markets
Creator:
Antul, Laura Elizabeth
Advisor:
Sturm, Stephan
and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-03-25
Resource Type:
Major Qualifying Project
Award:
Provost's MQP Award
Developing an Excel VBA Application to Set a Generic SD Model in Equilibrium & Modeling the US Domestic Economy using an Accounting Framework in SD
Creator:
Raad, George Michael
Advisor:
Blais, Marcel Y.
and
Radzicki, Michael J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-26
Resource Type:
Major Qualifying Project
Optimal Bid Pacing for Online Ad Impression Vickrey Auction Markets
Creator:
Hu, Youwei
and
Macaluso, Jeremy Vincent
Advisor:
Blais, Marcel Y.
,
Sturm, Stephan
, and
Martin, William J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2015-04-28
Resource Type:
Major Qualifying Project
Portfolio Risk Minimization Using Historical Data
Creator:
Duncan, Brian Kenneth
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-04-24
Resource Type:
Major Qualifying Project
Portfolio Construction Using Principle Component Analysis
Keyword:
Principle Component Analysis
Creator:
Chen, Huanting
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-08-06
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Modeling Volatility Derivatives
Keyword:
Modeling Volatility Derivatives
Creator:
Carr, Justin P
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-12-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing Options with Monte Carlo and Binomial Tree Methods
Keyword:
The Monte Carlo Methods
Creator:
Sun, Xihao
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-03
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Keyword:
GBM.Monte Carlo
Creator:
Wang, Junxiong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-26
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods for Option Pricing
Keyword:
Monte Carlo GBM
Creator:
Fei, Bingxin
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools
Keyword:
fintech
,
data analytics
,
data science
,
big data
,
Algorithm
,
Vestigo Ventures
,
Cogo Labs
, and
financial math
Creator:
Shoop, Alexander
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2018-01-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools
Keyword:
Vestigo Ventures
,
big data
,
data science
,
fintech
,
Vestigo
,
Cogo Labs
,
financial math
,
data analytics
,
Cogo
, and
Algorithm
Creator:
Dymov, Khasan
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2018-01-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Quantitative Risk Assessment for Residential Mortgages
Keyword:
home energy efficiency
,
regression
,
mortgage default risk
,
peer-to-peer
, and
loan lenders
Creator:
Ren, Qingyun
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2017-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Forex Trading System Using Evolutionary Reinforcement Learning
Keyword:
Algorithmic Trading
,
Machine Learning
,
Genetic Algorithms
,
Reinforcement Learning
, and
Foreign Exchange
Creator:
Song, Yupu
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2017-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework
Keyword:
covariance matrix estimation
,
shrink-
, and
Ledoit's model
Creator:
McArthur, Gregory D
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-05-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using MATLAB
Keyword:
control variates
,
GBM
,
binomial model
, and
Monte Carlo simulation
Creator:
Gu, Chenchen
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework
Keyword:
covariance matrix estimation
,
CALM
,
shrinkage parameter
,
Ledoit's model
, and
forward looking signal
Creator:
Zhang, Yafei
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-05-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Keyword:
Fama-French multi-factor model
,
Value at Risk
,
Credit Risk
,
liquidity risk
, and
market risk
Creator:
Zhao, Yunfeng
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Keyword:
Credit Risk
,
Fama-French multi-factor model
,
Value at Risk
,
liquidity risk
, and
market risk
Creator:
Jiang, Qizhong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
Keyword:
Markowitz
,
volatility
,
tracking error
,
trading
,
leveraged ETF
,
Optimization
, and
momentum trading
Creator:
DeWeese, Jackson Paul
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-25
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Course Summary of Computational Methods of Financial Mathematics
Keyword:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creator:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Market and Credit Risk Models and Management Report
Keyword:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
Creator:
Qu, Jing
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
Keyword:
BIC
,
Expected Shortfall
,
AIC
,
Portfolio Optimization
,
Chi-square test
,
ARMA-GARCH
,
Value-at-risk
, and
Risk Management
Creator:
Yan, Lu
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
Keyword:
Value-at-risk
,
BIC
,
ARMA-GARCH
,
Portfolio Optimization
,
Chi-square test
,
AIC
,
Risk Management
, and
Expected Shortfall
Creator:
Shen, Chen
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Keyword:
Expected Shortfall
,
Loss Distribution
, and
Value at Risk
Creator:
Shah, Azuri
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Keyword:
Value at Risk
,
Expected Shortfall
, and
Loss Distribution
Creator:
Infantino, Shanna
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The Portfolio Optimization Project
Keyword:
Factor Model
,
CAPM
, and
optimal portfolio
Creator:
Zhuang, Ziyi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The Portfolio Optimization Project
Keyword:
CAPM
and
optimal portfolio
Creator:
Gao, Panwen
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project Report
Keyword:
Modern Portfolio Theory
,
Factor Model
,
French and Fama Model
, and
CAPM
Creator:
Xu, Chenghao
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-23
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Financial Mathematics Project
Keyword:
Modern Portfolio Theory
,
Fama French Model
, and
CAPM
Creator:
Dang, Zhe
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Financial Mathematics Project
Keyword:
Capital Asset Pricing Model
,
Modern Portfolio Theory
, and
multi-factor models
Creator:
Li, Jiang
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project
Keyword:
Portfolio Optimization
and
Factor Model
Creator:
Zhao, Zhen
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project
Keyword:
Portfolio Optimization
and
CAPM & Factor Modeling
Creator:
Zhou, Jie
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project Report
Keyword:
French and Fama Model
,
Factor Model
,
CAPM
, and
Modern Portfolio Theory
Creator:
Dong, Yijun
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-23
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Survival Probability and Intensity Derived from Credit Default Swaps
Keyword:
Credit Default Swaps
and
survival probability
Creator:
Lan, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model
Keyword:
Leveraged Exchange Traded Funds
,
American Options
, and
Binomial Pricing Model
Creator:
Wolf, Diana Holmes
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Keyword:
Monte Carlo
,
American put
, and
American call
Creator:
Lu, Mengliu
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Restructuring Option Chain Data Sets Using Matlab
Keyword:
option chain
,
financial engineering
, and
MATLAB
Creator:
Baker, Alison M
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
Keyword:
ETF
,
FAS
,
Bootstrap
,
leverage
,
FAZ
, and
exchange-traded fund
Creator:
Posterro, Barry John
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-11-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Liquidity Modeling Using Order Book Data
Keyword:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Creator:
Li, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods in Financial Mathematics Course Project
Keyword:
monte carlo method
and
finite difference method
Creator:
lin, zhipeng
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing Security Derivatives under the Forward Measure
Keyword:
Security
,
forward
,
derivatives
,
binomial tree
, and
measure
Creator:
Twarog, Marek B
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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