Best of... STAT 486/686
Due to many requests, we have established the "Best of 486/686" website for recollection and comparison. Hope you enjoy.
Spring 2009
Spring 2010
Spring 2011
Spring 2012
Spring 2020
Final projects compilation (with TOC)
1.DeepDive into the VIX.pdf
2.MaxMedian to the Max.Chen_Damaraju_Mandel_Topini.2020.pdf
3.Volume-Based Trading Strategies.pdf
4.Quarantined COVID Stock Market.pdf
5.Oil price & company performance.regressions.pdf
6.Compare 4 strategies.alpha.Manning_Yuan_Zhou.2020.pdf
7.MarketModeling_SV and stock models.incompleteMkt.pdf
7.Stock Indices Pricing under Incomplete Market.pdf