Teams are expected to meet regularly outside of class. For each project, the team must submit a written report describing (among other things) the problem that was investigated, the model used and the justification for it, results from analysis and simulation of the model, and the conclusions drawn from the results. To get a better idea of what is expected, take a look at this sample report for this sample project. Teams will also give a brief oral report summarizing their methods and findings. Teams must submit both a paper copy and an electronic copy (pdf) of their written report. Each team member must participate in the team's oral report as well as in its written report. The maximum score for these components are given by the following table.
  | Oral Presentation | Written Report | Total |
First Project | 10 points | 30 points | 40 points |
Second Project | 15 points | 45 points | 60 points |
For each oral presentation, every person not in the team is expected to submit a paragraph or two on a separate sheet of paper summarizing and critiquing the report -- what did you feel were the main points of the report, what was hard to understand, what did you find particularly effective, etc. The quality of your summaries will contribute up to 5 points to your class participation score.
  | Topics for Project One | Version | Team | Presentation Date |
Portfolio Models: | Histories and Weights | February 10 | Bryce Weisberger, Jacob Crouse | March 10 |
  | Rolling Frontiers | February 10 | Zachary Lazri, Kai Chen | March 10 |
  | Efficient Market Hypothesis | February 10 |   |   |
  | Long Frontiers | February 10 |   |   |
  | Solvent Portfolios | February 10 | Travis Canida | March 10 |
  | Leveraged Portfolios | February 10 | Alan Mishler, Jerome Kelman | March 10 |
  | Topics for Project Two | Version | Team | Data | Presentation Date |
Stochastic Models: | Monday Markov Models | March 23 | Kai Chen, Jerome Kelman |
B) DFSTX, VFITX, DFEMX C) GE, Ford, UPS |
May 3 |
  | Leverage Limits and Risk | March 23 | Travis Canida, Bryce Weisberger |
B) PESPX, VFIDX, PCRAX C) Apple, Ford, Exxon-Mobil |
May 3 |
  | Graphical Validation of IID Models | March 23 | Zachary Lazri, Alan Mishler |
B) PESPX, VFIDX, MAIIX C) Google, Exxon-Mobil, UPS |
May 3 |
  | Validity of the Objective Function | March 23 |   |   | May 3 |
  | Analytics and Risk | March 23 |   |   | May 3 |
  | Calibration Uncertainty | March 23 |   |   | May 3 |