What This Document Is
This document outlines the semester-long project requirements for AMS 514: Computational Finance at Stony Brook University. It details the expectations, timeline, and a selection of potential research project ideas for students to explore within the field. It serves as a guide for students embarking on a substantial, independent research endeavor applying computational methods to financial problems.
Why This Document Matters
This resource is essential for students enrolled in the course who are preparing to undertake their semester project. It’s most valuable at the beginning of the semester when selecting a project and formulating a proposal, and throughout the project’s duration as a reference for deadlines and expectations. Students working in groups will find this particularly helpful for coordinating efforts and ensuring alignment with course goals. Understanding the project structure *before* committing to a topic can save significant time and effort.
Topics Covered
* Computational Finance Project Design
* Project Proposal Guidelines & Evaluation
* Timeline for Project Milestones (Proposal, Progress Report, Final Presentation)
* Potential Project Areas: Algorithmic Trading
* Potential Project Areas: Financial Data Analysis & Mining
* Potential Project Areas: Options Pricing & Strategy
* Resource Suggestions for Financial Data & Research
What This Document Provides
* A clear schedule of key project due dates.
* A list of suggested project topics, categorized by focus area.
* Guidance on the expected scope and deliverables for each project stage.
* Information regarding group size and project assignment procedures.
* Details on how the project proposal will be evaluated as part of the overall grade.
* Links to relevant online resources for financial data and research.