FE/FA 800 Project Topics 2016-2019

One of the major advantages of Stevens education is the multiplicity of projects that students get to be involved in during their studies. Every student in the FE&FA program gets to address real-life problems during their programs of study. More than 70 projects undertaken last year were presented to approximately 60 data professionals at our Corporate Networking event last year. These projects covered a number of topics within Finance and Data Analytics as shown below.


  • Applications to Value at Risk and Other Quantile Related Risk Measure
  • Risk Analysis of SPY and Sector ETFs in Machine Learning
  • Risk Modeling for SPY Sector ETFs
  • Risk Taking Behaviors and Stock Performance
  • Visualization of Market Data
  • Visualization of Volatility Surface and Basis Swap
  • Financial Big Data Analytics: Market Events
  • Visualization of Financial Data
  • Latency Arbitrage Trading
  • Trading Strategies using Neural Networks
  • Valuation of Volatility Derivatives and Options on VIX
  • Testing High Frequency Trading Strategies within the SHIFT System
  • ANN Algo Trading System
  • Risk Disclosure Based Trading Strategy
  • Trading Strategies with High Frequency Market Data
  • Trading System with VWAP and TWAP Algorithms
  • Robo-Advisor on Emerging Market ETF
  • Robo-Advisor on US ETF Market
  • Determine the Cheapest-to-deliver Bond for Bond Futures
  • Forex Arbitrage
  • Study of Dynamic of Liquidity Using HFT Data
  • Liquidity Analysis
  • Credit Rating-From Low Frequency to High Frequency
  • MBS Valuation and Prepayment Modelling
  • How to Price and Hedge American Options
  • Jump Detection and Hawkes Processes
  • Mortgage Risk Analytics with Deep Learning Views
  • Mortgage Risk Analytics with Deep Learning Views
  • Regression-Based Simulation Method in American Option Pricing
  • Jump Diffusion Models
  • Option Valuation under the Heston Model and Calibration
  • Price Dynamics and Options Valuation for Leverage Exchange-traded Funds
  • Assessing the Suitability of Various Pricing Models on S&P 500 Index Options
  • GARCH Option Pricing for LEFTs
  • GARCH Option Pricing Models and Calibration
  • Option Pricing with Psychological Barriers and Applications
  • Pricing VIX Option by Using Stochastic Volatility Model with Jumps Diffusion
  • Multi-assets Portfolio Management
  • Where Option and Portfolio Theory Coalesce
  • An Extension of Black-Litterman Model with AI-derived Views for ETFs Portfolio
  • Analytics and Portfolio based on Financial Disclosure Information
  • The Public’s opinion of Obamacare: Twitter Analyses
  • Measuring the Effectiveness of the Star Sales Program
  • Social Media and News Based Trading Strategies
  • Social Media Sentiment Indicator Analysis - Peer Influence on Stock Price Movement
  • Social Media Visualization and Analytics
  • Twitter Sentiment Analysis
  • Systemic Risk Analysis and Visualization
  • Agent Based Modelling of Systemic Risk Tax
  • Systemic Risk Analysis and Visualization
  • Systemic Risk Measure
  • Systemic Risk and Central Clearing Counterparty Modeling
  • Modelling Systemic Risk Due to Contagion Using Agent based Modelling
  • The Cross-Section Distribution of Stock Market Returns and its Predictive Power on Business Cycle Fluctuation
  • The Lagrange Inversion Theorem with Applications to Finance and Economics
  • Wild Mushroom Identification
  • Classifying Iris Flowers