Grading Criteria and Submission

Marking Scheme:

• Presentation. 30%. Clarity, conciseness:quality of exposition.
• Originality. 40%. To what extent were you creative in developing your own ideas?
• Evaluation, Methodology. 30%.

I will add further clarifications as required by the students. Submission Items:

• The main item is the final presentation on the designated final presentation day(s).
• Optionally a group or a subset of the students can submit a written report (at most 8 pages single-column, 4 pages double-column).

Topic Suggestions

I will add topic suggestions to the notebook as the course progresses. Feel free to suggest your own. You can consult me during your office hour and you will get feedback on your project outline regarding whether the topic is appropriate. I suggest discussing the topic with me before you start in any case.

The typical project would evaluate a computational method on an interesting finance-related problem of your choice. "Interesting" means some mix of real-world importance and conceptual or algorithmic complexity. I'm also open to other types of projects, for instance surveys or theoretical analysis.

Surveys

• Literature Review
• Theoretical Analysis