CFMAR Undergraduate Lab Showcase

In the CFMAR Undergraduate Lab, students work on research projects mentored by a senior graduate student and supervised by a CFMAR Visiting Assistant Professor or PSTAT professor. Projects cover quantitative finance, risk management or stochastic process models. Examples include advanced option pricing with Monte Carlo methods, artificial Intelligence in finance, financial security and privacy, market dynamics and multi-agent economic systems, analysis of renewable energy generation and prices, network-based models for systemic risk, and reinforcement learning for stochastic games. Most but not all projects are computational and include work in Python or R. As part of the research experience, students also get training in scientific writing, presentation skills, and exposure to other projects in the Lab. Projects combine financial markets data with time series modeling, simulation, Markov chains, random graphs or deep learning. Some projects are for 2 students, others are for individual work.


2024 CFMAR Undergraduate Lab Project Posters

2023 CFMAR Undergraduate Lab Project Posters