Students interested in participating in Spring 2016 must attend the organization meeting, to be held at the start of classes -- watch this space for info.
Note the style is not "I give you a specific project and tell you how to do it". Rather, please read "general styles of possible future projects" and browse some of the previous projects below. An ideal project will find interesting real-world data for which some notion of "chance" is involved, and then describe the data, either qualitatively or via some quantitative analysis. Other projects involve simulating math models by writing code -- in particular drawing graphics or devising algorithms to compute things. The point is that you need to find some project relevant to your interests and expertize.
To be accepted, you need to write a 1-2 page proposal which convinces me that you have an interesting and do-able project, within 2 weeks after the organization meeting.
During the semester there is a weekly meeting in "office hours" style; you are encouraged to drop in and tell me what they have done in the last week. This semester, the regular weekly "office hours" meeting will be Friday 1.30 - 2.30 in room 443 Evans.
Students
Project
Description
Andrew Soncrant [Independent study]
Predicting Baseball Post-season Performance
Proposal
Zhenyang Zhang [Independent study]
Double dummy hand evaluations and "myth-busters" for bridge world
Proposal
William Wang [Independent study]
Birth and Assassination Process Visualization
Proposal
Qiujun Li [Independent study]
Price disparities in the Shanghai-Hong Kong Stock Connect program
Proposal
Jin Deng [Independent study]
Impact of ECB announcement of interest rate on the EUR-US dollar exchange rate,
during the 2008 global crisis
Proposal
Jerry Chen [USA Independent Study Group]
How do non-financially related news stories associated with a publicly traded company impact short and medium term price changes?
Proposal
Ziao Ju [Independent study]
Trends in admission of international students in U.S. universities
Proposal
Tyler Thompson [Volunteer]
Would the Kelley Criterion outperform Warren Buffet's 90-10 rule?
Proposal
Students
Project
Description
Fayd Shelley (Summer 2006); Sunny Zhao (Fall 2008)
Coincidences in Wikipedia (RW)
Data appears in this
unfinished draft paper.
Dennis Moy (Fall 2006) [Honors thesis]
A regression model using common baseball s tatistics
to project offensive and defensive efficiency.
Yanjiao Cheng, Jesse Friedman, Yu-Jay Huoh, Wayne Lee, Harrison Liu (Spring 2007)
[URAP and VIGRE]
Statistics of road networks
Data collection for Figure 1 of this paper.
Tamar Lando (Spring 2008) [Masters thesis]
Efficient Networks and
Enumerations on Forests
Part appears as part of this joint paper.
Julian Shun (Spring 2008)
Optimal spatial networks
Simulations, forming a substantial part of our joint paper.
Robert Huang (Spring 2008) [VIGRE]
Exploratory data
analysis of amazon.com book review data.
Eric Chao and Regina Wu (Spring 2009) [URAP]
This and the next are continuations of the same project.
Timothy Wong (Spring 2009) [Honors thesis]
Exploratory Data Analysis of Amazon.com Book Reviews
Amy Huang and Irvin Liu (Spring 2009) [URAP]
References to chance in blogs (RW)
What type of things do "ordinary people" attribute to chance?
One way to study this is to search through blogs.
Amy Huang and Irvin Liu (Spring 2009)
The 1.4 trillion dollar project (RW).
A Google search on "1.4 trillion dollars" gets a surprisingly large number of hits,
which can be traced back to some smaller number of different appearances of
"1.4 trillion dollars" in some authoritative data. The project was to count this
"number of different appearances" for a variety of dollar amounts (2.8 trillion; 1.8 billion, etc) to see
whether they follow a particular "informationless" distribution. URAP.
Tung Phan (Spring 2009)
Benford's law. (RW)
Data collection, forming a substantial part of our short joint paper When Can One Test an Explanation?
Compare and Contrast Benford's Law and the Fuzzy CLT exhibiting a typical undergrad project.
Priscilla Ku and Janet Larwood (Spring 2009)
40,000 coin tosses yield ambiguous evidence for dynamical bias (RW)
Testing a prediction of Persi Diaconis et al that in coin-tossing there is a small bias -- maybe 1/100 - towards
the coin landing the same way as it started. URAP.
Alan Choi (Spring 2009)
Statistics of road networks
Data collection, forming a substantial part of our short joint paper
A Route-Length Efficiency Statistic for Road
Networks
.
Wei Zhou and Jonathan Ong (Spring 2009)
Empires and percolation .
Simulations and pictures, used to complement theory in
our joint paper
Empires and percolation: stochastic merging of adjacent regions.
Bowei Zheng (2008-2009)
Java simulations for a "parking process"
The process was studied analytically in this old paper.
Tung Phan (Fall 2009)
What can you predict about a team's performance next season? (RW)
Quantifies the regression effect for sports teams.
Karthik Ganesan [VIGRE] (Spring 2012)
Empirical Study on Route-Length Efficiency of Road Networks
Data collection for route-length efficiency of road networks. Graphics used in
this talk
Hyerim Hong [Independent study] (Spring 2012)
Perception on role of chance in different aspects of life
Via a survey
Bowen Huang [VIGRE] (Spring 2012)
City Growth Model Simulation
Here is a slightly complicated model for city growth
in which cities have positions, populations and spheres of influence.
It's not hard to simulate the process, but I want some pretty pictures of
the spheres of influence.
Willy Lai [VIGRE] (Spring 2012)
Fitting power-law distributions to data
Testing data for fit to power-law distributions. e.g. this
data
on family names.
Russell Mays [volunteer] (Spring 2012)
Road route networks linking 4 addresses
Data on real road networks used in
this article.
Max Moacanin [volunteer] (Spring 2012)
Lucky vs Unlucky teams
Assuming gambling odds give true probabilities,
one can classify a team as having been lucky or unlucky so far.
Do results of matches between lucky and unlucky teams fit the gambling odds?
Selene Xu [Independent study] (Spring 2012)
Study of Auction Theory in eBay Data
Collecting and studying data about auction prices.
Amy Zhang [honors thesis] (Spring 2012)
Pairs trading
A simulation study to explore possible relationship and
connection between profit and different variables associated with
stock selections in pairs trading.
Yiming Zhou [Independent study] (Spring 2012)
Spatial Poisson processes
Draft of possible Wikipedia article
Xiaoyu (Lily) Wang [Volunteer] (Summer 2012)
Design of simulation of efficient road networks
Continuing the theme of heuristic algorithms in this paper
to study models with junctions.
Jian Li [Volunteer] (Summer 2012)
Dynamic random Gabriel networks
Computer simulations and graphics.
Morgan Thompson [graduate volunteer] (Fall 2011 - Summer 2012)
Data on dust-to-dust models
Producing data used in Chapter 11 of
Draft write-up of 13 lectures.
Karthik Ganesan [Independent study] (Summer-Fall 2012)
math models of road networks
Graphics and simulation data for the "binary hierarchy" model; used in
this paper
Bowen Huang [Volunteer] (Summer-Fall 2012)
Simulations of a model for city growth
Graphics and simulation data
appear in
this paper.
Xiaoyu (Lily) Wang [Independent study] (Fall 2012)
Dynamic Gabriel graphs
The file of dynamic simulations of a network model is too large to show, but
here is a static snapshot.
Weijian (James) Han [work-study] (Fall 2012)
References to chance in micro-blogs
Examples/analysis posted here.
Weijian (James) Han [work-study] (Fall 2012)
Simulations of the Waves in long lines model
Brief write-up of model description,
simulation results and math conjectures.
Weijian (James) Han [work-study] (Fall 2012)
Distribution of Losses Due to Structural Fires
Analysis of data from Berkeley CA.
Weijian (James) Han [work-study] (Spring 2013)
Simulation of a model of Random Particle Motion
related to this model.
Description on this page
(applet doesn't work on Macs).
Weijian (James) Han [work-study] (Spring 2013)
Simulation of multilevel Dyson's Brownian motion as studied by
Mykhaylo Shkolnikov.
Description on this page
(applet doesn't work on Macs).
Max Moacanin [volunteer] (Spring 2013)
Simulation data
from the iPod process where favorites are played.
Wen Liang [senior thesis] (Spring 2013)
Life Expectancy Index model and Risk Management.
Understanding what J.P.Morgan's LifeMetrics does.
Bonghyun Kim [Independent study] (Spring 2013)
Event Dispersal Simulation
Simulating the dispersal of Facebook Events.
Misha Jhaveri [Independent study] (Spring 2013)
Investigating the game of Hangman
Progress report
MoonSoo Choi [Independent study] (Spring 2013)
Statistical Analysis of Nuel Tournaments.
These are N-person duels. Here is the
Cal Day poster.
Seungjun Lee and Mingu Jo [Independent study] (Spring 2013)
Simulation of Interactions on Campus
Data and modeling of the chance of meeting different students while walking on campus.
Note a nice example of a poster for Cal Day.
Wenyu Zhang [Independent study] (Spring 2013)
Trends in Iphone 5 Sales on Ebay
Collection and analysis of data.
Yu Haihan (Mark) [Independent study] (Spring 2013)
Expanding Civilizations and the Fermi Paradox
Simulation of a model.
Weijian (James) Han [work-study] (Fall 2013)
Simulating a greedy tree
Part of ongoing theory research project
Yee Tung (Alice) Man [Independent study] (Fall 2013)
Spatial network simulation
Java simulations.
Yuan He [Independent study] (Fall 2013)
Predicting market value of soccer players
How well can their market value be predicted
from available quantitative data?
Chan Ik Jang and Kody Law [Independent study] (Fall 2013)
The Relationship between Intellectual Property
Infringement and Economic Indicators.
Conventional wisdom meets empirical data.
Max Moacanin [volunteer] (Fall 2013)
Simulation data for the iPod process
Working with Dan Lanoue.
Zhijun (Steven) Yang [volunteer] (Fall 2013)
Simulation of Brownian motion
Zhijun (Steven) Yang [volunteer] (Fall 2013)
Computational analysis in risk and profit problem
Zhijun (Steven) Yang [volunteer] (Fall 2013)
Geometric Brownian Motion Model in Financial Market.
Zhijun (Steven) Yang [volunteer] (Fall 2013)
Escaping Time and Particle Collision Modelling and Simulation
Yijia Mao [Independent study] (Fall 2013)
Risk of alcohol and caffeine
Report on the scientific literature.
Weijian (James) Han [work-study] (Spring 2014)
Simulations of the Compulsive Gambler process.
Jane Wenjin Liang [Independent study] (Spring 2014)
Generic vs Brand Name Food Packaging.
Teeranan (Ben) Pokaprakarn [Volunteer] (Spring 2014)
Anti-Streaky behavior in Currency Markets.
Sida Ye [Independent study] (Spring 2014)
Sentiment analysis for iPad 2 and linear modeling.
Cal Day poster
Frances Chen [Volunteer] (Summer 2014)
Spatial networks.
Continuing the theme of heuristic algorithms in this paper
to study models with junctions.
Yijia Mao [Volunteer] (Summer 2014)
Credit Risks in Daily Lives and Bond Rating Analysis.
Brief literature surveys.
Weijian (James) Han [Volunteer] (Summer 2014)
Numerical calculations related to
this project.
Weijian (James) Han [Volunteer] (Summer 2014)
Data collection, computing and graphics for the paper ...........
Nash equilibria in an online game.
Tiffany Chang [Volunteer].
Selecting Energy Efficiency Indicators for Sustainable Development using Regression Analysis.
Proposal.
Jiangzhen (Jane) Yu [Volunteer] (Summer 2014).
Random Eulerian circuits.
Simulations in
this published open problem
Jiangzhen (Jane) Yu [Volunteer] (Fall 2014)
Mixing cards in a box -- experiments and analysis.
Weijian (James) Han [Work-study] (Fall 2014)
Simulations and inference for the basic model of league sports.
Vishal Kalyanasundaram [independent study] (Fall 2014)
Comparing tech company valuations during the dot-com bubble and how to predict a boom and bust.
Proposal
TianTian Li [Volunteer] (Fall 2014)
Quantitative Investment Research Based
on Merrill Lynch Investment Cycle
Jian Wang [Honors Thesis] (Fall 2014)
Joint Model for Exchange Rate Dynamics and Influence of Presetting Correlation
between Stock Price and Exchange Market
EuiSeok Kim [Honors Thesis, Math Dept] (Fall 2014)
Mathematical model for cost-efficient installation of
public transportation system
Yongtae Lee [Independent study] (Fall 2014).
Correlation between Nationalism and Social Welfare.
Proposal.
Michael Preischl [Masters Thesis, TU Munchen] (Spring 2015)
Average Percolation .
Yuanhao (Stanley) Yang [Honors thesis, Statistics] (Spring 2015)
Predicting Regular Season Results of NBA Teams
Based on Regression Analysis of Common Basketball Statistics.
Yui (Hayden) Sheung [Independent study] (Spring 2015)
An Improved Fantasy Basketball Prediction Tool
A web site where you can rate NBA players using your own formula
(points for blocks, steals, assists etc).
Wenjie (Wendy) Xu [Honors thesis, Statistics] (Spring 2015)
Genetic Algorithms and Poker Rule Induction
Cal Day poster
Cangao (Steven) Chu [Independent study] (Spring 2015)
Predicting Cardiovascular Disease
Based on Regression Analysis and Classification of
NHANE Survey Statistics
Vishal Kalyanasundaram [Volunteer] (Spring 2015)
The Effect of VC Tweets on the Stock Market.
Harish Kumar Palaniswamy [independent study] (Spring 2015)
Exploratory Data Analysis of Enron Emails.
Jennifer Alch [Independent study] (Summer 2015)
Improving Cognitive State Detection Using Supervised Learning
Proposal
YinYin Lu [Volunteer] (Summer 2015)
Predicting Concrete Compressive Strength Using Supervised Learning
Proposal
Yilian Zhang [Peking University] [Volunteer] (Summer 2015)
Simulations related to research project concerning
maximum entropy martingales.
Weijian (James) Han [Honors thesis, Statistics] (Fall 2015)
Analysis of the Rank-Order Mechanism for User-Generated Content through Simulations of Game Play
.
Development of ideas from this paper.