Title:MATH Colloquim
Event Type:Lecture
Location:Rockefeller Hall 310-Lecture Room
Date:Tuesday, November 03, 2009
Time:12:00 PM to 1:30 PM
Calendar:Lectures
Name:Diana Winkler
Phone:845 437-5525
Event Description:
Michael Abrahams, VC 2010. "My REU experience: Picking stocks with Data envelopment analysis." Abstract: Every year the National Science Foundation awards hundreds of grants for summer research programs in math and science at universities across the country in a program called Research Experience for Undergraduates (REU). Last summer I was accepted into the REU in Industrial and Applied Mathematics at Worcester Polytechnic Institute, working in the financial mathematics group. After describing my experience in the program, I will talk about my research project, Picking Stocks with Data Envelopment Analysis. My partner and I studied a metric for measuring production efficiency known as Data Envelopment Analysis which is used in the field of operations research. We wrote a program to calculate the values from financial data, and then studied the efficacy of these values in predicting stock returns. Lunch at noon, Rockefeller Hall, room 305. Lecture at 12:30 in room 310.
