While a thesis is not required, course credit can be granted to students who elect to carry out a Master’s Research Project during the second year of study under the supervision of a BCF-affiliated faculty member. Currently enrolled students interested in pursuing research opportunities should contact the Princeton BCF Director of Graduate Studies and seek out a faculty advisor from among the Princeton BCF-affiliated faculty. Master’s Research Projects can only be conducted while the student is enrolled full-time in the program.

The Princeton BCF Master in Finance lounge, equipped with workstations and programming tools, facilitates such projects. Princeton BCF provides a standardized computing environment, based on R, Python, Matlab, Mathematica, and C++. Princeton BCF also offers students access to numerous financial databases through Finance Library subscriptions. In addition, the Finance Library offers Master in Finance students terminal-based access to Bloomberg, Datastream, Morningstar Direct, SDC Platinum, and Tickdata.com.

The following list of past Master’s Research Projects provides examples of topics students might pursue:

• MLB Moneylines as Investment Assets
• Natural Language Processing for Price Change Prediction using Transformer Architecture
• Robust Optimization of Time Series Momentum Portfolios: Regularizing Turnover via the L1 Penalty
• Tactical Currency Hedging using Hierarchical Model
• Analysis of Micro-Venture Capital Fund Performance
• A Bayesian Non-Parametric Approach to Option Pricing
• Forecasting Foreign Exchange Volatility: Extending the HAR model with Additional Regressors and Shrinking Estimators
• Option Pricing using LSTM Neural Networks
• An Empirical Investigation of the Dynamics of the Mexican Term Structure of Interest Rates
• Mean Reversion Trading of Futures Products: An Application of Regression Trees