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Master’s Research Project

Master in Finance

Master’s Research Project

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

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