► The Impact of three point differential on winning in the national basketball association, Yu Pan

Advisor:  Aris Winger
Abstract:  The impact of the three point shot has increased over the last decade in the National Basketball Association (NBA). Teams, most notably the Houston Rockets, have centered their entire offenses around the shot as a means of victory. In this paper we examine the last 10 years of NBA games to investigate the impact of three point differential on victory. In addition to the analysis of the data, we use the date to create constraints as we formulate an integer programming model to assess the feasibility regions for winning with and without an advantage in three point differential. The model is then compared to what the data suggests and conclusions are made.

► Comparison of N-period Binomial and Trinomial Asset Pricing Models, Thomas Devine, Myles Ellis, Branndon Marsical

Advisor:  David Handron
Abstract:  The trinomial model is used to model stock prices and compute the present value of options. The factors that measure up, middle and down movements are u, m, and d, respectively. To ensure that our model is arbitrage-free, we choose u = 1+r+a and d = 1+r+a for some a between 0 and 1+r. The program we implement web-scraped historical stock prices and current strike prices from Yahoo Finance, a maturity date, an interest rate, and the current stock price. Utilizing gradient descent, we compare the real-world data to our model and develop an expression for the SSE to measure our model's error.