Second-Half Team Project Descriptions

Written Reports Due Wednesday, May 8

Maximizing Profit with Modeling (April 24)

Simulating an IID Sequence from an Arbitrary Distribution (April 5) Modeling Epidemics:- Final Thoughts and Caveats (April 22)
- Optimizing over Interventions within a Budget (April 8, 17)
- Two-Group Model with Interventions (April 3)
- Two-Group Compartmental Models (March 29)
- Assessing How Well a Model Fits the Data (February 27)
- Modified SIR Model and Nondimensionalization (February 18, 22)
- SIR Model and Nonlinear Least Squares (February 6, 11)
- Introduction, Simple Models, and Linear Least Squares (February 1, 6)

Risky Assets:

- Optimization III: Conclusion (April 19)
- Optimization II: Model-Based Portfolio Management (April 12)
- Optimization I: Model-Based Objective Functions (April 10)
- Stochastic Models III: Growth Rates for Portfolios (April 5)
- Stochastic Models II: Portfolios with Risky Assets (April 1; new version posted April 3)
- Stochastic Models I: One Risky Asset (March 27; new version posted April 1)
- Portfolio Models III: Long Portfolios with a Safe Investment (March 4)
- Portfolio Models II: Long Portfolios (February 25, March 1)
- Portfolio Models I: Portfolios with Risk-Free Assets (February 15, 20)
- Risk and Reward III: Basic Markowitz Portfolio Theory (February 8, 13)
- Risk and Reward II: Markowitz Portfolios (February 4)
- Risk and Reward I: Introduction (January 30, February 4)

Fitting Linear Statistical Models to Data by Least Squares:

- Multivariate (April 15)
- Weighted (January 28)
- Introduction (January 23/25)

Linear Algebra and Its Applications, Fourth Edition, by David C. Lay, Pearson, 2011. This book (or an earlier edition) contains all the linear algebra background you need for the course. Chapter 6 covers some of the material from the first two lectures on fitting. This is the standard text for MATH 240 and 461.

You can find a brief introduction to MATLAB along with examples of graphing commands in the MATLAB materials for MATH 241 by Paul Green and Jonathan Rosenberg. Some introductory books:

- R. Pratap, Getting Started with MATLAB: A Quick Introduction for Scientists and Engineers, Oxford University Press, 2005 (updated 2009).
- S. J. Chapman, Essentials of MATLAB Programming, 2nd edition, Cengage Learning, 2009.
- Hunt, Lipsman, Rosenberg et al., A Guide to MATLAB: For Beginners and Experienced Users, 2nd edition, Cambridge University Press, 2006.

General information on computing resources available to UMCP students. Here also is some overlapping information on campus computer laboratories.

Home page of The Mathworks, makers of MATLAB. Go here for technical support, information on the Student Version, etc.

More links to MATLAB information and tutorials from Indiana University.

Modeling Epidemics and Risky Assets.

Modeling Epidemics and Risky Assets.

Modeling Epidemics and Risky Assets.

Modeling Epidemics and Risky Assets.

Sample Written Report and corresponding Project Description.

Modeling Epidemics and Risky Assets.

Modeling Epidemics and Risky Assets.

Modeling Epidemics and Risky Assets.

Assignment and data file.

Assignment and data file.

- Here is the syllabus in case you have misplaced your copy.
- For Prof. Hunt's office hours and contact information, see his home page.
- Prof. Levermore's office hours and contact information.