Final Exam

Assignment Day	Monday, November 27, 2017
Due Date	Final Exam Day Report 2,000 words minimum Presentation Slides You Tube Video/Demo Software (if coding) Result/Data

Final Exam Project

The purpose of the final exam project is a project that is driven by you, you can choose your direction, and subject you want to explore more deeply. It can be a thoughful study, a survey of the literature, a software package, it can be an empiral study, or an extension of one of our previous project, or a more defined project if you would like a firm template.

You are free to propose your own project, however your proposed project is required to either involve discrete event simulation, financial computional modeling, or an agent based simulation platform in some form. You may also work on an extension to any of the projects from class, i.e., the finance project, soccer server project or pickle project.

Example appropriate platforms to work on include: Pickle, MASON, Will's Soccer Server, your finance market simulator project, RePast or SASSY.

Your project inclues a proposal which should describe your project at a level of detail comparable to the previous project descriptions in our class. Be sure to indicate what milestones you expect you reach by each checkpoint, as well as what you expect by the final report. Here are some topics that may interest you (note some of these are open-ended and (only) suggestions).

List will be expanded, in the next few days.

SIM-EXC

(open ended) Write your own simulation executive either in Java, Scala, Python or Javascript. You must support multiple logical processes. You may want to check the class reading list to get some background on language based simulators (see subtitle ’Java based simulators’ if you implement it in Java).

Example project: Last year a student created a flight simulator (similar to the air port example from the book and covered in class) that ran on a mobile platform.

SIM-EXC

(open-ended) Connect a python application with another simulation executive, MASON, or SASSY. MASON, and SASSY are both Java based.

ABM-PER

(defined) Compare the peformance of Agent Based Simulation Frameworks (e.g., MASON, RePast).

FIN-EMP

(open ended): Extend the Market Simulator project to study how orders affect the market (i.e., how does your order impact the market). To evalute this you will need to look at pre-existing models, and the literature.

FIN-AI
(defined) Implement learning with the market simulator: use Georgia Tech's project 4 as a guideline ( here )

FIN-EMP work with the optimizer and test out different trading strategies and vary how frequently you trade (1 day vs. 90 days).

FIN-EMP Test out the hypothesis: Bollinger based strategies perform better when not lots of people are using them. Method: Use the market simulator and test how well a Bollinger bands based (using daily stock prices) strategy performs now vs. 20 years ago.

FIN-EMP Study the performance of other technical indicators, such as the Keltner Bands, compare it to strategies using Bollinger bands.

BIO-SIM Extend Pickle Software Code-Base

SOC (defined) Create a simulated team for the RoboCup soccer simulator.

SOC

Submission Guidelines

Submit code/description files, report, youtube video (or link) on nike, and a readme file describing what you did.

Grade Criteria (more details coming soon)

Requirements	Description	Points
Proposal	Project definition, milestones/schedule	10
Report	2,000 work minimum (4 pages single space), graded on depth and quality. If you develop code - you'll also need to submit your code, If you are submit an empirical study - you'll also need to submit data and results.	70

Video	Video Quality: Video Highlighting of features/results of your project- submit it on nike or as a private link, OK to use your slides for this. (note there is a deduction if you don't submit a video). If you have software, be sure to demo that it is working/and runs well and efficiently.	5
Presentation	Prepared, well rehearsed.	10
Slides	Well crafted	5
		100
Deductions
Not Present at Final	Not present for full examination period - part of doing research / acadmia is being part of the audience.	-50
Audience Requirements	Arriving more than 15 min late, or leaving more than 15 min before last person presents their project.	-30
No Video Link	No video or link demoing the features of yoru project	-10
Sloppy work.	Not well thoughtout, evident that it took 1 or 2 days.	-10

SIM-EXC	(open ended) Write your own simulation executive either in Java, Scala, Python or Javascript. You must support multiple logical processes. You may want to check the class reading list to get some background on language based simulators (see subtitle ’Java based simulators’ if you implement it in Java). Example project: Last year a student created a flight simulator (similar to the air port example from the book and covered in class) that ran on a mobile platform.
SIM-EXC	(open-ended) Connect a python application with another simulation executive, MASON, or SASSY. MASON, and SASSY are both Java based.
ABM-PER	(defined) Compare the peformance of Agent Based Simulation Frameworks (e.g., MASON, RePast).
FIN-EMP	(open ended): Extend the Market Simulator project to study how orders affect the market (i.e., how does your order impact the market). To evalute this you will need to look at pre-existing models, and the literature.
FIN-AI	(defined) Implement learning with the market simulator: use Georgia Tech's project 4 as a guideline ( here )
FIN-EMP	work with the optimizer and test out different trading strategies and vary how frequently you trade (1 day vs. 90 days).
FIN-EMP	Test out the hypothesis: Bollinger based strategies perform better when not lots of people are using them. Method: Use the market simulator and test how well a Bollinger bands based (using daily stock prices) strategy performs now vs. 20 years ago.
FIN-EMP	Study the performance of other technical indicators, such as the Keltner Bands, compare it to strategies using Bollinger bands.
BIO-SIM	Extend Pickle Software Code-Base


SOC	(defined) Create a simulated team for the RoboCup soccer simulator.
SOC