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Tuesday, May 18, 2010

MASTERS OF SCIENCE IN QUANTITATIVE ANALYSIS THESIS IS FINISHED



And if for whatever reason you should want to read it, here it is. And here is the R code in its native format, should you want to run it. Though, you'd need the WRDS data to actually run if profitably, and I think it would be a breach of contract for me to post it. Anyway if you've got access to WRDS, you can use my code.

Its good to be done. I spent an order of magnitude more time on it than some people think is acceptable for that sort of thing. I think as a masters thesis it accomplishes the goal: it demonstrates that I'm capable thinking abstractly and creatively, as well as able to master technical tools. The thesis about bankruptcy prediction; trying to find a new source of information to improve predictive accuracy. Its even moderately successful, but probably not successful enough to be a dissertation.

While I wasn't doing that last weekend, I played Portal. Its a short (awesome) game. Today I found this screenshot on my desk, and couldn't immediately figure out why I had taken it. The humor takes a second to seep in, and only if you're familiar with the game. Note that I took it while the game was still downloading.



If you get it, its pretty funny.