Proposed Work
1. Problem Statement
(min 1 page). What is the problem you are trying to solve and why is it important? Be very specific
2. Approach
(min 1 page). What approach are you going to use to solve the problem? What software tools are you planning to use? What assets and how many are you analyzing if any?

3. Testing Approach or Model (Validation)
(min 1 page). How are you going to test your approach or model to see how well it does? If you use the same data that you used to develop your approach and train your model these data cannot be used to test the validity of your approach. You need to use new data not used for training to test your approach. In this section specify what data you will use for developing or training your models and what data for testing i.e. validation
Example of validation: Let us assume that you used historical data from 1/1/2010 to 1/1/2017 to develop a model that predicts future asset returns. Then you use data from 1/1/2017 to May 2018 say to verify whether the model predicted returns were actually achieved as predicted by the model by comparing them with the actual returns during the period 1/1/2017 to May 2018. This process is called validation.

4. Deliverables and Expected Outcome
(1/2 to 1 page) Write what you will deliver at the end of the project to me. For example: Final report, Software code ready to run and whatever you believe is a deliverable needs to be stated. Even though obvious you need to state it. Who can use your results and how?

5. References ( no page limit)
Include all references and sources of information you have mentioned in your proposal. DO NOT LIST REFERENCES NOT MENTIONED IN PROPOSAL OTHERWISE YOUR PROPOSAL WILL BE RETURNED
6. Check list page with signature

The proposal should be written in correct English.


You are encouraged to come up with your own topic. If you cannot below are some ideas:
Start with a $1 million hypothetical portfolio. Choose any of the following:

1. Invest fully in bonds. Invest all money in bonds by looking into risk, returns and diversification plus immunization for low sensitivity to interest rates

2. Invest in a number of stocks that you analyze using optimization to maximize return or minimize risk or both

3. Invest in mutual funds that you analyze for diversification, risk, return, manager performance and other criteria and use optimization to select a mix that maximizes return or minimizes risk or a combination.

Use part of real data from past to set up your portfolio. Use remainder of past data to check whether what you expected to get is confirmed. For example if you set up a portfolio with an expected return of 15% did you get it?

FINAL REPORT TEMPLATE (at least 8 pages long excluding references , cover page and appendix)
Preferred that is written in word

IMPORTANT: Make sure you write correct English and use the word speller to correct all spelling errors. Reports with spelling or grammar mistakes will be returned.
Use fond size 11 , space 1.15, Times New Romans, Border space Normal 1inch from sides and top and bottom. The use of extra space to fill pages or use of large side spaces is not allowed. If you copy graphs, figures or tables from any source you need to indicate so and provide a reference. Cut and paste of text from papers or reports and presenting as yours is plagiarism and offenders will be penalized with no credit. All reports will be checked for overlaps using a plagiarism software tool.

No software code should be including in the report. You can send any code in a separate file or add in an appendix.

Do not copy equations from books or papers and write them down to fill space. You write down only the equations you use and show how you used them in generating your results.

A final report is about what you did so sentences copied from the proposal such as ‘I will do this’, or ‘I plan to do that’ make no sense as the report should be about what you already did not what you plan to do.

Template starts after the line.
Cover Page (one page)
Course: EE590 Project Report
Student ID:
Project Title:
(1 to 2 paragraphs)
• Describe what problem you considered
• How you solved it
• What are the results and conclusions
1. Introduction
( 1 to 2 pages)
• Describe in more detail what problem you are addressing
• Why is it important
• What method you used
• What are the results? Describe them in a couple of sentences. This is not the place to list them
• What is the conclusion
• Figures and tables should be labeled. Under the figure you write as an example ‘ Figure ? Return vs Time’
2. Problem Statement
( 1 to 2 pages)
• Describe clearly the problem you are considering.
• What are you trying to achieve by addressing the problem
3. Approach
( 4 to 6 pages)
• Describe the method you use and why you chose it
• Describe clearly how you used it to generate the results
• Describe what data you need and where you found them
• Give a reference where you got them from

4. Results
( 2 to 3 pages)
• Describe your results and their significance
• Use tables and graphs to explain your results
• Describe whether your objectives and goals have been achieved
5. Conclusions
( 2 to 3 paragraphs)
• Describe your conclusions
• What is the significance of your results
6. References
( as many pages as needed)
• List all references and websites that you used and you referenced in the report. DO NOT INCLUDE ANY REFERENCE THAT IS NOT MENTIONED IN THE TEXT.
7. Check list page with signature

Appendix (as many pages as needed): Software used, list of Data etc
• Attached software code used ready to run i.e matlab code, excel etc