Faculty Advisor

Ciaraldi, Michael J.

Faculty Advisor

Gerstenfeld, Arthur

Faculty Advisor

Wilkens, Kathryn A.

Abstract

This project focuses on the seven Daily Analytic Reports developed by the Credit Derivative and Quantitative Research Group at JP Morgan. The objective has been to complete a thorough investigation of the reports and the systems used in generating them while documenting the sources and dependencies, and defining the limitations and capabilities of each. The outcome of this project is a proposal which results in a significant decrease in the time needed for report generation. This proposal is currently being implemented.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2005

Major

Computer Science

Major

Management Engineering

Project Type

Major Qualifying Project

Accessibility

Restricted-WPI community only

Advisor Department

Computer Science

Advisor Department

Business

Advisor Program

Computer Science

Advisor Program

Business

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