531w26

STATS 531 W26 — Final Project (submission folder)

Topic: Stochastic leverage POMP for weekly S&P 500 log-returns (pypomp / JAX).

Contents

File	Role
blinded.qmd	Quarto source (anonymous for peer review)
blinded.pdf	Compiled report
references.bib	Bibliography
spx_weekly.csv	Cached weekly percentage log-returns (2015–2024 window)
get_data.py	Regenerates spx_weekly.csv from Yahoo Finance ^GSPC
requirements.txt	Python dependencies

Render

cd Project
pip install -r requirements.txt
quarto render blinded.qmd

Full execution is CPU-intensive (IF2, global search, two profile grids, probes); expect roughly 5–15+ minutes on a laptop.

Zip for Canvas

Include blinded.qmd, blinded.pdf, data, references.bib, and any generated figures if you distribute a pre-built bundle (figures are recreated by quarto render).