James M Piette III
Department of Statistics
Wharton School
University of Pennsylvania
433 Huntsman Hall
jpiette(that at thingy)wharton.upenn.edu
About
Me
My name is James Piette. I am 23 and I grew up in Savannah,
Georgia. I graduated with honors from Trinity
College in June of 2007, where I earned three degrees: a B.S.
in Computer Science, a B.S. in Economics, and a B.S. in Mathematics
with a Classical concentration. I achieved honors in two of
my three degrees (Computer Science and Economics). Currently,
I am a second-year Ph.D. student in the Wharton
Statistics Department.
Previous Research
During my undergraduate years, I developed and refined a technique for
modeling human subjectivity. I first became interested in the
problem of mimicking human behavior when, as a high school student,
I tried to implement an expert system for playing the game
known as “Texas Hold’em Poker.”
In my first implementation I employed simple techniques taken
from books written by poker experts in my program. However,
more complicated procedures were called for as the game progressed.
To translate this sophisticated concept into an applicable
form, I created my own system involving
“personality.” I went on to present this
project at both mathematics and computer science seminars. These included a talk at the 2004 Northeastern Section
meeting of the Mathematical Association of America and a poster
presentation at the 2005 Consortium for Computing Sciences in Colleges
(Northeastern Region). The concept proved to be successful,
so I went on to apply it to different scenarios.
My senior project in Computer Science, “Consumer Preferences:
Making the Right Choice for You,” also employed this model
for predicting human subjectivity. The idea came to me when
online shopping websites started sending me recommendations for future
purchases. The suggestions were terrible, so my solution for
improving this was to adopt my subjectivity model by predicting the
consumer’s personality.
I came up with my economics thesis by addressing a question my research
suggested had never been asked before: what determines the length of
time a security is held (the holding period) in a mutual
fund’s portfolio, and is there a significant relationship
between the holding period and the performance of the mutual fund?
All available information on the holdings of the mutual funds
in my sample was collected and examined using survival analysis
techniques to determine what relationships exist between a
fund’s performance and their equity holding periods.
Undergraduate Theses
- Computer Science (Senior Project): "Consumer Preferences: Choosing the Right Album for You"
-
Economics (Senior Thesis): "Equity Holding Periods by Mutual Funds"
Current Research
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- Survival Analysis on Financial Data
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Fall 2007
- STAT 530 - Probability
- STAT 541 - Statistical Methods
- STAT 550 - Mathematical Statistics
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Spring 2008
- STAT 531 - Stochaistic Processes
- STAT 542 - Bayesian Methods and Computation
- STAT 551 - Linear Models
- STAT 552 - Asymptotic Theory
- STAT 920 - Sample Survey Methods
- BSTA 653 - Survival Analysis
TA
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Fall 2007
- STAT 101 - Introduction to Business Statistics
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Spring 2008
- STAT 101 - Introduction to Business Statistics
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Summer 2008
- STAT 611 - Basic Mathematics Review
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Fall 2008
- STAT 111 - Introductory Statistics
- Office Hours: Wednesdays from 10:30 to 11:30 and Thursdays from 2:00 to 3:00
Links
