thesis.tex

%% NYU PhD thesis format. Original template created by José Koiller 2007--2008.
%% Updated by Anshul Vikram Pandey with new design guidelines. 2017-2018

%% Use the first of the following lines during production to
%% easily spot "overfull boxes" in the output. Use the second
%% line for the final version.
% \documentclass[12pt,draft,letterpaper]{report}
\documentclass[12pt,letterpaper]{report}
% \documentclass[12pt]{article}

%% Replace the title, name, advisor name, graduation date and dedication below with
%% your own. Graduation months must be January, May or September.
\newcommand{\thesistitle}{Pairs Trading with Machine Learning on Distributed Python Platform}
\newcommand{\thesisauthor}{Yicheng Wang}
\newcommand{\thesisadvisor}{Song Tang}
\newcommand{\graddate}{May 2019} % like January XX, May 20XX, September 20XX

%% If you do not want a dedication, scroll down and comment out
%% the appropriate lines in this file.
%% \newcommand{\thesisdedication}{To all the Ph.D. pursuing brave souls}

%% The following makes chapters and sections, but not subsections,
%% appear in the TOC (table of contents). Increase to 2 or 3 to
%% make subsections or subsubsections appear, respectively. It seems
%% to be usual to use the "1" setting, however.
\setcounter{tocdepth}{1}

%% Sectional units up to subsubsections are numbered. To number
%% subsections, but not subsubsections, decrease this counter to 2.
\setcounter{secnumdepth}{3}

% Setting a gap between page number and text block


%% Page layout (customized to letter paper and NYU requirements):
\setlength{\oddsidemargin}{.6in}
\setlength{\textwidth}{5.8in}
\setlength{\topmargin}{0.5in}
\setlength{\headheight}{0in}
\setlength{\headsep}{0in}
\setlength{\textheight}{8.3in}
\setlength{\footskip}{.5in}

%% Use the following commands, if desired, during production.
%% Comment them out for final version.
%\usepackage{layout} % defines the \layout command, see below
%\setlength{\hoffset}{-.75in} % creates a large right margin for notes and \showlabels

%% Controls spacing between lines (\doublespacing, \onehalfspacing, etc.):
\usepackage{setspace}

%
%% \usepackage{amsmath}
%% \usepackage{amssymb}
\usepackage{xspace}
\usepackage{algorithmic}
\usepackage{algorithm}
\usepackage{microtype}
\usepackage{subfigure}
\usepackage{color}
\usepackage{url}
\usepackage{fancyhdr}
\usepackage[utf8]{inputenc}
\usepackage[english]{babel}
\usepackage[final]{graphicx}
\usepackage[final]{listings}
\usepackage{bookmark}
% \newfloat{algorithm}{t}{lop}

\pagestyle{fancy}
\fancyhf{}
\renewcommand{\headrulewidth}{0pt}
\fancyhead[LE]{}
\fancyhead[RO]{}
\fancyhead[RE]{}
\fancyhead[LO]{}
\fancyfoot[C]{}
\rhead{\thepage}

\fancypagestyle{plain}{%
\fancyhf{}
\rhead{\thepage}
}

\setlength{\headheight}{20pt} 

%% Use the line below for official NYU version, which requires
%% double line spacing. For all other uses, this is unnecessary,
%% so the line can be commented out.
\onehalfspacing % requires package setspace, invoked above

%% Each of the following lines defines the \com command, which produces
%% a comment (notes for yourself, for instance) in the output file.
%% Example:    \com{this will appear as a comment in the output}
%% Choose (uncomment) only one of the three forms:
%\newcommand{\com}[1]{[/// {#1} ///]}       % between [/// and ///].
\newcommand{\com}[1]{\marginpar{\tiny #1}} % as (tiny) margin notes
%\newcommand{\com}[1]{}                     % suppress all comments.

%% This inputs your auxiliary file with \usepackage's and \newcommand's:
%% It is assumed that that file is called "definitions.tex".
\input{definitions}


%% Cross-referencing utilities. Use one or the other--whichever you prefer--
%% but comment out both lines for final version.
%\usepackage{showlabels}
%\usepackage{showkeys}
% \pagestyle{headings}

\begin{document}
%% Produces a test "layout" page, for "debugging" purposes only.
%% Comment out for final version.
%\layout % requires package layout (see above, on this same file)
%% Sets page numbering to "roman style" i, ii, iii, iv, etc:

%%%%%% Cover page %%%%%%%%%%%
%% Sets page numbering to "roman style" i, ii, iii, iv, etc:
\pagenumbering{roman}
\thispagestyle{empty}
\begin{center}
{\bfseries 
  {\large\thesistitle}
  \vspace{1in}
  
 {\large {\bf CAPSTONE}}\\
  \vspace{.5in}
  
  \begin{doublespace}
  {\large  
  Submitted in Partial Fulfillment of\\
  % \vspace{.1in}
  the Requirements for\\
  % \vspace{.1in}
  the Degree of\\}
  \end{doublespace}
  \vspace{.5in}
  
  {\large Master of Science (Finance and Risk Engineering)}\\
  \vspace{.5in}
  
  at the \\
  \vspace{.2in}
  
  {\large
  NEW YORK UNIVERSITY\\
  \vspace{-0.05in}
  TANDON SCHOOL OF ENGINEERING\\
  }
  \vspace{.2in}
  
  by
  \vspace{.5in}

  {\large\thesisauthor}
  \vspace{.5in}
  % \vfill

  {\large\graddate}
}

\end{center}

\newpage

%%%%%%%%%%%%%% Ackknowlegment %%%%%%%%%%%%%%%%%
%% Comment out the following lines if you do not want to acknowledge
%% anyone's help...
\section*{Acknowledgements}
\addcontentsline{toc}{section}{Acknowledgements}
\input{acknowledge}
\newpage


%%%%%%%%%%%%%% Abstract %%%%%%%%%%%%%%%%%
\section*{}
\begin{center}
{\bfseries 
  %{\large\thesistitle}
  \vspace{.25in}  
  {\bf ABSTRACT}\\
  \vspace{.25in}
}
\end{center}
\addcontentsline{toc}{section}{Abstract}
\input{abstract}
\newpage

%%%% Table of Contents %%%%%%%%%%%%
\tableofcontents
% \clearpage
% \pagestyle{headings}


%%%%% Body of thesis starts %%%%%%%%%%%%
\pagenumbering{arabic} % switches page numbering to arabic: 1, 2, 3, etc.

%% Introduction. If your thesis has no introduction, or chapter 1 is
%% meant to be the introduction, then comment out the lines below.
%% \section*{Introduction}\addcontentsline{toc}{section}{Introduction}
%\input{intro}

%%If your thesis has different "Parts", use commands such as the following:
\input{introduction/introduction}

%
\input{background/background}

%
\input{data/data}

%
\input{model/model.tex}

%
\input{client_server/client_server}

%
\input{simulated_trading/simulated_trading}

%
\input{performance_analysis/performance_analysis}

%
\input{conclusions/conclusions}

%%%%% Appendices start %%%%%%%%%%%%%%%%
%% Comment out the following line if your thesis has no appendix
\appendix
\input{appendix/app1}

%% Note: If your thesis has more than one appendix, NYU requires a "list of
%% appendices" page before the body of the thesis. I don't provide the tools
%% to create that here, so you're on your own for that one... Sorry.
%\input{app2}

%%%% Input bibliography file %%%%%%%%%%%%%%%
% \input{thesis}
\bibliographystyle{abbrv}
\bibliography{biblio,background/background} % add intelligently

\end{document}