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college, validate it on sub-sets of the 1000 students that were not included when creating the prediction model, and then use the model to make predictions about new students.

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The expectation of the stochastic integral is simply zero. Substituting E[S(t)] = m(t) and using the initial condition m(0) = s, we can express the equation as an ordinary di erential equation, according to: (m0(t) = m(t) m(0) = s Clearly, this simple ODE has the solution m(t) = se t. Therefore, the expectation of the stock price at time t is:

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1.1 Properties of the Stack Operator 1. If v2IRn 1, a vector, then vS= v. 2. If A2IRm Sn, a matrix, and v2IRn 1, a vector, then the matrix product (Av) = Av. 3. trace(AB) = ((AT)S)TBS. 2 The Kronecker Product The Kronecker product is a binary matrix operator that maps two arbitrarily dimensioned matrices into a

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