Geometric Deep Learning of Volatility Surfaces

Options are financial instruments that are used to manage risk, hedge investments, and speculate. The value of these options depends on the price of the underlying asset and a multitude of different variables. As a result, pricing models can become complex, requiring infeasibly expensive routines or simulations to be run to price a single option. One reason this procedure can be slow is that the model’s parameters need to be tuned to the market’s current conditions, reflected by an implied volatility surface (IVS), which gives the value of options with different parameters.

Implementation of an Optimal System for the Detection and Avoidancesystem on an Unmanned Aircraft System

Remotely Piloted Aircraft System (RPAS) will be essential in developing and monitoring Canada’s territories. This is in part due to a lack of suitable human pilots due to skill shortages and difficult conditions making recruitment difficult; there are also “dull, dirty and dangerous” aspects of the missions that make a remote pilot operation safer. Miniaturization, machine learning and robotics are all fields which may contribute to overcoming these challenges in new and affordable ways.

Food Convergent Innovation Canada Start-Up:Developing data and methods to support the digital backbone of the agri-food system in the Covid19 context

Food Convergence and Integrity (FCI) Canada is being formed to help agri-food companies mitigate the disruptions of Covid-19, increase interactions and innovations among Canadian agrifood companies and enable new agrifood business streams. Through its member platform, it will enhance resilience and competitiveness of the Canadian agri-food sector, resulting also in increased food security for Canadians.

Data Science in Pilot Performance Assessment

Automatically assessing a pilot performance during a flight training session is a capability that can enhance the flight instructor during his duty. From data gathered during a flight maneuver, we are looking for a way to automatically assess pilot performance to augment instructor performance and provide objectivity during flight training assessment.

Semantic Search and Visualisation using Machine Learning and Natural Language Processing

This project tackles the issue of knowledge incompleteness and lack of domain coverage in resume and job posting matching caused by the exploitation of domain-general resources. A variety of co-operative semantic/ontological resources will be used to filter out irrelevant resumes. A two-way (candidate to job and job to candidate) semantic-based automatic suitability ranking is proposed. The suitability is determined by the semantic distance of resumes and job postings, evaluated by their word embeddings.

A Principled Approach to Developing Machine Learning Models for the Synthesis of Structured Health Data

Under the current pandemic of Covid-19, sharing health record data has tremendous benefits to control the spread of the infection and save lives globally. In medical research and discovery, Electronic medical records (EMRs) play the essential role for medical discovery in two categories, namely 1) cross-sectional study and 2) longitudinal study. Cross-sectional study compares different population groups at a single point in time while in longitudinal study, researchers conduct several observations of the same subjects over a period of time.

Efficient Deep Learning Methods that Only Require Few Labeled Data

In this postdoc, we plan to focus on computer vision tasks where existing deep learning methods require lots of labeled samples to work well. Acquiring labeled samples is time-consuming and often impractical. Thus, we investigate three different classes of methods to alleviate the label scarcity problem: active learning, weakly-supervised learning, and few-shot learning. In active learning, the goal is to label the most important samples to maximize the performance of the model while reducing labeling costs. In weakly supervised learning, the goal is to train models using weak labels.

Wirelessly COVID-19 Patient Tracking and Risk Assessment Using Edge AI Platform

The ability of the health system to manage a massive influx of patients is based on the combination of four factors: the personnel, the equipment, the physical spaces and the system in place. A combination better known in jargon as the 4 "S" (staff, stuff, structure / space, system). A fifth factor that is often misunderstood is synchronicity.

Monitoring and Analysis of COVID-19 Acute Respiratory Distress Syndrome on Ventilators

Front-line clinicians have reported that different respiratory stiffness results in different COVID-19 patient conditions on ventilators. In this project, we test and improve NovaResp’s monitoring hardware and analyze the collected data for development of algorithms with focus on respiratory stiffness of patients with COVID-19. The resulting algorithms and monitoring device could lead to determine whether patients need to be intubated, and when under ventilation, what ventilatory settings need to be applied for better patient outcome.

Remote Activity Monitoring and Fall Detection System

Gold Sentintel has built a non-visual fall detection and respiration monitoring product for Long Term Care called ElephasCare LTC. ElephasCare LTC utilizes passive radar sensors to detect residents’ position within their rooms, monitoring motion and respiration, and automatically notifying caregivers in the event of a fall, or lack of respiration.