Structured Assets’ Value-at-Risk: Measurement and Sensitivity Testing

This project aims to measure the credit risk of Sun Life structured assets portfolio. The objective is to evaluate the accuracy of different methods to assess the credit risk of these types of financial instruments and to evaluate their advantages and limitations. Two methods are proposed to assess structured finance assets risk: Loan Equivalent Approach and Look Through Approach. The former is a practical representation of the structured asset as a traditional debt instrument.

Human Health Risk Assessment of Manganese and Inorganic Manganese Compounds and the Application of Categorical Regression in the Quantitative Risk Assessment of Manganese

Risk Sciences International is currently completing a comprehensive risk assessment of the potential human health effects of manganese. This assessment involves a systematic review of the worlds’ literature on epidemiological and toxicological studies of manganese, following which an international expert panel has scored all of the adverse health outcomes identified through this review using a 12-point severity scoring scale.

SVM based system to detect machines engaged in distributed denial of service attack

In this research, we propose the design of an efficient automated system which can effectively learn from the patterns of malicious activities, in the form of distributed denial of service attack (DDoS) against web servers on the Internet, and subsequently offer potential victims protection against such attacks by banning such requests in advance.

Callibration of implied volatilities for illiquid interest rate products in the Brazilian market

The project aims to address issues in the pricing of interest rate derivatives in an illiquid market. In particular, the project will examine the pricing of options on the Brazilian average interbank deposit rate index. A critical element in determining appropriate prices is the volatility implied by observable market prices. However, the lack of liquidity in these markets makes that problematic. The project will examine different methodologies for producing implied volatilities for use in a pricing model.

Predicting click-impression dynamics by an epidemic model

InferSystems Corp. develops fully automatic mathematical software to optimize Real-Time-Targeting and Real-Time-Bidding. No project summary submitted.

In-depth analysis of deer management in Nova Scotia

This project will support improvements to deer management in Nova Scotia. Improved management and conservation of Nova Scotia’s most important big game species supports wildlife habitat conservation by NS DNR, but is also of importance to the forestry industry, and stakeholders such as the NS Federation of Anglers and Hunters, and the Fur Institute of Canada.

Methods for detection of emergent gameplay

Games are no fun to play if there is a perfect winning strategy so that a player can always win by playing it. Game designers are aware of this, but it is notoriously difficult to predict when such strategies exist for a given rule set. This project is about studying the effects of changing the rules of a game or adding new rules, especially non-traditional ones like giving away points, in order to predict the existence or likelihood of a perfect winning strategy.

Nonlinear projection methods for prediction of trends in cancer incidence and mortality

Main aim of this project is to develop a prediction model for cancer projection, with detailed information regarding incidence, mortality and other measures of cancer burden for the most common types of cancer, presented by age, sex, time and geographic locations. These data can help stimulate new research as well as assist decision-making and priority-setting at the individual, community, provincial/territorial and national levels.

Nonlinear projection methods for prediction of trends in cancer incidence and mortality

Main aim of this project is to develop a prediction model for cancer projection, with detailed information regarding incidence, mortality and other measures of cancer burden for the most common types of cancer, presented by age, sex, time and geographic locations. These data can help stimulate new research as well as assist decision-making and priority-setting at the individual, community, provincial/territorial and national levels.

Developing forward curve models for power risk management

When a company has excess power generation at its disposal, a natural course of action will be to seek to market that power. However, power markets are notoriously volatile, and this makes the cash flows that result from selling the power unpredictable and hard to plan for. The aim of this project is to help develop models for power forward prices that can be used to help manage this risk.

Pages